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PARTIAL
DIFFERENTIAL EQUATIONS OF MATHEMATICAL PHYSICS
By
H.
BATEMAN
This truly encyclopedic exposition of the methods of solving boundary value problems of mathematical physics by means of definite ana lytical expressions is valuable as both text and
reference work.
covers an astonishingly broad field of proband contains full references to classical and contemporary literature, as well as numerous examples on which the reader may test his skill. This edition contains a number of corrections and additional references furnished by the late Professor Bateman.
It
lems
The book
bound
ary value problems, method *of Ritz, orthogonal functions; classical equations, including uniform motion, Fourier series, free and forced vibrations, Heaviside's expansion, wave motion, potentials,
Laplace's equation.
Applic?^ns
'
of
Stokes;
><nann's
motion, torsion, two dimensional problems, Fourier inversion, vibration of a loaded string and of a shaft; conformal mapping, including the Riemann theorem, the distortion theorem, mapping of polygons.
Equations
teat flow;
nials, with applications; cylindrical coordinates, diffusion, vibration of a circular membrane; elliptic and parabolic coordinates, with the corresponding boundary problems; torodial coordi
the book must be in the hands of every is interested in the boundary value Bulletin problems of mathematical physics'*. of American Mathematical Society.
".
.
one who
DOVER PUBLICATIONS
1780 Broadway,
Please send
New
York
19,
N. Y.
me:
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a copy of your
new
catalog
Name
MATHEMATICAL PHYSICS
BY
H.
BAT EM AN,
M.A., PH.D.
;
Late Fellow of Trinity College, Cambridge Professor of Mathematics, Theoretical Physics and Aeronautics, California Institute of Technology,
Pasadena, California
First Edition
1932
First
American Edition
1944
By
Printed in the U. S. A.
Dedicated
to
MY MOTHER
PREFACE INTRODUCTION
CONTENTS
page
xiii
xvxxii
CHAPTER
115119. Fourier's theorem, Fourier constants, Cesaro's method of summation, Parseval's theorem, Fourier series, the expansion of the integral of a bounded
function which
121125.
is
continuous bit by
bit.
716
The bending
moments,
stability of a strut,
1625
F^ee undamped vibrations, simple periodic motion, simultaneous Lagrangian equations of motion, normal vibrations, compound pendulum, quadratic forms, Hermit ian forms, examples.
1411 42. Forced oscillations, residual oscillation, examples.
143.
1*31136.
2540
4044
braic equations.
144.
44 d7
of
The equation
damped
4752 5254
1451 46.
147149.
The
Fundamental equations
method
546Q
associated equations, transmission of vibrations, vibration of a building, vibration of a string, torsional oscillations of a rod, plane waves of sound, waves in a canal, examples.
151 156.
6073
Conjugate functions and systems of partial differential equations, the telegraphic equation, partial difference equations, simultaneous equations
1611 63.
7377
of
Potentials
fluid,
sources and
lines of force,
and
7790
181182. The classical partial differential equations for Euclidean space, Laplace's equation, systems of partial differential equations of the first order fchich lead to the classical equations, elastic equilibrium, equations leading to the
^uations of wavemotion,
S
9095
95100
$1'92./
The
and rays.
;
101105
1 '931 94.
Primary
105111
Fundamental
solutions, examples.
111114
viii
Contents
CHAPTER
pages 116118
213216.
The equation
warm fluid,
118125
tions, examples.
126131
<f 2232*26. Green' s^theorem^for a general linear differential equation of the second order, characteristics, classification of partial differential equations of the second order, a property of equations of elliptic type, maxima and minima of
solutions.
131138
231232. Green's theorem for Laplace's equation, Green's functions, reciprocal " ~
relations.
138144
144152
241242.
The derivation
Du
examples.
24312432. The transformation of physical equations, transformation of Eulerian equations, transformation of Laplace's equation, some special trans
152157
formations, examples.
251.
157162
for the equilibrium of
The equations
an
162164
164166
.
252.
253.
The equations
The equations
of motion of
an
inviscid fluid.
of vortex motion
of
and
Liouville's equation.
166169
169171
254.
a soap
film,
examples.
256256.
257.
172176
176177
The vibration
membrane.
of energy
258259.
momentum
in
and
177183 184189
263264.
189192
271272. Integral equations of electromagnetism, boundary conditions, the retarded potentials of electromagnetic theory, moving electric pole, moving electric
and magnetic
273.
dipoles, example.
192201
The
201203
Contents
IX
CHAPTER IH
TWODIMENSIONAL PROBLEMS
3*11.
3*12.
Simple solutions and methods of generalisation of solutions, example, pages 204207 207211
313315. Method of summation, cooling of fins, use of simple solutions of a complex type, transmission of vibrations through a viscous fluid, fluctuating temperatures and their transmission through the atmosphere, examples.
316. 3*17.
211215
215218
Conduction of heat in a moving medium, examples. Theory of the unloaded cable, roots of a transcendental equation, Koshliakov's theorem, effect of viscosity on sound waves in a narrow tube.
318. 321.
electrical filter, torsional vibrations of
218221
221228
Vibration of a light string loaded at equal intervals, group velocity, a shaft, examples.
228236
Potential function with assigned values on a circle, elementary treatment of Poisson's integral, examples.
331332. 333334. Fourier series
for
236242
341. 342.
351. 361.
245246
246247
247249
249254
Flow round a
371.
Elliptic coordinates,
aerofoils.
381383.
Bipolar
coordinates, effect of
mound
on the
electric potential.
260265
CHAPTER IV
CONFORMAL REPRESENTATION
41 1421.
Properties of the
points, examples.
mapping
function, invariants,
Riemann
surfaces
and winding
266270
270275
422424. The bilinear transformation, Poisson's formula and the mean value theorem, the conformal representation of a circle on a half plane, examples.
431433.
and exceptional cases of the problem. 441442. The mapping of a unit circle on itself, normalisation
problem, examples.
443.
275280
of the
mapping
280283
The
derivative of a normalised
and other
444.
inequalities.
445.
446.
285287 287291
an open
region.
291292
b2
x
451.
Contents
The Green's
function.
pages 292294
461463. Schwarz's lemma, the mapping function for a polygon, mapping of a triangle, correction for a condenser, mapping of a rectangle, example.
464.
294305
305309
471473.
mapping
of a
wing
309316
481482.
mapping
316322
Approximation t*> the mapping function by means of polynomials, Daniell's orthogonal polynomials, Fe JOT'S theorem.
491493.
322328
CHAPTER V
their
generalisation,
progressive waves,
329331
refrac
Reflection
tion of plane
521.
531.
and refraction of electromagnetic waves, reflection and waves of sound, absorption of sound, examples.
in the conduction of heat.
fluid,
331338 338345
Some problems
examples.
345350
CHAPTER
The elementary
VI
POLAR COORDINATES
611613.
solutions, cooling of a solid sphere.
351354
zero,
621629. Legendre functions, Hobson's theorem, potential function of degree Hobson's formulae for Legendre functions, upper and lower bounds for the
Pn (/i), expressions for the Legendre functions as nth derivatives, the associated Legendre functions, extensions of the formulae of Rodrigues and Conway, integral' relations, properties of the Legendre coefficients, examples.
function
354366
631636. Potential function with assigned values on a spherical surface $, derivation of Poisson's formula from Gauss's mean value theorem, some applications of Gauss's
mean
367375
641644. Legendre functions and associated functions, definitions of Hobson and Barnes, expressions in terms of the hypergeometric function, relations between the different functions, reciprocal relations, potential functions of degree n + \ where n is an integer, conical harmonics, Mehler's functions, examples.
375384
651654. Solutions of the waveequation, Laplace's equation in n + 2 variables, extension of the idea of solid angle, diverging waves, Hankel's cylindrical functions, the method of Stieltjes, Jacobi's polynomial expansions, Wangerin's
formulae, examples.
661.
384395
395397
Contents
xi
CHAPTER
VII
CYLINDRICAL COORDINATES
7*11.
The
diffusion equation in
two dimensions,
diffusion
examples.
712. Motion of an incompressible viscous fluid in an infinite right circular cylinder rotating about its axis, vibrations of a disc surrounded by viscous fluid,
examples.
7 13. Vibration of a circular membrane.
721.
399401
401
The simple
functions, examples.
722.
402404
404405
axis
and
finite
on the
formula, examples.
732.
405409
The use
for
expression
of definite integrals involving Bessei functions, Sommerfeld's a fundamental wavefunction, Hankel's inversion formula,
examples.
733.
409412
for the space
planes, examples.
741. 7*42.
412415
416417
418419
751.
An
419420
CHAPTER
VIII
ELLIPSOIDAL COORDINATES
81 1812.
421425
is
831834.
of
a homogeneous
cylinder,
elliptic
examples.
841845.
427433
Prolate spheroid, thin rod, oblate spheroid, circular disc, con
ducting ellipsoidal column projecting above a flat conducting plane, point charge above a hemispherical boss, point charge in front of a plane conductor with a pit
or projection facing the charge.
851854.
433439
spheroidal
coordinates,
Laplace's equation in spheroidal coordinates, Lame products for expressions for the associated Legendre functions,
and
of integral equations,
disc,
relation
examples.
440448
Xll
Contents
CHAPTER IX
PARABOLOIDAL COORDINATES
911.
Lam6
products.
pages 449451
Sonine's polynomials, recurrence relations, roots, orthogonal properties, Hermite's polynomial, examples.
021022.
031.
451455
An
455460
CHAPTER X
TOROIDAL COORDINATES
101
.
461462
463465
465468
468
468472
105.
method
of images, streamfunction.
106107.
infinite plane.
472474
any
field of force.
474475
CHAPTER XI
DIFFRACTION PROBLEMS
by a half plane, solutions of the waveequation, Sommerfeld's integrals, waves from a line source, Macdonald's solution, waves from a moving source.
111113.
Diffraction
476483
483486
114.
Discussion of
Sommerfeld's
solution.
11 51 17.
Use
486490
CHAPTER
XII
NONLINEAR EQUATIONS
12*1. Riccati's equation, motion of a resisting medium, fall of an aeroplane, bimolecular chemical reactions, lines of force of a moving electric pole, examples.
122.
491496
by a method
of successive approxi
497501
Plateau's problem, Schwarz's
surface,
501509
of
a compressible
fluid,
examples.
509511
APPENDIX
LIST OF
512514
AUTHORS CITED
515519
520522
INDEX
The
Bateman's definitive work on partial differential equations is made and reference use by American mathematicians and
Professor
tions to references
124, 126, 127, 212, 219, 229, 230, 247, 261, 359, 364, 366, 403, 404, 410, 415, 417, 452, 454, 457, 462, 464, 477, 515, 517, 518 and 519. The correction required on page 219 was brought to Professor Bateman's attention by Mr. W. H. Jurney.
DOVER PUBLICATIONS
PREFACE
chiefly with the aim of for the solution of the boundary obtaining exact analytical expressions problems of mathematical physics.
this
IN
In many cases, however, this is impracticable, and in recent years much attention has been devoted to methods of approximation. Since these are
not described in the text with the fullness which they now deserve, a brief introduction has been written in which some of these methods are sketched and indications are given of portions of the text which will be particularly
useful to a student
No discussion
occur in the
new
who is preparing to use these methods. has been given of the partial differential equations which quantum theory of radiation because these have been well
theory.
abbreviations jmd slight departures from the notation used in recent books have been adopted. Since the /,notation for the generalised
Some
Laguerre polynomial has been used recently by different writers with slightly different meanings, the original Tnotation of Sonine has been retained as in the author's Electrical find Optical Wave Motion. It is
thought, however, that a standardised //notation will eventually be adopted by most writers in honour of the work of Lagrange and Laguerre. The abbreviations '"eit" and "eif " used in the text might be used with
advantage in the new quantum theory, together with some other abbreviations, such as "oil" for eigenlrsrei and 'eiv" for eigenvector. The Heaviside Calculus and Ihe theory of integral equations are only briefly mentioned in the text: they belong rather to a separate subject which might be called the Integral Equations of Mathematical Physics. Accounts of the existence theorems of potential theory, SturmLiouville expansions and ellipsoidal harmonics have also been omitted. Many excellent books have however appeared recently in which these subjects
k
accurate work
BATEMAN
November 1931
INTRODUCTION
THE
mathematical physics are now so numerous and varied in character that it is advisable to make a choice of equations when attempting a discussion.
differential equations of
set of the
some
to
'
.'
9
F

"
'
to.
where the quantities on the lefthand sides of these equations are the variational derivatives* of a quantity F which is a function of I independent variables xlt ... x lt of m dependent variables yl9 "... y m and of the derivatives up to order n of the t/'s with respect to the x's. The meaning of a variational derivative will be gradually explained. (T) The first property to be noted is that the variational derivatives of a function F all vanish identically when the function can be expressed in the form
F _do j
JL
dGt
~j
da
t
j
dxi
cLx^
is
j axi
a function of the x's and t/'s and of the i/'s with respect to the x'a. The notation up is used here for a complete differentiation with respect to x 8 when d/dx8 consideration is taken of the fact that F is not only an explicit function of xs but also an explicit function of quantities which are themselves functions
G8
of the
of
x8 Another statement
.
mentioned
is
tional derivatives of
2 ...
is
an exact
differential.
is
dependent variable y, whose derivatives up to order n are respectively (n) the condition that Fdx may be an exact differential is y'> y"y y
9
readily found to be
dy
dx
\dy'
dx*\dy"
the quantity on the lefthand side of this equation is indeed the variational derivative of with respect to y and will be denoted by the
Now
symbol SF/Sy.
For a systematic discussion of variational derivatives reference may be made to the papers Donder in Bulletin de VAccuttmie BoyaU de Bdgique, Claase des Sciences (5), t. xv (192930). In some cases a set of equations must be supplemented by another to give all the equations in a set of the variational form.
of Th. de
*
xvi
In the case when
Introduction
F is
of the
form
(z)
yN.
 zMx
(y),
where z is a function of x and x (z) are linear differential expresx (y), sions involving derivatives up to order n and coefficients of these derivatives which are functions of x with a suitable number of continuous
derivatives,
is chosen adjoint = the expression to be a solution of the differential equation x (z) x (y) dx is an exact differential and so z is an integrating factor of the = 0. The relation between two differential equation adjoint to x (z)
that the differential expressions x (y), for all forms of the function z. When z
Nx (z) are
zM
by Lagrange and extended by Riemann to the case when there is more than one independent variable. Further extensions have been made by various writers for the case when there are several dependent variables*. Adjoint differential expressions and adjoint differential equations are now of great
importance in mathematical analysis. A second important property of the variational derivatives introduced by first considering a simple integral
adjoint differential equations is, moreover, a reciprocal one, The idea of adjoint differential expressions was introduced
may
be
and
its first
variation
by
parts,
making use
of the
equations
it is
still
integration
" " variational derivative is readily understood now why the name used. The variational derivative is of fundamental importance in the Calculus of Variations because the Eulerian differential equation for a
It
is
variational problem involving an integral of the above form equating the variational derivative to zero.
is
obtained by
This rule is capable of extension, and rules for writing down the variational derivatives of a function in the general case when there are
vol.
xxx,
p.
Math. Ann. Bd. Lxn, S. 148 (1906); D. R. Davis, Trans. 710 (1928).
Introduction
I
xvii
independent variables and m dependent variables can be derived at once from the rules of 242 for the derivation of the Eulerian equations. Since our differential equations are always associated with variational problems, direct methods of solving these problems are of great interest. The important method of approximation invented by Lord Rayleigh* and developed by W. Tlitzf is only briefly mentioned in the text, though it has been used by RitzJ, Timoshenko and many other writers! to obtain
approximate solutions
cussion
of
many important
theorems
is
by means
of convergence
has been omitted from the text largely for this reason and partly because important modifications of the method have recently been suggested which
lead more rapidly to the goal and furnish means of estimating the error of an approximation. In Ritz's method a boundary problem for a differential equation D (u) = is replaced by a variation problem in which a certain integral / is to be made a minimum, the unknown function u being subject to certain supplementary conditions which are usually linear boundary conditions and conditions of continuity. The function u a used by Ritz as an approximation for u, is not generally a solution of the differential equation, but it
,
does satisfy the boundary conditions for all values of the arbitrary constants which it contains. The result is that when an integral I a is calculated
from u a in the way that / is to be calculated from u, the integral Ia is greater than the minimum value I m of /, even when the arbitrary con
ua are chosen so as to make I a as small as possible. This means approached from above by integrals of the type I a Now it was pointed out by R. Courant ^[ that I m can often be approached from below by integrals Ib calculated from approximation functions u b which satisfy the differential equation but are subject to less restrictive supplementary conditions. If, for instance, u is required to be zero on the
stants in
that I m
is
boundary, the boundary condition may be loosened by merely requiring u b to give a zero integral over the boundary in each of the cases in which it is first multiplied by a function v s belonging to a certain finite set. This idea has been developed by Trefftz** who uses the arithmetical mean of I a and I b
* Phil. Trans.
A, vol. CLXI,
p.
t
J
W. W.
8.
cxxxv,
Ritz,
Ann.
77 (1870); Scientific Papers, vol. I, p. 57. 192316 (GauthierVillars, Paris, 1911). Bd. xxvm, S. 737 (1909).
Timoshcnko, Phil. Mag. (6), vol. XLVII, p. 1093 (1924); Proc. London Math. Soc. (2), vol. XX, p. 398 (1921); Trans. Amcr. Soc. Civil Engineers, vol. LXXXVII, p. 1247 (1924); Vibration Problems in Engineering (D. Van Nostrand, New York, 1928). See especially M. Plancherel, Bull, dcs Sciences Math. t. XLVII, pp. 376, 397 (1923), t. XLVIII, pp. 12, 58, 93 (1924); Comptcs JRcndus, t. CLXIX, p. 1152 (1919); R. Courant, Acia Math. t. XLIX, p. 1 (1926); K. Friedrichs, Math. Ann. Bd. xcvni, S. 205 (19278). U R. Courant, Math. Ann. Bd. xcvn, S. 711 (1927). ** E. Trefftz, Int. Congress o Applied Mechanics, Zurich (1926), p. 135; Math. Ann. Bd. c, S. 603 (1928).

xviii
Introduction
,
simplified by a choice of functions v 8 which will make it possible to find simple solutions of the differential equation for the loosened boundary
conditions.
Sometimes
it is
of continuity which should be loosened, and this makes it advisable not to lose interest in a simple solution of a differential equation because it does
by physical con
In order that Ritz's method may be used we must have a sequence of functions which satisfy the boundary conditions and conditions of continuity peculiar to the problem in hand. It is advantageous also if these functions can be chosen so that they form an orthogonal set, To explain what is meant by this we consider for simplicity the case of a single
defined in an independent variable x. The functions 0! (#), ^2 (#)> interval a < x < 6, are then said to form a normalised orthogonal set when
>
1,
ra= n
are satisfied for each pair of functions of the set. This definition is readily extended to the case of several independent variables and functions
defined in a domain
R of these variables; the only difference is that the simple integrals are replaced by integrals over the domain of definition. The definition may be extended also to complex functions n (x) of the form an ( x ) f ifin (#)> where a n (x) and /?n (x) are real. The orthogonal relations
i/r
s f Ja
Many
(x)
ip m (x)] [a n (x)
ipn (x)]
dx=0,
m*n,
=
9
1,
m=
n.
types of orthogonal functions are studied in this book. The trigonometrical functions sin (nx) cos (nx) with suitable factors form an
(0, 2?r),
Pn
(x),
with
suitable normalising factors, form an orthogonal set for the interval 1, 1), while in Chapter ix sets of functions are obtained .which are (
orthogonal in an infinite interval. The functions of Laplace, which form the complete system of spherical harmonics considered in Chapter vi, give an orthogonal set of functions for the surface of a sphere of unit radius, and it is easy to construct functions which are orthogonal in the whole of space.
In Chapter iv methods are explained by which sets of normalised orthogonal functions may be associated with a given curve or with a given area. In
many
method
of
approximation
Introduction
xix
are furnished by the Lam6 products defined in Chapters mxi. These products are important, then, for both the exact and the approximate solution of problems. It was shown by Ritz, moreover, that sometimes the functions occurring in the exact solution of one problem may be used in the approximate solution of another; the functions giving the deflection of a
clamped bar were in fact used in the form of products to represent the approximate deflection of a clamped rectangular plate. Early writers* using Ritz's method were content to indicate the degree of approximation obtainable by applying the method to problems which could be solved exactly and comparing the approximate solution with the
exact solution. This plan is somewhat unsatisfactory because the examples chosen may happen to be particularly favourable ones. Attempts have,
however, been made by Krylofff and others to estimate the error when an approximating function of order n, say
Ua =
is
$0 (%)
C l<Al
X)
C2^2
(X)+
..*
Cntn
0*0,
substituted in the integral to be minimised and the coefficients c s are chosen so as to make the resulting algebraic expression a minimum.
Attempts have been made also to determine the order n needed to make the error less than a prescribed quantity e.
In Ritz's method a boundary problem for a given differential equation must first of all be replaced by a variation problerp. There are, however, modifications of Ritz's method in which this step is avoided. If, for in,
stance, the differential equation is a variational equation 8F/8u = 0, the same set of equations for the determination of the constants c s is obtained
by
Ua for u
.
Su
J
(SF/Su) dx
0,
a
.
and equating to zero the coefficients of the variations 8c s This method has been recommended by HenckyJ and Goldsbrough it has the advantage of indicating a reason why in the limit the function u a
;
method
of least squares.
If
is
L9
and a
*
(u)
= f(x),
it is
<x<
is
to be satisfied with
la mtihode de
boundary
W.
f N. Kryloff, Comptes Rendus, t. CLXXX, p. 1316 (1925), de Toulouse (3), t. xix, p. 167 (1927).
t.
CLXXXVI,
p.
(7), vol.
1. 1,
xx
Introduction
,
conditions at the ends, the constants c 8 in an approximating function u a which satisfies these boundary conditions, are chosen so as to make the
integral
as small as possible. The accuracy of this method has been studied by Kryloff* who believes that Ritz's method and the method of least squares
are quite comparable in usefulness. The method of least squares is, of course, closely allied to the wellknown method of approximating to a function / (x) by a finite series of orthogonal functions
the coefficients
rb
cs
integral")*
If (*)
Ci<Ai 0*0
C 2 </r 2 (X)
...
C n ifj n (X)] 2
dx
lead to the
may
minimum
'.=
Ja
f(s)j.(x)d8
(=l,2,...n).
made
For an account of such methods of approximation reference may be to recent books by Dunham Jackson J, S. Bernstein and dc la Vallee
Poussin.
the integral
Ja
is
[/ (x)
^ (#)]
2
= A
f
2cH +
c2
AB
'
H > 0.
\jy
f a
[/ (x)Y dx
*
(x)Y dx
>
f [/ (x) a
g (x)Y dx.
There
*
is
(x)
and
N. Kryloff, Comptes Rend as, t. CLXI, p. 558 (1915); t. CLXXXI, p. 86 (11)25). Sec also Krawtchouk, ibid. t. c'LXXxm, pp. 474, 992 (1926). t G. I'larr, Comptes Rcttilus, t. XLIV, p. 984 (1857); A* Tocpler, Arizctycr dcr Kais. Akad. zu
Wu'n

(1870), p. 205.
1).
tioc.
Colloquium publications,
vol. xi (1930).
S. Hernstt'in,
proprn'te* extremal?*
rt In
C.
(GauthierVillars, Paris, 1926). do la Vallee Poussm, Lemons sur I' approximation des foncttons d'une variable reelle (ibid.
van able
reelle
1919).
Introduction
their conjugates
xxi
c
/ (x), g
(x).
Indeed,
if
and
is
m,
2
)
p, q,
77
are
all real,
the integral
may
(A*i
2
(
r?
+ 2Bf
2^ + D= ~[(A +
A=
J
)*+
dx dx
<
where
(p
a
2
(i
2
)
=
Ja
gg dx,
'
D= f Ja
B+
iC
+ m2
=
( J a
//da;,
=
Ja
f
fgdx,
B
iC
=
Ja
[
is
AD > B* + C
which
2
,
may
In this inequality the functions / and g may be regarded as arbitrary integrable functions. This inequality and the analogous inequality for 481. finite sums are used in treatment of problems in vibration the natural In the approximate frequencies are often computed with the aid of isoperimetric variation
problems. Ritz's method
differential equation is
is
now
particularly useful.
If,
(a)
0,
(b)
0,
to
make
the integral
f Ja
* This inequality
(1908).
is
[(*)]
fe
t.
xxv,
p.
58
xxii
Introduction
has an assigned value. This is accomplished by replacing u by a finite series in both integrals and reducing the problem to an algebraic problem. It was
noted by Rayleigh that very often a single term in the series will give a good approximation to the frequency of the fundamental frequency of
vibration.
is
values of the frequencies of overtones it to use a series of several terms and then the work necessary, however, becomes laborious as it is necessary to solve an algebraic equation of high
To obtain approximate
order.
tones
of
Trefftz has recently introduced a new method of approximating to the solution of a differential equation, in which the original variation problem 87 = is replaced by a modified variation problem 87 (<r) = in such a way
This method, combinfed with Trefftz's method of estimating the error of approximation to an integral such as / (e), can lead to an estimate of the
error involved in a computation of u. In the problem of the deflection of a clamped plate under a given distribution of load, the function / (e)
represents the potential energy when a concentrated load point where the deflection u is required.
is
placed at the
Courant has shown that the rapidity of convergence of a method of approximation can often be improved by modifying the variational
problem, introducing higher derivatives in such a way that the Eulerian equatioA of the problem is satisfied whenever the original differential
equation
is satisfied.
This device
is
method.
approximation is based on the use of difference equations which in the limit reduce to the differential equation of a problem. The early writers were content to adopt the principle, usually
entirely different
of
An
method
called Rayleigh's principle, that it is immaterial whether the limiting process is applied to the difference equations or their solutions. Some attempts
have been made recently to justify this principle* and also to justify the use of a similar principle in the treatment of problems of the Calculus of
Variations
by a
finite
An example
sums
is
equations and
* See the paper
finite
discussed in
of
xxrx,
p.
255 (1928).
method is discussed
xxxvn,
367 (1915).
CHAPTER
differential equations of
Uniform motion. It seems natural to commence a study of the mathematical physics with a discussion of the
equation
3*"'
which is the equation governing the motion of a particle which moves along a straight line with uniform velocity. It may be thought at first that this equation needs no discussion because the general solution is simply
At
B,
are arbitrary constants, but in mathematical physics a where differential equation is almost always associated with certain supple
and
it is this
most
describes an essential property of a straight line, when x preted as rectangular coordinates, and its solution
and y are
inter
y
is
= mx +
:
the familiar equation of a straight line the property in question is that the line has a constant direction, the direction or slope of the line being
by the constant m. For some purposes it is convenient to regard the line as a ray of light, especially as the conditions for the reflection and refraction of rays of light introduce interesting supplementary or boundary
specified
conditions, and there is the associated problem of geometrical foci of a system of lenses or reflecting surfaces.
If a ray starts from a point Q on the axis of the system and is reflected or refracted at the different surfaces of the optical system it will, after
completely traversing the system, be transformed into a second ray which meets the axis of the system in a point Q, which is called the geometrical focus of Q. The problem is to find the condition that a given point Q may
be the geometrical focus of another given point Q. This problem is generally treated by an approximate method which illustrates very clearly the mathematical advantages gained by means of simplifying assumptions. It is assumed that the angle between the ray and the axis is at all times small, so that it can be represented at any time
<
by
dy/dx.
2
2
Let y '= 4a# give an approximate representation of a refracting surface immediate neighbourhood of the point (0, 0) on the axis. If y is a small quantity of the first order the value of x given by this equation can be regarded as a small quantity of the second order if a is of order unity. Neglecting quantities of the second order we may regard x as zero and may denote the slope of the normal at (#, y) by
in the
dx
y
2a'
dy
Now let suffixes 1 and 2 refer to quantities relating to the two sides of the refracting surface. Since the angle between a ray and the normal to the refracting surface is approximately dy/dx f y/2a, the law of refraction is represented by the equations
in a quantity u,
we have the
[y]
o.
Dropping the
suffixes
we
of
type
[y]
o,
where A and B are constants which may be either positive or negative. In the case of a moving particle, which for the moment we shall regard as a billiard ball, a supplementary condition is needed when the ball strikes another ball, which for simplicity is supposed to be moving along the same
line.
If Ui
2
first ball
before
and
after collision,
U19 U
those of the second ball before and after collision, the laws of
impact give
U,= mu + MU2 =
u>2
e (u,
17,),
where
balls.
e is
Regarding
as
known and
eliminating
have
(M
Replacing u2
collision
[x]
f
m) u2 = (m  eM) u +
[dx/dt]
(1
e)
u by
=0,
4
m)
=
[g]
e)
U,
Boundary Conditions
These hold for .the place x
xl where the collision occurs, x being the coordinate of the centre of the colliding ball. The boundary conditions considered so far may be included in the
,
'
general conditions
[y]
o,
where A, JB and C are constants associated with the particular boundary under consideration.
112.
form
fields of force.
be uniform when the vector E which specifies the same in magnitude and direction for each point strength of a certain domain D. Taking the direction to be that of the axis of x the field strength E may be derived from a potential V of type V Ex by
field of force is said to
is
the
field
means
of the equation
E= 
ax
,
>
satisfies
the differential
equation
Boundary conditions of various types are suggested by physical considerations. At the surface of a conductor V may have an assigned value.
At a charged
surface
j
may have an
may
many
interesting problems
may
only two.
113.
Problem
1.
To
find a solution of
d 2y/dx 2
which
satisfies
the
conditions
when x =
first
and when x
is satisfied
= = [y]
[dy/dx]
when x
o
The
condition
by writing
= Ax = JS(la;)
gives
x<
x>.
fl,
The condition
[y]
A = B (1 
4
and the condition
The
[dy/dx]
Classical Equations
1
gives
A + B=\.
.:
A=lf,
(x,
)
B=f
)
Hence
a;
(1
(a;
<
This function
,
is
d 2y/dx 2 on account
called the Green's function for the differential expression of its analogy to a function used by George Green in the
first
P + Qx
given
which
satisfies
the conditions y
a when x
0,
y = b when x
1, is
by the formula
and
is
a symmetrical function of x
third property is obtained by considering a solution of d 2y/dx 2 which is a linear combination of a number of such Green's functions, for
example,
y=
,
,
sl
fs g
(x,
,),
where flt /2 /3 ... are arbitrary constants. The derivative dy/dx drops by an amount/j at gl9 by an amount /2 at 2 and so on. * Let us now see what happens when we increase the number of points an d proceed to a limit so that the sum is replaced by an integral fi f2 &
,
,
> >
y=f
We
g(x,$)f()d
......
(A)
JO
find
on differentiating that
=the function
xf(x)
(1
x)f(x)
= /(),
(0,
1).
equation d^/dx
0,
but
is
Conversely, if the function / (x) is continuous in the interval (0, 1) a solution of this differential equation and the boundary conditions, y = when x = and when x = 1, is given by the formula (A); this formula,
moreover, represents a function which is continuous in the interval and has continuous first and second derivatives in the interval. Such a function will be said to be continuous (D, 2), or of class C" (Bolza's notation).
114.
Problem
2.
To
find a solution of
d 2y/dx 2
= =
mentary conditions
y
=
Let
when x =
n n
[dyjdx]
1.
I
U*,M
'
'
k*y
0)
where
y
1, 2, 3, ...
^4 8 a; f
>
0,
n
(A 3
?!
0,
7i
(A 2
(AJn
f
^) =
2)
0,
A,)
J?2
0,
n (A 3
 AJ +
k* (2A 2 /n
+B =
0,
3)
8)
f)
0,
>
(1
1.
may
(
be solved by writing k 2
2n 2
cos
6),
^ =
8
A! cos
1)
+ K sin (s 1)
1) 0,
where
Ai
+ 2A
(cos 6
=A
sin 5
(2 cos
1),
1),
therefore
_
K sin = A
A A =A
.
and so
sin sQ
(cos
The condition = A n f Bn is satisfied if nO = rn, where In the limit when n = oo this condition becomes
k
r is
an
integer.
lim 2n sin
TTT,
and
which must
b'e
differential equation
may possess a non trivial solution which satisfies the boundary conditions = when x = and when x = 1. The general solution of this equation is,
y
in fact,
~ "
cos kx
f
r\
sin to,
where
choose
make y =
1 is
when # =
we
only
"
if
^
"
0, i.e. if
r?r.
are called by the Germans and the prescribed boundary which satisfies the boundary conditions. A conditions is called an "Eigenfunktion." These words are now being used in the English language and will be needed frequently in this book. To save printing we shall make use of the abbreviation eit for Eigenwert and eif for Eigenfunktion. The conventional English equivalent for Eigenwert is characteristic or. proper value and for Eigenfunktion proper function. The theorem which has just been discussed tells us that the differential equation (B) and the prescribed boundary conditions have an infinite number of real eits which are all simple inasmuch as there is only one type of eif for each eit. The eits are, moreover, all positive.
of of type
(rTr)
Eigenwerte
The
quantities
eits of
& r2
2n
sin j
may
be regarded as
preceding set of
boundary
the limit n >oo they tend towards eits of the differential the associated boundary conditions. The solution y corresponding to k
for s
1
< nx <
5,
TT\
nl [\
and
if
)\(x
[f
1
.
nrX
f
1

srrrl
sin
......
(C) '
v
interesting to study the behaviour of this function as the function tends to the limit
it is
*ii
f
.
n >
oo to see
^si
TTT
Let us write
.,
A A A =A
f T7r\
1
(~} cosec
\nJ
\n
^o
(x)
=A
r7r
sin (rirx),
(x)
= A
sin (mx),
and
let
us use
(x)
Q (x).
Passage
to the
Limit
The closeness of the approximation of F (x) to F1 (x) can be inferred from the uniform continuity of FQ (x). Given any small quantity 6 we can find a number n (e) such that for any number n greater than n (c) we have the inequality
r. (*)*('for
set
<
s
any point x
1, 2, 3, ...
in the interval s
< nx <
_
S
and
for
any value
of s in the
n.
In particular
1\
)
/s\ \n)
<
(][ \n/
j
c.
nx)
(x)
\FQ ( n \
[_
] /
\
F
e
(s
Knx<
s).
F
I
f
 FQ
(x)
<
On
~* V
y\ X)
I
I
I
I
V \ rr\ ^0 { X )
1
IV
Therefore
<A

\ cosec
(a;)
^
A
(a;)
<
2e
^
_
"1
cosec ~~
n>
But when is given we can also choose a number m (e) we have the inequality
[TTT
l
,
m (e)
TTT
cosec
[_n
 1
<
Consequently, by choosing n greater than the greater of the two (e), if they are not equal, we shall have quantities n (e) and
\F(x)~
This inequality shows that as n
F,
(x)
<
36.
> oo,
(x)
F,
(x).
2 +*from a solution of the simpler equation d 2y/dx 2 = by a limiting process, can be extended so as to' give solutions of other differential equations and specified boundary conditions, but the question of convergence must always be carefully considered.
1*15.
of the equation
and a prescribed
set of
8
series of solutions of

+
is
k*y
ditions, because
if
f(x)=Xb n sinnx
formally satisfied
by
the series
y.S&.i,
the original series is uniformly convergent the two differentiations term by term of the last series can be justified. When the f unction /(#)
sin
nx
and
if
continuous it is not necessary to postulate uniform convergence because Lusin has proved that if the series (A) converge at all points of an interval / to the values of a continuous function/ (x) then the series (A) is integrable term by term in the interval 7. Unfortunately it has not been proved that an arbitrary continuous function can be expanded in a trigonometrical
is
Indeed, we are faced with the question of the possibility of expanding a given function / (x) in a trigonometrical series of type (A). This question
series.
is
usually made more definite by stipulating the range of values of x for which the representation of / (x) is required and the type of function/ (x) to which the discussion will be limited. A mathematician who starts out to find an expansion theorem for a perfectly arbitrary function will find after mature consideration that the programme is too ambitious*, as there are functions with very peculiar properties which make trouble for the mathematician who seeks complete generality. It is astonishing, however, that a function represented by a trigonometrical series is not of an exceedingly restricted type but has a wide degree of generality, and after the discussions of the subject by the great mathematicians of the eighteenth
century
it came as a great surprise when Fourier pointed out that a trigonometrical series could represent a function with a discontinuous derivative, and even a discontinuous function if a certain convention were
adopted with regard to the value at a point of discontinuity. In Fourier's coefficients were derived by a certain rule now called Fourier's rule, though indications of it are to be found in the writings of Clairaut, Euler and d'Alembert. In the case of the sineseries the rule is that
work the
bn
2 it
w
[
Jo
and the range in which the representation is required is that of the interval (0 < x < TT). When the range is (0 < x < 2ir) and the complete trigonometrical series
*
/ (x)
$0o
+ 2
00
nl
an cos nx
bn
+ S
sinnx
and Burk
nl
* For the history of the subject see Hobson's Theory of Functions of a Real Variable hardt's Report, Jahresbericht der Deuteehen Math. Verein, vol. x (1908).
Fourier Constants
is
an
bn
=TT
JQ
f
2tr
/ (x)
cos nxdx,
1 =TT
Jo
(B)
and the
coefficients
an
which
Unless otherwise stated the symbol/ (x) will be used to denote a function is singlevalued and bounded in the interval (0, 2n) and defined out
by the equation / (x f 277) = / (x). For some purposes it is more convenient to use the range ( TT < u < TT) and the variable u = 2?r x. If / (x) = F (u) the coefficients in the exside this interval
pansion of F (u) in a trigonometrical series of Fourier's type are given by formulae exactly analogous to (B) except that the limits are TT and TT
and 2?r. The advantage of using the interval TT, TT) instead of the interval F (u), the is that if F (u) is an odd function of u, i.e. if F ( (0, 277) u) = coefficients a n are all zero, and if F (u) is an even function of u, i.e. if
instead of
(
u)
F (u),
all zero.
becomes a
sineseries
and
The
(x) in
a Fourier series
is
usually
s
s~0
is
I
/(*.)/(*.)
< say, for all sets of points of subdivision xl9 x2y ... a?n1 the interval (0, 2n) up into n parts and for all finite integral values dividing of n. Such a function is also called a function of limited total fluctuation
bounded and
9
and a function
of
bounded
variation.
(x) it is also
integrals in the expressions for the coefficients exist in the ordinary sensef.
In the case when the integral representing an assumed that the integral
2
is
an improper integral
(C)
is
convergent. If x is any interior point of the interval (0, shown that when the foregoing conditions are satisfied the vergent and its sum is
c
27r) it
can be
series is con
Mm
*
Modem
f That is, in the Riemann sense. There are corresponding theorems for the cases definitions of integral (such as those of Stieltjes and Lebesgue) are used.
which other
10
when the
oif(x
e) exist, i.e.
H/(* +
When
the function
0)
is
/ (x)
+/(s 
(a
<
<
/?)
con
(0, 2n), is
and
the other conditions relating to the coefficients are satisfied, it can be shown * that the series is uniformly convergent for all values of x for which
f
< # '
/J
8,
where
S is
any
positive
number independent
of x.
the conditions of continuity and limited variation are dropped and the function / (x) is subject only to the conditions relating to the
existence of the integrals in the formulae for the coefficients and the convergence of the integral (C), there is a theorem due to Fejcr, which
states thatf
When
{A
S, (x)
+S
(x)
...
S,K _, (x)},
in
ft'
where
A =
a
A n (x) =
a n cos nx
is
b n sin nx,
S m (x)= 2 A n <)
(x).
summable in
by the simple
which is usually denoted by the symbol (C, 1). This is a theorem of great generality which can be used in applied mathematics in place of Fourier's theorem. It is assumed, of course, that
of averaging
method
the limits
lim
t>
/(a?+)=/(a? +
0),
Km /(*?)=/(*>
.
0)
exist J.
116.
Cesaro's metJwd of
summation
Let
n8n =
then,
if
sl
82
...
sn
Sn
>
as
> oo,
is
said to be
summable
(C, 1)
with a Cesaro
For consistency
of the definition of a
s,
Sn+p*n
for all positive integral values of p. This and we have in the limit
is
when
s exists
**n <*.
*
...... (3)
ed. p. 179.
t Ibid. p. 169.
J
When/ (a:
f
0)
= / (x
Math.
0) this implies that f(x) is continuous at the point x. (2), t, xrsr, p. 114 (1890). See also Bromwich's Infinite Series.
Fejer's
Theorem
let
11
Now
equation
let v
Cm
be defined by the
...... (4)
vC m+1 =
vm,
...
then
Sv =
Cj
c^Ui 4 c 2 ^ 2 40,
4 c v
uv
...... (5)
But
>
c2
>
I
...
>
cv
>
hence
it
c n+l^n+l 4 C nf2^n+2 ~H
ie.
I
S,
 (q^
4 C 2
u2
f ...
^n
< <
$
C n4
ec n+1
Making
v > oo
we
see that
if
S be any
limit of
Sa <.
Combining
(3)
...... (6)
and
(6)
we
find that
S
s

<
2e.
it
Since
e is
so the sequence
117.
follows that
S=
and
Fejer's theorem.
^4
?/
n+1
^4 n (x), it is
then,
by using the expressions for the cosines as sums of exponentials, found that* ,
readily
where 26
jjb^ioil 277,
Now
is
a periodic function of
of
b^arthermore, since
r l
'^
sm'2
i
/w 4.
2 (w
1)
cos 26
f
+
7r
2 (m
2) cos 46
2 cos 2 (m
1) 9
it fs
sin 2
.
Jo
msm
20)
w0 = 9 2
^TT.
Writing
(0)
= / (x
4
+ / (* we
20)
 2/
(a;),
find that
>
'0.
The
12
whenever
The
Classical Equations
is
<
<
8,
and
if
independent of
m

the
number
may
be
m.
m6 =
m sin 9P (0),
2
TT
(6) is
fa
(9)
d9
P
Jo
(9)
+x
(9)
d9

+ pP Js
(9)
<t>
x (9)
d9
\
<
Let us
now suppose
that

(t)
dt exists,
then
TT
Jo
&
>
(9)
d9
also exists,
and by choosing a
m we can make
aem
sin 2 8
J>
(9)
d9.
Jo
is
This makes the second integral on the right of (B) less than also the value of the first integral. Therefore
e,
which
\S m (x)f(x)\ <2ae/7r=e;
consequently
Sm
is
(x) >
(x)
as
m >
oo.
TT < x < TT) / (x) = f (x)
;
continuous throughout the interval ( foregoing requirements are satisfied and in addition
When/ (x)
all!
,i
col &
I
f
\ This celebrated theorem was discovered by Fejer*. The conditional oJ the theorem are certainly satisfied when the range ( TT < x < TT) canpbe into a finite number of parts in each of which / (x) is bo <mded divided up
Sn
(x) >
(x),
and
each point
and continuous.
Such a function
is
by
bit
sum
then/ (x)
at
any
/ (x)
and /
(x)
of subdivision.
ParsevaTs theorem. Let the function / (x) be continuous 6n TT, ?r) and let its Fourier constants be a n ( then be shown that
118.
,
bit
it
by
[/ (*)?
dx
TT
2 2 2 [~K + n=l (a n L
f
6 n 2 )l J
....... (A)
LVIII, S. 51 (1904).
ParsevaVs Theorem
13
We shall find it convenient to sum the series (A) by the Ces&ro method* This will give the correct value for the sum because the inequality
;
f
nl
n1
indicates that the series
is
convergent.
to find the limit of
To
find the
sum
(C, 1)
we have
S m where, by a simple
SM ~

277
.
.^
sn*
29 being equal to x t Since the region of integration can be divided up into a finite number of parts in each of which the integrand is a continuous function of x and t,
\
the double integral exists and can be transformed into a repeated integral in which x and are the new independent variables. The region for which
6
lies
of
between 6Q and f dd, while x lies between XQ and XQ h dx consists two equal partsf; sometimes two, sometimes one and sometimes none
of these parts lie within the region of integration. When this is taken into consideration the correct formula for the transformation of the
integral
1
is
found to be
fir
n20
20)
fTr
.= H
*TTJQ
JWT
......
(B)
In the derivation of this result Fig. 1 will be found to be helpful. The lines 2y l are those on which has an assigned Z JV 3 A7 4 are lines on which value, while 1 2 has a different assigned value. It will be
MM
MM
7T
7T20
NN
noticed that a line parallel to the axis of t meets 1 2 3 M^ either once or twice, while
MM M
,
it
meets
N N29
1
N^N^
all.
7T
we
Fig.
1.
lim
m>oo
 r
J
IT
f(x)/(x)dx,
this result gives (A).
and when/
* This
is
(x) is
defined to
be/ (x)
the plan adopted in Whittaker and Watson's Modern Analysis, p. 181. The present from that given in Modern Analysis, which is for the case in which f (x) is
bounded and
14
The
The theorem
is
Classical Equations
(A) was first proved by Liapounoff*; the present investia modification of that given by Hurwitzf. gation Now let F (x) be a second function which is continuous bit by bit in the interval n < x < 77 and let A n Bn be its Fourier constants. Applying the foregoing theorem to F (x) f / (x) and F (x) f (x), we obtain
,
T [F
J7T
I"
(x)
+ f (x)Y dx =
77
[i (A L
2
)
f
S
W=l
{(4 n
+ aj 2
a
f
./*
[F
(x)
 f (x)]* dx 
TT
[4
Mo 
)2
+ S
n1
{(4 n
J
/
Subtracting,
I*
we obtain
(x)
F (x) dx =
J1T
\!>A L
+ 2
Wl
(,4 n a n
+ Bn b n
usually called Parseval's theorem, though ParsevaFs derivation of the formula was to some extent unsatisfactory.
is
which
In the modern theory, when Lebesgue integrals are used, the theorem
(x), usually established for the case in which the functions f (x), 2 and [F (x)] 2 are integrable in the sense of Lebesgue. There is also [f (x)] a converse theorem which states that when the series (A) converges there
is
is
a function /
2
is
[/ (#)]
first
with a n and 6 n as Fourier constants which is such that integrable and equal to the sum of the series. This theorem was
(x)
proved by Riesz and Fischer. Several proofs of the theorem are given paper by W. H. Young and Grace Chisholm Young J. The theorem has also been extended by W. H. Young the complete theorem being also an?> extension of Parseval's theorem. A general form of Parseval's theorem has been used to justify the integration term by term of the product of a function and a Fourier series.
in a
,
1.
If the functions
2
/ (x),
of Lebesgue,
and
[/(z)]
2
,
[F
(x)]
W J T
2.
T
*
x)F(t)dt
K^o+
An
H
bn
Bn
cos nx
(a n
Bn 
bn
An
sin nx.
If / (x) is
and
if
(x) is
a periodic function of period 2?r which is integrable in the sense of Lebesgue, a function of bounded variation which is such that the integral
'00
\g(x)\ dx
o
t Math.
Comptes Rendus, t. cxxvi, p. 1024 (1898). Ann. Bd. LVII, S. 429 (1903).
p.
XLJV I p. 49 (1913). ^ Comptes Rendus, t. CLV, pp. 30, 472 (1912); Proc. Roy. Soc. London, A, vol. LXXXVII, (1912); Proc. London Math. Soc. (2), vol. xii, p. 71 (1912). See also F. Hausdorff, Math. Bd. xvi, S. 163(1923).
J Quarterly Journal, vol.
331
Zeits.
t.
Fourier Series
is
15
r/(x)g(x)dx Jo
may be calculated by replacing / (x) by its Fourier series and integrating formally term by term. In particular, the theorem is true for a positive function g (x) which decreases steadily as x increases and is such that the first integral is convergent.
(1913);
p.
463 (1910); vol. xin, p. 109 G. H. Hardy, Mess, of Math. vol. LI,
186(1922).]
119.
The expansion of
bit
the integral of
is
continuous
by
(x)
bit.
If in
1
,
F
we have
<
(x)
<
z,
F
7T
(x)
0,
<
,
<
TT,
A^ = TT
F
n
n
dx
dx
JTT
=  n
TT
An =
TT )
cos nx.dx
=
nn
[sin nz],
Bn =
and we have the
TT j
sin
nx.dx
nrr
[cos
nn
cos nz],
ff
result that
co
JZ
(x)
dx
a
(z f 77)

2
n=i
TT
[a n sin
nz
\
b n (cos WTT
cos nz)].
......
(A)
Now
the function ^a
series
trigonometrical series. To show that this is the Fourier series of the function we must calculate the Fourier constants.
Now
(x)
1 dx =  cos mr
n
(
n
(x)
dx
()
"
If
H
TT
71
dz
]
p / v ' J (2) c ^ s
. .
nz
f*
cos nzdz
TTJrr
Jn
(x)
dx
["
J
dz sin nz
HIT
n
(z)
f zf(z) dz n
TTO,,
+ 2
 &
cos
n?r,
16
The
Classical Equations
Parseval's theorem. Hence the coefficients are precisely the Fourier constants and so the integral of a function which is continuous bit by bit can be expanded in a Fourier series. This means that a continuous periodic function with a derivative continuous bit by bit can be expanded in a
by
Fourier
series.
Proofs of this theorem differing from that in the text are given by HilbertCourant, Methoden der Mathematischen Physik, Bd. I (1924), and by M. G. Carman, Bull. Amer. Math. Soc. vol. xxx, p. 410 (1924). It should be noticed that equation (A) shows that when / (x) can be
expanded in a Fourier series this series can be integrated term by term. A more general theorem of this type is proved by E. W. Hobson, Journ. London Math. Soc. vol. n, p. 164 (1927). Fourier's theorem may be extended to functions which become infinite
in certain
ways
277).
When
the
number
of singularities
is
limited the singularities may be removed one by one by subtracting from / (x) a simple function h s (x) with a singularity of the same type. This process is continued until we arrive at a function
2 (*)=/(*) Sl
which does not become
functions h s
121.
(x).
h.(x)
reduces to the discussion of the Fourier series associated with each of the
We
shall
now
0,
= d*yfdx*
to consider after d*y/dx 2 = from the historical standpoint and on account of the variety of boundary conditions suggested by mechanical problems. The quantity y will be regarded here as the deflection from the equi
librium position of the central axis of a long beam at a point Q whose distance from one end is x. The beam will be assumed to have the same
crosssection at all points of its length and to be of uniform material, also the deflection at each point will be regarded as small. The physical properties of the beam needed for the simple theory of flexure are then
represented simply by the value of a certain quantity B which is called the flexural rigidity and which may be calculated when the form of the
crosssection
and the
beam
are
known.
are not interested at this stage in the calculation of and shall consefor a given beam is known. The fundaquently assume that the value of
We
mental hypothesis on which, the theory is based is that when the beam is bent by external forces there is at each point x of the central axis a resisting couple proportional to the curvature of the beam which just balances the
bending
moment
When
the flexure
moment which
Bending of a Beam
2
17
can be set equal to JBd*y/dx and the fundamental equation for the bending
moment
The
is
M = Bdty(da
moment
will
it is
tm
remarked
S+dS
that the bending moment is associated with a transverse shearing force 8 by the equation
s=
dM/dx.
that
its
Fig. 2.
shearing force
is
portion of the beam that does not contain a point of support or point of attachment of a weight. If we have a simple cantilever OA built into a wall at O and carrying a weight at the point B the shearing force 8 is from B to 0, zero from A to B and is O B while is zero from A to B and equal to Wx between B and 0. At the point
beam
is
built in or
0,
W
a
= 
Wx + W b
+ Wbx 2 /2B. b. For x > b
Bd*y/dx* = 0, mx + c. y
= 
is
and so The quantities y and dy/dx are supposed we have the equations
to be continuous at
and
so
mb +
which give
c ==
Wb 3/6B.
Wb*/3B,
be
W, The
deflection of
is
also proportional to
W.
Let us next consider the deflection of a beam of length I which is clamped at both ends x = 0, x = I and which carries a concentrated at the point x = load We have the equations
W
I
7
S=
N=
Bd 2y/dx 2
N)(xl) =  Bdy/dx,
$(T+W)x*+ $Nx* = 
By,
(a:
/)
18
where
The
Classical Equations
and
N
,
tinuous at x
but we have
still
to
\(W&i
T/ 2 ) Wlg T) Pf
Nl,
Therefore
[a; (Z
2f)
By =
TFgr (#,
f)
and the
(x, ^) will
be
calle.d
pression d*yldx*
If
By=
is
it is
the function
(x)
(0, /).
Thi^ solution corresponds to the case of a distributed load of amount wdx for a length dx. When w is independent of x the expression found for y is
in
By=^x*(lx)*.
It should
be noticed that the Green's function g (x, f ) is a symmetrical its first two derivatives are continuous at x = f but
,
is
discontinuous, in fact
The
are found
reactions at the ends of the clamped beam with concentrated load by calculating the shear S. When x < we have
S=
and
x
this
I
(I
^)
(Z
2f )/Z,
== 0.
is
The
reaction at
is
similarly
R= W
x
(31
2f) f
/Z'.
The
%
when
= f is = W?
S
(I
 WIWB,
 Z/2 this amounts.to W7 /192J3. In the case of the uniformly loaded beam the reactions at the ends are and  as we should expect. The deflection of the middle respectively
point
is
/384.
19
zero there
and
0,
d 2y/dx 2
=
By
(x
2
2
for
=
(x,
and x =
a.
is
When
there
is
a concentrated load IF at x
is
)
Wk
+
2 2
),
of
= g(aThe
J?
x) (x
f
at a
J^a
= =
(1
/a)
W^/fl
at
a:
= =
0,
a.
As
(x) is
and when
is
constant
By = w
The
7?
./TO
(x*
2ax*
f
a 3#)/24.
wcl
"
o
2i
au x
n v/j
T>
W(l
at*
jKa
===
a*
and pinIn the case of a beam of length Z clamped at the end x = at the end x = Z, the solution for the case of a concentrated load jointed at x =  is
The
deflection at #
=
(j
is
now
(4jj
= Tf3
_ ^2
)/12
when
Z/2,
is
on the other hand, we consider a beam which is clamped at the end but is free at the end x = Z except for a concentrated load P which acts there, we have, at the point x
If,
By =
l
Hence
If
R = Wy jy
f:
the original beam is acted on by a have, for the reaction at the end x = Z,
number
of loads of type
W we
20
account of this relation the curve (I) is calledthe influence line" of the original beam. Much use is made now of influence lines in the theory
of structures*.
On
"
There are three reciprocal theorems analogous to g (x, ) = g (, x) which are fundamental in the theory of influence lines. These theorems, which are due to Maxwell and Lord Rayleigh, may be stated as follows: Consider any elastic structure with ends fixed or hinged, or with one end fixed and the other hinged, to an immovable support, then (1) The displacement at any point A due to a load P applied at any point B is equal to the displacement at B due to the same load P placed
at
instead of B.
If the displacement at any point A is prevented by, a load P at with displacement y B at B under a load Q, and alternatively if a load Ql at B prevents displacement at B with displacement yA at A under a load P, then if y A = y R P must equal Q l (3) If a force Q acts at any point B producing displacements y B at
(2)
B and
A
yA at any other point A, and if a second force P is caused to act at but in the opposite direction to Q reducing the displacement at B to zero, then Q/P = yA /yB* In these three relationships it is supposed that the displacements are
in the directions of the acting forces. Proofs of these relations and some applications will
be found in a paper
by
C. E. Larard, Engineering, p.
287 (1923).
124. Let us next consider a continuous beam with supports at A, B and C. The bending moment at any point in AB or BC is the sum of moment l of a beam which is pinjointed at ABC and of the bending
moment
as origin
and
caused by the fixing moments at the supports. Let us take let 1 2 denote the length BC.
is
pinjointed at
= \w
(I2 x
B and C x
2
),
we have
beam with
2
fixing
moments
)
.
MB M
,
at
and C
we have
2
M
2
Hence
M = B d y/dx
2
MB
x/l2
Integrating,
we have
B
2
= w
MB x  x
=
0.
(M c 
MB
)/212
 B2 i B
Integrating again,
* See especially Spofford, Theory of Structure*; D. B. Steinman, Engineering Record (1916); E. Beggs, International Engineering, May (1922). G.
21
but
Eliminating
i&
we obtain
)
the equation
)
B^
This
in
a simpler form by Clapeyron* and subsequently extended for the general case by Heppelt, WeyrauchJ, Webb and others The reaction at B is the sum of the shears on the two sides of B and is
therefore
,, ,, W % = 2*2 + MB MC ^
7
wJi
M
,,
MA
,,
When
acted upon by compressive forces P at the equation for the bending moment is
a light beam or thin rod originally in a vertical position its ends (Fig. 4)

M = Bd y/dx
2
or
where
d y/dx k2
y
+ kz = P/B;
or
=  Py, y = 0,
=
a,
and
y
if
=
77,
when x
where
and when x
the solution
is
=A
If
sin kx,
sin ka =
A=
0.
ak < the analysis indicates that A = 0. A solution A becomes possible when ak = The corresponding load P = B7T 2/a 2 is called Euler's critical load for a rod pinned at its ends. When P is given there is a corresponding critical a = P^/B^Tr. lejijgth
with
TT.
To obtain these critical values experimentally great care must be taken to eliminate initial curvature of the rod and bad centering of the loads. The formula of Euler has been confirmed by
the experiments of Robertson.
load PC
In general practice, however, the crippling found to be less than the critical load P given by Euler's formula, and many formulae for struts have been proposed. For these reference must be made to books on Elasticity and the Strength of Materials. In the case of a strut clamped at both ends there is an unknown couple Q acting at each end. The equation is now
is
Bd*y/dx
Py=M
* E. Clapeyron, Comptes Retidus, t. XLV, p. 1076 (1857). t J. M. Heppel, Proc. lust. Civil Engineers, vol. xix, p. 625 (185960). J Weyrauch, Theorie der continuierlichen Trdger, pp. 89.

R. R. Webb, Proc. Camb. Phil Soc. vol. vi (1886). (Case Bl 4= B2 .) M. Levy, Statique graphique, t. n (Paris, 1886). (Case y l 4= 0, yz 4 0.)
s
22
and the solution
is
The
of type
Classical Equations
Py = MQ
The boundary conditions y
,
f
a cos kx
0, dy/rfa
\
j$
sin &#.
at
a:
a and #
0=0, a = MQ MQ sin &a = 0, M (1 cos ka) 0. = or sin (to/2) = 0. The critical load is now given by Hence either = 2?r and is P = 4Brr 2 /a the equation ka When the load P reaches the critical value the rod begins to buckle, and
Jfef
= =
give
a load greater than PQ a theory of curved rods is needed. In the case of a heavy horizontal beam of weight w per unit length and under the influence of longitudinal forces p at its ends, the equation
for a discussion of the equilibrium for
satisfied
is
where
If
M=M
v^
when x =
is
a;
a,
differential
equation
M) sin ka =
^o
sin
^ (a
~"
x)
~
(
7T 2
^i
s* n
^
=a+
B.
M
=
positive
and write
B,
fc
sin 2
0,
Jkfi
kx
a.
(a
k*
x)
ka
of zero
bending moment
sin (a f 0)
cos 20
sin
j8 f
cos
2(f>
sin a.
</>)
and
are both positive this equation implies that so determines a certain minimum length which must
not be exceeded if there are to be two real points of inflexion. Let us regard 6 and as variable quantities connected by the last and ask when + is a maximum. Writing z = B f we have equation
<f>
</>
<f>
T au
~f
au
sin 28 sin
f
= d*<f> ^ ~ ~ 2sinj8 f c 2 sm rt/  sin 2 "^ ^T7T7 cos dO* sm a sm 2 2(f>[_ and these values of When 2$ = a, we have 2<f> =
*z
ft
.
O*
b"2
au
j8,
and
<
give a zero
value of
value of
JQ
2,
of
maximum
and so
and
j8.
<f>
we have
the inequality
2 (0
<)
<
f
Stability of a Strut
23
The position of the points of inflexion is of some practical interest because, in the first place, A. R. Low* has pointed out that instability is determined by the usual Eulerian formula for a pin jointed strut of a length equal to the distance between the points of inflexion, if these lie on the
beam, and secondly, if any splicing is to be done, the flanges should 'be spliced at one of the points where the bending moment is zerof. When is negative and so represents a pull we may put p 2 =  P/B,
is
~^~
\p*
If
sinh pa =
f
\p
sinh p
(I N
x) f
\p
4
M*
sinh r vx.
we write = 2w sinh 0,
,
MI
"
2w
p
==
sinh 2 ^6,
is
px =
a,
(a
x)
)8,
pa = a +
fi,
jS)
>
2 (0
f
(/>).
For a continuous beam acted on by longitudinal forces at the points of support there is an equation analogous to the equation of three moments which is obtained by a method similar to that used in obtaining the ordinary equation of three moments. We give only an outline of the analysis.
Case
1.
k*=P /B
2
EG =
6,
2/3
bk,
yA
VB
= yc
=*
0,
where
* .4ero?iaMftcaZ Journal, vol. xvin, p. 144 (April, 1914). See also J. Perry, Phil Mag. (March, 1892); A. Morley, ibid. (June, 1908); L. N. G. Filon, Aeronautics, p. 282 (Sept. 1919). t H. Booth, Aeronautical Journal, vol. xxiv, p. 563 (1920).
24
There
if
The
is
Classical Equations
a,
h2
a corresponding equation for the bay BA which is of length Pi/Bi 2a = ah, the equation of three moments has the form
,
aMA
Case
2.
^/(a)f g
OTIT /(/?) f 2
,
^ j^
!
'0
JL
()+
\ _.
JL
/m'
^"^(P)f
= ^i a3 ^(a _L +
/
4^
are
ah,
2/?
2a
6i,
O (a) +
I O (j8)J
r, *<) =
.
.
2~,
(a),
2a cosech 2a
,
OWi
3 2a coth 2a
^i
V (a) =
have been tabulated by Berry* who has also given a complete exposition of the analysis. These equations are much used in the design of airplanes built of wood.
The functions/
(a), etc.,
EXAMPLES
1.
is
2.
W at x =
Prove that jn the case of a uniform light beam of length a with a concentrated load  the solution can be written in the form
\ M = 2Wa Isin nx sin  2 sin 2nx sin 2n{ +...), ^ a a a a \ )
.
.
TT
7T
TTX
a~
8m
TT
+ 2*
dis
is
w(x)
4tW f TT
TTX
(sin
\
a
.
f
sm .
3irX
1
1 _
sin
5
1
5nX \ a +...), )
.
,. M=
va 2 ( T
sm h
.
nx a
33
1
jr
sin
3nx a
STTX
57ra;
h ^> sin 3
h
a
\
...
) ,
/
.
= 4wa* D Bn 5
.
f
\
sin
TTX
h
a
53
sm
Elasticity, p. 230.]
its
its
ends with
4.
* Trans. Roy. Aeronautical Soc. (1919). The tables are given also inPippard and Pritchard*a Aeroplane Structures, App. I (1919). f Examples 46 are taken from a paper by A. Myller, 2$as. Oottingen (1906).
End' Conditions
and the end conditions
25
is
u (0) 
(I)
where
fl\*\ &>
*Ml
^
(z)> 5.
_ P
*jk
<*")'
Jo
If in
u' (0)
= u"
= u"'
*
'
*~4
= w" (0) =
u
=.
6.
When
is
the
(#, ( ),
function
(0)
(1)
u"
(1)
0,
the
Green's
131.
jFVee
(a
 4)3 +
4y)*f
 (0  2y)(x +
f)
y.
undamped
vibrations.
oscillations in a straight line under portional to the distance from a fixed point on the line the equation of
Whenever a
motion
is
mx = Writing
where
M = 4m, we
considered.
The general
gn
where ^4 and JS are arbitrary constants. Writing k B = a cos we have x = a sin (27m f 0).
27m,
A=
a sin
The quantity a specifies the amplitude, n the frequency and 27fnt f the phase of the oscillation. The angle gives the phase at time t = 0. The period of vibration T may be found from the equations
kT of
277,
nT =
1.
This type of vibration is called simpleharmonic vibration because it is fundamental importance in the theory of sound. The vibrations of solid bodies which are almost perfectly rigid are often of this type, thus the end of a prong of a tuning fork which has been properly excited moves in a manner which may be described approximately by an equation of this
26
The
Classical Equations
type. The harmonic vibrations of the tuning fork produce corresponding vibrations in the surrounding air which are of audible frequency if
24
< n<
< n<
may
24000.
is
of frequencies
used in music
40
generally
4000.
+ ky=0,
ykx=0
in
which imply that the point Q with rectangular coordinates (x, y) moves a circle with uniform speed ka. We have, in fact, the equation xx 4 yy = 0,
signifies
is
which There
that x 2
f
is
a constant which
may
?
be denoted by a 2
also
an equation
#2
f I/*
k*
(3.2
_j_
y 2)
a2
which indicates that the velocity has the constant magnitude ka. The solution of the simultaneous equations may be expressed in the form
x
where
=
a
a cos
a,
a sin
~
a,
Zrrnt 4 6
Simultaneous equations of type (II) describe the motion of a particle which is under the influence of a deflecting force perpendicular to the direction of motion and proportional to the velocity of the particle. The equations of motion are really
f
ky
to
0,
t
kx
0,
them
u
and a suitable choice of the origin of the form (II). The equations may also be
kv
0,
leu
0,
where
If
component
velocities.
the deflecting force mentioned above is the deflecting force of the earth's rotation the deflection is to the right of a horizontal path in the northern hemisphere and to the left in the southern hemisphere. If the angle <f> represents the latitude of the place and o> the angular velocity of the
earth's rotation, the quantity k
is
When
of a
been from its position of equilibrium. The vertical motion is slightly displaced now so small that it may be neglected and the acceleration may, to a first
27
approximation, be regarded as horizontal and proportional to the horizontal component of the pull P of the string. We thus have the equation of motion
Mix =  Px =  Mgx,
where
/
is
The mass
the length of the string and g the acceleration of of the string is here neglected. With this
j
called a simple pendulum. In dealing with connected systems of simple pendulums it is convenient to use the notation (I, M) for a simple penduis
endulum
lum whose
(Fig. 5).
If
string
is
of length
is
of
mass
the string and suspended mass are replaced by a rigid free to swing about a horizontal axis through the point body 0, the equation of motion is approximately
19
= 
MgliO,
body about the horizontal axis and h is the depth of the centre of mass below the axis in the through equilibrium position in which the centre of mass is in the vertical plane 2 through 0. Writing Mhg = Ik the equation of motion becomes
where 7
is
the
moment
of inertia of the
+
and the period
]*0
0,
is
of vibration is 27r/k, a quantity which the angle through which the pendulum oscillates. This law was confirmed experimentally by Galileo,
independent of
that
who showed
the times of vibration of different pendulums were proportional to the square roots of their lengths. The isochronism of the pendulum for small
by him but had been observed previously the pendulum swings through an angle which is not by exceedingly small it is better to use the more accurate equation
oscillations
was
also discovered
others.
When
+
which
sin
0=0,
may
centre of gravity
be derived by resolving along the tangent to the path of the G or by differentiating the energy equation
= Mgh
which
is
(cos
cos
a),
written
a.
when
down on the supposition that the With the aid of the substitution
sin (0)
velocity of
is
zero
=
_
this equation
may
^2^
As
varies from
p [i
a,
<f>
sin 2
2 \a sin <].
a to
varies
from
5 an(^ so
>
28
The
Classical Equations
(0
a) to the
is
2
(1
sin 2
2 \a sin </)"*
d*j>.
When
is
is
kT =
27r(l
Jsin
J)
and depends on a, so that there is not perfect isochronism. This fact was recognised by Huygens who discovered that perfect isochronism could theoretically be secured by guiding the string (or other
flexible suspension)
with the aid of a pair of cycloidal cheeks so as to make the centre of gravity describe a cycloidal instead of a circular arc. This device has not, however, proved successful in practice as it introduces
errors larger than those which it is supposed to remove*. More practicable methods of securing isochronism with a pendulum have been described by
Phillipsf.
132.
Lx
in which L, M,
j
My
Nij
f
Lm
MX +
f
= Nn*y =
2
0,
0,
N m
y
in
electrical problems.
When
is
y oscillate in value independently with periods Sir/m and the assumption but when
x
gives the equation
= p MAe lpt
2
= LA
(m
 p2
e ipt
p*
(1
2
)
where
This quantity y
is
 p 2 (m 2 4 n 2 + m 2n 2 = 2 y = M /LN.
)
0,
When m
=5^
?i
we have
7)2_ *
==
V 2D 4 Yf
p2
n
'
of p
2
which is close to
2
>
m is given approximately
.
by the equation
* _ >p2
m = JT n _ p r m
2 2
say j
A simple harmonic oscillation of the #coordinate, with a period close to the free period 2jT/m, is accompanied by a similar oscillation of the
* See R. A.
vol.
Sampson^ article on
t.
"
m.
J See, for instance, E.
t Comptes Rendus,
Phil.
Mag.
(6), vol.
xxxiv,
p.
246
(1917).
29
ycoordinate with the same period but opposite phase. The amplitude of the ^oscillation is proportional to y 2 Now let p 1 be the greater of the two but if values of p. If > n we have pl > < n we have p2 < m. The
.
effect of the coupling is thus to lower the frequency of the gravest mode of vibration and to raise the frequency of the other mode of simple harmonic
vibration.
If
m=
n the equation
2
for
gives
2 p = m
yp
2
,
and the
make
unequal. In the general case we can say that the effect of the coupling is to increase the difference between the periods. The periods may, in fact, be represented geometrically by the following construction Let OA, OB represent the squares of the free periods, the points 0,A,B being on a straight line. Now draw a circle F on AB as diameter and let a larger concentric circle cut the line OA B in U and V the distances OC7,
:
then represent the squares of the periods when there is coupling. If a to the circle F touches this circle at T and meets the larger tangent from circle in the points and L the coefficient of coupling is represented by
OV
the ratio
TL/TO
(Fig. 6).
So long as lies outside the larger circle it is evident that the difference between the periods is increased by the coupling, but when y > 1 the point
lies within the larger circle creases to zero as the radius
is
and the
difference
thus some particular value of the coupling for which the difference between the periods has the original value, both periods being greater than
before.
When
and imply
forms
now
only one period of vibration. The y> \ are not of much physical interest as the values of the constants
cases
2 are generally such that < LN, this the kinetic being the condition that
may be always positive. Equations of the present type occur in electric circuit theory when resistances are neglected. In the case of a
energy
lg simple circuit of selfinduction L and capacity C furnished, say, by a Leyden jar in the circuit, the charge on the inside of the jar fluctuates in accordance with the equation
*
30
when the
This
is
thus
T=
is
2n W(LC).
the result obtained by Lord Kelvin in 1857 and confirmed by The oscillatory character of the
discharge had been suspected by Joseph Henry from observations on the magnetization of needles placed inside a coil in a discharging circuit.
In the case of two coupled circuits (L l9 C^), (L 2 (72 ) the mutual induction be taken into consideration and the equations for free oscil~ lations are
,
M needs to
L& + MQ, +
0,
The Lagrangian equations of motion. Consider a mechanical system consisting of / material points of which a representative one has mass m and coordinates x, y, z at time /. Using square brackets to denote a summation over these material points, we may express d'Alembert's principle in the Lagrangian form
133.
[m (xSx + y8y
9
f 5
82)]
 [XSx + Y8y +
ZSz],
8z are arbitrary increments of the coordinates which are where 8x //, compatible with the geometrical conditions limiting the freedom of motion of the system. On account of these conditions, the number of degrees of which is less than 3J, and it is advantageous to freedom is a number 11 introduce a set of "generalised coordinates q l9 g 2 ... g v which are inde
any infinitesimal variation 8q s of q s is compatible pendent with the geometrical conditions. These conditions may, indeed, be expressed in the form
#=/(?! >?2
Using the sign
<LV>
0>
9 (?1>?2>
1\'>0>
1
M<?1,?2>
'
<7A>0
summation from to N, a prime, to denote a partial differentiation with respect to t and a suffix s to denote a partial differentiation of x y or z with respect to q s we have the equations
to denote a
9 ,
x' f
Zx
q 89
Sx
I<x 3 8q S9
may be called generalised force components with the coordinates q. The first of these equations shows that associated x s is also the partial derivative of x with respect to q s and so if the kinetic energy of the system is T where
9
2T = [m
we
shall
(x
4
z 2 )],
have
_
Cl
r
Lagrange's Equations
where p 8
is
31
momentum.
dx r ^~dt
f
=s
Since
Sq^Wr^
and
.
"
Xr * qs
*r
'
(xx s )
xx s
#x g
rt*
we have
[m (xSx + ySy
282)]
 S8g
i ai
m (^ + yy + 22,)  m (xx
s
f
yy,
zz s )
.
and so Lagrange's
principle
may
On
dfST^dT^
dt\dq s )
If there is
'
dq s
we may
write
of
The quantity
is
called the
Lagrangian function.
Tx(a ?
7
M *a$J
]
..
dT
'
we have
dT = _ S
d /ST\ , L
dT)
,.
<
 S U ST +
/..
dT\ 
f
F=
constant.
When
the functions
of
have on account
the time explicitly we /, g and h do not contain Euler's theorem for homogeneous functions
motion may be replaced by another set of the equations for the quantities p and q. For this purpose we introduce Hamiltonian function H defined by
of
= 
L+
^p 8 q
32
If
The
Classical Equations
of the quantities q 8
as a function of q 8
and p 8 but
Thus
H
=q.,
m =^~,
~ ^_
dt
dq,
*
dt
dp,
Systems of equations whose solutions represent superposed simple harmonic vibrations are derived from the Lagrangian equations of motion
of a
dynamical system
d /dT\
dt
_ dT __ _ SV ~
dq s
1,2,
...
'
\dqj
dq s
5=
T
,
whenever the kinetic energy T, and the potential energy V, can be expressed for small displacements and velocities in the forms
N
a mn q m q n
c mn?m ? n
,
2T= S 2
ml n1
N 2V = S
7/11
N S
711
respectively, where the constant coefficients a mn and c mn are such that and F are positive whenever the quantities q m q m do not all vanish. For such a system the equations (A) give the differential equations
,
N
n1
Knrtfn
+ Cin?) ^
1, 2, ...
>
m,
N.
Multiplying by u m where u m is a constant to be determined, and summing with respect to m, the resulting equation is of type
v
if
+ k*v=
N
0,
(B)
N
?nl
S u m c mn of v
fc
ml
is
S w ro a ww  P6 n
say.
then
v= S
nl
6 n ?n
Normal Vibrations
33
linear
Now when
the quantities
homo(C)
geneous equations
?n
N 2
=l
(c mn
k 2 a mn ) u m
0,
obtain an algebraic equation of the A7 th degree for k 2 With the usual method of elimination this equation is expressed by the vanishing of a determinant and may be written in the abbreviated form
we
c ^mn
k a K 2 n mn
I \
To show that the values of k 2 given by this equation are all real and 2 = h f ij, u m = v m f iwm in equation (C). positive, we substitute k Equating the real and imaginary parts, we have N N 2 (c mn  Jui mn v m + j 2 a mn w m = 0, m 1 m
)
AT
iv
2
ra = 1
(c mn
Aa mn )
wn j 2
?7i
a mn t? w
1
0.
w n and
f
v n respectively, adding
and
2 a mn
in,
(wm w n
v m vn )
0.
The factor multiplying j is a positive quadratic form which vanishes and only when the quantities v n wn are all zero, hence we must have j this means that k 2 is necessarily real. That k is necessarily positive is seen
,
2 c mn u m u n m, n
k2
2 a mn u m u n
2
7/Jl
(C mn
*!) Um
k2 2 a mn ) u m
(*i)
0,
S
TOl
(c wn
(k,)
0.
Multiplying these by w n
find that
(A: 2 ),
wn
(^2 ) respectively
and subtracting we
(D)
(^),
= Q a Wm (Aj) (kj m,n Denoting the constant 6 W associated with the value k by 6 n from the last equation that if k 2 kl9
(V _ V) s
we
see
S
n1
6 n (*i) ^n (*i)
0.
On
N 2
n
1
6 n fa)
u n (k^
= 2
m, n
a mn u m (*J w n (^),
34
and
is
The
Classical Equations
may
generality to be unity since the quantities u n (k^ contain undetermined constant factors as far as the foregoing analysis is concerned. Using the symbol v (k, t) to denote the function v corresponding to a
definite value of k,
we observe
that
if
N q m = S v(k
we must have
,t)
A ms
N S
sl
81
b n (k 3 ) \ ms
= =
nm
1
n =
ra.
summing with
*mr
respect to
n we
find that
= Um
um
(k r ).
Hence
qm
N
I, .91
(k s ) v (k s
t).
This expresses the solution of our system of differential equations in terms of the simple harmonic vibrations determined by the equations of type (B). The analysis has been given for the simple case in which the roots of the equation for k 2 are all different but extensions of the analysis have been given for the case of multiple roots. The relation (D) may be regarded as an orthogonal relation in generalised coordinates.
When
a mn
.v
0,
mn,
(kq )
a mm
1,
m 1
134.
2 um
(k v )
um
p+
q.
An
any number
basso*.
is supported by four light strings of equal remains horizontal as it swings like a pendulum. The length table is attached at various points to n simple pendulums (l s ra s ), s = 1, 2, ... n. Each string is regarded as light and is supposed to oscillate in a vertical plane and remain straight as the apparatus oscillates. Specifying the configuration of the apparatus by the angular variables n we have in a small oscillation $o> ^i
/
>
V=
*
which n
(6), vol.
Vorlesungen uber Speklroskopie, p. 65; Torino Atti, vol. XLIV, p. 223 (19089). The case in = 2 has been studied in connection with acoustics by Barton and Browning, Phil. Mag.
xxxiv,
p.
246 (1917);
vol.
xxxv,
p.
62 (1918);
vol.
xxxvi,
p.
ibid. vol.
XLVHI
(1924).
Compound Pendulum
The equations
of
35
n
motion are
m
8=1
2
1
m\
/
s }
0,
(8=
Writing
1,2, ...n).
is
m =cm
a
s
n
,
cs
c,
in this case
+C / P  k
)
gc,
gc 2
...
gc n


=o,
I
Z^
...
gl
k*...
or
g
where
/ (V) =
(1
II (g
.s1
l,k*).
Now
ls )
[g
(1
ls ) 2
k*}
la
(g
lc*)
l,(g
l,k*),
/(*)
If
\(g (
kk*) fl
L
rJ L S^
S
81
^0
C8 ' s
)J
1
^S)
0.
the mass of each pendulum is so small in comparison with that of the table that we may neglect terms of the second order in the quantities c s the equation may be written in the form
,
(g \
17
S
.s1 ^0
l>
~ J .s1 }
1
(g \
l,k*
^0
^)
~~
's/
of the
1,2, ...n).
32
36
If
IQ
The
Classical Equations
is
>
18
the table. If
decreased by attaching
it
to
EXAMPLES
1.
A
)
(a,
simple pendulum (6, N) is suspended from the bob of another simple pendulum whose string is attached to a fixed point. Prove that the equations of motion for
^ Tv ^ (M + N) a 2 d + Nab<f> + (M + N) gaS = Nab'B + Nb*j> + Ngb<f> = 0,
T
..
0,
where B and
2.
is
<
make with
the vertical.
in the last
compound pendulum
example
given by
_ + N' M
___
3. Prove that it is not possible for the centre of gravity of the in a simple type of oscillation.
4.
treated as a rigid
simple pendulum (/, 'M) is suspended from the bob of a lath pendulum which is body with a moment of inertia different from that of the bob. Find the
A simple
clamped at
its
is
attached to a point
carries a
bob
of
constant.
and are y, horizontal displacements of M, at adopting the simplifying assumption that a horizontal component force By the same horizontal acceleration as a force aF acting directly on N, obtain the gives
P of an elastic lath pendulum which mass N at its upper end. At time t the z and az respectively, a being regarded as F
equations of motion
IMy +
and show that the
Mg (y 
az)
0,
INz
+
a?
lNn*z
= Mga (y 
az),
by the equation
9
~
Nri*
where
lm 2
+ Mm** = g.
[L. C. Jackson/PAtf.
ft.
Mag.
(6), vol.
xxxix,
p.
294 (1920).]
and m' are attached to friction wheels which roil on two parallel third mass J/, which is also attached to friction wheels which roll on a bar midway between the other two, is constrained to lie midway between the other two masses by a light rigid bar which passes through holes in swivels fixed on the upper part of the masses. The masses m and m' are attached to springs which introduce restoring forces proportional to the displacements from certain equilibrium positions. Find the equations of motion and the coefficient of coupling.
masses
horizontal steel bars.
Two
electric circuits.
This mechanical device has been used to illustrate mechanically the properties of coupled [See Sir J. J. Thomson, Electricity and Magnetism, 3rd ed. p. 392 (1904);
S. Franklin, Electrician, p.
7.
W.
556 (1916).]
which, with 2 ) hang from a carriage of mass simple pendulums (/ lf Jfj), (/2 , the aid of wheels, can move freely along a horizontal bar. Prove that the equations of motion
are
Two
(M +
M )x + MJ& + M
2
2 12
0,
Quadratic Forms
37
Hence show that the quantities B19 9 2 can be regarded as analogous to electric potential l and differences at condensers of capacities M^g and z l2 g6 z as l l gdl 2 g, the quantities to electric currents in circuits, the quantities analogous
and [(M l
2 g ]~* as analogous to a
(6), vol.
xxv,
p.
567 (1913).]
8. simple pendulum of length Z, when hanging vertically, bisects the horizontal line joining the knife edges. When the pendulum oscillates it swings freely until the string comes into contact with one of the knife edges and then the bob swings as if it were suspended by
a string of length
h.
is
+
+
go 00
hd
= =
for
for
r
< t<
< <
t
T,
T,
T is
m cot n (T
where
135.
g
Im?
Some
Let
= 2
i, i
g rs xr x s
,
be a quadratic form of the real variables x l9 ... xn which is negative for no set of values of these variables, then there are n linear forms
= S
^
2 p rs x,
n
= S ^ ^
rt
rfc
which can be regarded as a parametric representation of the coefficients in a nonnegative form. This result may be obtained by first noting that g ss is not negative, for
g^
the value of g when xr = 0, r s and x s = 1 If the coefficients g r9 are not all zero the coefficients g ss are not all zero, because if they were and = 1, if, say, 12 <0 a negative value of g could be obtained by choosing x 1
is
.
x2
= T
1,
#3
... o: n
0.
We
loss of generality
is
is
at least
positive.
i,
Math.
Zeits.
Bd.
S.
70 (1918).
38
Writing
1, 2, ...
n,
2j
<7<"
= S p ls X 81 = g  ,,
s,
(l} does not depend on xv g (l} is easily seen that the quadratic form g moreover nonnegative because if it were negative for any set of values
it is
of
2l
# 2 #3
,
'
...
0.
Since g (l) is nonnegative it either vanishes identically or the coefficient 2 x3 2 ... x n 2 in f/ {1) must be positive. of at least one of the quantities # 2
,
,
(1)
gr 22
is
positive
(1>
and write
r
2,
3,...tt/
0(2)
yd)
z 2 2.
. .
= 2^+ z 2 2 4 .z n 2 where the Continuing this process it is found that g z n are not all zero it is also found that none of the linear forms ^ z 2 2 (1) fe* *, ... are negative and that all these quantities, quantities g n <7 22
,
except the
first,
9rs
,

all zero.
n,
Now
let
=
i, i
h tk x t x k
let
= S
Jat^fc
be
its
n,n
n
(
2
1,1
g tk h tk
= 2
1,1
\<rl
If 0>
2/i,
^2
2/n
2
is
(x,
6y s y
it is
never negative. Regarding this as a quadratic expression in readily seen that the quadratic form
A~S*,*y
i
i
(*.y.)
i
nonnegative. This result, which was known to Cauchy and Bessel, is frequently called Schwarz's inequality as Schwarz obtained a similar
is
Fejr, Math.
Zeits.
Bd.
i,
S.
70 (1918).
Hermitian Forms
Using
that
n,
39
Xgrs yry,<X9rrXy*.
1,1
11
of quadratic
is
referred to
Brom
wich's tract, Quadratic Forms, Cambridge (1906), to Bocher's Algebra, Macmillan and Co. (1907), and to Dickson's Modern Algebraic Theories,
Sanborn and
136.
Co.,
Chicago (1926).
z denote the complex quantity conjugate the complex coefficients c rs be such that
to a
complex quantity
and
let
n,n
2
i, i
c rs z r z s ib lm ,z m
then Hermitian,
If c lm
a lm
r m e lQm
where a lm ,b lm
rm
9m
we have
a lm
a ml>
bi m
O m i,
as a quadratic
form
2 p tm rir m
i, i
where
p lm = a lm
cos (0
 6J +
, . . .
b lm sin (0 t
m)
= p ml
positive definite Hermitian forms which are positive whenever at one of the quantities z l z 2 z n is different from zero are of special interest. In this case the associated quadratic form is positive for all nonleast
,
The
r n and for all values of 6 2l ... 6 n 1 vanishing sets of values of r l r2 An important property of a Hermitian form is that the associated secular
,
,
. . .
, .
equation

8 r3 = c rs
A8 r.
1
= r =

s
s
The proof
given in
of this
133.
theorem
When the form is positive these roots are all positive. may be based upon analysis very similar to that
EXAMPLES
1.
If F(t)
for
TT
^ ^
*
TT
and
=
\>
2
=s
~ 00
c e
M
,
n,
#n=
then
2 ClmZlZm
1,2,3...,
#n ^ 0.
This has been shown by Carathodory and Toeplitz to be a necessary and > 0. See Rend. Palermo, t. xxxn, pp. 191, 193 (1911).
40
2.
/(*)=
f
J
e ite
oo
o>
(x)dx,
#)
where
ft
o> (a;)
to (
nd
#=
. . .
n,
n 2 a)
(a?j
 *m
_
)
f z fm ,
Mathias has shown that when f(t) ^ we have n ^ for any choice of real parameters xl , x2 , xn and of the complex numbers f, , f, fn See Jlfath. Zeite. Bd. xvi, p. 103 ( 1923). The analysis depends upon Fourier's inversion formula which is studied in 312 and it is the appears that, with suitable restrictions on the function <*>(x), the inequality n ^> and sufficient condition that f(t) ^ 0. Mathias gives two methods of choosing a necessary function a>(x) which will make n ^ 0. The correctness of these should be verified by the
,
. . . .
reader.
(1) If the functions x( x )> x( x ) are such that conjugate complex quantities, the function
x( x ) an(l X ( x ) are
will
make
Hn ^ 0.
00 />
(2)
If the positive
is
a function of x
141.
y>
say
o>
(x
o>
(x) will
make
Hn ^
0.
Forced oscillations. When a particle, which is normally free to with simple harmonic motion about a position of equilibrium, is acted upon by a periodic force varying with the time like sin (pt), the equation of motion takes the form
oscillate
x
Writing x
find that
if
4
f
C sin pt,
to be determined,
we
we choose C
so that
(k*p*)C = A,
the equation for z takes the form
z f k*z
......
(A)
0.
The motion thus consists of a free oscillation superposed on an oscillasame period as the force. In other words the motion is partly and partly imitation. It should be noticed, however, that if p* > k 2 original the imitation is not perfect because there is a difference in phase. The difference between the case p* > k 2 and the case p 2 < k 2 is beautifully illustrated by giving a simple harmonic motion to the point of suspension
tion with the
of a
pendulum.
k 2 the quantity C is no longer determined by equation (A) and the solution is best obtained by the method of integrating factors which may be applied to the general equation
When p 2 ==
k 2x
=F
(t).
Forced Oscillations
41
Multiplying successively by the integrating factors cos kt and sin kt and = c, x = u when t = T, we have integrating, we find that if x
x cos # sin kx x
kt f
fc sin
kx cos
kt
= u cos &T
u
sin
f
&c sin kr
kc cos &r
rt
+
+
ft
\
F (s) cos ks F
(s)
d#,
r<
kt
kt
&r
(t
sin &s
ds,
=u
sin
A; (t
r) f
r) f
ct
F
I
(s)
sin &($
*) ds,
= u cos
A: (t
r)
(t
r) f
(s)
cos k
(t
s) ds,
J T
the function
F (s)
if
being supposed to be integrable over the range T to t. the particle starts from rest at the time t we have at
kx
= IF
(s)
sin k
(t
s) ds,
= IF
J r
rt
(s)
cos k
(t
s) ds.
When F
and the
(s)
=A
sin ks
and
r
t
we
itf
find that
2fcr
cos
&" 1 sin
kt,
x increase in magnitude as t increases. This is a simple case of resonance, a phenomenon which is of considerable importance in acoustics. In engineering one important result of resonance is the whirling of a shaft which occurs when the rate of rotation has a critical value corresponding to one of the natural frequencies of lateral vibration of the shaft. For a useful discussion of vibration problems in engineering the reader is referred to a recent book on the subject by S. Timoshenko, D. Van Nostrand Co., New York (1928).
oscillations in the value of
so that k = 1 the mathematical theory with the aid of the curve whose radius
by the equation p = a sin OHJJ, where ^ is the angle which the tangent makes with a fixed line. Using p now to denote the length of the perpendicular from the origin to the tangent, we have the
equation
^
......
(B)
The quantity p thus represents a solution of the differential equation, and by suitably choosing the position of the origin the arbitrary constants
in the solution can be given
d*D
it
any assigned
real values.
In this connection
should be noticed that ~j has a simple geometrical meaning (Fig. 7). When co = 1 the equation (B) is that of a cycloid, while epicycloids and
a)
different
intrinsic
4 (a V
f b) b '

OIJ.JL
am
.
aJj
.....
T ___ rt 2b
,
42
The
Classical Equations
circle
where a is the radius of the fixed circle and b the radius of the rolling which contains the generating point.
Epicycloids 6
Pericycloids
>
0.
and hypocycloids
<
0.
Fig. 8.
142.
is
The
best studied
by
putting r
oo
zero,
then
Too
kx
=
Jo
00
F
f
'
(t
cr)
ka ka
da,
x
Let us consider
(t
a) cos
da.
first of all
the case
when
(t) is
discontinuous at time
=
2h.
in a
F' (
0)
way such
that
F'
(f 0)
The
solution which
t
is
x,
tinuous at time
=
=
is
ft
lex
f
J
2 A sin
let
_ ht
k*+h*
==
2h cos
~v"o
kt
~
;
he~ ht
~
>
is
discontinuous at
0.
Residual Oscillation
It is clear
43
t
until
reaches
the
first
e~ ht
of
is
then
f
2 (h sin kt
k cos
kt)
As t and as t
increases
> oo
there
beyond the critical value x begins to oscillate is an undamped residual oscillation given by
in value,
2h sin
kt
A
t
oscillation
general formula for the displacement x at time t in the residual produced by a transient force may be obtained by putting oo in the upper limit of the integral (t being retained in the integrand) *.
This gives
kx
In particular,
if
F
b
[
(s)
sin k
(t
s) ds.
J 00
F
we have
/*QO
,,
(s)
cos
ms dm =
7
.
sin bs
,
Jo
f? Q
s
r ^
ft
^
;
kx
sin kt
.'
cos ks sin bs
oo
cos kt
S
J _oo
sin ks sin 65
S
we may
(ft
write
2&#
TOO
^
[sin
f k) s f
sin kt
J
sin (6
k) s]
oo
if
'
if
if
k
0.
There
is
>
k.
EXAMPLES
1.
If
F (s) =
oscillation only
/&
I
,
cos
m* dm,
.
there
is
a residual
when k
lies
&<
6.
Extend
this result
by
considering cases
when
(8)
cos
ms
<f>
(m) dm,
F (s) =
sin
ms
</>
(m) dm,
Ja
J a
when
1
.
F (s) * Cf.
(c
2 f s )
p. 19.
44
3.
The
If
Classical Equations
(s)
se~ h
s
I
I
where h
is
>
and #
is
0,
0,
when
oo
x and x continuous
0,
given by
4th
X
If k 2
cos kt
'
^~(k*~+h*)
>
h there
If
o>(/) is
is
a negative value of
for
which r
k*x
0,
but
if
k2
<
h 2 there
is
no such value.
4.
.c
x<*(t)>
t,
where x and
zero
when t~
oo
and
is
bounded
are initially zero can be regarded as the residual oscillation of a simple disturbed by a transient force.
b
pendulum
5.
If
<
a2
+ A(t)x =
T)
(C)
is
satisfied only
oscillating functions.
oy
Prove that the interval between two consecutive lies between rr/a and TT/&. 2 which is positive in the interval r < t < r 2 then 4 6 y =
,
T,
^t<
Let us now suppose that it is possible for x to be of one sign (positive, say) in the interval T 2 and zero at the ends of the interval. We are then led to a contradiction because
positive near ^ and negative near r2 they thus make the lefthand and the righthand side positive. Hence the interval between two consecutive roots of x must be greater than any range in which y is positive, that is, greater than y/b. In a similar way it may be shown that if z is a solution of z f a 2 z = the interval between two consecutive roots of the equation z is greater than any range in which x ^ 0.] This is one of the many interesting theorems relating to the oscillating functions which satisfy an equation of type (C). For further developments the reader is referred to Bocher's book, Lemons sur les methodes de Sturm, GauthierVillars, Paris (1917) and his article,
the suppositions
make
.r
"
Boundary problems
I,
in
Proceedings, vol.
6.
p. 163,
Cambridge
(1912).
Prove that x 2 f x 2 remains bounded as t > x but may not have a definite limiting value, x being any solution of (C). [M. Fatou, Compte* Rendus, t. 189, p. 967 (1929).] The generality of this result has recently been questioned. See Note I, Appendix.
Motion with a resistance proportional to the velocity. Let us first motion of a raindrop or solid particle which falls so slowly that the resistance to its motion through the air varies as the first power of the velocity. This is called Stokes' law of resistance; it will be given in a precise form in the section dealing with the motion of a sphere through a viscous fluid for the present we shall use simply an unknown constant coefficient k and shall write the equation of motion in the form
143.
mdv/dt
m'g
kv,
(A)
it
where
g
is
the apparent mass of the body reduced mass when the buoyancy of the air the acceleration of gravity.
m is
when
is
moves
in air,
m'
is
the
The
kv
= m'g + Be m
Resisted Motion
45
If v
where
t
B is
initial conditions.
tct
when
we have
= m'g(\ ,
,
'*).
To we write
body must
,
fall
mvdv/dx
/ i
= mg
Vra
kv,
'gr
y log &
v

kv
If
may
be written in the
form
m'gx
ra
F 2 log =%
m Vv.
Let us now consider the case in which the particle moves in a fluctuating Let /' (t) be the upward velocity of the air at time v the velocity of the particle relative to the ground and u = v + / (t) the
x
relative velocity. On the supposition that the resistance the relative velocity the equation of motion is
is
proportional to
mdv/dt
If v
m'g
ku

m'g
kv
~ kf (t).
when
the solution
is
The
last integral
may
/'(tr)e
/
"'dr,
t
which
is
its
/
behaviour when
is
very large.
is
(t)
(0)
0.
In particular
if
'
~~~k~
ki
p'
we have
clc

m
k 2L
,*
2 p +
[ke
ck
m* sin r P pt *
r 7
k cos r j pi]
^
vn~\
As t > oo we are left with a simple harmonic oscillation which is not in the same phase as the air current. It should be emphasised that this law of resistance is of very limited
application as there
is
46
for
of the radius
if
the law
to be valid.
equation similar to (A) may be used to describe the course of a unimolecular chemical reaction in which only one substance is being transformed. If the initial concentration of the substance is a and at time t altogether x grammolecules of the substance have been transformed, the
concentration
is
An
then a
dx
the coefficient k being the rate of transformation of unit mass of the substance.
Simultaneous equations involving only the first derivatives of the and linear combinations of these variables occur in the theory of consecutive unimolecular chemical reactions. If at the end of time t the
variables
and C are x, y and z respectively concentrations of the substances A, and the reactions are represented symbolically by the equations
A+B,
dx/dt
B+C,
k2 y,
dz/dt
&!#,
dy/dt
= ^x
k 2 y.
A more general system theory of radioactive transformations. Let P Ply ... amounts of the substances A A 1 ... A n present at time
, ,
,
Pn
t,
represent the
p _~~~
,
dt
A **
POJ
~^
where the
this
^nlPnl
In
This method
system of equations is golved by the method of integrating factors. is elementary but there is another method* which, though more recondite, is more convenient to use.
Let us write
Too
p
e*
(x)
= f V*'P
J Q
8 (t)
dt,
(B)
(x),
then
Jo
*
~
dt
fjp 8
dt
=P
(0)
xp s
vol. xv, p.
423 (1910).
Reduction
and so the system
to
Algebraic Equations
47
system of
xp,
(x)
(x) (x)
xpl xp2
P P  P2
l
(0)
(0) (0)
(x),
(x),
Xp n
If
(X)
 Pn
tt
(0)
= V,1>1
(x), ...
(X)
may
at once be derived.
is
(x),
pt
(0)
pn
(x)
(0)
=P
if
initially,
and
= ... = P P (0) = Q, we
2
(0)
0, i.e. if
there
have
Pl
(x}
(x)
=
x
TV
=
'
~(*TAo)7aTXj
To
derive
(t)
from
j9 s (x)
we simply
express
...

(x) in partial
fractions
te)
C

~T"
____ h AQ
~\
Ag
(t) is
then given by
evidently of the correct form and the solution of the system of differential equations is unique. The uniqueness of the function P s (t)
corresponding to a given function p s (x) can also be inferred from Lerch's theorem which will be proved in 629.
If
some
may
be terms of type
in the representation of p s (x) in partial fractions. sponding term in s (t) is _ A "t t < n
^m,*
Such a case
system
of linear differential
by the coordinate x. This point P, which may be called the image of the system, may in some cases be a special point of the system, provided that the path of such a point is to a sufficient approximation rectilinear. The
*
H. Bateman,
48
The
Classical Equations
mechanical system may also in special cases be just one part of a larger system it may, for instance, be one element of a string or vibrating body on which attention is focussed. To obtain a simple picture of our system and to fix ideas we shall suppose that P is the centre of mass of a pendulum which swings in a resisting medium. The motion of the point P is then similar to that of a particle acted upon by forces which depend in value on t, x, x and possibly higher derivatives. For simplicity we shall consider the case in which the force F is a linear
;
function of x and x,
F=/m
/.
(t)
, h
mx
(t)
07 u 2k (t)
.
x.
In the case
when h
(t)
and k
x
(t)
.
2kx
rt7
2 + n 9x = f (t).
(A)
The motion
of the particle is in this case retarded by a frictional force If it were not for this resistance the free
motion of the particle would be a simple harmonic vibration of frequency 2 2 ft/277. The effect of the resistance when n > k is to reduce the free motion to a damped oscillation of type
x
= Ae~kt
pz
sin (pt
+
.
e),
(B)
where
and
n2
k2
The period
of this
damped
oscillation
is
may be noted that the interval between successive instants at which x = is 2rr/p. The time range < t < oo may, then, be divided up into
It
intervals of this length. The sign of x changes as t passes from one interval to the next and so the point and P' of does in fact oscillate. Points two intervals in which x has the same sign may be said to correspond if
t,
t',
are connected
pt'
by the
relation
pt
2m7r,
where
m is
an
integer.
We
x'
then have
xe~k(t
'~ t}
xe~ 2kmir l p
is
decay
When n 2 =
where
t
is
given by
(A
kt Bt) e~
and
J5 are
given by then decreases rapidly to zero. The motion of a deadbeat galvanometer needle may be represented by an equation of type (A) with n 2 = k 2

B=
k (A
arbitrary constants. In this case x vanishes at a time x increases to a maximum value and f Hi), thus
\
Damped
When
k
2
Vibrations
of type
f fie"',
49
> n
is
= Ae~ ut
where ^ and
2A'Z
7l
0.
In this ease the general value of x is obtained by the addition of two terms each of which represents a simple subsidence, the logarithmic decrement of which is u for the first and v for the second. The time r which is needed for the value of x in one of these subsidences to fall to half value is given by the equation UT ^ __
2
damped
.
oscillation (B) the quantity Ae~ ki can be at time t. In an interval of time r this diminishes
log r, whence the name logarithmic decrement usually given to k. Instead of considering the logarithmic decrement per unit time we may, in the case of a damped vibration, consider the
Putting T
It
is
When / (t)
C sin
X
mt,
where
is
C and
2
)
m
of
,
composed
2 ~ C (n
m
.
sin nit
2km cos mt
f
(n*
0\0~ 2 2
)
4:k~m 2
A 1 9
"T"
and a complementary function of type (B). The particular integral is obtained most conveniently by the symbolical method in which we write D = djdt and make use of the fact that D 2f m 2/. The operator D is treated as an algebraic quantity in some of the steps
____ n
f
2A/> H2 
^2 
f
2k
__
2
m
2kD
^
(
_
If
.r a;
^
''
= 0, = when = a the unknown constants in the complementary function may be determined and we find that
r)f(r)dr.
......
(C)
This result may be obtained directly from the differential equation by u kt using the integrating factors e sin pt and e cos pt.
We
px
(*<
sin pt
(x
kx)
fcr)
*'
cos p<
=

e*
cos
* E. H. Barton
=
Mag.
kr
and E. M. Browning,
(6), vol.
50
from which
(C) is
We
(t
e~ k(t
c
 T)
COSp
r)f(r) dr.
introducing an angle
defined
by the equation
tan
the particular integral
(I)
e=
2km
n2
may be x ~ A
2
(mi
e),
A
A
is
2
[(n
m
m
2
)
4k 2 m 2 ]
 C2
This
is
is
so
large that the free oscillations have died down. The amplitude A is a maximum when is such that 2 ^ n 2 2k 2 = p 2 k 2 We then have
^4max= C/2kp.
Writing
A =
a/l max it
is
its
,,
(1
a2)
*.
This formula has been used to determine the damping of forced oscillations
of a steel piano wire. It should be noticed that
may
be
u
v
f
f
ku
kp
f
nv
0,
0,
nu =
where k and n are constants. These represent the equations of horizontal motion of a particle under the influence of the deflecting force of the earth's rotation and a frictional force proportional to the velocity. These equations
k
uu
f
vv
2
f
k (u 2
2
f
2
v2)
2kt
,
0,
u
hence k
is
q e
the logarithmic decrement for the velocity. The equation of damped vibrations has some interesting applications in seismology and in fact in any experimental work in which the motion
arms of a balance is recorded mechanically. The motion of a horizontal or vertical seismograph subjected to disf (t), can be repreplacements of the ground in a given direction, say x
of the
2kti
+ n2 +
x/l
0,
636 (1924).
Instrumental Records
where 6
is
51
upon the type of damping and I the reduced pendulum length*. The motion of a deadbeat galvanometer, coupled with the seismograph,
is
2m(j> f
mty + h9 =
0,
where
is the angle of deviation of the galvanometer and h and </> constants of the instrument.
are
To get rid as soon as possible of the natural oscillations of the pendulum, introduced by the initial circumstances, it is advisable to augment the damping of the instrument, driving it if possible to the limit of a periodicity and making it dead beat. By doing this a more truthful record of the movement of the ground is obtained. When n 2 = k 2 the solution of the equation of forced motion
x
*
f
2kx + k*x
k(i
 / (t)
.
is
a=
When
t
(t T)e
 r)
u f(T)dr^ (A + Bt)e~
large the second term is negligible and the lower limit of the oo, or any integral may, to a close approximation, be replaced by 0, other instant from which the value of/ (t) is known.
is
When
is
if,
values and
large the second term is negligible even when t has moderate for such values of t, f (t) is represented over a certain range
C sin 
is
given approxi
_ ~
f(t)
D* +
2kJ)
+T
_ "
k2
Csinmt m 2 + 2kD
...(I')
When
is
k*x
=
sin
2
is independent of m, consequently, were required to give a good representation of / (t) within a desired range of values of t, the record of the instrument would still give a faithful representation, on a certain definite scale, of the
of proportionality k
number
of terms
longer true, consequently, if the "high harmonics" occur to a marked degree in the representation of/ (t) by a series of sine functions, the record of the instrument may not be a true picture of the forcef.
Galitzm, "The principles of instrumental seismology," Fifth International Congress of Mathematicians, Proceedings, vol. I, p. 109 (Cambridge, 1912). = &/10 the solution of the differential equation is approximately k 2x 99 sin (mt  c), f If = k/5 the solution is approxiwhere c ia the circular measure of an angle of about 16 59'. When
* B.
z mately k x
96 sin (mt
c),
where
e is
47'.
52
When n ^
both
k the formula
(I')
shows that
if
is
is
2kmx = ~ C
which
may
This result
may
2 neglecting the terms x and n x in comparison with 2kx. In this case the velocity x gives a faithful record of the force on a certain scale.
Finally,
if
n2
is
and
ra,
formula
(I)
gives
and the instrument gives a faithful record of the force vibrations have died down.
145.
of
damped
vibrations
mx +
may
d
kx
{JLX
= f (t)
dT\
dF
3V
\kx\
where
Regarding
T  \mx\ F 
V  \^x\
m as the mass of a particle whose displacement at time t is be regarded as the kinetic energy, V as the potential energy and x, F as the dissipation function introduced by the late Lord Rayleigh*. The. function F is defined for a system containing a number of particles by an
T may
equation of type
p=
^ ^ + ^, +
2
(/
particle x,y,z.
</ 2
>
<7a
>
. . .
qn
we may
write
where the coefficients [rs], (rs), {rs} are of such a nature that the quadratic forms T, F, V are essentially positive, or rather, never negative. These coefficients are generally functions of the coordinates ql9 ... qn but if we
,
are interested only in small oscillations we may regard q l ... q n q l9 ... q n as small quantities and in the expansions of the coefficients in ascending
, ,
powers of ql9
if
we agree
?
... q n it will be necessary only to retain the constant terms to neglect terms of the third and higher orders in (ft, ... q n
,
4i>
* Proc.
London Math..Soc.
357 (1873).
Reciprocal Relations
53
The
now
dt\dq
where
T
q2
,
is
Q m is the generalised force associated with the coordinate q m Since supposed to be approximately independent of the quantities q lt ... q n the second term may be omitted. rs as an abbreviation for the quadratic operator Using
.
H& +
2l ?1
T2gr 2
22g2
+ +
...
...
= Q = Q2
19
.
......
(E)
Since
[rs]
[sr], (rs)
(sr), (rs}
{sr}, it
follows that 7s
sr.
148. Rayleigh's reciprocal theorem. Let a periodic force Q s equal to cos pt act on our mechanical system and produce a forced vibration of
= KA
where
cos (pi
e),
is
The
s
,
reciprocal theorem asserts that if the system be acted on by the force Qr = A cos pi, the corresponding forced vibration for the coordinate </
will
be
qs
v = KA
.
cos (pt
).
Let
D denote
the determinant
IT
21
31
12 13
..
22
23 33
..
32
..
and
let rs
denote
its partial
is
recognition constituents are treated as algebraic quantities. This cofactor of rs in the determinant operator D.
when no
made
derivative with respect to the constituent rs of the relation rs = sr and when all the
means that
rs is the
Solving the equations (E) like a set of linear algebraic equations on the assumption that ^ 0, we obtain the relations
...nlQ n
...n2Q n
From a property
we have
<?. is
of determinants
also rs
= sr Thus
.
given by
54
Similarly, the
Qr
is
given by
Dq = srQ r
8
A s A/ may without loss of generality be supposed were complex but had a real ratio they could be made they real by changing the initial time from which t is measured. Expressing the solution in the form
where the
coefficients
If
,
to be real.
(J r
A ^1 8
TW "5
pu,t V
j~j
,
S7*
'
ys
si r
jpG
C lpt ,
and defining the forced vibration as the particular integral obtained by replacing d/dt in each of the operators by ip, we obtain the relation
A/q r = A q;
s
for
In the statical case the quantities [rs], (rs), are all zero and D, rs, rs are simply constants. Rayleigh then gives two additional theorems
corresponding to those already considered in 2. (2) Suppose that only two forces Q l3 Q 2 act, then
If q l
we have
^
2
[12
^ 2
From this we conclude that if q 2 is given an assigned value a it requires the same force to keep q^ = as would be required if the force Q 2 is to keep = when q l has the assigned value a. q2
(3)
Suppose,
first,
that
Q
0,
==
1
0,
:
?1
?8
=21:22.
Secondly, suppose q 2
then
02:0!= 12:22.
Thus, when Q 2 acts alone, the ratio of the displacements ql9 q 2 where Q 11 Q% are the forces necessary to keep q2 0.
147.
is
Q^IQu
Fundamental equations of electric circuit theory. A system of equations analogous to the system (E) occurs in the theory of electric circuits. This theory may be based on KirchhofTs laws. (1) The total impressed electromotive force (E.M.P.) taken around any closed circuit in a network is equal to the drop of electric potential expressed as the sum of three parts due respectively to resistance, induction and capacity.
Electric Circuits
55
Thus, if we consider an elementary circuit consisting of a resistance element of resistance jR, an inductance element of selfinduction (or inductance) L and a capacity element of capacity (capacitance) (7, all in
series,
E.M.F. of
amount
is
Kirchhoff's
RI + L + 9 = Tt C
where /
is
>
Q=
\Idt.
The fall of potential due to resistance is in fact represented by KI where R is the resistance of the circuit (Ohm's law), the drop due to inductance is Ldl/dt and the drop across the condenser is Q/C. There is an associated energy equation
which RI represents the rate at which electrical energy is being converted into heat, while the second and third terms represent rates of increase of magnetic energy and electrical energy respectively. The righthand side represents the rate at which the impressed E.M.F. is delivering energy to the circuit, while the lefthand side is the rate at which energy is being absorbed by the circuit. The inductance element and the condenser may
in
is responsible
for a dissipation of energy since the energy converted into Joule's heat is eventually lost by conduction and radiation of heat or by conduction and
convection
If
(I)
if
the circuit
is
in a
moving medium.
we regard Q
as a generalised coordinate,
by writing
y=
^ ^
f_
.
V=
.
dF
.
dV = f
vQ
E.
_,
dQ
(2) In the case of a network the sum of the currents entering any branch point in the network is always zero. If we consider a general form of network possessing n independent circuits, Kirchhoff's second law leads to the system of equations
Er
(r=
where
while
1,2, ...n),
(II)
is
ss
9SJ
KS
denote the
s,
and capacitance
L rs Rrs Crs
, ,
circuits r
I/, eft,
and
s.
denote the corresponding mutual elements between We have written Frs for the reciprocal of Crs and Qs for
the current in the 5th circuit or mesh.
where I s
is
56
elaborate study of these equations in connection with the applications to electrotechnics has been made by J. R. Carson*.
An
modern
In discussing complicated systems of resistances, inductances and capacities it will be convenient to use the symbol (LRC) for an inductance L, a resistance R and a capacity C in series. If a transmission line running
between two terminals T and T' divides into two branches, one of which contains (LRC) and the other (L'R'C'}, and if the two branches subsequently reunite before the terminal T' is reached, the arrangement will be represented symbolically by the scheme
In electrotechnics a mechanical system with a period constant n and a damping constant k is frequently used as the medium between the
quantity to be studied (which actuates the oscillograph) and the record. The oscillograph is usually critically damped (k = n) so as to give a faithful
record over a limited range of frequencies but even then the usefulness of the instrument is very limited as the range for accurate results is given
roughly by the inequality 10m < n. A method of increasing the working range of such an oscillograph has been devised recently by Wynn Williams f. If an E.M.F. of amount E acts
T and
is
of E, the usual plan is to place the oscillograph and T' so in line with that T, and T' are in series. In our notation the arrangement is
TInstead of this
 T.
proposes the following scheme
Wynn Williams
which L, R and C are chosen so that 2k = JR/L, n 2 = l/CL and L 19 K 19 C1 are chosen so that L l C\ are small and R 1 is such that there is a relation 2 2  J?,//,, nf = l/LC^ (k 4 ^)  n + n^ where 2k, = and writing q for the current flowing between T and Putting L) T' x for the reading of the oscillograph, F for the back E.M.F. of the system (LRC), we have
in
, 9
c\
[D
Therefore
+ 2kD + n 2
F.
E
~
;
Hill, 1926).
f Phil.
Mag.
vol. L, p.
(1925).
Cauchy's Method
Hence when the reading
57
of the oscillograph is used to determine E the instead of behaves as if its period constant were (n 2 f oscillograph n and its damping constant k f 1c l instead of k. By choosing n^ = 24n 2 &x = 4k = 4n we have
n^
N=
thus
(n
2 ft!
)*
5n,
Ar 
+ ^ 
5fc
5w,
obtain an amplitude scale which is the same as that of an oscillowith a period constant 5n and a damping constant 5 A graph
1
we
148.
that
we need a
Cauchy^s method of solving a linear equation*. Let us suppose particular solution of the linear differential equation
where
(f>
(D)
<f>(D)u a i> +
f(t),
1
...... (I)
^D"
4 ...
an
s
and
The
coefficients
functions of
If (v1} v2 ,
For convenience we
shall write a
l/a
...
homogeneous equation
the coefficients
C C
l
,
. . .
t>
solution
Gn V n
v^ 1
*
may
be chosen so that v
v ( r)
v' (r)
^^~ 2
>
0,
(T)
a (T)/
(T),
where
t.
i;
We
() denotes the ,sth derivative of v (t) and r is the initial value of denote this solution by the symbol v (t, r) and consider the integral
(s)
(t)
(t,
r) dr.
Jo
differentiations
by the
rule of Leibnitz,
rt
we have
=\
1,2,
...n 2,n
Jo
the terms arising from the upper limit vanishing on account of the properties of the function v. On the other hand
Dn u =
Jo
D"v
(t)
(t,
r)dr\a
.
(t)f(t),
and so
<f>
(D)
u =/
is
Jo
V (D) v
dr
= / (t).
characterised
... tt<"i>
u
If,
*
Bull.
(0)
u' (0)
(0)
(0).
when / (0
1>
^ (^ T)
==
e/r
xxxm,
p. 81 (1927).
58
function
The
/
(t)
Classical Equations
is
seen to be
/ (t)
if/
(t,
T)
(t)
in the
form
u(t)=\ t(t,T)f(t)dr.
Jo
...... (II)
=
J
we have
and the
integral in (II)
(t,
r)
=iff
(t,
T),
may
u
This
is
(t)
=/(0)
0)
+
Jo
(*,
r)/'
(r) dr.
principle of superposition, according to which we are able to build up a particular solution of equation (I) from a corresponding particular solution
(t,
r) for
/W=l
=
When
Write
t>*> t< T.
</>
(D) are
. . .
all
constants
we may
a (D
r1? r2
,
rt )
(D
r,)
(Z>
rj,
<f>
where
first
...
equation
(x)
0.
Taking
all distinct,
we
write
= er T
>
1, 2, ...
n.
are then
We may solve for C by multiplying these equations respectively by the coefficients of the successive powers of x in the expansion
(
x
/
y*
V \ ( *Y r2 ) (x
1
V \ r3 )
...
If (x
ff \ rn )
/j o
 1
t
r)
u^x
<>
t
...
h /jW v n iX
Since b n _ t
we
find that
/ (^
and the other
Ci
(T!
r2 ) (r
r3 )
...
fa
rn )
= aCtf
fa),
coefficients
may
we have
\ T
_ yf /\ ^ T V
V /
00
e ^s ^^(ir)
81
_7
/"
/.\
\
T / ./. T
// \^y
\ T
)>
and
it
(t,
r)
= 2
al
p a ka
[e
rs
(i
~ r)
1].
Heaviside's Expansion
i
59
if
and
so
[<
(O)]
  S p^,
When
v3
...
there
is
a double root rl
=
>,
r2 ,
we
write
^ = e ir
,
v2
(t
f T) e
i
T)
,
v n being the
Carenow
/yi/7,
Writing
+ ... 0. = 0, r^ + 1 <72 + r3 (73 + ... rn Cn = 0, + (!) r.^C, + rj'C , + ... r,,^, = af (t).  A) F (r) = (r  A) (r  r3 ... (r  rn (r = c + c r + ... c^^"
<7,
C7,
c lt
...
C n _ = 1, G (r, \)F
r
c n _ t respectively
we
find that,
(r,)
+ Cz
/i
[F
(r,)
(r,
A)
F'
(r,)]
af
(r).
The quantity A
have
is
at our disposal.
Let us
f
i
,
first
write A
r1}
we then
n C F
t
(rj
af(r).
Simplifying the preceding equation with the aid of this relation btain
we
Writing
we have
C,
(r,).
<f>(r)
rfj
(rrtf
r3
">rn
'
and a
number
similar rule holds in the case of a multiple root of any order or of multiple roots. Thus in the case of a triple root,
any
149.
of
147
Heaviside's expansion. The system of differential equations (II) may be written in the form
2 a f .C.=X(0,
where the
a's are
~rs
of
145.
60
by <f> (D) and using A rs to denote the Denoting the determinant a cofactor of the constituent a rs in this determinant, we have
r<s
\
<
(D) Q,
for
s
= 2 A rs Er
r=l
first
(t)
(t).
To obtain an expansion
Q we
j (D) y s
with the supplementary conditions
y,(0)
then
is
a particular solution of
</>
for
which
of
(t,
148,
0)
xrs
(t,
0)
= A sr y
= s
A_.(!Ler.. e
jT,(ra )^(ra )
^.(0)
>
'
which
is
for
#
L
(0)
* ir
(*,
0)
r)
dr
J
(0)
Q.' (0)
o.
151. The simple waveequation. There are a few partial differential equations which occur so frequently in physical problems that they may be called classical. The first of these is the simple waveequation
of a vibrating string and also in the theory of waves which travel without change of form. These waves may be waves of sound, elastic waves of various kinds, waves of light, electromagnetic waves and waves on the surface of water. In
each case the constant c represents the velocity of propagation of a phase of a disturbance. The meaning of phase may be made clear by considering
the particular solution
V=
sin (x
ct)
has a constant value whenever the angle x ct has a constant value. This angle may be called the phase angle, it is constant for a moving point whose xcoordinate is given by an equation of type x = ct I a, where a is a constant. This point moves in one direction with uniform velocity c. There is also a second particular solution
V=
sin (x
\
ct)
Wave Propagation
for
61
constant for a point which moves with which x decreases. These solutions may be ct by a frequency factor generalised by multiplying the argument x where v is a constant called the frequency, by adding a constant y 27TV/C, to the new phase angle and by multiplying the sine by a factor A to represent the amplitude of a travelling disturbance. In this way the particular solution is made more useful from a physical standpoint because it involves more quantities which may be physically measurable. In some cases these quantities may be more or less determined by the supplementary conditions which go with the equation when it is derived from
f ct is
is
a ~di~ dx' ~dt~ p fa involving the quantities U and F, the coefficients a and The constant c is now given by the equation
c2
dv
du
zu _
dv
...
......
IA)
ft
being constants.
aft.
17,
if
is
eliminated instead of
the equation
obtained for
is
and
rule
first
is
of the
same type
homogeneous equations of the order with constant coefficients, however many equations there may be. The rule breaks down, however, when the coefficients are functions of
original equations are linear
If, for instance, a are respectively resulting equations
when the
and
ft
327
cw
dt
2
. a
du\
'
dx
dx
These equations may be called associated equations. Partial differential equations of this type occur in many physical problems. If, for instance, y denotes the horizontal deflection of a hanging chain which is performing
small oscillations in a transverse direction, the equation of vibration
8
2
is
__
dy\
is the acceleration of gravity and x is the vertical distance above the free end. Equations of the above type occur also in the theory of the propagation of shearing waves in a medium stratified in horizontal plane
where g
the depth.
62
152. The differential equation (I) was solved by d'Alembert who showed that the solution can be expressed in the form
V=f(xct) + g(x +
ct),
where / (z) and g (z) are arbitrary functions of z with second derivatives /" ( z )> $" ( z ) that are continuous for some range of the real variable z. A solution of type f (x ct) will be called a " primary solution," a term 192 to certain other partial differential which will be extended in
equations.
To
illustrate the
a physical
way in which primary solutions can be used to solve problem we consider the transverse vibrations of a fine string
or the shearing vibration of a building*. The coordinate x is supposed to be in the direction of the undisturbed
and in the vertical direction for the building, the coordinate y is taken to represent the transverse displacement. If A denotes the area of the crosssection, which is a horizontal section in the case of the building, and p the density of the material, the momentum of the slice Adx is dx,
string
where
pA
i.e.
The
slice is
in a transverse direction
direction,
and by other forces acting in a "vertical" diiection of the undisturbed string. Denoting the in the
by S, that on the
section x
f
dx
is
f ~
The
dS
difference
is x
dx
dx.
ox
dx,
and
m ~dx'
__
is
ss
St
We now
small
is
very
a constant which represents the rigidity of the material in the case of the building and the tension in the case of the string. According to this hypothesis if p and A are also constants
where
/JL
is
where c 2
p/p.
The expressions
for
as
pftPto'
and so we have two equations of the first order connecting the quantities and S satisfy the same partial and 8', these equations imply that
M
i
differential
*
equation as y.
vibrations of a building have been discussed
The shearing
by K. Suyehiro, Journal of
the
Institute of
Transmission of Vibrations
In the case of the building one of the boundary conditions
is
63
that there
h.
8=
when x =
the condition
di/
is ^
ox
ct)
= /'
This condition
(A
ct)
g' (h
ct).
may
be satisfied by writing
=
<f>
(ct
h) ~h
(f>
(ct
7^),
an arbitrary function. A motion of the ground (x = 0) which will give rise to a motion of this kind is obtained by putting x = in the above equation. Denoting the motion of the ground by y = F (t) we have the equation
</>
where
(2) is
(t)
=
<f>
(ct
h)
</>
\
</>
(ct 4
h)
......
(A)
(z).
In the case of the string the end x = / may be stationary. for x = I and obtain the equation put y =
We
therefore
0=f(lct) +
which
is satisfied
g(l
ct)
by
another arbitrary function. If the motion of the end x (t) we have the equation prescribed and is y =
is
where $
=
(B)
is
0
(t)
=
</r
(Ct
1)
 $
(z).
(Ct
I)
......
$
~
initial
scribed, say
y=e(x),
gf
= *()
 /' =c (x)  x( x + x (x),
[<?'
when
0,
0(x)=f (x) +
which give
(x),
(x)
(x)]
2cf
(x)
2cg' (x)
= =
)>
rx+ct
J
\
y=\\0(x~ct) + e(x +
If in the
ct)\+
f L(j
x  ct
x (T)dr.
preceding case both ends of the string are fixed, the equation
(B) implies that ^ (x) is a periodic function of period 21, the corresponding time interval being 2l/c. Submultiples of these periods are, of course, admissible, and the inference is that a string with its ends fixed can perform
oscillations in
of the
system
is
64
The
Classical Equations
m and n
are integers,
n being a constant
(f>
In the case of the building the ground can remain fixed in cases when (z) is a periodic function of period 4=h such that
<f)
(z f
2h)
=
<f)
(z).
may
be satisfied
by writing
(z)
sin 
j
(f>
(z)
sin [(n
) TTZ/&],
where
in
and n are
integers.
Thus
mirx
irnrct
cos
y~,
and
y
These motions
b m sin
r/
\(n
J)
^ J
cos
r/
\(n
L
ivfrttfi f J) ,
^ J
may
ml
where the
coefficients
we must make s infinite, but for the present we shall constant. The total kinetic energy of the string is
since
we have
[i
sm
mnx
7
sm
HTTX
.
ax
,
Jo
= =
n+
Z/2
ft
m
m.
Since the kinetic energy is the sum of the kinetic energies of the motions corresponding to the individual terms of the series, these terms are supposed
to represent independent natural vibrations of the string. These are generally called the normal vibrations.
The
give
S y= ni b n sin
and the
kinetic energy
f, >
\(n
L
f J)
\
cos
\
^J
(n
f i) ,
L
\
is
in this case
2
'
(271f 1) ^
7T
C2
, *x
2 nt
v^
Vibration of a String
for
65
now we have
/
corresponding relations
sin \(n 4 J)
^
sin
(m
f J)
^
ute
= =
A/2
mn
m
n.
Such
string there is a type of solution which can be regarded as fundamental. Let us suppose that the point x = a is compelled to move with a simple
harmonic motion*
y
p cos
(pt 4
),
where a, /3 and p are arbitrary real constants. If the ends x remain fixed, it is easily seen that the differential equation
0,
W
yl
dx*
'
and the conditions y = at the ends may be < x < a and y = y2 for a < x < /, where
satisfied
by writing y
y for
= p cosec (Xa) sin (\x) cos (p fa), = cosec A (/ a) sin A (/ #) cos (pt + a), and Ac = p. The case of a periodic force F = F cos (^tf f a) concentrated on an infinitely short length of the string may be deduced by writing down
2/2
/?
the condition that the forces on the element must balance, the inertia being negligible. This condition is
F = Py/  PyJ
where
get
for
a,
P is
we
cF = pfiP
/?
[cot Aa
cot A
(I
(I
a)]
Therefore
a).
The
solution can
now be
y=
where
,
,
.
<7
(x,
a)
= _ =
sin A
j>0 (*>)>
c
sin A# sin A
^
A sin
.
AL
(Z

a) 
<x<a
'
^ x^
/.
This function
gr (a;,
a) is
a solution of the
differei^tial
equation
......
S+*V0
*
(A)
I,
p.
195
66
and
It is
is
The
satisfies
Classical Equations
I. and when x but its first derivative a and indeed in such a manner that
when x
I,
< x<
>Q
(x, a) is it
The function g
,
d2 u 2 expression ^ 4 A w,
symmetry
(a, x).
This
is
by
Lord Rayleigh.
XI
0? that
is,
continuous (D,
1)
Xx which satisfies the boundary conditions and throughout the range (0 < x < /).
sin
(x, a) is
A fundamental
obtained by
by the method
in the interval
of integrating factors.
(0, 1)
Assuming that y is continuous (Z>, 2) and that the function/ (x) is continuous in this interval,
the result
is
that
U = U
a0
U
l
~
Jo
where u (0) and u (I) are assigned values of u at the ends. If these values are both zero y is expressed simply as a definite integral involving the
Green's function
154.
and/ (a).
The
character to the shearing oscillations of a building. Let us consider a straight rod of uniform crosssection, the centroids of the sections by
planes x
constant, perpendicular to the length of the rod, being on a straight line which we take as axis of x. Let us assume that the section at distance x from the origin is twisted through an angle 6 relative to the
section at the origin.
It
is
an element
of the rod
is
must be regarded
defined to be
T
The
B8
it
vanishes
when
is
Torsional Oscillations
planes x and x
just as
if it
67
in a displaced position
f dx, i.e. when this element is simply had been rotated like a rigid body.
The torque which is transmitted from element to element across the plane x is assumed to be Kfir, where /A is an elastic constant for the material (the modulus of rigidity) and K is a quantity which depends upon the size and shape of the crosssection and has the same dimensions as 7, the
of inertia of the area about the axis of x. Let p denote the density of the material, then the moment of inertia abou^ the axis of x of the element previously considered is pldx and the angular momentum is plOdx. Equating the rate of change of angular momentum to the difference between the torques transmitted across the plane faces of the element, we obtain the equation of motion
.
moment
d 26
cl 2
pi
= fih cW ^ fix*
forces
which holds in the case when the rod is entirely free or is acted upon by and couples at its ends. In this case the differential equation must be combined with suitable end conditions. A simple case of some interest is that in which the end x is tightly a is prescribed. clamped, whilst the motion of the other end x
155.
The same
differential
longitudinal vibrations of a bar or of a mass of gas. Consider first the case of a bar or prism whose generators are parallel to the axis of x. Let x f denote the position at time t of that crosssection whose undisturbed position
of this crosssection.
is x, then denotes the displacement element of length, 8x, is then altered to 8 (x f f ), of (1 f ') $x, where the prime denotes differentiation with respect to x. Equating this to (1 + e) $x we shall call e the strain. The strain is thus the ratio of the change in length to the original length of the element and is given by the formula
An
^
'
dx
According to Hooke's law stress is proportional to strain for small displacements and strains. The total force acting across the sectional area A in a longitudinal direction is therefore F = EeA, where E is Young's modulus of elasticity for the material of which the rod is composed. The
stress across the area is simply Ee. The momentum of the portion included
coordinates x and x
f
8x
is
M 8x, where M = pA
of
and p
is
the density of
the material.
The equation
motion
is
then
9
<W ~
dt
W
dx
52
68
The
Classical Equations
*
'
A AS
When the material is homogeneous and the rod is of uniform section the
equation
is
most materials is about two or three times the modulus of rigidity /z, longitudinal waves travel much more rapidly than shearing waves and the frequency of the fundamental mode
where
c2
//o.
Since the
'
oscillations.
of vibration is higher for longitudinal oscillations than it is for shearing In the case of a thin rod shearing oscillations would not occur
alone but would be combined with bending, and the motion is different. The fundamental frequency for the lateral oscillations is, however, much
lower than that for the longitudinal oscillations. Let us next consider the propagation of plane waves of sound in a direction parallel to the axis of x. Let VQ = A 8x be the initial volume of a discshaped mass of the gas
= A8
(x f
vQ (l
f e),
the dilatation. If p Q is the original density and p the density of the mass at time t, we may write
where
e is
now
PQ (1
s),
where
the condensation, it is the ratio of the increment of density to the original density. Since pv = p Q vQ we have
s is
(1
s) (1
e)
1,
and
if
and
we may
write
~
ox
To obtain the equation of motion we assume that the pressure varies with the density according to some definite law such as the adiabatic law
where p is the pressure corresponding to the density y and is a constant which is different for different gases. This law holds when there is no sensible transfer of heat between adjacent portions of the gas. Such a state of affairs corresponds closely
to the facts, since in the case of vibration of audible frequency the condensations and rarefactions of our discshaped mass of gas follow one
another with a frequency of 500 or more per second. For small values of s we may write
P=
Po( l
7s )
The equation
of
motion
is
69
m _SF ~
St
Sx
'
where
M=
Po
^,
s
F= 
Ap.
the equation
p and
we obtain
af_ ~
in
af
which
y
Po
are
For sound waves in a tube closed at both ends the boundary conditions when x = and when # = I. The solution is just the same as the =.
solution of the problem of transverse vibration of a string with fixed ends. For sound waves in a pipe open at both ends and for the longitudinal vibrations of a bar free at both ends we have the boundary conditions
19
is
no
stress at the
vibration are
now
of
type
,
nnrx
COS
(rmrct\
^y J
an
Cm
is
m is
<l>(x
ct)
<f>(ct x),
and may be interpreted to mean that the progressive waves represented with the result that there by ^ = (ct x) are reflected at the end x = = (ct f x). is a superposed wave represented by There is a different type of reflection at a closed end of a tube (or fixed end of a rod), as may be seen from the solution
<f>
>
<
which makes f
= ^ (ct when x = 0.
x)
<f>
(ct
x),
two parts
Reflection at a boundary between two different fluid media or between of a bar composed of different materials may be treated by
introducing the boundary condition that the stress and the velocity must be continuous at the boundary.
= # (t x/c) approach the waves represented by from the negative side and give rise to a reflected wave boundary x = a^ (t 4 x/c) and a transmitted wave 2 = ^2^ (^ "~ #/c/ )> the boundary x
If progressive
</>
conditions are
fit
fit '
fit
" ****
70
where K = yp and K y'p the constants y and y' referring respectively to the media on the negative and positive sides of the origin. The equilibrium pressure p Q is the same for both media.
,
Now
hence,
9& = *
0,
9fi
,
g^
=<i,
=
,
&= *
c'*,
when x =
c$
 o^'
c (s
(0,
s^)
and
mi
.
cs! c's 2
<*!</>' (t),
c'3ij=
Sj)
a^
'
(t),
K
$2
(SQ
\
i<'s.
Iherefore
sl 1
5
ice'
jc'cf KC'
//Cf
,
KC
KC+
156.
KC'
/ 7
/c'C+
ACC
The simple waveequation occurs also in an approximate theory waves travelling along a straight canal, with horizontal bed and parallel vertical sides, the axis of x being parallel to the vertical sides and in the bed (see Lamb's Hydrodynamics, Oh. vm). Let 6 be the breadth of the canal and h the depth of the fluid in an initial state at time t when the fluid is at rest and its surface horizontal. We shall denote the density of the fluid by p and the pressure at a point (x, y, z) by p. The motion is investigated on the assumption that p is approximately the same as the hydrostatic pressure due to the depth below the free surface. This means that we write
of long
P=
where
^pQ is
Po
9P (h
riis
y),
...... (I)
supposed to be uniform, 77 is undisturbed position and g is the acceleration of gravity. One consequence of this assumption is that there is no vertical acceleration, in other words, the vertical acceleration is
the elevation of the free surface above
its
neglected in making this approximation. If, in fact, we consider a small element of fluid bounded by horizontal and vertical planes parallel to the planes of reference, the axis of y being vertically upwards, the equations of motion are
pa
Sx8ySz
= =
8x
8y$z,
pft
8x8ySz
Sy 8z8x
.
pg8x8y8z,
py 8x8y8z
.
d%)
8z
8x8y,
where a,
j8,
we have 8 = y =
and so
op
Waves in a Canal
The assumption
(I),
71
of no vertical acceleration is not equivalent to the because an arbitrary function of x, z and t could be added assumption to the righthand side of (I) and the equations of motion would still give
no
vertical acceleration.
Equation
(I)
gives
is
pa
gp x
independent of
is
y,
a vertical plane perpendicular to the axis of x. The horizontal velocity u depends on x and t only. Now let be the total displacement from their initial position of the particles which at time t occupy the vertical plane x. Each particle is but actually supposed to have moved horizontally through a distance
,
some of the particles will have moved slightly upwards or downwards as well.
QQ'X'X
is
'N'
supposed to
have
PP'A'A.
Equating the amount
QQ'N'N
we obtain
the equa
AA
Fig. 9.
X X'
or
=
i h
dx
>,
.
.(II)
This
is
ot
approximately
true in the case of infinitely small motions, the exact equation being
du
dt^"dx
Bu
Writing
?=!*&,
^2
(II)
we have
The equations
and
~~ = du =
=g
g.
(Ill)
(III)
now
where
c2
gh.
When, in addition to gravity, the fluid is acted upon by small disturbing forces with components (X, Y) per unit mass of the fluid, the
72
The
Classical Equations
is
(gY)dy.
v
TUThisgives
vx*7 />& Y ^x
i
of horizontal
motion
du dp
'fc^fc
indicates that in general
t.
is
small compared
dY
~
is
form
and,
if
X depends only on x
of y.
pendent
We may
and t, this equation indicates that u is indethen proceed as before and obtain the equations
EXAMPLES
1.
An
elastic
bar of length
has masses
m m
,
at the ends x
0,
respectively.
o
~ vn Q m
1*9.
y &
'
.
v,
Prove that the possible frequencies of vibration are given by the equation
where
U+
/*i)
lAE^i lt
= 0, = nl,
and
nc/27T is If
the
number
2.
pipe which
of a straight
~ = C cosec nl sin n (I
c
x)
c
cos nt.
Obtain the corresponding solution for the case in which the end x
3.
I is
open.
is
fixed.
4.
If
Systems of Equations
73
and
is
[sin
_
2sna
_
sin
satisfies
d*y
2
_ ~
d*y
z
'
when x =
,
and when x
=
a
a
.
vt.
0,
it
> 2
A sm
SnX
Snct
cos
[T.
5.
vol.
XLVH,
p.
754 (1924).]
Prove that
if
when x =
y =/(*).
and x
=
9
vt,
y =
(*)>
a solution of
=
^
^~
is
given
by
where
a log
f
= 2n,
X
exp
(r)
~  fo
z
Cz
^K +
f
= i/()
I ^c
f
.'
g(x)dx,
Bn   7T
*
J
f V t
K+
.
. .
*) cos (naa>)
^MO + 3?
and
it is
/(*) = /(*),
,
[E. L. Nicolai,
Conjugate functions and systems of partial differential equations. If in equations ((A) 151) we write a = 1, /? =  1 and use the variable y in place of t we obtain the equations
161.
W^dV dU^^dV ~ dx
y
dy
dy
~dx
satisfied
and V. In
this case
both functions
of Laplace's equation
_ ~
3^2
This equation
is
magnetism.
The equations
may
.97
dU
3V
74
where
a,
/?,
The
y, 8, 6,
</>,
Classical Equations
a,
A,
/x,
In particular,
the equations
w
dt
^V
==SK
dU
~dx^
~
2
,
'dx'
dU =
~
the equation for the conduction of heat in one direction when U is interpreted as the temperature and K as the diffusivity. The same equation occurs in the theory of diffusion. It should be noticed that the
which
is
quantity
Again,
satisfies
if
we
write
= L x
f
RU,
'
du
dx
^c dv + sv ^ dt
U
and interpret V as
differential
electric potential,
as electric current,
we obtain the
equation
which governs the propagation of an electric current in a cable*. The coefficients have the following meanings S L R C
:
resistance
all
inductance
capacity
leakance
per unit of length of the cable. The quantity differential equation as V. This differential equation
canonical form by introducing the new by the equations TT mlT J ^ u = Ue Rt L v
i
L Ve m /r
T7 p
.
<
(I) if
SL = CR.
In this case a wave can be propagated along the cable without distortion.
* Cf J. A. Fleming,
.
ch. v.
75
dealing with the general equations (A) it is advantageous to use algebraic symbols for the differential operators and to write
3
si
When
n " d D te~ Dx
t
'
(0D t
 yD x first
/*)
W
a)U =
(fiD x
r) V.
The
where
equation
be satisfied by writing
......
(B)
we
variable. Substituting in the second equation obtain the following equation for W,
is
new dependent
p)
[(0D t
 yD x /
(^D
 8D X &
a)
(aD x
A)
($D X
+r)]W^
0,
which,
/v /
when
written in
n&
,
full,
.
9217 f rr
9217 V r"
921^ U "
i f\
(ar f j3A
ycr
8/i)
~+
(AIO
XT)
W = 0.
When this equation has been solved the variables U and V may be determined with the aid of equations (B). It is easily seen that U and V
satisfy the
same equation
as
W.
is said to be hyperbolic, parabolic or The equation for elliptic according as the roots of the quadratic equation
6</>X*
(68
fa)
X+
yS
aft
efficients a,
are real and distinct, equal or imaginary. In this classification the coB fi, A, /z, a, r are supposed to be all real, the simple /?, y, S,
y
then of hyperbolic type, the equation of the conduction waveequation of heat of parabolic type and Laplace's equation of elliptic type. The or telegraphic equation is generally of hyperbolic type, but if either C = = it is of parabolic type and the canonical equation is of the same form L as the equation of the conduction of heat.
is
The foregoing
8, 0,
<f>,
if
the coefficients
a,
j8,
y,
A,
t
and 9D
r are functions of x and t, because then the operators aDx f A /A, a, yD x \L are not commutative in general, and so the first
If,
equation cannot usually be satisfied by means of the substitution (B). however, the conditions ^^
da
76
are satisfied the operators are commutative (permutable) and a differential equation may be obtained for W. In this case the variables U and F do
riot necessarily satisfy
the same partial differential equation. This is easily when the first equation is U = 0dV/dt
of
t.
and
/?
For some purposes it is useful to consider the partial difference which are analogous to partial differential equations in which equations we are interested. The notation which is now being used in Germany is
the following *
:
u
u
(x
+
(x
h, y)
 u
(x
(x, y)
(x, y}
h, y)
= hu x = hu^,
Vy>
u u
(x,
f h)
 u
(x,
Ji
(x, y)
(x, y)
h)
= =
hu v
hu^,

h,y)
2u
(x, y) f
(x
h, y)
u x ^ = h^u^x
The equations
ux
uy
v%
by conjugate functions
0,
since they
imply
U x7
+ Vvy
= =
Vx*
,
Vyy
0.
The equations
give the equations
%
u x2
vv
u^
v x^
vx
u$
vg
final
partial
need not be always of the first order. In the theory of the transverse vibrations of a thin rod the primary equations
where 77 is the lateral displacement,^ the bending moment, A the sectional x the radius of gyration of the area of the crosssection about an axis through its centre of gravity, p the density and E the Young's modulus
area,
of the material.
The
resulting equation
by the omission needs to be carefully of the second term. This process of approximation justified because it will be noticed that the term omitted involves a derivative of the fourth order, that is a derivative of the highest order. Now there is a danger in omitting terms involving derivatives of the highest
is
The equation
is
usually simplified
f Cf.
See an article by R. Courant, K. Friedrichs and H. Lewy, Math. Ann. Bd. H. Lamb, Dynamical Theory of Sound, p. 121.
c, S.
32 (1928).
Vibration of a
Rod may
77
be illustrated in a very
simple
way by
where
v is small.
The
solution
is
of
type
f JBe*>,
7]
=A
where
A and B are constants. When the term on the right of (IT) is omitted
is
,
A. When x and v are both small and positive omitted in the foregoing method of approximation, may be really the dominant term. In this example all the terms involving derivatives of the highest order have been omitted, and as a general rule this is more dangerous than the omission of only some of the terms as in the case of the vibrating rod. The omission of the second term from the rod equation seems to be quite justifiable when the rod is very thin. When
the solution
simply
77
the term
Bex v which
l
is
the rod
is
thick Timoshenko's theory* shows that there is a term giving is at least as important as the second term
This point relating to the danger of omitting terms involving derivatives of the highest order comes up again in hydrodynamics when the question
.of
all
of all the viscous terms lowers the order of the equations and requires a modification of the boundary conditions. This does riot lead to very good results. On the other hand, in PrandtFs theory of the
tion.
The omission
boundary layer some of the viscous terms are retained, the boundary condition of no slipping at the surface of a solid body is also retained and
the results are found to be fairly satisfactory.
EXAMPLE
r
^u A Prove A u that the equations
j.

&v

ox
dv
2
= a Bu f 
du
,
ox
b ~
oy
f
oy
= c du 5ox
du d 5oy
,
(a
give an equation of the second order which is elliptic, parabolic or hyperbolic according as 2 d) + 46c is less than, equal to or greater than zero.
[E. Picard,
CompL Rend.
t.
cxn,
p.
685 (1891).]
171. Potentials and streamfunctions. The classical equations are of great mathematical interest and have played an important part in the
* Phil.
Mag.
is
of
type
EK
where
jz is
3S? 3~4 *
r P aTa *
 P" 2
of the cross 
section.
the mocjultis of rigidity and a is a constant which depends upon the shape For the equation of resisted vibrations see Note II, Appendix.
78
development of mathematical analysis by suggesting fruitful lines of investigation. It can be truly said that the modern theory of functions owes its origin largely to a study of these equations. The theory of functions
complex variable is associated, for instance, with the theory jugate functions and the solutions of Laplace's equation.
of a
If,
of con
for instance,
we
write
+ ty=/(a; +
where/ real, we have,
(z) is
ty)
(f>
=/(),
are real
(z) is
and
when x and y
analytic,
are
domain
for
which/
=
dy
dy
where
(z)
Equating the
real
of the
two sides of
this equation,
we
see that
r V=  ox = oy
d<f>
dJj
^,
say. J
of
called Cauchy's relations because they play a ifj in Cauchy's theory of functions of a complex variable.
also be given
relations
many
The simplest from a physical standpoint is, perhaps, that in which u and v are regarded as the component velocities in the plane of x, y of a
particle of a fluid in twodimensional motion, the particle in question being the particular one which happens to be at the point (x, y) at time t. If u and v are independent of t the motion is said to be "steady" and a curve
along which it is constant may be regarded as a "streamline" or "line of flow" of the particles of fluid. The condition that a particle of the fluid should move along such a line is, in fact, expressed by the differential
equations
d u
^ = d =d y
v
......
v ' (B)
which give
that
*
vdx
or
is
if/
udy =
0,
is dift
constant.
The reader
Conjugate Functions
79
Another way of looking at the matter is to calculate the "flux" across any line AP from right to left. This is expressed by the integral
where ds denotes an element of length of AP and the suffix is used to is calculated. It is clear from this equation indicate the point at which is constant. that there is no flow across a line AP along which " The conjugate function is called the velocity potential" and was first introduced by Euler. The curves on which is constant are called
\fj if/
<
equipotential curves." The function </f is called the streamfunction or current function, it was used in a general manner by Earnshaw. It must be understood that the fluid motion which is represented by
"
(f>
such simple formulae is of an ideal character and is only a very rough approximation to a real motion of a fluid. A study of this type of fluid motion serves, however, as a good introduction to the difficult mathematical analysis connected with the studies of actual fluid motions. It will be worth while, then, to make a few remarks on the peculiarities of this ideal
type of fluid motion*. In the first place, it should be noticed that the expression udx is an exact differential dcf>, and so the integral
I
4
vdy
(udx
vdy)
represents the difference between the values of <f> at the ends of the path of integration. If the function (f> is one valued the integral round a closed
curve is zero, but if <f> is manyvalued the integral may not vanish. The value of the integral in such a case is called the circulation round the closed curve. It is different from zero in the case when
<
f
ty
log z
=
is
(log r
id)
is
circle
whose centre
<
= _
0,
=
r
and
it is
defined
by the
dO
integral
r=
is
udx + vdy =
ld<f>
J
=
2zr
Jo
equal to
2n.
The
fluid
<
ty
log
z,
where A
is
a constant,
is
said to be that
A is an imaginary quantity
is
ir JtTT
If,
A is real,
the motion
if
said to be
due to a source
if
positive
is
negative.
The flow
in the last
two cases
is radial.
80
The," Classical
Equations
is
Ad and
is
not one
2nA. is valued, the flux across a circle whose centre is at The flow due to a vortex, source or sink at a point other than the origin may be represented in the same way by simply interpreting r and 6 as
polar coordinates relative to the point in question. Since the equations expressing u and v in terms of
</>
and $ are
linear,
may
vortices,
+ it
s
27T
,
*&) log
IX x + i(y*
y*)]
>
the strengths of the source and vortex j8 s specify associated with the point (x s y s ). The word source is used here in a general sense to include both source and sink.
One
further remark
may
be
made
if
we
are
interested in the career of a particular particle of fluid. If x y are the initial coordinates of this particle at time t these quantities at time t will
y and t = g (x> y, 0> %  / (x, y, 2/0 a nature that the equations (B) are satisfied when but functions of such x Q and y are regarded as constant. We have then
be functions of
x,
dx
!/+!/+ jjfo, dt oy
dh
ox
*+, oy <*+*=, o
ot
......
' (c.D)
in the
form h
= F
(XQ
will
dy and will be constant throughout the motion. We shall write this equation and shall call dh/dt the complete time derivative of in the form dhjdt = h. When the motion is steady we evidently have difj/dt = 0.
+ M dx + 3
dh
V 5

0,
The equations
give expressions
(C)
for
u and v
if

and
o (Xj yj
*~
=
ox dy
on account of
a (x, y)
>
1.
a (x, y)
This last equation expresses that the area occupied by a group of To obtain a solution of this
new independent
variables, then
(x, y)
(x^y^)
d_(x^ ,J/Q)
3 (x,
9 (x, y)
9 (x,
'
Motion of a Fluid
and so
This means that ydx
yQ dxQ
is
,
81
dy ^OXQ
dyQ /. dx
differential
an exact
and
so
we may
write
where
t
t) and t is regarded as constant. If, however, we allow (x, x and use brackets to denote derivatives when x y and t are regarded as independent variables, we have
,
F=F
to vary
A V
dyQ "U
1
/>/
d*F
i
S2
I"
<*
F
"
'S
'S
<>
ratoft
OXnCt
Oi* i1
^fog^ \Jfo;
>
=
3y/
"
3a:8x
_
cte^y
9#9
_
"^
fov
9#
/3a? \
u.
t\cy
O
17f
for the
<f>
and $
is
obtained by
regarding <f> as the electric potential and u, v as the components of the electric field strength due to a set of fictitious point charges, or, if we prefer a threedimensional interpretation, to a system of uniform line charges on
lines perpendicular to the
sections
= constant are then plane of x, y. The curves cf> = constant, while the surfaces by this plane of the equipotential = constant are the "lines of force" in the plane of x, y. For curves brevity we shall sometimes think in terms of the fictitious point charges and call a curve <f> = constant an "equipotential." Again, may be interpreted as a magnetic potential of a system of
cf> <f>
charges (fictitious magnetic point charges) or of electric currents of uniform intensity flowing along wires of infinite length at right = constant are again lines of force, angles to the plane of x, y. The curves $
magnetic
line
dx u
_dy
v
82
In
all
The
Classical Equations
cases the lines of force are the orthogonal trajectories of the equipotentials, as may be seen immediately from the relation
~~
dx dx
'
dy dy
which is a consequence of Cauchy's relations. For any number of electric or magnetic line charges perpendicular to the plane of x, y we have by definition
<f>
iif*
= 22^
log [x
xs
i (y
y,)],
where
the density per unit length of the electricity, or magnetism as may be, on the line which passes through the point (x, y)\ It must be understood, of course, that when </> is the electric potential we consider only electric charges and when is the magnetic potential we consider only
/x 8 is
the case
</>
magnetic charges.
certainly write J
When
.
the
.
number
.
we can
</
+ *0=/(x +
is
ty)
=/(),
.
= zs analytic except at the points z When in the foregoing equation p, 8 is regarded as a purely imaginary quantity, <f> may be interpreted as the magnetic potential of a system of electric currents flowing along wires perpendicular to the plane of x, y.
where /
(z) is
a function which
= iC8 the current along the wire x s y s is of strength C 8 and flows in fji s the positive direction, i.e. the direction associated with the axes Ox, Oy by the righthanded screw rule.
If
,
When a potential function is known it is sometimes of interest to determine the curves along which the associated force (or velocity) has either a constant magnitude or direction. This may be done as follows. We
<f>
have
log (u
iv)
=
2
log/' (x
2
),
iy)
<X>
+ f,
1
say,
where
T = TT tan* (v/u). O = log (u + v The curves O == constant are clearly curves along which the magnitude 2 2 = constant is the (u + V )* of the force or velocity is constant, while Y
functions
equation of a curve along which the direction of the force is constant. The <t> and are clearly solutions oi Laplace's equations, i.e.
320
dx 2
32
O_ ~
2
dy
function
which
satisfies
a logarithmic
potential to distinguish it from the ordinary Newtonian potential which occurs in the theory of attractions. The electric and magnetic potentials of
line charges are
TwoDimensional Stresses
83
domain
A logarithmic potential
ao
'
<D is
said to be regular in a
'
D if
ao
>
'
which extends to
infinity
(x,
it is
If
D is
a region
lim
r
<f>
y)
> oo
(r
lim r ^
> oo
lim r
/
0,
>
oo
0y
a:
y*),
of
where C is a finite quantity which may be zero. In a single line charge is not regular at infinity.
Still
is
obtained
by writing
Y Ax =
y Iy
JL
0,
y y Ay = I X =
,/,
</f.
elastic solid
when
there
quantities are interpreted as the component stresses across a plane through Y v ) are the component (x, y) perpendicular to the axis of x, while (Y x = Yx stresses across a plane perpendicular to the axis of y. The relation v
no body
forces
and the
stress is twodimensional.
The
(X x
Xv
is
X + Yy
2
* rv=(
dX v
by writing
Yx =
/dv
X v =*uv,
du
SX X
/du
dv\
The fact that the various potentials <f> and so far are solutions of Laplace's equation
is
of quantities that are of this equation. individually solutions principle has been used except a principle of superposition
No
physical
which states
62
that
when
84
the
In the
analysis of many physical problems such a superposition of individual effects is not strictly applicable, for the sources of a disturbance cannot be
supposed to act independently, each source may, in fact, be modified by the presence of the others or may modify the mode of propagation of the disturbance produced by another. Such interactions will be left out of consideration at present, for our aim is not to formulate at the outset a complete theory of physical phenomena but to gradually make the student familiar with the mathematical processes which have been used successfully
in the gradual discovery of the laws of physical phenomena. In applied mathematics the student has always found the formulation
of the fundamental equations of a problem to be a matter of some difficulty. Some men have been very successful in formulating simple equations beof physical instinct, they have known what to neglect. The mathematical physics shows that in many cases this socalled physical instinct is not a safe guide, for terms which have been neglected may sometimes determine the mathematical behaviour of the true solution. In recent years the tendency has been to try to work with partial differential equations and their solutions without the feeling of orthodoxy which is created by a derivation of the equations that is regarded for the time being as fully satisfactory. The mathematician now feels that it is only by a comparison of the inferences from his equations with the results of experiment and the inferences from slightly modified equations that he can ascertain whether his equations are satisfactory or not. In the present state of physics the formulation of equations has not the air of finality that it had a few' years ago. This does not mean, however, that the art of formulating equations should be neglected, it means rather that mathematicians should also include amongst their special topics of study the processes which lead to the most interesting partial differential equations of physics. These processes are of various kinds. Besides the process of elimination from equa
cause,
by a kind
history of
methods of the Calculus of Variations and methods which depend upon the use of line, surface and volume
and
integrals. Mathematically, the direct process of elimination is the simplest will be given further consideration in 182.
/
Geometrical properties of equipotentials and lines of force. When the potential </> is a singlevalued function of x and y there cannot be more
172.
than one equipotential curve through a given point = equipotential curve may, however, cross have a multiple point of any order at a point PQ
An
<
</>
itself
tangents at the multiple point are arranged like the radii from the centre to the corners of a regular polygon. To see this, let us take the origin at
Method of Inversion
then the terms of lowest degree in the Taylor expansion of
<
85
</>
are of
yP
where n x = r cos
is
9,
iy)
an integer and
y
r sin #, these
terms become
2c n r n cos
(0 4
),
and the
directions of the
n tangents
are given
...
by cos n
J)
TT,
(6 f
).
The
possible
values of
(9 4 a)
are thus
?r/2, 37r/2,
(n
some values
cannot have a
maximum
or
minimum
point, for this point may be chosen for origin and the expansion shows that there are points in the immediate neighbourhood of the origin for which
</>
>
<
</>
x'
x' f
= ^y =
iy'
k* (x 4 iy) 1
& (x
iy)~
which represents an inversion with respect to a circle of radius k and centre at the origin, an equipotential curve of a system of line charges is transformed into an equipotential curve of another system In polar coordinates we have
r'
1S
'
of line charges.
= *Yr
Rjr
>
'
If in Fig. 10
corresponds to
and
B
b.
to A,
we have
B'/b,
where
AP =
R,
OP =
r,
BQ A
R',
OB =
For a number
of points
= S Ms
'
(log
log
b).
An
is
equation
= C_
^^ log
6.
at
A line charge at B is seen to correspond to a line charge of equal strength A and another one of opposite sign at which may be supposed to
Ap
86
The
Classical Equations
multiple point. This indicates that the directions in which an equipotential goes to infinity are parallel to the radii from the centre to the corners of
(c, 0),
c,
0)
R +
l
log
R2 =
2
constant,
,
or
R^
is
a2
where a
constant for each equipotential. These curves are Cassinian ovals with the polar equation
r 4 f c 4
2r 2c 2 cos 20
=
2
a4
we obtain the lemniscate r = c2 cos 26 with a double point at the origin. The tangents at the double point are perpendicular. Inverting we get the equipotentials for two equal line charges of
When
strength
of strength
0),
('
6, 0),
where be
The
equipotentials are
now
log jR 2
'
2 log
r'
2
.
constant,
or
c*R/jR2
= aV
we have the
polar equation
C 2 (r4
C4
2r 2 c 2 cos 20)
a*r 4
system of bicircular quartic curves. When a = c we obtain the rect2 2 angular hyperbola r cos 20 = c which is the inverse of the lemniscate. The rectangular hyperbola goes to infinity in two perpendicular directions. It is easily seen that lines of force invert into lines of force. In Fig. 10, if we denote the angles POA, PAB, QBO by d, Q and 0' respectively, we have the relation _
Hence the
by the equation
constant
fj, s
2/A,0 5
In particular, the
02/i s
constant.
line charges
lines of force of
i
two equal
constant,
H
sented by
_
f 1
and these are the lines of force of two equal line charges of strength and a single line charge of strength  2 at 0. At a point of equilibrium in a gravitational, electrostatic or
field,
magnetic
derivatives of the potential vanish and so the equipotential curve through the point has a double point or multiple point. A similar
first
the
Lines of Force
remark applies to a curve
87
= constant, but this curve cannot strictly be ifj as a single line of force for, if we consider any branch which passes regarded through the point of equilibrium without change of direction, the force is
in different directions
on the two
and the
neighbouring linqs of force avoid the point of equilibrium by turning through large angles in a short distance. This is exemplified in the case of two equal
masses or charges when the equipotentials are Cassinian ovals which include a lemniscate with a double point at the point of equilibrium. The lines of
force are then rectangular hyperbolas, the system including one pair of perpendicular lines which cross at the point of equilibrium. In plotting equipotential curves and lines of force for a given system of
very useful to know the position of the points of equilibrium, since the properties just mentioned can be employed to indicate the behaviour of the lines of force. At a point of stagnation in an irrotational twodimensional flow of an inviscid fluid the component velocities vanish and so the first derivatives of the velocity potential and streamline charges it is
The properties of the equipotentials and streamlines at a point of stagnation are, then, similar to those of equipotential and lines of force at a point of equilibrium. There is, however, one important difference Between the two cases. In the electric problem the field is often
function are zero.
bounded by a conductor, i.e. an equipotential surface, while in the hydrodynamical problem the field of flow is generally bounded by some solid body whose profile in the plane z = is a streamline. A point of stagnation frequently lies on the boundary of the body and two coincident streamlines may be supposed to meet and divide there, running round the body in opposite directions and reuniting at the back of the body when the
profile is
consists of
a curve with a double point with perpendicular tangents or if it two curves cutting one another orthogonally at all their points. It should be remarked, however, that the force at a double
either zero or infinite
;
it is
zero
is
2 2 represents a peak. This may be exemplified by the equations <f> = x y 2 2 = 2xy. If the field lies in the region x > 0, y < x the force is zero at iff
and there is a single line of force through 0, namely, y = (Fig. 11). 2 2 and If, on the other hand, the field is outside the region x < 0, x > y
,
,
x2
y
2xy
the force at the origin is infinite for most methods of approach and there are three lines of force through the origin (Fig. 12). Similarly, when two conductors meet at any angle less than ?r, but a submultiple of TT, the angle being measured outside the conductor. The
88
point of intersection
expression
is
the approximate
2c n r n cos
(6 f
of Force
Line of Force
Fig. 12.
conductor in
neighbourhood of the point, the equation of the the neighbourhood of the point being n (9 f ) = n/2 and
</>
in the
< n
(9 f a)
<
The angle
is
in this case
and the
radial force
l)th
power
from the position of equilibrium. The corresponding approximate expression for /r is = 2c n r n sin n (6 + a)
ifj
and there
a which lies within the field, this a single line of force 9 = being its equation in the immediate neighbourhood of the point O. There is another simple transformation which is sometimes useful for deriving the equipotentials and lines of force of one set of line charges from
is
is
the transformation
z'
a 2/z
z'
.
Let these be
and
z,
then
a*
Similarly, let z 1
z'
and
zl
z/
Geometrical Properties
Similarly,
if z 2
89
similar notation,
and
z2
correspond to
z2
'
we have, with a
<
j and so r2
ri
=
x
r2 r 2 fr,
~
2 r2 = r~~
Wi
may be seen by equating
1, 1) from charges (1, 1, and a similar remark holds for the lines of force, as the arguments on the two sides of the equation
to derive the equipotentials for four the equipotentials for two charges (1, 1)
This
is
general
III.
just one illustration of the advantages of a transformation. theory of such transformations will be developed
in
Chapter
geometrical properties of equipotential curves and lines of force be obtained by using the idea of imaginary points. The pair of points may with coordinates (a of the pair ij8, b T ia) are said to be the antipoints with coordinates (a the upper or lower sign being taken a, b /?), throughout. Denoting the two pairs by Fl F2 Sl S2 respectively, we can
,
;
Some
are the real foci of an ellipse, then t and 2 are the and 2 can also be regarded as the imaginary points of imaginary foci. l intersection of the coaxial system of circles having 8 l and S2 as limiting
say that
if
S1 and S2
points.
If the coordinates of
F
(
and
2
,
are (x l9 yj, (x 2
f ij8 = & + + ip = ^  *j3 = ^2 f =f
2
*'j8
y2 ) respectively arid
those of
Slt S2
are
19 T?^,
7? 2 )
respectively,
we have
iifr,
xi x\
xz
^2
+ + ~
iv
iyi iy\
iy*
*2/2
= = = =
+ * 4~ ib a + ib i&
a a
i^ 2 i^ 2
i^!
If
now
,
and $! $2
lie
iv
(x
iy),
The foregoing
relations
now show
that
= / (*2 + / te + iyi) iy*) and this means that Fl9 F2 lie on a curve v = constant. When the imaginary points on a curve v = constant admit
+ f fa 
of a simple
geometrical representation or description, the foregoing result may be constant. If the curve v = constant sometimes used to find the curves u
a hyperbola, the imaginary points in which a family of parallel lines meet the curve have geometrical properties which are sufficiently well known to enable us to find the antipoints of each pair of points of intersection.
is
90
These antipoints
lie
which
is
constant.
By
u
constant are obtained. Similarly, by taking a set of chords of an ellipse and the antipoints of the two points of interparallel section of each chord, it turns out that these antipoints all lie on a confocal
of the family
are pairs of points with antipoints lying on one curve of the family v = constant, but these lines cannot be expected, in general, to be parallel, and a simple description of the family is wanting.
EXAMPLES
1.
If
a family of
circles gives
centric or coaxial.
2. Equipotentials which form a family of parallel curves or circles.
must be
[Proofs of these propositions will be found in a paper Inst. of Tech. vol. vi, p. 191 (1927).]
by
P. Franklin, Journ. of
Math.
181. The classical partial differential equations for Euclidean space. Passing now to the consideration of some partial differential equations in which the number of independent variables is greater than two we note here that the most important equations are Laplace's equation 32 F 32
F +
32 F
the waveequation
^v
92 F
92 F
2
92 F
^c
w
^ dE ....... (D)
equation takes
of Schrodinger's theory of wave mechanics. This many different forms and we shall mention here only
on the time the simple form of the equation in which the dependence of has already been taken into consideration. The reduced equation is then
8?
where
+
.
^=
'
......
is
a function of
x,
y and
and
E is
a constant to be determined.
Laplace's Equation
91
In these equations K represents the diffusivity or thermometric conthe specific inductive capacity, /x the perductivity of the medium, and a the electric conductivity of the medium. The quantities 'meability, c and h are universal constants, c being the velocity of light in vacuum and h being Planck's constant which occurs in his theory of radiation.
Laplace's equation, which for brevity
may
V V=
2
0,
may
first
order.
One
set,
x= dv s*'
dv
=dy>
z=
dv
~dz'
sx
a*
dY
ay
dz
al
'
(F)
occurs naturally in the theory of attractions, V being the gravitational potential and X, Y, Z the components of force per unit mass. The last equation is then a consequence of Gauss's theorem that the surface integral
of the
normal force
is
zero for
attracting matter.
The same equations occur also in hydrodynamics, the potential V being and the quantities X, Y, Z by the replaced by the velocity potential velocities u, v, w. The equation is then the equation of concomponent
<
tinuity of
of Y, Z and V are similar to the gravitational except that the electric (or magnetic) potential is Y Z are the force intensities. V when usually taken to be
The
in the twodimensional theory, Laplace's equation is satisfied by the potential V because by the principle of superposition V is expressed as the
As
sum of a number of elementary potentials each of which happens to be a solution of Laplace's equation, the elementary potential being of type
V=[(xWhen V
is
x')*
+(y
y')
(a
 z')T } =
l/S.
is interpreted as the electrostatic potential this elementary regarded as that of a unit point charge at the point (#', y* z') when V is interpreted as a magnetic potential the elementary potential is that of a unit magnetic pole. In the theory of gravitation the elementary potential is that of unit mass concentrated at the point (#, y z). A more
potential
',
is
V = 2m
[(x
*.)
+
,
(y
ys )*
(z
.)]*,
where the coefficient ms is a measure of the strength of the charge, pole or in place of V, mass concentrated at the point (x8 y8 zs ). If we write where is a velocity potential for a fluid motion in three dimensions, the elementary potential is that of a source and the coefficient ms can be interpreted as the strength of the source at (x3 y8 zs ). Sources and sinks
,
<f>
<f>
92
The
Classical Equations
are useful in hydrodynamics as they give a convenient representation of when it is placed in a steady stream.
182. Systems of partial differential equations of the first order which lead to the classical equations. When we introduce algebraic symbols
x
dx
'
v ~~
'
z ~~
dy
dz
181
become
XD 7D
zand the algebraic eliminant
= x V = y V v =
0, 0,
o,
is
simply
If,
Z> x 2 f Z> v 2 4
0.
.(G)
on the
of equations
dy
dz
dx
ds
_
'
du
dz
dw

r=
{J
ox
dy
ds
82
dv
du
3?/
_ ~
(H)
'
3#
du
dv
dw
*s
which give
V 2 u = V 2 v = V 2 w; = V 2 =
0,
which
is
equivalent to
(I)
Elastic Equilibrium
tions of the first order
93
These examples show that the problem of finding a set of linear equawhich will lead to a given partial differential equation of higher order admits a variety of solutions which may be classified by
2 2 noting the power of the complete differential operator (in this case (V ) ) which is represented by the algebraic eliminant written in the form of a
determinant.
It is
ticity.
known
If u, v,
z
,
w denote
y
that Laplace's equation also occurs in the theory of elasthe components of the displacements and Yy x
Zx
body
forces are
.(J)
and
if
the substance
is
between
stress
and
strain
= AA
.(K)
V r/ 7 z ' =
^
[
*(%
du
+
i
&)
dw*
dx
du
where
du
dx
dv
dw
'
dy
dz
Xx Y y
,
Y Zx
z
,
X v are
(A
+ ^)~,
'
(A
11.)
and, except in the case when A + 2/* = 0, a case which is excluded because A and fj. are positive constants when the substance is homogeneous, these
94
equations imply that A eliminant is in this case
The
is
Classical Equations
(D,
+ A, 2 +
A
X
2 3
)
=
,
0.
......
(L)
It is easily seen that the quantities X9 y Zz of the fourth order all solutions of the equation
7 Zx
C
,
u, v,
w are
V2 V2 w =
i.e.
0,
0,
V ^=
4
which
by eliminating the twelve quantities X x X y Xz Y X) Y y Yz Z x Z y Z z u, v, w from the twelve equations (J) and (K) by means of a determinant
,
may
is
arises
whether as
many
necessary for 'the derivation of Laplace's equation of the first order. The answer seems to be yes or
no according as we do
or do not require all the quantities occurring in the linear^quations of the first order to be real. Thus, if we write U = u iv, V = w + is, where
u, v, w, s are the quantities satisfying the
equations (H),
n
it is
easily seen
that
du
.
1
I
~liT~
.du ___
.
I
I
dx
*\
dv __  A V
I I
?N
oy
dz
dv __ ex
~f\
.dv  du _ A  U.
~
f*
~^.
cy
dz
=
The
It should
0,
V 2 F=
0.
algebraic eliminant is in this case simply (G). be noticed that if we write ict in place of y the twodimensional
waveequation
may
dU
dx
dV
dz
13^_ + c ~dt ~
'
?Z_^_l?Z_n
dx
dz
c~dt~
which have real coefficients. The waveequation (B) from two linear equations of the first order
may
also be derived
dU
dx
'
coefficients are
c2
not
f
all real.
The
2
algebraic eliminant
is
(IV +
Dv
2
)
0.
Equations leading
order with only real coefficients
to the
WaveEquation
95
To obtain the waveequation from a set of linear equations of the first we may use the set of eight linear equations,
in
which for convenience s has been written in place of ct. These equations imply that X Y, Z, T, a, j3, y and r are
,
all
solutions
of the waveequation.
The
algebraic eliminant
is
now
0* = (D x * +
D +
*
2 4
)
= =
0.
we put
T=
we obtain a
set of
equations very similar to that which occurs in Maxwell's electromagnetic theory. The eight equations may be divided into two sets of four and an
algebraic eliminant. may be obtained by taking three equations from each set and eliminating the six quantities X, 7, Z, There are altogether /?, y. 2 sixteen possible eliminants but they are all of type L = 0, where the
,
last factor
is
first of
the two
D.
by a term from the second.
D Dx D
v y
A
D
z
D.
191. Primary solutions. Let/ (&, 2 ... w ) be a homogeneous polynomial of the degree in its m arguments & 2 w an<^ ^e ^ e ach of the D8 that is used to denote an operator d/dx8 be treated as an quantities algebraic quantity when successive operations are performed. The equation
, , >
/(A,A,A)*=o
is
(A)
then a linear homogeneous partial differential equation of a type which frequently occurs in physics. An equation such as
Dfw = D w
2
may
u
and noting that u
satisfies
e**
w,
the equation
(A 2 ~
A A) u =
0.
96
, ,
The
Classical Equations
, , ,
x 3 ... x m and F is in which X ... 0, are particular functions of.a^, x 2 2 will be called a an arbitrary function of the parameters 19 2 3 ... solution. An arbitrary function will be understood here to be a primary function which possesses an appropriate number of derivatives which are all continuous in some region R. Such a function will be said to be continuous (/), n) when derivatives up to order n are specified as continuous. It can be shown that the general equation (A) always possesses primary
,
,
>s
.,
solutions of type
u =
6
==
(0),
...
......
(B)
(C)
where
c,^
4 c 2 x 2 f
cm
xm
......
and
ct
c2
...
cm
/(q,^,
This relation
...C TO )= 0.
......
(D)
may
metric representation
= ~
C'm ( a i>
2>
c ro
is
a m2
known
represented by (D),
solutions.
on the variety whose equation is the formulae (B) and (C) will give a family of primary
ra = 2 there is generally no family of primary solutions but a number of types, thus in the case of the equation simply (A 2  2 u = o there are the two types
When
= F (^
f
a;
2 ),
te
J (^
x2 ).
Primary solutions may be generalised by summing or integrating with respect to a parameter after multiplication by an arbitrary function of the parameter. Thus in the case of Laplace's equation we have a family of primary solutions V = F (0) G (a), where
.
=
and a
is
z f ix cos
f
iy sin
an arbitrary parameter. Generalisation by the above method leads to a solution which may be further generalised by summation over a number of arbitrary functional forms for F (0) and G (a) and we obtain
Whittaker's solution *
V =
f2ir
.'o
(z f
ix cos a
f
iy sin a, a) da,
which may also be obtained directly by making the arbitrary function a function of a as well as of 0.
The primary
*
solutions (B)
are
Math. Ann.
vol. LVII, p.
Primary Solutions
Laplace's equation, for
it
97
if
is
defined
by the
(F)
equation
rj
(9)
*,
2
(8)
(9),
......
where
(6),
(0)
and
[f
(0)
by the relation
o,
W] 2 + h
+ K Wl 2 =
then F = .F (8) is a solution of Laplace's equation. This is easily verified because iff
we have
M=lx?
(d)
yr,' (d)
 z?
(6),
'
w + *r (n  f <>
and so
V2 
0,
V 2 {F
(0)}
0.
This theorem is easily generalised. If c a (a), c2 (a), ... c w (a) are functions connected by the identical relation (D) the quantity 6 defined by the
equation
is
&
i/
=
is
^^
^^ (&)
^^
((?)
(Q)
such that
Since v
= ^
du/dx
(0) is
l
follows that
if
(6) is
M=
tne expression
is
same differential equation an arbitrary function and ' 1  *lC / (6)  x 2 c 2 (6)  ... x m c m (0)
also a solution of the
'
= M~ G
1
(0)
a second solution of the differential equation. The reader who is familiar with the principles of contour integration will observe that this solution may be expressed as a contour integral
V
If
2rri )
O
ca
X& (a)
(a) L i
da
(a)
X2 c 2
...
xm c m
'
(a)
a closed contour enclosing that particular root of equation (G) used as the argument of the function G (0). It is easy to verify that the contour integral is a solution of the differential equation because the integrand is a primary solution for all values of the parameter a and has been generalised by the method already
is
where which
C is
suggested.
*
We
Journal fiir Math. vol. xxxvi, p. 113 (1848); Werke, vol. IT, p. 208. use primes to denote differentiations with respect to 0.
98
In this method of generalisation by integration with respect to a parameter the limits of integration are generally taken to be constants or the path of integration is taken to be a closed contour in the complex plane. It is possible, however, to still obtain a solution of the differential equation
when
of type
the limits of integration are functions of the independent variables 0. Thus the integral
V=
satisfies
re
J o
(z
ix cos a
iy sin a, a) da
Laplace's equation
V2 F =
(a)
when
77
is
defined
<
by an equation
of
(a)
(a)
1
icosa
ism a
When
first
grade. possesses primary solutions of type u = F (0, <f>) and no primary solutions of type u = F (0, it will be said to be of the if/) second grade and so on.
the equation (A) possesses primary solutions of type u = F (6) of type u = (0, <f>) it will be said to be of the
When
it
<f>,
is evidently of the general solution is (x) f G (y), where functions. The primary solutions are in this case
The equation
d 2 u/dxdy
first
u = F
Laplace's equation
V2
(u)
is
du
Su
du
_
is
dx+dy+dz**
is
of type
u =
There
is,
F (y 
z,
x).
of course, a
u= F (y</>,
z,z x,x
y),
0,
<f> y
where F (0, 0) is an arbitrary function of the three arguments but these arguments are not linearly independent indeed, since
;
^r,
+
a function of
0,
<f>
<
f
^=
it
0,
and
ifi,
is
also a function of
the parameters
The
has not usually a grade higher than one. made to find a solution of type
If,
in particular,
an attempt
is
where
<f>
= =
x^ + x &
2
f
z3
3 f a?4 f4
#!*?! +
#2*72 + *3>?3 +
Primary Solution of
found that a number of imply that
it is
where a and
the line
and
this
means that
all
points of
lie
is
~~
u
of the first degree or
is itself
When / (#!
is
is of grade 3. An equation with m independent variables which, by a simple change of variables, can be written in the form
and so
is
Such an equation is evidently of grade that whenever the number of independent variables is likely 1 the equation is reducible. The waveequation grade
said to be reducible.
is
m 1. It m and the
is
where
x cos a
4
i/
sin a
....
u
F(0,
q>
<),
f tz,
x sin
a.
y cos a
4
This solution
may
u= 'F
!
(0,<f>,
Jo
a) da,
Theequations
,,_ ~
c
St
'
~dx
_. S^c
St
72
100
which
may
of
Maxwell
curl 17
=
3
vt
j^,
iE,
div# =
where
0,
is
replaced by
H+
by writing
where q
(a)
is
(0,
<f>,
a) is
a,
i,
respectively
and
EXAMPLES
1.
Let
v),
T he functions of a,
/9,
e+^+
and
let
X
if
=
rx
fy
rjz
ft
u,
v,
Y=
Prove that
&
+ ry fziit +
+ r 2 = i, Z = yx + (y + T = (x + ijy + ^2
2
TZ
f
&+
T<
w,
the integration extends over a suitable fixed region the definite integral
V
satisfies
2.
is
If
V = F(A,B,C,D,E)
a2 F a2 F a2 F a2 ~ + + + F_a^F a^ 2 dB* BC* en 2 BE*
when considered
as a function of A, B, C,
D and E;
G
^
then,
when
= 2 (xs
2
f
yw
zu
a;
zv
tu),
tv),
2 (25
xv
yu
*2 ,
tw),
B=
the function
(2/5 4
xw
D = 2 (^ f xu + yv f zw),
2
#=
F
is
4 z
f
f
w2
t>
+ ^2 +
a solution of
a2 7
a^ 2
a2 F
2
a2 F
dz 2
+
z,
a2 F
a* 2
t,
2 =a F 2
at/
a^
"
a2 F
a^ 2
+ &y + 2
a^
a2 F
a?
when considered
*
as a function of x, y,
u, v, w,
s.
We
components
Qx
Qy,
Qt
respectively. This
abbreviated form
Silberstein.
Characteristics
"'192.
101
The partial
seen that
when
= 0, the function F (0) satisfying the equation / (cl9 c 2 ... c m ) a primary solution of the equation / (A Z>2 ... Z> m ) w = only also a solution of the equation
, ,
,
= c^
differential equation of the characteristics. It is easily ... c m are constants ... c m x m and c l9 c 2 f C 2 x2
=u
is
not
it is
but
/(Aw, A*,
AH") =
O.
(A)
This partial differential equation of the first order is usually called the partial differential equation of the characteristics of the equation
/(A,A>..An)* = o. In particular, the quantity u = a solution of is = constant is a (x l9 x2 ... x m equation and the locus
,
(B)
this
differential
characteristic or
characteristic locus of the partial differential equation. characteristic locus can generally be distinguished
from other
loci of
constant by the property that it is a locus of (x l9 type or "discontinuities" of some solution of the differential "singularities" equation. If we adopt this definition of a characteristic locus = constant
(f>
x29
...
xm )
it is
clear that
constant
is
is
solution of the equation which involves in some explicit manner an arbitrary function F(0) for the function F(0) can be given a form which
9
will
make
Thus the quantity u = e~ l e is a solution of the differential equation (B) when = and is discontinuous at each point of the characteristic locus 0. It should be observed that this function and all its derivatives on * the side > are zero for 0=0. The function u = e~ l of the locus possesses a similar property and the additional one that the derivatives on the side < of the locus 0=0 are also zero. From these remarks it
00
is
evident that
if
there
is
1 which satisfies the condition that u and its derivatives up to order n have assigned values on the locus (x ly x2 ... x m = constant and so gives
<f>
,
the solution of the problem of Cauchy for the equation, this solution is not unique when <f> = because a second solution may be obtained by adding
to the former one a solution such as e~ 1 / 62 which vanishes
points of the locus. This property of a lack of uniqueness = is of the solution of the Cauchy problem for the locus (x l9 x29 ... x m )
derivatives at
all
is
differential equation
usually used to define the characteristic loci of a partial and can be used in the case when the equation does
not possess primary solutions. Since, however, we are dealing at present with equations having primary solutions the simpler definition of as the argument of a primary solution or other arbitrary function occurring in a
solution will serve the purpose quite well. An equation with a solution involving an arbitrary function explicitly (not under the sign of integration) will be called a basic equation.
102
Let us
The
now
write
Classical Equations
p 1 = D^u,
p = D2 u,
2
...
may
f(Pi>P2> ...Pm)
0
differential equations
dxl
dx2
dp2
l
equations of the
order.
r==
==
dx m
'"T
dp m
;
......
dp l
are called the bicharacteristics * of the equation they are the characteristics of the equation (A) according to the theory of partial differential
first
. . .
When p p 2
l
,
it is
found that
F
where
(dxl9 dx2
is
...dx m )
0,
,
(x l
x2
. . .
xm
p2
...
pm =
)
u = constant, where u the equation (A), frequently admit of an interesting interpretation as wavesurfaces. The curves given by the equations (C) associated with the
satisfies
in the sense of the theory of reciprocal polars. In mathematical physics the loci of type
function u are interpreted as the rays associated with the system of wavesurfaces.
when the
d6
#Si +
36
36
+v
36
+W
36
t9
&
dz
dt
and
u, v and
is
are constants representing the velocity of a medium and another constant representing the velocity of propagation of waves
in the
medium, the
dx
dt
~H5 TTa0 u j*  v
__
V
ox
==
'"1
dy
d0
dt
V
2
__ __
dt
4
dy
oz
dt
x
^ ^,
^
is
udt)*
(dy
vdt)
(dz
wdt)*
=
sound and may be u, v, w and V are
This result
is
and
t.
may
be remarked that
.
t
if
we have a
T
= 
(x, y, z, a, j3),
is
illustrated
by the analysis
of
19.
Bicharacteristics
in which
r,
and Rays
103
a and j3 are arbitrary constants, the rays the foregoing equation with the equations combining
may
be obtained by
a U
39
A
'
^
3)8
~"
o U
'
The characteristics of a set of linear equations of the first order may be defined to be the characteristics of the partial differential equation obtained by eliminating all the dependent variables except one. The relation of the
this equation to the dependent variables in the set of equations of the first order is a question of some interest which will now be
primary solutions of
du __dv dx~~dy'
du
dv
......
dy^fa'
w=
~
+
~
order
cw _ dw
fa^dy'
= F (x equation possesses the primary solution w also a primary solution of the equation (F). = u v satisfies the equation Similarly the quantity z
and
this
f
y)
which
is
= G
(x
y)
which
is
also a
primary
To generalise
equations of the
this result
first
we
consider a set of
order,
L^UI +
L 21 U}
f
L l2 u L22 u
f ...
f ...
L lm u m L2m u m =
0,
Lml Ui + Lm2 u +
2
...
Lmm u m = Oj
2
...
where
L vq
A+
(P> V> 2)
D +
(p, q,
m)
Dm
...
where the
b m respectively,
L (a^
f
a2 u 2
...
am u m )
......
(H)
104
if
The
,
Classical Equations
;
the constants b lt b 2
...
6m
a l9 a2
...
a)
4
is
of the
form
where the operator coefficients Zl5 2 ... / w are constants to be determined. Equating the coefficients of the operator D in the identities (I) we
,
obtain
S6 p
_,,
(p,
if
?;r)
,
=
...
a a Jf
zm
;
z 1) z 2
yl
t/2
>
2/m
are arbitrary
When the coefficients b ly ... b m can be chosen so that the bilinear form breaks up in this way the two factors will give the required coefficients a l9 ... a m 119 ... l m and the partial differential equations will give an expression for (Zji/j f ... a m u m which may be called a primary solution of the set of linear partial differential equations of grade m ~ 1. When such a solution exists the system is said to be reducible. The problem of finding
;
algebraic problem.
Now
let f2
Anl
An2
Anro
and
let
An
...
A lTO denote
If
Ln L
,
12
...
Llm
respectively.
we
write
all
formally
the
first
equation
is
formally satisfied
if
is
differential
equation
Since
}&!
=
=
flA u v
all
0,
which
is
of order m.
= Au
lv
0,
...
u m are
solutions of the
same
partial differential
Eeducibility of Equations
It should
105
be noticed that
a^ +
consequently
...
am um
(a1
An +
1
a2 A 12
...
a m A lm )
v,
L
lv
if
(fl^Wj
The equation
the
+ ... am u m = L (a A n f a2 A 12 + ... a m A lm v. (a^ + ... a m u m = will be a consequence of the equation operator Cl breaks up into two factors L and (a A n + a A 12 + ... a m A lm
) )
)
of
which one, L,
lv
is linear.
The
when
the equation
It is clear
is
reducible.
from
homogeneous equations
1.
The equations
grade
1.
To
*i=/i(0),
2=/2(0),
'
...
*m=/*(0).
'
//
(0)
//'()
Ln + / +/'
(0) (0)
L12 + L22 +
f2
(0)
.../m (0)
'
L lm 6 = L 2m =
may
0,
0,
(0),
(0), ...
... ...
fm
(0)
be eliminated. The
T a Ln U L21
T a L 12 V L 22
T a L lm u L 2m
L ml
L m2
...
L mm
is
the equation
0.
193. Primary solutions of the second grade. We have already seen that the waveequation possesses primary solutions of type F (0 <f>) which may be called primary solutions of the second grade. The result already n p 1 19 l9 n l9 p l obtained may be generalised by saying that if 1
y
,
t/,
and
relations
the quantities
=F
(0,
<f>)
is
a solution of
u=
0.
106
This result
Z
,
may be generalised still further by making the coefficients functions of two parameters a, r and forming the double conetc.,
tour integral
tt=
_ Jiff
47T 2
JJ
(a, T), gr (a, r), ft (a, r) are arbitrary functions of their arguments. This integral will generally be a solution of the waveequation and the value of the integral which is suggested by the theory of the residues of double integrals is . T n * u = J*f(a,P),
where/
__
The
Classical Equations
(I (I
+m
+ nQ z  pQ ct 
f(a,T)dadT
g
)
(^x
f
in
which
a,
/?
satisfy
M>j8) =
l
0,
Ao(a,j8)
0,
......
(K)
where
A! (a, r)
(<r,
r)
and J
is
the
+ ym (a, r) + zn^ (a, r)  Ctp (a, xl (a, r) + ymQ (a, r) f 2W (a, r)  Ctp (a, = a, r = ^8 of the Jacobian value when
#/! (a, r)
1 cr
r)
r)
ft (a, T),
gr
(a, r),
may
parameter family of primary solutions of the second grade, will now be verified for the case of the waveequation. It should be remarked that the
method
where y is a particular solution of the waveequation. Such a solution will be called a primitive solution it is easily verified that the parameters a and = F (a, j8) j3 occurring in a primitive solution are such that the function v is a solution of the partial differential equation of the characteristics
;
Instead of considering the waveequation it is more advantageous to consider the set of partial differential equations comprised in the vector
equations
.
=0
......
(M)
and
in
which / is an arbitrary function of the two parameters a and /?, which are certain functions of x, y, z and t, and the vector q is a particular solution
of the set of equations. Substituting in the equations (L) ]8 must satisfy the equations in o>,
we
and
cVco x q
iqda/dt,
<?.Vaj
0,
107
^ _
(.)_** 8 (,)
c
d(y,z)~
a (a,
)8)
3(x,t)'
(a. )8)
uc 9
"3(2,*)
8
c8(y, 0'
*
(N)
(<*.
where K
new
is
some
solve these equations we take a, /?, #, y as and write the equation connecting a and ft in
~
JX
To
the form
(g, ft, x, t)
3 (y, z, x,t)
=* 8 cd
o
t,
(a, ft, y, g)
'
(x,
y, z)
_
(z,
x, y,t)
c d (y,
'
t,
z,
x)
^
y, g,
)
'
(a:,
c 3
(z, t,
x, y)
Now
a(a,j3,,y) the multiplication theorem for Jacobians. We then obtain a set of equations similar to the above but with 3 (a, /J, x, y) in each denominator. The new equations reduce to the form
dt
__
of
dz
dt
_i ~~
c
dz
'
(z, t)
i
'
dy
cdx'
dx
dy
8 (x, y)
The
first
two
and
ig/c,
consequently we
iy,a,
4y* a,
/?],
j8]
.
may
write
zct =
z
&[x+
[x
ct
=g
we
find that
$'' = 
1,
where in each case the prime denotes a derivative with respect to the first argument. Evidently &' must be independent of x f iy and <' independent of x iy. The general solution is thus determined by equations of the form _
8
Z
ifi
d _ ^ (a + + = 4,(a,p)(x+ ct
,
(jr
iy) d
(,
ft,
where 0, <j>, are arbitrary functions of a and /9 which are continuous (Z), 1) some domain of the complex variables a and ft. For some purposes it is more convenient to write the equations in the equivalent form rt / n /,, H in
,
ct
<
(x
ty) 6 (a,
/5),
(a,
ft (z
=X
(, 0)
(*
108
These equations are easily seen to be of the type (K) and may indeed be regarded as a canonical form of (K). When the expressions for q are
substituted in the equations (M) it is easily seen that K is a function and ft. Since Q already contains an arbitrary function of a and ft we may without loss of generality take K = 1.
of a
when
[f (a)
[
= =
(a)
cr
(a) (a)
(a)
cr
(a)
+ 
iy (a)] 0,
irj
(a)]
6~\
where f
(a),
77
(a),
continuous (D,
2).
which are
^ ~
^TI^"T[^^i^)j
and so a
is
r~~Ti^+7ir~T(a)]
'
defined
by the equation
loss of
We may
without
moving with velocity v which is a For the sake of simplicity we shall suppose that for each have the inequality v 2 < c 2 which means that the velocity less than the velocity of light. We shall further introduce
,
Let us
take r
(T),
77
(a)
(T),
a and use r as
(T)
as the cor.
function of
value of r
of
we
is
always
the inequality
<
t.
This
is
time point
its
(x, y, z, t)
unique we describe a sphere of radius c (t r) with centre at the point occupied by S at the instant r. As r varies we obtain a family of spheres ranging from the point sphere corresponding to r = t to a sphere of infinite radius oo. corresponding to r =
seen that no two spheres intersect. Each surrounded by all the spheres that correspond to earlier times r. There is consequently only one sphere through each of space and so the value of r point corresponding to (x, y, z, t) is unique. The corresponding position of 8 may be called the effective position of S
To prove
Now,
since v*
<
c 2 it is easily
sphere
is,
in fact, completely
relative to
(x, y, z, t).
may
Now
Proofs of this theorem have been given by A. Li6nard, L'&lairage tiectrique, t. xvi, pp. 5, i ^, 106 (1898); A. W. Con way, Proc. London Math. Soc. (2), vol. I (1903); G. A. Schott, Electromagnetic Radiation (Cambridge, 1912).
109
M=[x
(r)]
'(T)
(y
V ( T )]
VW +
(1
[Z
T.
I (r)]
'(T)
fa
('
T),
to
We
=
'(y,
2)
~2J/
~^
)>
a (, 0)
/s
a(3,y)
JIT
The
depend only on
MI
f
/
ft
R\
a solution of the waveequation. When the point (, T?, ) is stationary and at the origin of coordinates this result tells us that if,/ is an arbitrary function which is continuous
(/), 2)
in
some domain
of the variables a,
,
ft
and
if
r2
x*
2
?/
I
z2
the
function
*
is
r + ?y
is
a corresponding primitive
obtained by changing the sign of t and using another arbitrary function. l In the case of the wavefunction M~ f (a, /J) the parameter a may be called a phaseparameter because it determines the phase of a disturbance which reaches the point (x, y, z) at time t when the function / is periodic in a. The parameter ft is on the other hand a rayparameter because a direction of a ray when a is given. given complex value of /? determines the and /3 satisfy the deduced from the equations (N) that It is
easily differential equation of the characteristics
and that
+
,
solution of (L). It follows that the quantity v (a, ft) is also a An interesting property of this equation (0) is that if a is any solution from the and we point (x, y, z, t) in a direction and
=F
depart
spacetime
velocity defined
by the equations
dx _ _ = dy = dz = da ca da

da
dt
dx
dy
dz
110
then a and
its first
The
Classical Equations
we
follow the
moving
point.
We have
,
da=^dx+*r ay+~ dz + ot at ^ * oz ox oy
,
da
da
da
da
7j
3%
32
+ 33"
3~z
3 2a
^+
,
r
32
32
3a 3 2a
"
da
Also,
if
3i [3a fa
0.
3iaz
c2
a and
/J
3a 36
,
" 3a 3B\
^_
.
.i_
7 /7o
dz dz
dt
dtj
0.
The equations (0 and P) thus indicate that the path of the particle which moves in accordance with these equations is a straight line described with uniform velocity c and is, moreover, a ray for which j3 is constant.
1*94.
of the
Primitive solutions of Laplace's equation. As a particular case above theorem we have the result that the function
r
is
\x
4
iy/
is
not the only type of primitive solution, for the following theorem has been proved*. In order that Laplace's equation may be satisfied by an expression of the form V = yf (0), in which the function / is arbitrary, the quantity 6
must
either be defined
[^
by an equation
of the
form
(6)1*
+(y~r, + ym
P+
(6)
(*)]
[z
C (0)?
o,
or
by an equation
of the
form
xl (6)
zn
(6)
=p
(6),
where
lation
/,
re
m + n0.
is
The most
general value of y
form
y
* See
= no (6) +
y*b
(6),
my
111
where yx and y2 are particular values of y, whose 9. In the first case we may take
n=
where
u;
t*i
wt,
[y
72
rj
= %*,
^
(0)
= [s =
[a;
,
+ (#)] \ (0) +
(0)]
(0)
[y
(6)]
(6)]
[2
[z
(0)
(0),
rj
^ (6) +
0,
(6)] v, (6),
and
A, ^, v,
Ax
/zx
v l are
two independent
A2
which
^+v
ym'
(0)
(0)
+
1
v (6)
'
(0)
0.
we may take yl ~
and
define y 2
yr =
i
by the equation
(fl)
(9)
If in
the
first
theorem we choose
9=iv
+ zri = 0,
rj
(9)
p'
(9).
i9,
~
0,
0,
we have

r2
+ =x+
x
.,
Af
iu= ^
0,
ly
iy,
tells
is
a primitive solution of Laplace's equation. If iy = 4:8 this theorem tells us that the function
we
write x
iy
t,
F=r*/(4* +
is
z 2 /*)
d*V
dz*
_ ~
195. Fundamental solutions*. The equations with primary and primitive solutions have been called basic because it is believed that solutions of a differential equation with the same characteristics as a basic
This point will be illustrated by a consideration of Laplace's equation as our basic equation. We have seen that there is a primitive solution of type
r
*
\x
+
we obtain a
primitive solution
By
*
These are also called elementary solutions. See Hadamard, Propagation des Ondes.
112
The
Classical Equations
lines issuing
with singularities at isolated points and along isolated straight from isolated singular points. The particular solution
F=
1/r
has the single isolated point singularity x = 0, y = 0, z = 0. Let us take this particular solution as the startingpoint and generalise it by forming a volume integral
over a portion of space which we shall call the domain &). When the point (x, y, z) is in the domain I/ this integral
1
is riot
a solution
of Laplace's equation
but
is
V 2 V + *vF(x,
0,
......
(B)
provided suitable limitations are imposed upon the function F. Now the function F is at our disposal and in most cases it can be chosen
so as to represent the terms which make the given differential equation differ from the basic equation of Laplace. It is true that this choice of
does not give us a formula for the solution of the given equation but gives us instead an integrodifferential equation for the determination of the solution. Yet the point is that when this equation has been solved the
expressed by means of the formula (A) in terms of primitive solutions of the basic equation. A solution of the basic equation which gives by means of an integral a solution of the corresponding equation, such as (B), in which the additional term is an arbitrary function of the independent variables, is called a
desired solution
is
fundamental solution. Rules for finding fundamental solutions have been given by Fredholm and Zeilon. In some cases the solution which is called fundamental seems to be unique and the theory is simple. In other cases
difficulties arise.
In any case
the domain
and the
supplementary conditions that are imposed upon the solution. When the basic equation is the waveequation the question of a fundamental solution
is
two
solutions,
and
F=
J7
1
I
1
.}'
2r
[rct
ct]
r*
cW
which may be regarded as natural generalisations of the fundamental solution 1/r of Laplace's equation. The former seems to be the most useful as is shown by a famous theorem due to Kirchhoff
.
In the case of the equation of the conduction of heat the solution which
is
regarded as fundamental
is
Fundamental Solutions
when the equation
is
113
and
is
is
V=
_
t~^ e
X*
***
The equation of heat conduction is not a basic equation but may be transformed into a basic equation by the introduction of an auxiliary variable in a manner already mentioned. Thus the basic equation derived
from
97
is
=33s 3J
this
= s 2
dx 9
w= W
and
of
is
which
TF
2~i
exp r
\_K
4:Ktj
a special case. The theory of fundamental solutions is evidently closely connected with the theory of primitive solutions but some principles are needed to
guide us in the choice of the particular primitive solution which is to be regarded as fundamental. The necessary principles are given by some
general theorems relating to the transformation of integrals which are forms or developments of the wellknown theorems of Green and Gauss. These theorems will be discussed in Chapter II. An entirely different discussion of the fundamental solutions of partial differential equations with constant coefficients has been given recently by G. Herglotz, Leipziger Berichte, vol. LXXVIII, pp. 93, 287 (1926) with references to the literature.
EXAMPLES
1.
.
ot
^j
dxr
is satisfied
by the two
definite integrals
V4
F=*/
where v (x,
t)
e** (cos xs
'
da,
/GO
v(a,t)v(x,8)ds,
Show
two
same
solution.
114
2.
The
Prove that
this solution
Classical Equations
V F where
F,
+ F,
(5)"
F = r (i) (4<F l
[l
4, fj
3.
Show
also that
y =4
Vl
Fo 2
==
7o
I
+
ds.
cos sx sinh
50;]
e&,
so;
Jo
is
4.
a fourth solution
V3 5.
oi
~
7
i
"^"
n i"\l
~
( <
"
"^
/
~ 4<s4
t
cos sx
smn 5a:] ^5
If
(x, t) is
3V __ "
~df
d*V
*
to*
lj
the quantity
is
In particular,
function y n
if
s =. 2
and V
(x, t) is
the function v
(x, t) of
Ex.
1,
the corresponding
(t) is
y n (0
This
s
may be called the fundamental solution, and when the second form is adopted may have any positive integral value. In particular, when 5 = 4, this function is de(x, t)
of Ex.
1, p.
113.
CHAPTER
II
will
be
made
of the
integrals respectively. of the normal to the surface element dS, the normal being drawn in a direction away from the region over which the volume integral is taken or
...... (A) into surface and volume integrals In these equations Z, m, n are the direction cosines
and surface
associated with the direction of integration round the righthanded screw rule. The functions u, v, w, X, Y, Z occurring in these equations will be supposed to be continuous over the domains under consideration and to
in a direction
which
is
C by
possess continuous first derivatives of the types required* The equations may be given various vector forms, the simplest being those in which u, v, w are regarded as the components of a vector q and X, Y, Z the
.
components
of
ds
(curl q)
dS,
_
J
^
F. dS
=
[(div
F) dr
of
(dr
= dx dy
.
dz),
of the
tangent to the curve C, while dS represents a vector of magnitude dS and the direction of the outwarddrawn normal. The dot is used to indicate a
scalar product of
two
vectors.
is
\qtds
J
=
~
(curlq) n dS,
......
(C)
Fn dS
f(divF)dr,
* See for instance GoursatHedrick, Mathematical Analysis, vol. I, pp. 262, 309. Some interesting remarks relating to the proofs of the theorems will be found in a paper by J. Carr, Ph il.
Mag.
first
Math. Soc.
21 (1926);
theorem is well discussed by W. H. Young, Proc. London and by O. D. Kellogg, Foundations of Potential Theory,
82
116
where the
If
in the direction
of the tangent
= 0; = w, Z =  u, Y = 0; 7 = ?/, w, in succession we obtain three equations which may be v, written in the vector form
we
write
Z
v,
Y= 
Z=
(qx dS)
=j(curlq)dr,
(D)
we
Z=
p,
= Y
is used to denote a vector product. = p, Y = Z = 0; Y = p, Z = = 0; write successively = 0, we obtain three equations which may be written in
^
......
(E)
respectively.
To obtain
regard
u, v,
physical interpretations of these equations we shall w as the component velocities of a particle of fluid
(#, y, z)
at time
t.
The
du
quantities
77,
by
the equations
_ dw dv *=dy~dz'
.
r]
_du dw ~dz~dx
^
9
Sv
^^dx^dy
may then be regarded as the components of the vorticity. The line integral in (A) is called the circulation round the closed curve C and the theorem tells us that this is equal to the surface integral of the normal component of the vorticity. When there is a velocity potential
</>
we have
u
~ dd>
,
~
,
f
dx
dy
O(h
w=
o<p
/dz
= y = = 0, the circulation round a and vector notation q Vcf>) is then zero so long as the conditions for the transformation x of the line integral into a surface integral are fulfilled. The circulation is
(in
closed curve
</>
tan 1
(y/x),
a simple closed curve through which the axis of z passes once without any intersection. The axis of z is then a line of singularities for the functions u and v. The value of the integral is 27r, for ^ increases by
C is
2n
in
z.
The
velocity potential
=
</>
may be regarded as that of a simple line vortex along the axis of z, the strength of the vortex being represented by the quantity F which issupposed to be constant. F represents the circulation round a closed curve which goes once round the line vortex.
Equation of Continuity
1F7
= pu, Y = pv, Z = pw, where p is the density of the fluid, If we write the surface integral in (A) may be interpreted as the rate at which the mass of the fluid within the closed surface S is decreasing on account of the flow across the surface 8. If fluid is neither created nor destroyed
is
also represented
by
each place
The two expressions are equal when the (#, y, z) and at each time t,
following equation
is
satisfied at
This
is the equation of continuity of hydrodynamics. There is a similar equation in the theory of electricity when p is interpreted as the density of electricity and u, v, w as the component velocities of the electricity
t.
which happens to be at the point (#, ?/, z) at time the equation of continuity takes the simple form
du dx
(in
When
is
constant
dv
div
__ =
dy
dz
vector notation div q = 0). This simple form may be used also = 0, where d/dt stands for the hydrodynamical operator dp/dt
when
d
i4
a = ^ + u na + ra cM
is
v ~T
cty
+ w dz a~
rfp/Y/
said to be incompressible.
interpreted as fluid pressure the equation (E) indicates that as far as the components of the total force are concerned the effect of fluid
is
When p
pressure on a surface is the same as that of a body force which acts at the point (x y, z) and is represented in magnitude and direction by the vector Vp, the sign being negative because the force acts inwards and not outwards relative to each surface element. Putting q = pr in equation (D),
9
where
r is the vector
with components
x, y, z,
we have an equation
(r
(r
x pds)
(curler) dr
x Vp) dr,
of
body
The body
completely equivalent to the forces arising from the pressures on the surface elements. This result is useful for the formulation of the equations
of
hydrodynamics which are usually understood to mean that the mass multiplied by the acceleration of each fluid element is equal to the total body force. If in addition to the body force arising from the pressure there is a body force F whose components per unit mass are JL 7, Z for a particle
,
118
which
at
(x, y, z)
at time
t,
may
be
and turbulence are neglected the body force often can be derived from a potential fi so that F = VQ. The hydrodynamical equations then take the simple form
viscosity
,
When
is
an acceleration potential
is
<f>
constant or a function of p. When in addition there the equations may be written in the form
if p is a a velocity potential
dp ~
J
+ ?J + 01
of
t.
9
= Q +/
(t),
where/
velocity
(t) is
some function
This
may
the pressure,
is
when
ti
it
high.
213.
The equation of
When
different parts of
a body are at different temperatures, energy in the form of heat flows from the hotter parts to the colder and a state of equilibrium is gradually
established in which the temperature the body, if the different parts of the
is
body are
and do
not participate in an unequal manner in heat exchanges with other bodies. When, however, a steady supply of heat is maintained at some place in the body, the steady state which is gradually approached may be one in which
the temperature varies from point to point but remains constant at each
point.
A
it is
hot body
like
is
series of
damped
a
more
oscillations as the position of equilibrium is pendulum moving in a very viscous fluid and
approaching
position of equilibrium from one side only. in fact, to be approached without oscillation.
its
The steady
state appears,
These remarks apply, of course, to the phenomenon of conduction of when there is no relative motion (on a large scale) of different parts of the body. When a liquid is heated, a state of uniform temperature is produced largely by convection currents in which part of the fluid Amoves from one place to another and carries heat with it. There are convection currents also in the atmosphere and these are responsible not only for the diffusion of heat and water vapour but also for a transportation of momentum which is responsible for the diurnal variation of wind velocity and other
heat
phenomena.
Conduction of Heat
119
A third process by which heat may be lost or gained by a body is by the emission or absorption of radiation. This process will be treated here as a surface phenomenon so that the laws of emission and absorption are
expressed as boundary conditions the propagation of the radiation in the intervening space between two bodies or between different parts of the
;
same body is considered in electromagnetic theory. The mechanism of the emission or absorption is not fully understood and is best described by means of the quantum theory and the theory of the electron. The use of a simple boundary condition avoids all the difficulty and is sufficiently
accurate for most mathematical investigations. In many problems, however, radiation need not be taken into consideration at all.
of the
is
based
is
dS
an isothermal
represented by
where
in the
is
the temperature
outwarddrawn normal to dS. The negative sign in this expression simply expresses the fact that the flow of heat is from places of higher to places of lower temperature. The rate of transfer of heat across any surface
element dv in time dt may be denoted by fv dadt, where the quantity fv is called the flux of heat across the element and the suffix v is used to indicate the direction of the normal to the element. Let us now consider a small tetrahedron DABC whose faces DBC,
DCA, DAB, ABC are normal respectively to the directions Ox, Oy, Oz, Ow, where the first three lines are parallel to the axes of coordinates. Denoting
by A, the areas DBC, DCA, DAB are respectively w x &, where w x w y w z are the direction cosines of Ow. Wy&, w z A, Wher A is very small the rate at which heat is being gained by the tetrahedron at time t is approximately
the area
ABC
(w x fx
+ w v fy +
7/J
,
wj
is
 /)
A.
to.
Vcp u/t ^~
where V
the specific heat of the material and p its density. from the plane p is the perpendicular distance of
Now V =
jpA,
where
ABC, hence
Wxfx
Wyfv
Wzfz
/ =
$PCP
^
we may
use the
and so tends
to zero as
is
When DAB
120
f w zjz = j
z
(A) thus holds not simply for an isothermal surface but for surface separating two portions of the same material. The vector A0 any
The law
x
is
(x, y, z) at time t. Let us now consider a portion of the body bounded by a closed surface R. Assuming that f f y fz and their partial derivatives with respect to
ff
,
x,
y and z are continuous functions of x, y and z for all points of the region bounded by /V, the rate at which this region is gaining heat on account of
its
surface elements
is
Transforming
this into a
volume
integral
'
result to
J7/3 dxdydz,
cp
(IT
we have
the equation
!
\
]jj[
CP n r
dt
3x{
5~
&*
"
'
3x
r
K ^~
3y
'
>
3y
3z\
~>
^ 3z ^
dxdydz. y
This must hold for any portion of the material that is bounded by a simple closed surface and this condition is satisfied if at each point
(
cp
If
T
aI
._
div (KV0)
^ ut
Jf\
0.
the body
is
at rest
we can
write
in place of
j(Jit/
but
if it is
a moving
fluid the
7
is
d9
~n dt
30
bi
'I
dt
^^
30
30
f
ox
V >r h
W x
30
,
cy
3z
where u, v and w are the component velocities of the medium. In most mathematical investigations the medium is stationary and the quantities c, K and p are constant in both space and time and the equation takes the simple form
^
dt
in
which K is a constant called the diffusivity*. If at the point (x, y, z) there is a source of heat supplying in time dt a quantity F (x, y, z,t) dxdydzdt
*
is
This name was suggested by Lord Kelvin. A useful table of the quantities K, c, p and x given in Ingersoll and Zobel's Mathematical Theory of Heat Conduction (Ginn & Co., 1913).
121
(x,
?/,
z, t)
must be added
it is only necessary to replace temperature by concentration of the diffusing substance in order to obtain the derivation of the equation of diffusion. The quantity of
;
to the righthand side of the equation. A similar equation occurs in the theory of diffusion
amount
diffusing substance conducted from place to place now corresponds to the of heat that is being conducted. The theory of diffusion of heat was
developed by Fourier, that of a substance by Fick. In recent times a theory of nonFickian diffusion has been developed in which the coefficient is not a constant. Reference may be made to the work of L. F. Richardson*.
214. An equation similar to the equation of the conduction of heat has been used recently by Tuttle f in a theory of the drying of wood. It is known that when different parts of a piece of wood are at different
moisture contents, moisture transfuses from the wetter to the drier regions Tuttle therefore adopts the fundamental hypothesis that the rate at which
;
elements
transfusion takes place transversely with respect to the wood fibres or is proportional to the slope of the moisture gradient.
di
W
ovendry
dW
where
and may weight be called the transfusivity (across the grain) of the species of wood under
consideration.
9 is moisture content expressed as a percentage of the of the wood and It 2 is a constant for the particular wood
From actual data on the distribution of moisture in the heartwood of a piece of Sitka spruce after five hours' drying at a temperature of 160 F. and in air with a relative humidity of 30 %, Tuttle finds by a computation that h 2 is about 00053, where lengths are measured in inches, time in hours and moisture content in percentage of dry weight of wood. The actual boundary conditions considered in the computation were
6
at x
0,
at x
1,
when
0.
of drying has
LibmanJ in his theory of porous flow. He denotes the mass of fluid per unit mass of dry material by v and calls it the moisture density. The
symbols
p, a,
r are used to denote the densities of moist material, dry is used to denote the coefficient of
* Proc. Roy. Soc. London, vol. ex, p. 709 (1926). f F. Tuttle, Journ. of the Franklin Inst. vol. cc, p. 609
t E. E.
1925).
Libman,
122
is
The rate of gain of fluid per unit mass of dry material in the volume the rate of increase of v, where v is the average value of v in F. If
V w
is
the mass of dry material in volume V of moist material and fn = mass of fluid flowing in unit time across unit area normal to the direction n we
have
dv
therefore
~.
ot
V =  div/.
......
(B)
of
material in
Now, the mass of fluid in the volume V is wv and the V is wv w and is also pF, hence
j
total
mass
<
3t=~ >"
for the interior of the porous body. If EdS denotes the mass of fluid evaporating in unit time from a small area dS of the boundary of the porous body the boundary condition is fn
E.
The
may
three separate flows due respectively to capillarity, gravity and a pressure therefore write, for the case in which gradient caused by shrinkage.
We
dv
the
z axis is vertical
and p

is
the pressure,
j
dz
dp
/.Kfrkgrfckft,
where
Consider
\\v
the associated mass of dry material being 8w and the volume per unit mass of dry material 1 + v
Then
"dv
" dv
dp
dp
fo~Wdv
But by
definition
l
dV ss dp d /I v\ dVdv(~j~)' 1 dV B = ^ ~TK
j
ap
therefore
1 !
X f 1
j
+v IUv\
.
/'
1 rf
123
dlX../ Jx
we have
or
 ~
dx'
f Jv
~
dy'
f ~ h
c!z~
kar J
'
div/= and so
wliile
V*<f>,
p
t
t>
^ = W, r
3< 0.
*It should be
IS
+ tgr* =
material has been assumed to be isotropic. In the special case of no shrinkage we have
p
(1 f v),
,
=K
=
cf>
JSTi;
4
const.,
for v
becomes
which
is
The
boundary condition
A"
215.
,r
ov
dn
n +E
oz
4
kgr
0.
on
The heating of a porous body by a warm fluid*. A warm fluid heat is supposed to flow with constant velocity into a tube which carrying contains a porous substance such as a solid body in a finely divided state. For convenience we shall call the fluid steam and the porous substance
The steam is initially at a constant temperature which is higher than that of the iron. The problem is to determine the temperatures of the iron and steam at a given time and position on the assumption that the specific
iron.
heats of the iron and steam are both constant and that there are no* heat
exchanges between the wall of the tube and either the iron or steam, no heat exchanges between different particles of steam and no heat exchanges between different particles of iron. The problem is, of course, idealised by
these simplifying assumptions. velocity of the steam is the same
This, too,
We make
all
would not be quite true in actual practice. Let U be the temperature of the iron at a place specified by a coordinate x measured parallel to the axis of the pipe, V the corresponding temperature
* A. Anzelius, Zeit*. f. ang.
Math.
u.
Mech. Bd.
vi, S.
291 (1926).
124
of the steam. These quantities will be regarded as functions of x and I only. This is approximately true if the pipe is of uniform section so that the crosssectional area is a constant quantity A.
Let us now consider a slice of the pipe bounded by the wall and two transverse planes x and x f dx. At times t and t f dt the heat contents of the iron contained in this slice are respectively
uUA dx
and
(
V
U+
at
dt]
J
A dx,
where u is the quantity of heat necessary to raise the temperature of unit volume of the iron through unit temperature. Thus the quantity of heat imparted to the iron in the slice in time dt is
dQ,= uA~dtdx. ct
Similarly, at time
t
slice
is
rVA dx
and at time
to u.
h dt it is v
dV
^

f
dt]
A dx, where
is
a quantity analogous
With the steam flowing across the plane x in time dt a quantity of heat vVAcdt is brought into the slice where c is the constant velocity of flow.
In the
v[V+ V
~ ir
slice across
(3V
\
ot
,
I
c ~
5V\
ox/
 Tr
}A dtdx.
In accordance with the law of heat transfer that is usually adopted the quantity of heat transferred from the steam to the iron in the slice in time
dils
d#3
= k(V
U) A dtdx,
where k
is
We
equations
k/cv, b
=
ax,
new
x),
variables
b (ct
Wuv 3{~
b(S,T)
is
du
'
ST
vu
y
r)
defined by
= #**(VU)
Laplace's Method
125
will
be adopted are
(0)= U19 7(0, T)= F 1? where D^ and Fx are constants. The equation (A) then gives
f/(0,
1^)6', tfjef,
are
A
216.
(f
=A
(0, r)
F!
t/!
IF, say.
solved by
Solution by the metfwd of Laplace. The equation (A) a method of successive approximations by writing
may
be
Awhere
AO
~
+ Ax + A2 +
*
...,
\ = W and
AV=.
= A^^.
This gives
JF/ [2 V(fr)J,
U=
TFe<^>/
rax
Vl l
H'c 6 <**>
Jo
C<
e~ s / [2
u= U + c/i
TFe~ a ^
f
J o
^c'/o
[2
For x> ct the solution has no physical meaning but for such values of oc the iron has not yet been reached by the steam and so U C^. As t > oo we should have U + V19 V > V 1 this condition is easily seen
;
indicates that
U >
and
U > F
The
because
[
Jo
e~ s 7 [2^/(axs)] ds
e ax
of this integral.
EXAMPLE
E (r) =
2
^3
,
Prove that
if
dxdydz
v)(z
^^^
= V
w)}dvdw
u)}dwdu
is satisfied
by
V=\
f
I
fV (z
I
</>(v,
w)E{x(y
[z
(x
i/i(w,u)
fy
E {y(z
w)(x
[x
Jo Jo
X
+ +
I J Z
V ( Q(v)
J
E {(y  v) zx} dv
[
[T.
London Math.
126
(u)
,
expression
U
a
4
dxdy
#0 + 63 + dx
dy
1)
CU
where
a, b, c
are continuous
(Z),
adjoint expression
(v) is
defined
by the
(x, y)
plane.
The
where
u, v
and
M and N are certain quantities which can be expressed in terms of their derivatives. Appropriate forms for L, M and N are
first
(v)
S2v

dxdy
If
nf
 ^d
(at;)
d
~
9^;
(6v)
cv,
ty
dv\
= aw +
I /
du vu
'w
^ = 19,(uv)  uP (v),
v
say,
9i;
aa
where
P (v) =
T>
7
x
9v

av,
(v)
dv ^
x
60;.
if
Now if C' is a closed curve whiclMi^s entirely within the region R and both u and v are continuous (D, 1) in ,&, we have by the twodimensional form of Green's theorem
(IM
+ mN) ds^
dxdy
[vL
(u)
 ul
(v)]
dxdy,
where
/,
C and
the
double integral is taken over the area bounded by C, and so will be expressed in terms of the values of u and its normal derivative at points of the curve F, for when u is known its tangential derivative is known and

and
XT
rivatives.
are the coordinates of the point A the function v which enables us to solve the foregoing problem may be written in the
form
v
(x, ?/;
x
,
),
and may be called a Green's function of the differential expression L (u). This theorem will now be applied in the case where the curve C consists of lines XA, A Y parallel to the axes of x and y respectively and a curve I joining the points Y and X.
1
Using letters instead of particular values of the variable of integration to denote the end points of each integral, we have when L (u) = 0, L (v) = 0,
X
t
Ndx
\ J
Riemann's Method
127
Now
and
therefore
[A
JY A f
JA
M dy =
Ndx =
=
4 \(uv) Y
(uv) A ]
[A
uP
uQ
[(w)x
[(w)v
+
f
(uv)
4]
JY x f
J
(v)
dy,
A rx
(v)
dx,
(uv) A
(wv)r]
(IM +.mN)
rx
efe
CA
?/P
J i'
(v)
dy
.'
wQ (v) eu.
.4
If
now
(v)
on
^4
7 and Q
(v)
^ at the point
will
(uv) A
J .[(uv)
if
(^')r]
f
i
(JW
is
not a solution
is
$ [(uv)x
(uv) Y ]
(IM
r
h
mN) ds
may
f
U/(.r,
be obtained by considerand a ing the case when the curve F consists of a line YB parallel to line BX parallel to YA. We then have
interesting property of the function y
An
AX
A
[
J
(IM
f
mN)
(wv)
ds
X
\
J
Mdy^
Q
(w)
{" Ndx,
J
also
M= ^V
[
+ ^^ M,

=
a^
(u]
^x+
we have
Ndx =
B
\ [(uv) Y
(uv) E ]
[ J
Y

vQ
(u) dx,
Mdy (^^)x
 [(uv) B
CB
(uv) x ]
f J
vP
B
r
(u) dy.
Hence
(uv) B
JY
vQ
,
(u)
dx
+
J
Z/ (w)
Now let = 0, P
a function u
h (x,y\xl
y^) be supposed to exist such that on J?7 the coordinates a?!, ^ being
;
(uv) A
(ttt;)^.
Choosing the arbitrary constant multipliers which occur in the general expressions for g and h, in such a way that
9 (z
>
x0t y
1,
(xlf
y^ xl9 yj =
1,
128
h (x
g (xly
y^ XQ yQ ).
,
When considered as a function of (x, y) the Green's function g satisfies the adjoint equation L (v) = 0, but when considered as a function of (XQ yQ ) it satisfies the original equation expressed in the variables xQy yQ
.
EXAMPLE
Prove that the Green's function for the
differential
equation
is
f*/ Jo
satisfies
for a solution
which
the conditions
.5
</>
(x)
when x =
0.
oy
222.
B consist of a line A A parallel to the axis of x and two curves Cl7 C starting from A ly A respectively and running in an upward Let S denote the realm bounded by the direction from the line A A of B below a line y parallel to the axis of x and the portion of B portion
Let the curve
2
1
lies between Cl and (72 When y is replaced by the parallel lines the corresponding realms will be denoted by SQ and 8' respectively. y y The portions of B below the lines y, y y will be denoted by /?, /? and ft'
which
,
respectively. shall
The equation
We
a
now
be taken to be y = y lt suppose that y and y' both lie below y and that
of
A A2
1
will
z is
~
a

is
regular in
regularity
meaning that
z, x*,
OX
01/
and
,5j OX
and y
in the realm
The
(z) is
(f),
where
[L
(,)
/(*,
)]
 ZL
129
Hence
and
if.
we have
 [   **]  
2
[to]
 /
0.
(,
77),.
(,
T;)
last
equation
/,
Jr
[*
77]
Mr '*)*] //,
(y
EE
77)*
e^p [
(*
g)*/(y
77)],
and we take y
to be a line
which
lies
through the point (x, y). Our aim integral on the left as y > y.
now
just below the line y which passes is to find the limiting value of the
By means
of the substitution %
/tta
= 
+
2u\/(y
e wt^.
77)
this
integral
is
transformed into
2
.'
s
MI
[a:
f 2tt
(y
17)*, 77]
<72
are respectively
a;
c x (y),
c 2 (y),
[Ci (17)
>
a;]/2
[Cz (>?)
x]/2 ^/(y
y).
ut
if it lies
oo as
>
y and
17
+
outside
$ we have
u
>
w2
>
x oo as y v y
and
>
rj
?}
+
y.
(72
Finally,
if
the point
(x, y) lies
on either 'C1 or
,
one limit
^ 0.
is
zero, thus
oo,
w2
in the first case, zero in the second case and z (x, y) \Ar in the third. when the limiting value is actually attained we have the formula
z (x y y)
Hence
[2V",
or
VI
+ (T  ^) ^1 f \Tdf ^? J ^L
\
c/f /
.Js
f f
The
examined by Levi*,
further conditions
* E. E. Levi, AnnaLi di Matematica (3), vol. xiv, p. 187 (1908). t E. Goursat, TraiU Analyse, t. in, p. 310.
M. Gevrey, Jvurn. de Mathdmatiques (6), t. ix, p. 305 (1913). See also Wera Lebedeff, Diss. Oottingen (1906); E. Holmgren, Arkiv for Matematik, Astronomi och Fyaik, Bd. in (1907), Bd. iv (1908); G. C. Evans, Amer. Journ. Math. vol. xxxvn, p. 431 (1915).
t
130
or
when
(x,
y) lies
on either
Cl
C2
if
(f>
(s) is
[c, (y)
c,
(rj)]
(y
continuous,
(p
1, 2),
that
'
f
>)
[c, (y)
c, (*)] (y
*)*
<f>
(s)
ds
exp [
{cp (y)
c p (s)}*/4 (y
s)}
should exist and that the functions q (y), c2 (y) be of bounded variation. It may be remarked that the line integrals in this formula are particular
solutions of the equation
~
_
^ \/ 7T /
? (x, y;
>o
'
.'
a particular solution of the equation (A). Sufficient conditions that this may be true have been given by Levi and less restrictive conditions have been formulated by Gevrey. The properties of the integrals
is
I(x,y)
=
.
T(x
y^
r] ) (f>(7] )dr))
J(x,y)
dT
~
^"^
<f>
(77)
dy
been studied, where O is a curve running from a point on the y yl to a point on the line y = y. It appears that when the point P crosses the curve C at a point P the integral / suffers a discontinuity indicated by the formula
have
line
also
P>P
the sign being + or left of the curve C.
</>
lim (J P
O
 JP )
<f>
Po
VTT,
according as
P approaches P
In this formula denotes any continuous function and a suffix used to denote the value of a function of position at the point 'P.
is
A
where
8 may be
9
defined
(x,
by the formula
77),
T^Tf
(x,
y;
,n)
= T
(x,
y; f
r))H
y;
r)%Pf
(x,
y;
??),
which
satisfies
=
.
0, is
zero on
y when considered as a function of f and 77, which is regular and which on the curves Ct and C2 The function takes the same values as T (x, y T?)
;
,
92
^ and

#=
(y)
+^ = when f = c2
,
3*G
SG
x> 2
0, is
(77),
zero
when x = cl (y)
and
is
positive in $.
With the
ffS J
J
131
may
problem
be given for a solution of (A) which takes assigned values on /?. The of determining O is reduced by Gevrey to the solution of some
a 3z
d*z
'
_ d*z
dx*
dy
dx 3
dy*
have been obtained by H. Block* and have been used by E. Del Vecchiof
to obtain solutions of the equations
dz
dy
~dx*~ J
d*z_
d*z
(X y)
'
'
dy*
d*z _ f ^8x*~ J (X
>
y}
'
EXAMPLES
1.
Show by means
of the substitutions
II.
has a meaning
2.
(x
f)*(y
1
 ?)exp[and p
(x
>
0,
when p +
>
2q + 3
[E. E. Levi.]
Show
=
a
y'
dx 2
f
dx
6 
4 cz f
/=
dy
dz = a ^~, + cz
may
dz
dy
dx
+f.
of type z
term p , may be removed by making a substitution ox and that the term involving u will disappear at the same time if
also that the
d'

Show
uv
a 2 dx /2
3.
da =aa
da
,
5dx dy
,
f
rt
dc
.
dx
, .
If a, b
and
c are
R a solution
(6<0)
of
dx 2
dx
dy
which
is
regular in
is
R can have neither a positive maximum nor a negative minimum. Hence only one solution of the equation which is regular in R and has assigned
C
lying entirely within R.
[M. Gevrey.]
Green's theorem for a general linear differential equation of the second order. Let the independent variables x lf x2) ... x m be regarded as
223.
The
derivatives of
(1913), vol. ix (1913). Arkivf. Mat., Ast. och Fysik, vol. vn (1912), vol. Mem. d. R. Accad. d. Sc. di Torino (2), vol. LXVI (1916).
vm
92
132
may
^\
be indicated by suffixes
^2
x
(7it*2
and
(u) 23 for
We now
5^ @&2
^*^3
(u)
= S S ^ rs Mr, + S
>=lsl
^rs
/I
r (tt)r f
Fw =
0,
r1
_
L
^sr*
,
where the
coefficients
A
(v)
rs
B F
r
,
are functions of x l9 x2
(u) is
T
...
xm
The expression Z
adjoint to
sl
t;,
r1
vL(u)uL(v)= S
m
where
Qr
77t
(^r ) r
rl
r
m
r
= u 2
^4 rs (v\ s
4 rs (u), 4
^v
(,4 rs
The ^dimensional form of the theorem for transforming a surface integral into a volume integral may be written in the form rr m rr m
\
V(Q
r )r
dx,
...
dx m
=\\ Zn Q
r
dS,
where n l9 n 2
...
of the
drawn
Hence
[vL
(u)
 uL
(v)]
dx l
...
dx n
vi
=
m
s
rr
\
\{v
D n u  uDn v
,
uvPn ] dS
where
Dn (u) =
m
in
2 n A rs
r
(u) r
Let us write
S n A rs = A^ r
s
where
v l9 v 2
...
v m are
may
be called
Dn
224.
(u)
A 2
rl
v r (u) r
= A
(u) v
differential equation of the second derivatives (u) l9 (u) 2 ... (u) m be given at points of the hypersurface 6 (x l9 x2 ... x m ) = 0. If dx l9 dx2 ... dx m are increments connected by the equation
The
characteristics of
a partial
order.
first
(9)idx l
* This
is
(0) 2
dx2
4 ... (0) m
rfa?
0,
Characteristics
133
, ,
0,
we may regard
,
...
7
dx m as arbitrary,
,
r/
(w^arj
the quantities
(0)!
(M)^
(6) s (u) pl
may
may
may
WIP 
()p (")n
be regarded as
known and
so the quantities
(u) ps in
the partial
differential
equation
m m
^4 rs (w)r
4
in
L(u)= S 2
we
see that
2
r1
(u) r f
/V =
0,
(I)
rl s1
we have a
which the
coefficient of (u) n is
A = S S 4
If
r ,(0) r
(0),.
(II)
this
quantity
is
different
(u) n
uniquely, but if the quantity A is zero the equation fails to determine (u) n and the derivatives (u) are likewise not determined. In this case the
hypersurface 6 (x11 x 2
ferential equation characteristics.
...
xm )
is
is
called a characteristic
and the
dif
A =
The equations of Cauchy's characteristics for this partial differential equation of the first order are
dxi
__
dx2
dx m
called the bicharacteristics of the original partial differential All the bicharacteristics passing through a point (a^ a: 2 ... x m ) equation. generate a hypersurface or conoid with a singular point at (xf, x2 ... # m ). When all the quantities are constants this conoid is identical with the
, ,
A^
,
which is tangent to all the characteristic hypersurfaces through the point (xf*, x2 ... xm ). For the theory of characteristics of equations of higher order reference may be made to papers by Levi* and Sanniaf. These authors have also considered multiple characteristics and Sannia gives a complete classificacharacteristic cone
5.
Ann.
t G. Sannia,
Mem.
R. Ace. di Torino
(2), vol.
LXIV (1914);
vol.
LXVI (1916)
134
The
order.
elliptic
is
= X 2 = ... == X n = 0. always positive except when X 1 The use of the words elliptic, hyperbolic and parabolic seems natural in the case n = 2, the term to be used depending upon the nature of the conic
A n X^ + 2A 12 X
For a nonlinear equation
r
1
X
t,
(r,
,9,
+ A 22 X 2 * = = p, q, z)
P
1.
_ """
a sz
'
""
3*z_
_ ~
3 2z
_dz ~~
dx'
I
there
is
a* 2
'
dxdy'
dy*'
form
\ Al
dF
_J_
dr
+^1^29^+
V X dF
4
Y A
2 s
Vr dF
.
dt
;
it
When n > 2 the classification is not so simple for instance, when n 3 may be based on the different types of quadric surface and it is known
seems better to use the same term for
but values of n because the imelliptic,
that there are two different types of hyperboloid. The word ellipsoidal might be used in this case instead of
it
all
portant question from the standpoint of the theory of partial differential equations is whether the equation is or is not of elliptic type. For an
equation of elliptic type the characteristics are all imaginary and this fact has a marked influence on the properties of the solutions of the equation. When n = 2 typical equations of the three types are
d2u
d*u
du
du ~ dx
du
du
*
f
~~ + a
dxdy d 2u 2
d*u
4
cu
cu
dy
.
i. ^ n (hyperbolic), ; J
i x
f
du
h
du
o ~
(parabolic).
arises
elliptic
when a
required to assume prescribed values at points of a closed curve and be regular within the curve. For illustration let us consider the case
when
sin
is
the curve
is
the circle x 2
cos
0,
f
1.
If
condition
is
2nO when x
=
?2
sin 6,
where n
integer, there
no solution
of the equation ~
K
~
which
continuous
is
(D,
*
1)
and
.
and on the
(1
circle*,
satisfies
but there
a regular
When
there
is
a solution
V = 2y
)^
which
its
derivative
dV cy
is infinite
on the
circle.
Classification of Equations
135
927
solution of = 2
if
327
OT
>
namely,
is
V=
r 2n sin 2n0.
On
V=
sin (2n
1) 9,
there
a solution of
*
=
32 F
V=
f(y) which
circle,
~
satisfies
is single
but
~
this solution is
V=
x2
y y
is
a solution of
which
is
and
dxdy
inside the circle.
is
single valued
and continuous
the solution of a problem is not unique or when there uncertainty regarding the existence of a solution the problem
When
some
be
may
An important
is
of the
of
is
mathematical physics
indicated
property of equations of
elliptic type.
Picard*, Bernsteinj
and Lich tens tern t have shown that the solutions of certain general differential equations of elliptic type cannot have maximum or minimum values in the interior of a region within which they are regular. This property, which has been known for a long time for the case of Laplace's
equation, has been proved recently in the following elementary
way.
Let
L (u) =
T A^
1,1
(u)^
4
S B
i
(u) v
be a partial differential equation of the second order whose coefficients AH V) B v are continuous functions of the coordinates (xl> x 2 ... xn ) of a point P of an ndimensional region T. For convenience we shall sometimes use a symbol such as u (P) to denote a quantity which depends on the coordinates of the point P. We can then state the following theorem
,
:
every// u (P) is continuous (), 2) and satisfies the inequality L (u) > where in T, an inequality of type u (P) < u (P ) can only be satisfied throughout T, where P is a fixed internal point, when the inequality reduces to the
u (P ). Similarly, if L (u) < throughout T, the inequality equality u (P) u (P) > u (P ) in T implies that u (P) = u (PQ ). The proof will be given for the case n = 2 so that we can use the familiar terminology of plane geometry, but the method is perfectly general. Let us suppose that L (u) > in T and that u (P = while u (P) <
)
if
P is in
T.
there will be a circle
Ifu^M
the circle u
within
<
Pl9
we have u (P^ = M,
2nd
S.
* E. Picard,
Tmitt tf Analyse,
t. ir,
ux,
vol.
136
Let
whose
circular
C internally at P, then with the exception of the point the inequality u < M. where in
Next
let
circle
of radius
/^
< R
be drawn so as to
t
lie
entirely
K then consists of an arc S (the end points K and an arc $ which does not belong to K.
<
M
'
e,
where
is
a suitable small
......
^ M.
(A)
K
xt
as origin
2
h(P)
where
r2
== e'1
x2
e
a:
f
2
?/
and a >
0.
f
If
x,
y and
f
(M)
 .4w^
f
2?^
f
y f
CM,,
Du x
f
J^,
e^L
boundary J
(h)
4a 2 (Ax 2
is
2&oy
of elliptic
.
J.r 2
f
2Bxy
rt
~
f <7?/
9 2
^ >
&
>
^
0,
K
8
and
0.
so
>
We
<
when
is
on $
& (Pj)
0.
.....
(B)
put v (P) = u (P) small that, in view of (A), we (B) we have further v <
We now
boundary
of
0, where 8 is also chosen so S On account of (A) and on the whole of the on SQ Hence v< and at the centre we have v = Thus v should have a
f
M M
.
maximum
value at some point in the interior of This, however, may l be shown to be incompatible with the inequality L (v) > 0, for at a place where v is a maximum we have by the usual rule of the differential calculus
.
and
^.
Now, by
hypothesis,
therefore
by the theorem
of Paraf
and Fejer
135)
0.
Av xx + 2Bv xy + Bv yv <
But the expression on the lefthand side is precisely L (v) since v x == v v 0, and so we have L (v) < which is incompatible with L (v) > 0. The case in which L (u) < 0, u (P) > u (P ) can be treated in a similar
way.
137
neither of the
<u
(P ), u (P) > u (P can hold throughout T when P This means that u (P) cannot have a maximum or
within which
it is
regular.
This theorem has been extended by Hopf to the case in which the fr notions A, B, C, D, E are not continuous throughout T but are bounded
functions such that an inequality of type
AX 2 +
2BXfM
+ C> 2 >
N (A
n*)
>
holds, with a suitable value of the constant N, for all real values of A and in T. H and for all points The work of Picard has also been generalised by Moutard* and Fejerf.
The
n,
...
Let
n
S
i,...i
a ik
(x1)
I>b r (xl9 x 29
i
...
xn )
(u) r
c (x l9 ...x n
)u=
0,
%2>
Xn)
%n)
be a homogeneous linear partial differential equation of the second order with real independent variables xl9 x2 ... x n and a real unknown function
,
(xl9
x2)
...
xn ). The
*^2>
coefficients
*
^ik \%lj
^n/9
\%l
*^2
>
^n/9
^ (^1
>
^2
>
*^n)
are
all real
yP6S
*2 #2
...
...
xn ) xn )
6r
(a?!,
+ Cj^ +
...
cn xn
ft
c n x^ f
...
6 r f & rl #i
+
tA:
...
rn ^ n f
b rll xf
..,
,
....
fjfc
(^1,
 *n)
I
=
I
for
\Xi\<*i,
zl9 z 2
,
^2
<
^2
+ GW^l + %n <
I
where
...
if
n
t
2 a tk y y k >
1,1
... y ny that is, if the quadratic form is nonthe differential equation has no solution which is 0, regular at the origin and has there either a negative minimum or a positive maximum. If, however, the quadratic form is not negative, that is, if
yl9 y2
negative, and
if
<
71, 71
2 a *iM* <
t
for
some
set of values
if
rj l9
<
^ 2 ... rj k9 there is always a solution regular at has either a negative minimum or a positive c< the requirement that the quadratic form
,
0,
t.
H,
p. 1 (1892).
t Loc.
cit.
138
should not be of the nonnegative type is a necessary and sufficient condition for the existence of a negative minimum or positive maximum at
the origin for some regular solution of the differential equation.
Green's theorem for Laplace's equation. equation (A) of 211
231.
dV\ \
~dz
J
dV
~ is
dV
Interchanging
I
dV
dV
dV
((v du \jv = a K 5
\
onj
=
 
\ox dx
dy dy
dz
dz
In this equation the functions U and V are supposed to be continuous (D, 2) within the region over which the volume integrals are taken. This supposition is really too restrictive but it will be replaced later by one
If the functions U and V are solutions and one which has the same characteristic equation as Laplace's equation, an interesting result is obtained. In particular, if k*U  0,
which
is
of the
same
where k
is
vanishes and
and
z,
is
a sphere and
U = fm (r)Tm (**
where
V = fn (r)Yn
'
(H
'
},
Y m and Y n
fm (r), fn (r) are f unctions such that fm (r) fn we obtain the important integral relation
^ fm
(r)
fn
(r)
Ym
139
An appropriate set of such functions will be constructed in 634. When k is a constant the equations (B) may be derived from the wave2 2 equations D ^ = 0, D ^ = by supposing that u and v have the forms u = U sin (kct ha), v = V sin (kct f /?)
respectively.
0,
The
of heat,
k is real these wave functions are periodic. When solutions of Laplace's equation. equation may also be derived from the equation of the conduction
When
and V are
e~* this possesses a solution of type v V(x, y, z). Green's theorem is particularly useful for proofs of the uniqueness of the solution of a boundary problem for one of our differential equations.
by supposing that
Suppose, for instance, that we wish to find a solution of Laplace's equation which is continuous (Z), 2) within the region bounded by the surface S and which takes an assigned value F (x, y, z) on the boundary of S. If there are = U two such solutions U and F the difference V will be a solution of Laplace's equation which is zero on the boundary and continuous (D, 2) within the region bounded by 8. Green's theorem now gives
==
i dr
>
and
'
dW_ ~
dz
Uj
y"
is
Hence
consequently constant and therefore equal to its boundary value zero. U = V anJ the solution of the problem is unique. A similar con
elusion
may be drawn if the boundary condition is ^~ =0 or where h is positive. If the equation is V 2 F h AF = instead
still
dW
is
dW
~
W = 0,
of Laplace's
holds
when
negative, for
side.
we have
W dr
2
on the righthand
The argument
breaks down, however, when A is positive. In the case of the equation of heat conduction (C) there are some similar theorems relating to the uniqueness of solutions. If possible, let
there be two independent solutions v ly v 2 of the equation ^
9?^
_ = *:V 2
t>
and
v=f(x,
v
y, z) for
=
(t
~
<f>
(x, y, z, t)
on S
>
0),
v continuous
(J5, 2)
140
Let
V=
v1
v2
then
F=
f or t
within S,
V=
on S.
Putting
27
[
/c
I
'
F 2dr,
2 (V F) dr
we have
^=
c#
f
J
3 F /dr = 9
I
Since
[\Sx/
U
+
7 dr
\
'
\dyj
F=
dl
~.
on
the
first
integral vanishes,
I
and so
]
 
AC
c#
/T/^V
U,
/3F\
)
2
/
\
S
~
V\
rfr
/,^AX * >
0).
\G7//
c/2 /
But 7 =
for
0,
therefore 7
<
0,
= 0. 0, consequently we must have 7=0, F These theorems prove the uniqueness of solutions of certain boundary problems but they do not show that such solutions exist. Many existence theorems have been established by the methods of advanced analysis and the literature on this subject is now very extensive. >
232.
Green's functions.
The solution
of
of Laplace's equation or a periodic wavefunction is to be determined from a knowledge of its behaviour at certain boundaries can be made to depend
with the x l9 y l ,z 1 ) be a solution of V 2 G + k 2 G = following properties: It is finite and continuous (D 2) with respect to either x, y, z or x y l z 1 in a region bounded by a surface S, except in the
Let Q(x,
y, z
yl9 zj where it is infinite like T?" cos kR as 7? > 0, R being the distance between the points (x, y,&) and (x l9 y l z^). = 0, At the surface S some boundary condition such as (1) G 0, (2) dG/dn = is satisfied, h being a positive constant. or (3) dG/dn f hG Adopting the notation of Plemeljt and KneserJ, we shall denote the values of a function at the points (x, y, z) (xl9 yly z t respectively (f, 77, ) the symbols and <(!). by (0)
neighbourhood
of the point (x19
1
^
9
<j>
</>
When
a function
like
ordinates of both points it will be denoted by a symbol such as G (0, 1). The importance of the Green's function depends chiefly upon the following
theorem
Let
be a solution of
V 2 C7 + k*U +
* G. Green,
47T/ (x, y, z)
0,
(A)
Math. Papers, p. 31. t Monatshefte far Math. u. Phys. Bd. xv, S. 337 (1904). J A. Kneser, Die Integralgleichungen und ihre Anwendungen in der mathematischen Physik (Vieweg, Brunswick, 1911).
Green's Functions
141
which is finite and continuous (Z>, 2) throughout the interior of a region bounded by a surface 8 and let / (x, y, z) be a function which is finite and continuous throughout !3). We shall also allow / (x, y, z) to be finite and continuous throughout parts of the region and zero elsewhere. Applying Green's theorem to the region between a small sphere whose centre is at (x yl zj and the surface S, we have
,
,
first integral on the right may be found by a simple extension of the analysis already used in a similar case when
2
Now V
1/7?,
(?
k 2 G and the
G=
(O,
I)/ (0)dT
G d
G on
dS
.......
(B)
If
satisfies
the surface
the
and we have*
'0.
(C)
If,
(x, y, z)
and G
on 8 we have
(D)
the value of
values.
U is thus determined completely and uniquely by its boundary = on S we have Similarly, if the boundary condition is ~
o/nr
on
?,
(E)
of
is
by
is
+ hG =
0,
we
have
(F)
and
U is
^
f
hU.
x, y, z) is
1)
the Green's function for the same boundary &, we must also surround the
is finite
* It
the formula (C) gives a solution of (A). Petrmi has shown in fact that when/ is merely continuous the second derivatives of the integral may not exist or may not be finite. Ada Math. t. xxxr, p. 127
(1908). It should be remarked that Gauss in 1840 derived Poisson's equation (261) on the supposition that the density function/ is continuous (/>, 1). With this supposition (C) does give a solution of (A). Poisson's equation and the solution of (A) are usually derived now for the case of a function / which satisfies a Holder condition. See Kcllogg's Foundations of Potential Theory,
ch. vi.
142
point (#2
y*, z*)
(x, y, z)
g g
(2, 0).
We
(2, 1)
= G (2,
/2 _
L_J
(jl^
,'
(2 , 0)
G (0,
1)
This
g g
(2, 0)
may
when G
(2, 1) is
be regarded as an integral equation for the determination of (0, 1) is known or for the determination of G (0, 1) when known. In some cases the Green's function for Laplace's equation
(k
0)
can be found and then the integral equation can be used to calculate
or to establish its existence.
it
(2, 0)
for Laplace's
equation, when
exists,
is
unique, for
G (0,
1),
H (0,
1)
1)
V
would be continuous (D,
is
(0)
= G
(0, 1)
H (0,
2)
S and satisfy the boundary condition that was assigned, but such a function
known
to be zero.
of a 2 the function g
(2, 0)
it
Q)
fl
(2> Q)
^
.
Q)
+ .......... (R)
The
first
term
is
= 0) and equating substituting the series in the integral equation (with k 2 80 long as the series converges coefficients of the different powers of a
this
exists, will certainly
equation and
the corresponding Green's function for Laplace's known, the other terms may be obtained successively by
is
The value of g (2, 0), if it not be unique when a 2 has a singular or characteristic value for which the "homogeneous integral equation" has a solution which is different from zero. In this case
method
gives a unique value of g
(2, 0).
</>
4rr</>
(1)
(a
 i) JV
(0)
(0, 1) rfr
...... (I)
<
(0)
= U
(x, y, z) is
the assigned boundary conditions and the other conditions imposed on U. The solutions of this type are of great importance in many branches of mathematical physics,
/fcr
satisfies
t/=0, which
The characteristic values of a 2 are called Eigenwerte by the Germans and the corresponding functions Eigenfunktionen. These terms are now being used by American writers, but it seems worth while to shorten them and use eit in place of Eigenwert and eif in place of Eigenfunktion. The same terms may be used also in connection with the
</>
homogeneous
integral equation (I). In discussing this equation it is convenient, however, to put k = 0, so that G becomes the Green's function
143
for Laplace's equation and the assigned boundary conditions. Denoting this function by the symbol 4rrK (0, 1) we have the integral equation
(0)
K (0,
V2
<f>
1)
dr
cr
2
<f>
boundary conditions, that is, for the determination of the eifs and eits. The function (0, 1) is called the kernel of the integral equation; it has
by the equation
K (0,
This
1)
K (1, 0).
in the formula (B)
may
be seen as follows.
4rr/ (0)
If
we put
2
(o
k 2) g
(0, 2)
and proceed
(I, 2)
(2, 1)
^^
2)
/</
(0, 2)
O (0,
1)
dr
Putting o = k and comparing this equation with the previous one obtain the desired relation. When k ^ the relation gives
we
0(1,
=
is
0(2,1).
~(j'Yl
When
one
given by Helmholtz in the theory of sound. If to an eit v 2 which is different from a 2 we have
(0) is
an
eif
corresponding
I
and,
if
(1)
v2
(0)
(0, 1)
dr
K(0,
=
Hence the
eifs
<
<
(0)
I (0) dr. =
(1)
* (1) drj.
and
/r
be used to prove that the eits a 2 are all real. If, indeed, a were a complex quantity a + if! the corresponding eif (0) would also be a complex quantity x (0) + i<*> (0), and since is real the = x (0) *<*> (0) would be an eif corresponding to the eit function (0) 2 = v a i/J, and the orthogonal relation
This result
2
may
<f>
=
would be
jt (0)
(0) <*TO
=
{[
is
(O)]
[co (0)]*}
dr.
is
satisfied. This,
however,
144
either zero for all values of the variables or positive for some, but
zero
only when
(0)
(0)
0,
To prove that
all
positive
of the equation
\(f) (^) + \dz / J )'] \dy / l\ox/ The Green's function is usually found in practice by finding the eifs and eits directly from the differential equation and then writing down a suitable expansion for G in terms of these eifs. The question of convergence is, however, a difficult one which needs careful study. The method has been used with considerable success by Heine in his Kugelfunktionen, by Hilbert and his coworkers, by Sommerfeld, Kneser and Macdonald,
4
* Jj U'dr =
f J
U Vffrfr
f J
(f
dr.
Partial difference equations. The partial difference equations analogous to the partial differential equations satisfied by conjugate functions are _ ~ , x> 7/ u x _ ., v "Hi My
233.
,,,
162
Vxz
4
Vyy
0,
which are analogous to Laplace's equation. These difference equations have been used in recent years to find approximate solutions of Laplace's equation when certain boundary conditions are prescribed* and also to
establish the existence of a solution corresponding to prescribed conditions.
boundary
2 h,
Let us consider, for instance, a square whose sides are x {_ 2h and let us introduce the abbreviations
h,
= (y); u(x,b)=[x], (x, p) u(b,y)=(y), then we have eight nonhomogeneous equations (fiAequations)
u
= u(p,y) =
2h,
h,
j8
2h,
(x, y)
(xy), [x],
 (0) + 4 (aa) = (a) f [a], 4 (aa)  (a) f [a] (0)  (Oa)  4 (aO) =  (0), (aa) + (00) f (aa)  4 (Oa) =  [0], (aa) + (00) + (aa)
(Oa)
f
(Oa)
+ + +
(aO)
(Oa) f (aO)
(act)
4 (aa)
4 (aa)
(aa)
(a) f [a],
(00)
(aa)
(00) f (aa)
4 (aO)
4 (00).
The
first
(aa), (aa)
4 (00)
step in the solution in the ^equation. This gives the equations  14 (aO) 4 (a) 4 (a) 4 [a] 4 [a] 4 4 (6)  0, 4 (Oa) (Oa)
is
4 (00) 4 (00)
4 (00)
4 (aO) 4
4 (aO) 4
(aO)
4 (a) 4 (a) 4
0,
0,
0.
,
145
=
2
(a)
16 (00)
+ 12 (aO) f 12 (Oa) f 12 (aO) f 12 (Oa) + 2 (a) + 2 (a) f 2 (a) f 2 [a] f 2 [a] f 2 [a] 4+ 4(0) + 4(0) + 4[0]+4[6].
[a]
Combining this with the homogeneous equation we see that the quantity on the righthand side of the last equation is equal to f 32 (00) and so
the quantity (00) is obtained uniquely. Similarly, if the sides of the square are x
16 7iAequations
3h,
3h there are
and 9 Aequations which may be solved by first eliminating the quantities which do not occur in the /^equations. We have then to
solve 9 linear equations in order to obtain the remaining quantities, but these 9 equations may be treated in exactly the same way as the previous set of 9 linear equations, quantities being eliminated which do not occur
in the central equation. In this way a value is finally found for (00). similar method may be used for a more general type of square net
Let the four points (x f h, y), (x h, y), (x, y ,+ /*) be called the neighbours of the point (x, y) and let the lattice L y consist of interior points P, each of which has four neighbours belonging to the lattice, and boundary points Q, each of which has at least one neighbour belonging to the lattice and at least one neighbour which does
lattice.
(x,
work or
h)
lattice.
when
^4 S+1 is
1, 2, ...
chain of lattice points A lt A 2 ... A n+1 is said one of the neighbours of A s for each value n. A lattice L is said to be connected when any
,
two of its points belong to a connected chain of lattice points, whether the two points are interior points or boundary points. The lattice has a simple boundary when any two boundary points belong to a chain for which no two consecutive points are internal points and no internal point P is consecutive to two boundary points having the same x or the same y as P. The solubility of the set of linear equations represented by the equation u x f u y y = (A) for such a lattice may be inferred from the fact that this set of linear equations is associated with a certain quadratic form
x
h 2 2 (u x * f uj) where the summation extends over all the lattice points, and a difference quotient associated with a boundary point is regarded as zero when a point not belonging to the lattice would be needed for its definition. This summation can, by the socalled Green's formula, be expressed in the form
9
 WJ^u(u x2 + u v y)  h^uR(u), P
Q
(B)
(u) associated
defined
by the equation
hR
(UQ )
f
u2
h ...
us
&UQ,
146
u xx
U B are the 8 neighbouring points of U Q (s < 3). Since the quadratic form can be expressed in terms of boundary values. If there were two solutions of the partial difference equation with the same boundary values, the foregoing identity could be applied to their
where u^u^,
f
uv?
difference
u v and since the boundary values identity would give the relation
y
of
v are
all
zero the
2
which implies that u x
lattice
;
[(*
=
u
*.)
0,
+
uy
is
(u,
v y y]
o,
(x, y)
vx
consequently, since
of the
must be zero
A2
2
P
(vu xx
f
vUyj
uv xx
uVyy)
h
f
2
Q
[vR
(u)
uR
(v)]
uyy
[(u x
+ v x )* +
=
(u y
v y )*] =
(u)
 2 (u + v) (v xx + v vy  h~ l S (u)
P
)
(v)
+ R (u)]
Q
*
A 1 A1
S [vR
Q Q
 uR (v)] + 2
Q
(u)
(v x
vv 2
+ ux + u y
*
+ uR (v)]
form. The system of linear equations u xx f u yy = can, indeed, be obtained by writing down the conditions that the quadratic form should be
the transformations being made with the aid of Green's formula (B). This equation shows that the solution of u xx p u yy = and the prescribed boundary condition gives the least possible value to the quadratic
minimum when
With a change
form
the boundary values of u are assigned. of notation the quadratic form may be written in the
ml n
where the quadratic form
equations H
N 2
N 2
1
c mn u m u n
N 2 an un +
n
1
6,
is
...
CIN U N
a 1?
has a determinant

c mn
which

is
of illustration
we
not zero and so can be solved. consider a lattice in which the internal
Associated Quadratic
of the variable
Form
147
lattice points
by corresponding values
denoted by
t/s.
is
in this case
K*g +K^i)
2 2 4to  ^2) 2 +
*>e)
(t>3
K K
,
+K^
to
^i)
+ to 
t>
2
,
9)
and
it is
respect to
u2
respectively are
f
and are
the
of
1*3+^5 + V3> the required type. The quadratic form is, moreover, equal to
4^j
v2J 4^2
= u + u2 + ^
^+
sum
of the quantities
t^WaVMtJoJ+M^  <NO  w2  u4  v9 4 w4 (4w4 w3 i*5  v1  vB )+u6 (4w6 ^2 ^4^^4),  wo) 4 Vi (i ~ ^) + v2 (^2  ^i) 4 % to ~ ^2) 4 ^4 (^4 ^o (o  Ws) + v10 (VM  ^ f v6 to  ^s) 4 v? v?  %) 4 vs (vg  u4 + v9 (w9
)
)
)
We assume that 6 is a simply connected a boundary F formed of a finite number of arcs ^plane with with continuously turning tangents. If v is an integrable function defined within G we shall use the symbol {v} to denote the integral of v over the area G and a similar notation will be used for integrals of v over portions
234.
TAe
limiting process^.
region in the
which are denoted by capital letters. Let G h be the lattice region associated with the meshwidth h and the region G, and let the symbol G h [v] be used to denote the sum of the values of v over the lattice points of G. Also let the symbol I\ (v) be used for the sum of the values of v over the boundary points which form the boundary I\ of G h This notation will be used also for a portion of G h denoted by a capital letter and for the lattice region Q h * belonging to a
of
.
partial region
Now
region
as h >
Q* of G. / (x, y) be a given function which is continuous (D, 2) in a enclosing G and let u (#, y) be the solution of (A) which takes the
let
y) at the
boundary points
of
G h We
.
shall
the function u h
(x, y)
(x y y)
f R. Courant, K. Friedrichs and H. Lewy, Math. Ann. vol. c, p. 32 (1928). See also J. le Roux, Journ. de Math. (6), vol. x, p. 189 (1914); R G. D. Richardson, Trans. Amer. Math. Soc. vol. xvm, p. 489 (1917); H. B. Phillips and N. Wiener, Journ. Math, and Phys. Mass. Inst. Tech.
vol. n, p.
105 (1923).
102
148
as
satisfies
(#,
region lying entirely within G the difference quotients of u h of arbitrary order tend uniformly towards the corresponding partial derivatives of
(x, y).
condition u
In the convergence proof it is convenient to replace the boundary f on F by the weaker requirement that
<$>{(^~/) }*0
where Sr than r.
is
asr>0,
that strip of
G whose
F smaller
The convergence proof depends on the fact that for any partial region lying entirely within G, the function u h (x, y) and each of its difference quotients remains bounded and uniformly continuous as h > 0, where
G*
uniform continuity is given the following meaning There is for any of these functions w h (x, y) a quantity 8 (e), depending (p) denote the value of the only on the region and not on h, such that if w h function at the point P we have the inequality
:
I
*V P)  *^ (PI) <

whenever the two lattice points P and Pl of the lattice region G h lie in the same partial region and are separated by a distance less than 8 (e). As soon as the foregoing type of uniform continuity has been established we can in a wellknown manner f select from our functions u h a partial sequence of functions which tend uniformly in any partial region 6?* towards a limit function u (x, y} while the difference quotients of u h tend uniformly towards that of u (x, y} differential coefficients. The limit function then possesses derivatives of order n in any partial region G* of G and in this region. If we can also show that u satisfies the satisfies V*u = boundary condition we can regard it as the solution of our boundary
for the region. G. Since this solution is uniquely determined, it then that not only a partial sequence of the functions u h but this appears
problem
itself
The uniform continuity of our quantities may be established by proving the following lemmas * the sums h*Q h [u*] and h*G h [u x 2 + u y z ] remain bounded. (1) As h
:
(2)
If
w = wh
if,
satisfies
>
of
G h and
as h
the
sum
the difference equation (A) at a lattice point h 2 G A * [w 2 ] extended over a lattice region
,
Gh*
any
associated with a partial region G* of G, remains bounded, then for fixed partial region 6?** lying entirely within 6?* the sum
used
f See for instance, Kellogg's Foundations of Potential Theory, p. 265. is known as Ascoli's theorem; it is discussed in 445.
The theorem
to be
Inequalities
149
over the lattice region 6? A ** associated with 6**, likewise remains bounded as Ti> 0. When this is combined with (1) it follows that, because all the
of the function u h also satisfy the difference equation difference quotients each of the sums h 2 G h * [w 2 ] is bounded. (A),
(3)
From
it
quotients themselves are bounded and uniformly continuous as h > 0. The proof of (1) follows from the fact that the functional values u h are
themselves bounded. For the greatest (or least) value of the function is assumed on the boundary *f and so tends towards a prescribed finite value.
The boundedness
of the
of the
sum h 2 G h
[u x
f
uy2]
is
minimum
property
h*G h [u x 2
+ u y < WQ K
2
]
(fx
+ A 2 ],
[\dx/
but as h>
the
sum on
\(
f
v
)
,
which, by
\vy>)
f
hypothesis, exists.
2 To prove (2) we consider the sum h 2 Q [iv x 2 f w^ + w y 2 w^ ], where the summation extends over all the interior points of a square Q Now
l t
.
h 2 Qi
**
+ Wy + ?V] = 2
2
1
(w
2
)
 S
(w
v
2
),
where
Q ... Q v with the Applying our formula to each of these squares and observing that we have always 2h 2 Q [w x 2 + w y 2 ] < Ji 2 Q k [w, 2 f w 2 2 + w y 2 + w g *] (k > 1),
,
are respectively the boundary of boundary of the lattice points lying within Sj now consider a series of concentric squares Q
j
.
and 2
Q and
l
,
the square
We
boundaries
S 19
...
2^v
we obtain
2h 2 Q [w x 2
+ wy < 2
2
]
A*
(w
1
2
)
 2
k
(iv
(0
<
<
n).
of this
2
]
type we obtain
(w
2
)
wy < S
n
2
 S
1
(w
2
)
< S
n
(w
2
).
Summing
this inequality
from n
[w x
2
to
N we get
Diminishing the squares Q and Q N towards two fixed squares lying within and having correconverge sides separated by a distance a. In this process Nh > a and we sponding have independently of the meshwidth a2 2 h 2 Q [w x 2 Q N [w 2 ]. v ]< Uf
NhQ
f
^w
/>
t On account of equation (A) the value of uh at an internal point is the mean of the values at the four neighbouring points and so cannot be greater than all of them, consequently the greatest value of M* cannot occur at an internal point.
150
With a
constant a for any two partial regions of G, one of which lies entirely within the other. Hence the surmise in (2) is proved. To prove that u h and all its partial difference quotients w remain
bounded and uniformly continuous as h > with corners P QQJ P, Q and with sides P
,
we
Denoting these lines by the symbols Q X respectively we start length from the formula 7 ir / 7 9 r p r K^O  w p* = hX (w x ) + h*R [w xy ]
a.
, v
,
,
WQ _ W P
Q
Q

< hX
(
wx
)
+
Q
h*R
[
w xy
]
......
(C)
which
is
initial position
X distance 26 from X
(b/h) f 1
with
lattice points.
We
where the summations on the right are extended over the whole rectangle
PQPQ
2

By Schwarz's inequality it then follows that w  u#> < (2a/6)* (A 2#2 [w x 2 ])* f (2a6)i (& 2#2
2
.
[^ xv
])*.
2 by A
by hypothesis, the sums which occur heVe multiplied the difference w p remain bounded, it follows that as a > wA
Since,
<> 
^

independently of the mesh width, since for each partial region G* of 6? the quantity b can be held fixed. Consequently, the uniform continuity of
wh
of
G* h*G*[w h *].
in
Similarly, it holds for the t/direction partial region (7* of G. The boundedness of the function finally follows from its uniform continuity and the boundedness
any
By this proof we establish the existence of a partial sequence of functions u h which converge towards a limit function u (x, y) and are, indeed, continuous, together with all their difference quotients, in the
sense already explained, for each inner partial region of G. This limit function u (x, y) is thus continuous (Z>, n) throughout (?, where n is
arbitrary,
tod
it satisfies
In order to prove that the solution fulfils the boundary condition formulated above we shall first of all establish the inequality h 2Sr ,h
2
[v
< ArWSfth
[v x
f
V] +
Brhr h
(v
),
......
(D)
where
Sf)h
is
Gh
which
lies
x.
within the
t This term
151
.
boundary
strip
Sr which
,
is
constants A, B depend only on the region and not on the function v or the meshwidth h. To do this we divide the boundary F of G into a finite number of pieces
for which the angle of the tangent with either the x or t/axis is greater than 30. Let y, for instance, be a piece of F which is sufficiently steep (in the above sense) relative to the #axis. The xlines through the endpoints of the piece y cut out on Fr a piece yr and together with y and yr enclose a piece sr of the boundary strip Sr We use the symbol s h to denote
.
ft
the portion of
Gh
boundary F A by y h
Sr th
o?line to be drawn through a lattice point P h of meet the boundary y h in a point P h The portion of this #line X h which lies in s r th we call p r th Its length is certainly smaller than cr, where the constant c depends only on the smallest angle of in
We now
.
imagine an
Let
it
__
P h we
(v x ).
v ph
v ph
hx h
+
<
2 (iA) 2
2crhpTfh
(v x
).
respect to
Ph
in the ^direction,
we
get
again in the ^/direction we obtain the relation hsr h [v*] < 2crT h (v?*)* + 2c*r*Sr h [v,*].
,
,
Writing down the inequalities associated with the other portions of F and adding all the inequalities together we obtain the desired inequality
(D).
By
in
similar reasoning
we can
Cl
hr h
h*G h
(V + V]
G and
not on the
c ls c 2
mesh
We now
(D)
put v h
= uh
f
fh
2 2 Then, since h G h [v x
v y 2 ] remains
on F A bounded as h
.
> 0,
we
obtain from
......
(h*/r)Srtk [v*]<Kr,
is
(E)
a constant which does not depend on the function v or the meshSpfh of two width. Extending the sum on the left to the difference S^ h
where K
boundary strips, the inequality (E) and we can pass to the limit h * 0.
still
From
we then
get
(l/r)S[v*]<Kr,
152
where 8
inequality
Sr
S and
fl
^^^
/.
(1/jp)
Now
letting
/>
> 0,
we obtain
the
^ [(u _ /)2]
^^
which
condition.
241.
" Calculus of or set of equations is derived by using the ideas of the Variations*." This expression is useful for several purposes. In the first
\ concise expression
The derivation of physical equations from a variational principle. may be given to the principles from which an equation
now
available for the direct solution of problems and these can sometimes be used with
advantage when the differential equations are hard to solve. Secondly, when an integral's first variation furnishes the desired physical equations the expression under the integral sign may be used with advantage to
obtain a transformation of the physical equations to a new set of coordinates, for the transformation of the integral is generally much easier
than the transformation of the differential equations and the transformed equations can generally be derived from the transformed integral by the methods of the "Calculus of Variations," that is, by the Eulerian rule.
To
illustrate the
of the integral
sv \
"a
\dy/
)
+ /2F br
\dz
is
when
so that
the dependent variable V is alone varied and its variation it vanishes on the boundary of the region of integration.
chosen
We
have
a I/ V
8x
dx
8x
Q v (SF), etc. h
~ J7
Hence
87
\~
f
j^
(8V)
...1
dxdydz
V~dSdn
The
the differential equation ^
..^^ 2
\8V.V 2 Vdxdydz. y
J J J
on the boundary, consesurface integral vanishes because 8F = the first variation 87 vanishes altogether if F satisfies everywhere quently
!/
0.
The condition 8 F =
variations of
are concerned
on the boundary means that as far as the possible F is specified on the boundary. It is easily
* The reader may obtain a clear grasp of the fundamental ideas from the monograph of G. A. Bliss, "Calculus of Variations," The Carus Mathematical Monographs (1925).
Variational Principles
seen that a function
153
value of /
if
it is
when it is a solution of V 2 V = 0, regular within the region, than any other regular function having the assigned values on the
boundary. In the foregoing analysis it is tacitly assumed that V 2 V exists and is such that the transformation from the volume integral to the surface integral is valid. If V is assumed to be continuous (Z>, 2) there is no difficulty but, as Du BoisReymond pointed out*, it is not evident that a function V which makes 87 = does have second derivatives. This difficulty, which
has been emphasised by Hadamardf and LichtensteinJ, has been partly overcome by the work of Haar There are in fact some sufficient conditions which indicate when the derivation of the differential equation of a varia.
tion problem
is
permissible.
For the corresponding variation problem in one dimension there is a very simple lemma which leads immediately to the desired result. The
variation problem
is
is
x\
Writing
dV = 
V = U we have
to
show that
if
which
U(x,)= U(x2 = then is a constant (Du BoisReymond's Lemma). To prove the lemma we consider the particular function
......
(B)
U(x)
(x 2
x)
J Xt
(f)
dg
(x
x,)
JX
PMtf)
dg,
which
satisfies (B)
(x) is
continuous
* P.
c],
say.
vol.
f J.
J
Hadamard, Comptes Rendus, vol. CXLIV, p. 1092 (1907). L. Lichtenstein, Math Ann. vol. LXEX, p. 514 (1910).
A. Haar, Journ. fur Math. Bd. CXLIX, S. 1 (1919); Szeged Acta, t. in, p. 224 (1927). Haar of a twodimensional variation problem the equation 87 = leads to a pair
whose of simultaneous equations of the first order in which there is an auxiliary function elimination would lead to the Eulerian differential equation if the necessary differentiations
could be performed. Many inferences may, however, be derived directly from the simultaneous equations without an appeal to the Eulerian equation.
154
We
now assume
that
M(x)
is
tinuous) so that this equation holds in the interval (x l x 2 ) except possibly at a finite
(x),
satisfied
integrable over the range (xl9 x 2 ) and, on account of the end conditions (B) by U(x), we may write (A) in the form
for
cx t
this
equation becomes
2
[M (x)
and implies that
c]
dx
0,
d2 V = 0. dx 2 An extension of this analysis to the threedimensional case is difficult. To avoid this difficulty it is customary* to limit the variation problem and to consider only functions that are continuous (D, 2) throughout the region of integration. The function V and the comparison function V + U are supposed to belong to the field of functions with the foregoing property.
(x)
c,
hence 7a#
dM =
and
vz
The problem
is
is
to find,
if
possible, a function
of the field
such that 81
zero whenever
U belongs
V
to the field
and
is
presented in this restricted form a lemma is necessarily satisfies the differential equation. We
is
if
U.V 2 V dxdydz^
for all admissible functions U, then
0,
V2 V =
0.
of the proof may be made clear case. then have the equations dimensional
The nature
We
<f)
(x)
U (x)
dx
0,
Since
is continuous in (xl9 x2 U (x) is continuous (Z>, 2), <f>(x) U (x) is otherwise arbitrary we may choose the particular function x < a< x< 6< x U (x) = (x a) 4 (b #) 4 = otherwise.
).
If <f>(x)
(x lf
x2 )
it
would have a
some
interval
(a, 6)
contained within (x l9 #2 ),
vol.
I,
p. 165.
Fundamental Lemmas
but this
<f>
155
is
(x)
i
U(x)dx
positive.
J X\
To extend
this
lemma
it is sufficient
value of
>
^3)
In this
way
it
field
function
for
which 81
is necessarily a solution of 0. The foregoing analysis does not prove, however, that such a function exists. Similar analysis may be used to derive the equation V 2 + k*(f> = from a variational principle in which
2
<f>
V V=
8 If
\Ldxdydz =
0,
When
finite
the potential
<f>
is
of the
is
k2
2
<f>
not*.
EXAMPLES
8
i.
if
/ass
"
f/T(li)
the equation 87 = may be satisfied by making V f(x + y) have first derivatives but not necessarily second derivatives.
2.
g(x
y)
The
variation problem
8
F(VX Vy
,
x,
y)dxdy =
~ W dF W ~~ BV ~dV
x
'
'
the suffixes
x,
[A. Haar.]
242. The general Eulerian rule. To formulate the general rule for finding the equations which express that the first variation of an integral
is
zero
we
f f ...
L dx
dx2
. . .
dxn
where
*
,
is
vol.
xx,
p.
347 (1922).
156
x2
brevity
#!,
,
we use
etc.
Suffixes
1,
2, etc.
If there are
to denote derivatives with respect to quantities u, v, w, ... which are varied inde
pendently except for certain conditions at the boundary of the region of integration, there are m Eulerian equations which are all of type
o
=
du
_
S
,idx 3 \duj
1
2l
^it^i dx a dx t \du st ) /
e at
"
!
"
33 aavaar.a*;
SL
?t .?!
these are often called the EulerLagrange differential equations, but for brevity we shall call them simply the Eulerian equations.
If /j 1 2 l n are the direction cosines of the normal to an element of the boundary, the boundary conditions are of types
,
,
. . .
rdL
'
i 2i
a/A
e
ldu.
2!
aTA "a^J
a
2j
a/A
e
3!
a*;aa:A
"'9rJ
"T
rl
0= S
a
!
boundary conditions of the first type, mn boundary conditions of the second type, ^mn(n 1) boundary conditions of the third and so on. In these equations the coefficients $ st rst are constants type,
There are
,
= e rst = = =
8t
t, t,
2
1
8=
^ r = r =
r
2 6
^ ^ s ^
t, t,
t.
The equations (A) are obtained by subjecting the integral to repeated integrations by parts until one part of the integral is an integral over the boundary and the other part is of type
...
l[USu+ V8v+
WSw+
...]dx,
...
dx n
The equations
y _ ^
w=
Q? is
are then the Eulerian differential equations*, while the boundary integral
Su t
+ L U n Su rt +
...],
0,
f/ (
=0 (=1, 2,...),
f/ rt
=0
(r=
Ex.
2, p. 183,
end
157
[su
a
r
ou
j)
a
(
SL
\
ail
s
r,
l_/^\]
a
^2 s
/^\
/dL
r
[_
a U I i3L] ~ ^ ^ U u\ vx
\
r
\
u ^
L
r
__
r\
3//1
/a//\~]
d*
/dL'
The reason
t st is
now
apparent.
depends only on a single quantity u and its first derivatives the Eulerian equation is of the second order. The variation problem is then said to be regular when this partial differential equation is of elliptic type. The distinction between regular and irregular variation problems becomes apparent when terms involving the square of 8u are retained and the sign of the sum of these terms is investigated (Legendre's rule).
When L
For a physically correct variation problem a direct method of solution often advantageous. The wellknown method of Rayleigh and Ritz essentially a method of approximation in which the unknown function
approximated by a
finite series of functions,
is
each of which
satisfies
the
specified boundary conditions. The coefficients in the series are chosen so as to make 81 = when each coefficient is varied. The problem is thus
for solutions which are simple functions of these coordinates. The necessary transformations can be made without difficulty by the rules of tensor
analysis
calculus, but
sometimes they
may
be obtained
which occurs in a variational problem from which they are derived. The principle which is used here is that the Eulerian equations which are derived from the transformed integral must be equivalent to the Eulerian equations which were derived from the original integral because each set
of equations means the same thing, namely, that the first variation of the formal proof of the general theorem of the covariance integral is zero.
book we shall
Hilbert and
Koschmieder, Math.
I.e.
Zeits.
Bd. xxiv,
S.
181, Bd.
xxv,
S.
74 (1926);
Courant,
p. 193.
158
regard this property of covariance as a postulate. It is well known, of course, that the postulate leads to the Lagrangian equations of motion in the simple case when the integral is of type
Ldt,
where
L = / [qly q2 = T  F,
...
qn
q ly q 2
...
qn ]
= dL
dq 3
c
,
__.
'
dt \Sq s J
The quantity T here denotes the kinetic energy and V the potential energy. V is a function of the coordinates which specify a configuration of the dynamical system, while T is a positive quantity which depends on both the q's and their rates of change, which are* denoted here by g's.
In the simple case
when
j
m=
TT
n n
IVV/v rs A r A s 2j Zj d
q q
i
n n
l.VV/ 11
n n
the covariance of the equations
where the
coefficients
a rs
c rs are constants,
is
easily confirmed
by considering a
Ql
Qn
in
Inl9l
Inn9n>
which the
coefficients
l rs
are constants.
The advantage of making a transformation is well illustrated by this case, because when the transformation is chosen so that the expressions for T and V take the forms
A,Q,
+C
+
Q,
0,
of
type
a s cos
(n,t
ft),
(n*A,
= C
t)
where a s and j8, are arbitrary constants. These coordinates the normal coordinates for the dynamical problem.
are called
Our object now is to see if there are corresponding sets of coordinates associated with a partial differential equation.
2432.
159
,
77,
such that
dx*
dy
dz 2
ad^
+ bd^ +
cdt*
,
where
a, 6, c, /, g, h, are functions of
77,
we use
suffixes
1, 2,
a:,
t/,
z to
x, y, z
and
suffixes
3 to denote
We
then have
'?
t)
7 df d^dt, /
say,
say,
h
Therefore
af)
J*F, say.
F 3 + 20V 3 F, + 2H Vl F2 ]
By
Euler's rule 87
9
/
when
3L\
a? va v\ )
9_
9L_\ V3 F 2 y
a^ va F 3 )
is
3L \ ~ _
u>
of Laplace's equation
thus
^A
c/f
I
nv UV =
a ^.
8
**
n
C/TJ
*
oy
c/4
If
is
+ F V 2 + Vz 2 
XV*]dxdydz,
(A)
is
where
U=L
(A)
AF
/J,
0,
V 2 F + AF =
by Euler's
rule,
DV +
XV IJ
160
which
into
V2 F
transforms
J.DV,
J2 a
&
!
where
h
b
=
\
1.
f
c
The
result
is
that
2
dV\
A8
8F
is of great importance and will be used in the succeeding chapters to find potential functions and wavefunctions which are simple functions of polar coordinates, cylindrical coordinates and other co
This result
dx 2
f
dy*
dz*
*2
(r/
H
d^
/
f
2
),
^^\ K '^7 3 V 9^
dv\ }^
;
/
\
K *
dv\ H~
drjj
a S
^
sv\
Srj\
/cF
is
a solution of
if
Inversion
this case
is
satisfies
/**,
The
inference
is
that
if
F (x, y, z)
,
is
the functiont
x
\r
2
'
y
r2
r
is
also a solution.
satisfies
the requirements
'
is
^
* Journ. ftir
_ ~
ax_
'
y~+Tz
xii, p.
r2
a2
" '
_ ~
r2
f
a2
iz)
2 (y"+ w)
2i (y
Math. vol. xxxvi, p. 113 (1848). See also J. Larmor, Caw6. Phil. Trans, vol. 455 (1884); vol. xiv, p. 128 (1886). H. Hilton, Proc. London Math. Soc. (2), vol. xix, Records of Proceedings, vii (1921). Some very general transformation formulae are given by V. Volterra, Rend. Lined, ser. 4, vol. v, pp. 599, 630 (1889). f This result was given by Lord Kelvin in 1845.
Special Transformations
In this case
dx'*
161
dy'*
+ dz'* =
^
~

[dx*
<fy
(x, y, z) is
ax
>
j_a
r2
a2
,+is
2 (*TMz)
2i
w) J
also a solution.
may
n dimensions
^ y yy
2
^y
dx n 2
if
dX}
If
dx2 2
(#!,
#2
...
xn )
is
is
also a solution*,
and
(*+ix\~*F\ 2 T "^
1
*
a2
'
r2
2;
(i
x
8
J
^3_
'
^2)
2t (ij
tij
*! Hh is,
^ + ixJ
is
a second solution.
We
=
t,
shall
now
Putting
Xj 4 ix2
ix2
and the
is
result
is
that
if
H =
2
a; 3
4 ...
xn 2 and
,
if
jP (s,t,x 3 ,
... arn )
a solution, then
~n
is
also a solution.
Now
v
a particular solution
8
is
given by
=
is
u
2
(t)
x$,
XD
...
x n ))
where
(t,
# 3 #4
,
...
xn
dU
d2
d2
2 dimensions. The inference which is suitable for a space of n U is one solution of this equation, the function
a*
is
that
if
ax 3
y
ax,
f
*
T"'*"~7
p.
The
first result is
459 (1903).
II
162
is
a second solution.
When U
is
particular solution
which
may
be regarded as fundamental.
EXAMPLES
1.
Prove that
o
if
ct,
ctf,
p**x +
iy t
a ~z
+ ct,
j3' (
b ** x  iy,
,
a'z' +
the relations
a' = z'ct', b'  x'  iy iy', = na 4 wp 4 r f a' (la ma 4 v 4 g), up p)  0' (va 4 mb  /), a' (wz f ft  e) =  tm  rib f  6' (Za ~ w/3  ^p), a' (~ ma + v)8 f q)  foz f j  f) = ja  M f + 6' (wa + Z6  e), mb a' (va
px' +
j3
I
A;
f
in which
J,
m, n,
u, v t w,f, g, h, p, q, r, s, e,j,
dx
2.
dy'*
h dz'*
c z dt' z
dy*
f
^2 2
Prove that
if
c*
(x
+
(x
iy) 0,
(z f
d)
=*
f
iy),
iy'),
give
ct'
$+
<*')
'
0' (#'
!/>'
(*'/),
where
X^
^w
~~ v< t>'
w^'
4 J,
2*51.
Let
u, v.
jPAe equations for the equilibrium of an isotropic elastic solid. be the components of the small displacement of a particle,
Y, Z originally at x, y, z, when a solid body is sliglitly deformed, and let be the components of the body force per unit mass. We consider the
,
/
where
Ldxdydz,
L=S +
W, with
vY
25
(A
2/i) (u x
vv
4
w )* f ^ [K +
z
'A
and p being positive constants. The quantity 8 may be regarded as the is the work done by the body strain energy per unit volume, while forces per unit volume. The densitj7 /> is supposed to be constant.
We now
wish
to be a
minimum
163
The Eulerian
dz
where
Xx =
Yy = Z =
z
2pu x + X(u x +
2fjLV v 4
vy
+w
4
z ),
A (u x A (u x
,
44
vv
vv
a
,
w,)
2/xtik 4
+^
Z^,
2 ),
).
The
of stress,
yy Z
X
,
components
e x x*=u x)
e yz
e vv
.
=v v
e zz
,
=w
e^y
= wy +
vz
e za
ft, 4
w; x
==
vx
4
u V9
components
of strain.
may
28
X x e xx 4 Y
x
y e vv 4
Zz c +
AA,
r,e v ,
4
Z x egx
,
4
^e^,
while the relations between the components of stress and strain are
X = 2fie xx
7V  2M e Z = 2/iC A = ux
z
tfv
\
The
relations
may
also
).
The coelSicient E is Young's modulus, the number a is Poisson's ratio, and /A is the modulus of rigidity. The quantity A is the dilatation and
xm
we have
o,
164
is
called the modulus of compression. The different elastic constants are connected by the equations
F_M?\+2M)
A
4 /*
A
'
2~(A
/*)'
*__J0_ 3
6(7*
On account of the equations of equilibrium the expression for 87 be written in the form
(X x Su + Y x Sv + Z x Sw) +  (X y 8u +
r)
may
Y y bv + Z y Sw)
8v
4
Sz
(X z 8u
4
+Z
1
3
8w)
dxdydz,
[X Su
v
f
where
= IX x
f
4
^2,
The quantities v Y V9 Z v are called the components of the surface traction across the tangent plane to the surface at a point under consideration. In many problems of the equilibrium of an elastic solid these
,
be
re
found.
The equations
garding
of
motion of an
,
elastic solid
may
of
l3e
obtained by
d'^ii 
d^i)
,
^
v^ijo ~
2
as the
components
an additional body
The equations
dX x
dX
3X
d2u
252. The equations of motion of an inviscid fluid. Let us consider the variation of the integral
=
I
\\Ldxdydzdt,
v
where
L = pl$ +
<>
a+l (u*
<
f
w*)l +/(/>),
and
tt=^ + a ox 3S ox
a,
v=? + a^,
cy
dy
j3
w=J + oz
,
aoz
Vortex Motion
of
</>
165
and
/?
vanish on a boundary of the region of integration wherever boundary, the Eulerian equations give
~"'
where
If
d a
d
==
^d<
+u2 + ox

'
=
ti;
ofy
dz
p=
/>/'
(p)
/ (p)
d^
~dt
it is
I
__ =z
dp ~~f>dx'
dv
dt
__ =
dp
dw __ =
dt
l^2
)
3p
~~'pdy'
J
where
f
dp
>
+  +
(^ +
&+
interpreted as the pressure, the last equation is the usual pressure equation of hydrodynamics for the case when there are no body forces acting. The quantities u, v, w are the component velocities and p is the
If
is
density of the fluid at the point x, y, z. The equation (B) is the equation of continuity and the equations (D) the dynamical equations of motion. The relation p = />/' (p) f (p) implies that the fluid is a socalled barotropic fluid in which the density
is a function of the pressure. It should be noticed that with this expression for the pressure the formula for L
becomes
T ^ L=F
/A .
(t)
p
of that given
when use is made of the relation (E). The foregoing analysis is an extension
fact that
by Clebsch*. The
is
memory some
closely related to the expression for the pressure recalls to remarks made by R. Hargreaves in his paper "A pressure
The equations
2 2
of
hydrodynamics
may
also
be obtained by writing
+
t
<f>,
/ l(u +v
t
+
">*)}+
f(p)>
and varying a, j3, u, v, w and p independently. The equations (A) are then obtained by considering the variations of u v and w. These equations give the following expressions for the comy
ponents of vorticity
_ 9^ f ~
.
9v
~
__
9 (a,
j8)
**
_ ~
'
Crette'a
t P^iL
Mag.
vol. xvr, p.
436 (1908).
166
These equations indicate that a = constant, j9 = constant are the equations of a vortex line. Now the equations (C) tell us that a and )3 remain constant during the motion of a particle of fluid, consequently a vortex line moves with the fluid and always contains the same particles.
It should be noticed that in these variational problems no restrictions need be imposed on the small variations 80, 8/3 at a boundary which is not crossed by particles of the fluid because the integrated terms, derived by the integration by parts, vanish automatically at such a boundary of the region of integration on account of the equation which expresses that fluid particles once on the boundary remain on the boundary.
253. The equations of vortex motion and Liouville's equation. Let us consider the variation of the integral
(A)
'
fa
"
>
o "
'
"
' \
d(x,y)
to
dx
for the twodimensional
dy
motion of an incompressible fluid. the integral by giving and s arbitrary variations which vanish Varying at the boundary of the region of integration, we obtain the two equations
dx z
dy
dx
s
dy)
dy
dx/
The
first of
these gives
(</r),
where g (iff) is an arbitrary function which, when the region of integration extends to infinity, must be such that the integral / has a meaning. This requirement usually means that u, v and s must vanish at infinity. With the foregoing expression for s the second equation takes the form
t+
which
is
!^+?W?'M==>
for
(B)
sional steady vortex motion. In the special case A and h are constants, the equation becomes
when g
($)
twodimenAe**, where
Liouville's Equation
167
This equation, which also occurs in Richardson's theory ot the space charge of electricity round a glowing wire*, has been solved by Liouvillef, the complete solution being given by
where a and r are real functions of x and y defined by the equation a + ir = F (x + iy) and F (z) is an arbitrary function. Special forms of F which lead to useful results have been found by G. W. WalkerJ. In particular, if r* = x 2 + y 2 , there is a solution of type
**
Mr I/TV
f?Vl

and when n
h(a* + r ) which are very like those for a line vortex but have the advantage that they do not become infinite at the origin. If we write
2
2/ah 1
' y
fr
>
' ,
ds
j*
dt
u a~
ds
dx
ds v 5~
dy
the quantity
may
a tan" 1
(y/x),
and has a simple geometrical meaning. The quantity s may also be inter= a which is preted as the velocity of an associated point on the circle r
the locus of points at which the velocity is a maximum. It should be noticed that if we use the variational principle
3
f
2
\(u
is
v2
^ 2)
dxdy
0,
......
(D)
...... <
>
(C) is of
type
'
~ ""
__
""
2y
'
of Electricity
hot bodies,
v.
equation was formulated explicitly by Elektronik, vol. xv, pp. 205, 257 (1918).
f LiouviUe's Journal, vol. xvm, p. 71 (1853). { G. W. Walker, Proc. Roy. Soc. London, vol. xci, p. 410 (1915);
(1904).
BoUzmann
Festschrift, p.
242
168
Other solutions of (B) which give infinite velocities have been discussed by Brodetsky *. It seems that the variational principle (A) may have the advantage over (D) in giving solutions of greater physical interest. It should be noticed that if a boundary of the region of integration is a stream= constant, it is not necessary for 8s to be zero on this boundary. line When the motion is in three dimensions an appropriate variation principle is 87 = 0, where
*/r
n\(u*+v* +
is
w*$
2
)
dxdydz,
fluid is
chosen according as the vortex motion is of satisfy the equation of continuity when the and the density uniform, we may put incompressible
or second type.
To
11
(<J '
r)
((7 '
r)
m= W
(>
r)
(*'
>
r)
8(,2)'
d(z,x)'
d(x,y)'
d(x,y,zy
such a
set of equations of motion is now obtained by varying cr, r and s in way that their variations vanish on the boundary of the region of
()
d (x, y, z)
,
Scr
da
da
($, s, cr)
'
du
dt
~~
_
y>
3jp
'
p dx
is
dv _ dt~~
1 9j?
rfit?
~~
dp
pdy*
dt
pdz*
^+
f
v2
+ w2
s 2)
constant.
The equation of continuity may also be derived from the variation problem by adopting Lagrange's method of the variable multiplier. In
* S. Brodetsky, Proceedings of the International Congress for Applied Mechanics, p. 374 (Delft,
1924).
169
^
this
method /
is
modified by adding A(
+5^4
to the quantity
within brackets in the integrand. The quantities A, u, v, w are then varied independently. It is better, however, to further modify / by an integration by parts of the added terms. The variation problem then reduces to the
252.
2*54. The equilibrium of a soap film. The equilibrium of a soap film be discussed here on the hypothesis that there is a certain type of surface energy of mechanical type associated with each element of the surface. This energy will be called the tensionenergy and will be reprewill
TdS
taken over the portion of surface under consideration, T being a constant, called the surface tension. This constant is not dependent in any way upon the shape and size of the film but it does depend upon the temperature. It should be emphasised that a soap film must be considered as having .two
endowed with tensionenergy. The tensionenergy is not, moreover, the only type of surface energy; perhaps it would be better to say film energy for there is also a type of thermal energy associated with the film, and from the thermodynamical point of view it is generally
surfaces which are
;
necessary to consider the changes of both mechanical and thermal energy when the film is stretched.
results
can be obtained by
using the hypothesis that when a film stretched across a hole or attached to a wire is in equilibrium under the forces of tension alone, the total
tensionenergy
is
a minimum.
E=
2T
[ f
(1
z x 2 4 z, 2 )*
dxdy,
the zcoordinate of a point on the surface or rim being regarded as a function of x and y, the Eulerian equation of the Calculus of Variations
gives
~
~
This
is
When
and the
the differential equation of a minimal surface. the film is subject to a difference of pressure on the two sides
fluid on one side of the film is in a closed vessel whose pressure is while the pressure on the other side of the film is p 2 there is pressurepl ~ p2 ) V associated with the vessel closed by the film, where V energy (p l
,
is
in the
form
170
where
is
a constant and
we
w is the perpendicular from the origin to the consider the variation of the integral
Now
and so the
wH = z
= ft  P* +
2
xz x
yz y
problem
is
may
y) are
= xRz x /H,
= yRz y /H,
(x, y).
where R is the distance of the point from normals intersect at this point, we have
If
now two
consecutive
=
for
dx
 Ed
(z x /H) y
drj
dy
 Rd
(z v /H),
dR =
0.
Expanding
in the
form
= dx
[l
RA
(z,///)]
and eliminating
n
dx, dy,
we obtain
(<>
i l
P R
2
T^
[dx
(Z * IH)
fff\^.
dy
If
and
we have
The
quantities
and
R2
thus characterised by the equation ^ + p = and /h ^2 a surface of a soap film subject to a constant pressuredifference on its two sides is shaped in accordance with the equation
minimal surface
is
_[= constant.
!
#2
When the film is subjected to only a smalLdifference of pressure and is stretched across a hole in a thin flat plate we can, to a sufficient approximation, put
H=
in this equation.
The
resulting equation
is
where
is
is z
on the rim.
171 Torsion Problems and Soap Films Now the same differential equation and boundary conditions occur in a number of physical problems and a soapfilm method of solving such problems in engineering practice was suggested by Prandtl and has been much developed by A. A. Griffith and G. I. Taylor*. The most important
problems of
(1)
this
type are
The
torsion of a prism
(2)
The flow
of a viscous liquid
will
These problems
now
be considered.
EXAMPLES
1.
The
forces acting
at the origin
film of tension
0=
f%T[rx (nxds)},
where the vector ds denotes a directed element of the rim and the vector n is a unit vector along the normal to the surface of the film. Show by transforming these integrals into surface integrals that the force and couple are equivalent to a system of normal forces, the force normal to the element dS being of magnitude
2.
The
up
a vessel of
of a
within a limited region of space there is just one surface of this family that can be associated with each point by some uniform rule and if S' is another surface through the rim of the hole, e the angle which this surface makes
at a point
(x, y, z)
C2 is (7, a constant.
with the surface of the family through this point, the area of the outer
is
I
cos
dS'.
of the
new
surface
is
greater
than that
3.
of the film
if it
encloses the
same volume.
t>
If
zx ,
zv
q***u*
ifi,
ffo(q) dxdy
where
[qQ"
(q)
O
(q)]
2 q G' (q).
Show
leads to
an equation
z,
the function
G (q)
being given
by the equation
(q)
[2a
(y
1)
(U*
fW~\
&
Son, Ltd., 1923).
vn
of the
172
The
is
isotropic,
we take
torsion of a prism. Assuming that the material of the prism the axis of z in the direction of the generators of the
(#, y, z) is
surface and consider a distortion in which a point a new position (% + u, y + v, z + w), where
displaced to
u =
and
</>
ryz,
rzx,
w=
r</>,
a function of x and y to be determined. The constant r is called the twist. This distortion is supposed to be produced by terminal couples applied in a suitable manner to the end faces. The portion of the surface generated by lines parallel to the axis of z (the mantle) is supposed to be
is
free
from
stress.
dv
__
dw _^dv
dz
du
dy
/dd> r (dx
~~
'
dy
dx
du dw ____4_ __._,_
dz^dx
^
_L
dw
vz
dv
dz
,
dy
Hence,
if
Zx =
fie zxy
Zy =
^e ys
Xx ^ Y
az
'
= Z =
z
==
0,
az ? =
dz
az y
'
az,
'dz
dx
of z

dy and that
>r dx \dx
/dJ>
J 2/
)
+3
9
,
dy \dy
/d(j>
0,
d^ +
no
of
stress
IZ X
(I,
+ mZ v 
</f
conjugate to
9i/f
</>,
then
20
3x
__
3i/r
'
d(f)
__ "~
dy
9?/
9x
'
where
in the
r2
a:
2
.
form
Torsion of a Prism
where %
173
iff
and ds
is
equation signifies that x is constant over the boundary and so the problem which is regular may be solved by determining a potential function
i/j
within the prism and which takes a value differing by a constant from \ron the mantle of the prism. Without loss of generality this constant may be taken to be zero if there is only one mantle. It should be noticed that the function x satisfies the equation
3 2X 92
3x
X__ 2
2
dy
this is unique.
and, with the above choice of the constant, is zero on the mantle when It is often more convenient to work with the function x>
especially as
" 9v
it is
oy
Since x vanishes on the mantle
evident that
\\Z x dxdy
0,
\\Zydxdy
0.
tractions on a crosssection are thus statically equivalent to a about the axis of z of moment couple
The
M=
(.rZ y
yZ,) dxdy
=  pr
dxdy.
Integrating by parts
we
find that
M=
direction of the tangential traction (Z x Z y ) across the normal section of the prism by a plane z = constant is that of the tangent to the
The
curve x
constant which passes through the point. The curves x = constant may thus be called "lines of shearing stress." The magnitude of the
traction
is LLT
~, r 3n where on
is
x
and* in the case of an
elliptic
i (a
r 2 ),
prism
where a and
and
Applications of the Integral Theorems of Gauss and Stokes 256. Flow of a viscous liquid along a straight tube. Consider the motion of the portion contained between the crosssections z = zl and z == z1 f h. If A is the area of the crosssection and /> the density of the fluid, the equation of motion is
174
M* ^ =
4 (ft
A) D,
where p l and p2 are the pressures at the two sections and D is the total frictional drag at the curved surface of the tube. If u is the velocity of
flow in the direction of the axis of
is
incompressible and so
of z
if
the fluid
We now
of viscosity
is
a constant coefficient
where
on
surface of the tube. Transforming the surface integral into a integral, we have the equation of motion
P Ah
A
volume
,du = Al A (ft
ft
ft)
+
,
ffr
JJ
Since h
is
arbitrary this
may
Su
dp
When
the motion
is
where
2Jf
= z.
dependent of
>p This
is in
In the case of an
elliptic
tube
where
For an annular tube bounded by the cylinders
tt
a, r
we may
=
_
JA: (a
r 2)
JJP (6
a 2 ) log
(6/r).
The
total flux
$
f
is 6
in this case
,
n  2w
urdr
 wJfaf ~
.
Ja
4
(s
I)
log .
(5
,.
6/a)
Rectilinear Viscous
Flow
175
is
4
If there is
of variable flow is
where
/x/p. This equation is the same as the equation of the conduction two dimensions. The fluid may be supposed in particular to lie above a plane z = which has a prescribed motion, or to lie between two
of heat in
parallel planes with prescribed motions parallel to their surfaces. The simple type of steady motion of a viscous fluid which is given by the equation (I) does not always occur in practice. The experiments of
Osborne Reynolds, Stanton and others have shown that when a viscous through a straight pipe of circular section there is a certain critical velocity (which is not very definite) above which the flow becomes irregular or turbulent and is in no sense steady. From dimensional reasoning it has been found advantageous to replace the idea of a critical velocity by that of a critical dimensionless quantity or Reynolds number formed from a velocity, a length and the kinematic viscosity v of the fluid. In the case of flow through a pipe the velocity V may be taken to be the mean velocity over the crosssection, the length, the diameter of the pipe (d). For steady "laminar flow" the ratio Vd/v must not exceed about 2300. In the case of the motion of air past a sphere a similar Reynolds number may be defined in which d is the diameter of the sphere. In order that the drag may be proportional to the velocity V the ratio Vd/v must be very small.
fluid flows
EXAMPLES
1.
a the velocity
is
given by an equation
where
c is the
maximum
velocity.
is
twothirds of the
maximum.
2. In a screw velocity pump the motion of the fluid is roughly comparable with that of a viscous liquid between two parallel planes one of which moves parallel to the other and drags the fluid along, although there is a pressure gradient resisting the flow. Calculate
the efficiency of the pump and find when it .is greatest. Work out the distribution of velocity and the efficiency
motor, that
plate.
is,
when the
fluid is driven
when the machine acts as a by the pressure and causes the motion of the upper
18
176
L. Lichtenstein [Math. Ann. vol. LXIX, p. 514, 1910] has continuous there may be a function u which makes 8/ =
equation.
2*57.
membrane
be the tension of the vibration of a membrane. Let in the state of equilibrium and w the small lateral displacement
The
of a point of the membrane from the plane in which the membrane is situated when in a state of equilibrium, the vibrations which will be con
sidered are supposed to be so small that any change in area produced by the deflections w does not produce any appreciable percentage variation of T. The quantity T is thus treated as constant and the potential energy
+
,
(
(
*) \dxj
Sw \*
+
,
2 /3w\ l*
(
\dyj J
dxdy y
is
of the
Let pdxdy be the mass of the element dxdy. The equation of motion membrane will be obtained by considering the variation of
where
IS
Iff \\

/dw\ 2
pi
I
r7
dxdy,
is
The
integral to be varied
thus
=
2jJJ L^ \dt)
where
=
t.
The Eulerian
where
This
is
c2
T/p.
the equation of a vibrating membrane. The equation occurs also in electromagnetic theory and in the theory of sound. In the case when
is
of the
fotm
==
sin
Ky
(x, t),
^v ~
ri 1x 2
which
is
K v
of the
It should
same form as the equation of telegraphy. be noticed that a corresponding variation principle
SxJ
o
\dyj
\3zjj
111
which governs the propagation of sound in a uniform medium and the propagation of electromagnetic waves. A function w which satisfies this equation is called a wavefunction.
propagation of a simple type of elastic wave. Taking the positive direction of the axis of z
of
transverse displace
= Y
.
(z)
fx).
The components
y are
of stress across
Vx
respectively
^^dx'
*v "
'dt*
Y *~ z

~^dz
of
motion
dY,,
dY,
dY.
When
p and
JJL
//.
by considering the
J
,
Iff IT
i Sv
2lJJKai
to the case in
which p and
JJL
are functions
The
electromagnetic equations.
integral
n\\ Ldxdydzdt,
Some Problems of Qeodynamics, p. 160 (Cambridge University Press, 1911). t Proceedings of the Second International Congress for Applied Mathematics {Zurich, 1926). { The Earth, p. 165 (Cambridge University Press, 1924).
*
178
where
2L =
H + H v + H  E*  E v  E*,
* *
* *
and
fcfa,
"
^g^,
F * =  ~A *
dt
MV __ ?4*
dx
dy
z
If the variations of
A x A V) A
,
and
~dy"~"dz
^"dT
r==
~dz~~
8^
"aT
~
~dx
~dy^~df
dy
dz
dx
may
be written
(B)
curlH=~,
and equations (A) take the form
divE=0,
H=curlA,
These equations imply that
E~V*.
ot
(C)
!=??, divH=0.
(D)
The two sets of equations (B) and (D) are the wellknown equations of Maxwell for the propagation of electromagnetic waves in the ether; the unit of time has, however, been chosen so that the velocity of light is represented by unity. The foregoing analysis is due essentially to Larmor. Writing Q = H + iE, the two sets of equations may be combined
into the single set of equations
=,
ot
divQ=0.
......
(E)
By
may
Q=icurlL=~ ~VA.
The
relations
......
(F)
between
L and A may
,
be satisfied by writing
,
......
(G)
Electromagnetic Equations
where
179
'
tH, while
Hertzian
vectors
whose components
all satisfy
the waveequation
When we
differentiate to find
an expression
for
in terms of
G and
(I)
If
L=B+
iA,
A=
f
iO,
where A, B,
and XF are
real,
we have
......
(J)
V<D,
BT= div T,
J
O= where A, B,
div n,
and
by the
(L)
identical relations
^^
0.
......
The corresponding formulae for the case in which the unit of time is not chosen so that the velocity of light is unity are obtained from the foregoing by writing ct in place of t wherever t occurs. If we write Q' = e ie Q, where 8 is a constant, it is evident that the vector Q' satisfies the same differential equations as Q and can therefore be used x x to specify an electromagnetic field (E associated with the original ) field (E, H). It will be noticed that the function L' for this associated field is not the same as L, for
,
L = H' 2 9
E"*
(W H') ) There are, however, certain quantities which are the same for the two fields. These quantities may be defined as follows
.
Also
= (H 2  E 2 = (H 2  E*) sin
cos
20
20.
\
,\
(M)
180
may
be arranged so as to
x,
Y,
Z
iS x iS v
iS.
We
where
259.
field.
&x
C*
&y
3
C 2 &z
T
i
f*
i
0,
.(N)
/"Y
A
U,
It
TAe conservation of energy and momentum in an electromagnetic follows from the field equations (B) and (D) that the sixteen com
PY
ajr
8X,
a^
dx^
'
8g a _ ~~
J
dy
v 57_ 3y
'dt
z
ay
3z
=
dt
dx
"^
Cjy
i
rjiy
Ofj^
^^
.(A)
d_G_>
dy
dz
"dt
dw =
dy
,
0.
~dz
Regarding S x S y Sz for the moment as the components of a vector S and using the suffix n to denote the component along the outwarddrawn normal to a surface element da of a surface or, we have
,
div/S.^T
(dr
dxdydz)
dW
dt
dr
=
^rfr.
is
8 and
and t. This will certainly be the case if the field vectors derivatives are continuous functions of x, y, z and t.
Momentum
181
Let us now regard as the density of electromagnetic energy and S as a vector specifying the flow of energy, then the foregoing equation can be interpreted to mean that the energy gained or lost by the region enentirely accounted for by the flow of energy across the boundary. This is simply a statement of the Principle of the Conservation of Energy for the electromagnetic energy in the ether.
closed
by a
is
as expressing the
shall, in fact, regard G x Principle of the Conservation of Momentum. as the density of the ^component of electromagnetic momentum and
(
We
Xx
X V) X
z)
the ^component of electromagnetic momentum. The vector S is generally called Poynting's vector as it was used to describe the energy changes by J. H. Poynting in 1884. The vector G was
Abraham and
Poincare.
there are only volume charges and the first integral is taken over all space, for then the surface integral may be taken over a sphere .of infinite radius and may be supposed to vanish when the total amount of electricity
if
is finite
and there
is
no
electricity at infinity.
It should
be noticed that in
V2
where p
is
</>
f
0,
When
integral of type
must be added to the righthand side for each charged surface. The new expression for the total energy may be written in the form
U=
assumed that <f)8e is the from an infinite distance without disturbing other charges. Now suppose that each charge in an electrostatic field is built up gradually in this way and that when an inventory is taken at any time each carrier of charge has a charge equal
This
may
be derived from
in bringing
first
principles
if it is
work done
up a small charge
8e
amount and a
182
potential. A being the same for all carriers. As A increases from A to A the work done on the system is
dX
dU = 2
(Ac/>)
ed\.
and
we
get
U=
iSe</>.
The carriers mentioned in the proof may be conducting surfaces capable (within limits) of holding any amount of electricity. If the carriers are
taken to be atoms or molecules there is the difficulty that, according to experimental evidence, the charge associated with a carrier can only change by integral multiples of a certain elementary charge e. For this reason it seems preferable to start with the assumption that represents the density
7 = Z v ,etc., S x =
2
O,, etc.,
relations (A)
by
(yZ x
(x8 x
zY x +
)
(yZ v
zY v +
)
(yZz

zY,)
(yG,
 zG v =
)
0,
tX.)
(xS v + tX v )
(x8.
tX.)
(xW 
tO.)
0.
The equations
zO y
Angular Momentum. We shall, in fact, regard ^component of angular momentum and yGz zY v yZ y zY z yZz ) as the components of a vector which (zY x yZ x specifies the flow of the ^component of angular momentum. The equations of the second type are not so easily interpreted. We shall, tO x as the density of the moment of electromagnetic however, regard xW energy with respect to the plane x = 0. This quantity is, in fact, analogous to Smo;, a quantity which occurs in the definition of the centre of mass of a G we have an indication system of particles. Here and in the relation S
of the Conservation of
of Einstein's relation
(Energy)
which
is
of such
electromagnetic energy with respect to the plane x = 0. The equation may, then, be interpreted to mean that there is conservation of the moment with respect to the plane x = 0. There is, in fact, a striking analogy with
the wellknown principle that the centre of mass of an isolated mechanical system remains fixed or moves uniformly along a straight line*.
* A. Einstein,
quantities (xS x f tX X) xS v f tX v xSz f tX 9 ) will be regarded as the components of a vector which specifies the flow of the moment of
The
Ann.
d.
Physik
(4),
Bd. xx,
S.
ibid.
Bd. xxxvi,
S.
493
Conservation of Angular
Momentum
183
EXAMPLES
1.
pressible inviscid fluid of uniform density give the following equations principles of the conservation of momentum and angular momentum, the
Prove that when there are no external forces the equations of motion of an incomwhich express the motion being two:
dimensional
 uy)  yp] + [pv(vx  uy) + xp]  0. gHence show that the following integrals vanish when the contour of integration does not contain any singularities of the flow or any body which limits the flow, the motion being
steady:
I
p (v
f iu) (id
+ vm) ds +
+ vm) ds f
p (m + p (xm
il)
ds,
p (xv
yu) (ul
yl) ds.
When the contour does contain a body limiting the flow the integrals round the contour are equal to corresponding integrals round the contour of the body.
2.
Let u
(#!
x2
...
xn ) be a function which
r r
...
is
to be determined
by a
variational principle
8/
=r 0,
where
I
II
M(xl9 x29
...xnf
u ult u 29
9
and u r
 
is
unaltered in value
is
of
(r
1, 2, ...
and
let
_ Bu = Aw
rl
2 wr Ax r ,
then
08u
n dR
where
5r   f&x r 
^ 8u
=
)5
(r
1, 2, ...
w).
= 2, / = (u^ <w22 h )3w2 e y * 2 where o# and y are arbitrary constants, we may write Aa^ = e A#2 = < 2 ^ w iv 2tt w ^re e x and e a are two independent small quantities whose squares and products may be neglected. Hence show that the differential equation uu = aw22 + yaw2 4 /to leads to two equations of conservation 2 + aW22 + ^w 2 f {2^1^ + V^}  (A + y) 2 2 = /3w } (D2 f J5j {V + aw 2
If
>
A
2
D=
= 0X2
184
D
and
to integrals of
" + a
(x, y, z, t)
0,
......
(A)
type
=I
r~ lf
(t
r/c)
(XQ
dr
u and
the
first
order are
continuous functions of
coefficients of the
finite
x, y, z
and
let
d 2u
,
of
in
and integrable. Q be any point (x ?/ z which need not be in the specified region space and consider the function v derived from u by substituting t r/c place of t, r denoting the distance from Q of any point (x, y, z) in the
Let
, ,
specified region.
equation
__
2r
(x dv\
/y Sv\
3 /z
where
[a]
t.
r/c in
place of
We now
and integrate
it
throughout
a volume lying entirely within the specified region of space. The volume integral can then be split into two parts, one of which can be transformed
immediately into an integral taken over the boundary of this region. Let the point Q be outside the region of integration, then we have
When Q
3 /1\ \\\ V ^
ff f
JJ
[_
dn\rj
I3v
2dr
cf
[a]
dr
'
lies within the region of integration the volume may be supto be bounded externally by a closed siirface S1 and internally by a posed small closed surface S2 surrounding the point Q. Passing to the limit by
contracting
82
S2
is
eventually
wjjiere V Q
Q and

this is the
of
u at Q. Hence
TtU Q ==
fW^
I
rfr
JJ l
l flTVxa f  \ dn\rj
(
Now
dv
[du~]
dr [dul
Kirchhoff's
hence
finally
4rrw Q
Formula
1
185
we have
Kirchhoff's formula*
ff jj
f
1
M
r
7 LJ dr 
[dul
r [dn]
U
crdn[dt]\
quantity /is to be calculated the point Q lies outside the region of integration r/c. the value of the integral is zero instead of U Q
at time
t
When
When u and
a are independent of
47TU Q
= ldr
J
]J(dn
a
\\
\U~ (}
\rj
for
is
V*u
(x, y, z)
0.
we make
the surface
Sl
integrals can in
many
.
cases be
recede to infinity on all sides the surface made to vanish. We may suppose, for
instance, that in distant regions of space the function u has been zero until some definite instant tQ The time t r/c then always falls below tQ when
r is sufficiently large
and so
all
The
when u and
become zero at
is
infinity
~
such a
way
that u
of order r~ l
and
~
(B)
If [a] exists only within a number of finite regions which do not extend to infinity the function U Q defined by this integral possesses the property ~ like r l as r > oo, r being the distance from the origin of that UQ > ~ is of order r ~ 2 To coordinates, but it is not always true that satisfy
.
this condition
^
is
less
Then
if
r is sufficiently large
is
zero because
below
Wavepotentials of type (B) are called retarded potentials; the analysis shows that they satisfy the equation (A) and that the surface integral
ffkilfiUdn\rJ r JJ
J
(
G.Kirchhoff, Berlin. Sitzungsber. S. 641 (1882); Wied. Ann. Bd. xvni (1883); Qes. AM. Bd. u, S. 22. The proof given in the text is due substantially to Beltrami, Rend. Lined (5), t. iv (1895), and is given in a paper by A. E. H. Love, Proc. London Math. Soc. (2), vol. i, p. 37 (1^03). An
*
is
by W. R. Morgans,
Phil.
Mag.
186
represents a solution of the waveequation except for points on the surface S, for this integral survives when we put a = 0. It should be noticed,
we put a =
^
become
exist
those relating to a wavefunction u which is supposed in our analysis to and to satisfy the postulated conditions. When the quantities [u]>
21
>
12"
is
not clear from the foregoing analysis that the surface integral a solution of the waveequation. If, however, the quantities represents
exists it
[u] , Ur
^r
time the integrand is a solution of the waveequation for each point on the surface. It can, in fact, be written in the form
where
[u]
/*,
7
=
a
'
'
Now
,
stands f or
ZQ+ d#
where
I,
3 3 W = + 7&=<7J/
C7Z
m and
?i
and
z are
term such as ^ /(  is a solution of the waveequation; consequently OX \Jf \ C/ J the whole integrand is a solution of the waveequation and it follows that
the surface integral itself is a solution of the waveequation. In the special case when a and u are independent of t we have the result that when or satisfies conditions sufficient to ensure the existence and
finiteness of the
second derivatives of
r
(see
2' 32)
the integral
is
V2 F
and the
is
f 47T(T (x, y, z)
0,
integral e
U=
f [
JJ
\u J (}
{
dn\rj
  ^1 dS
rdn)
Poisson's formula. When^he surface Sl is a sphere of radius ct centre at the point Q, [u] denotes the value of u at time t = and Kirchhoff 's formula reduces to Poisson's formula *
with
*
vol.
The
I,
by A. E. H. Love,
Proc.
London Math.
Soc. (2),
p.
37 (1903).
Poisson's Formula
187
where /, g denote the mean values of /, g respectively over the surface of a sphere of radius ct having the point (x y, z) as centre and u is a wavefunction which satisfies the initial conditions
y
u=f(x,y
when t = 0. If we make use
formula
is
z),
=0(z,2/,z),
an
of the fact that each of the double integrals in Poisson's even function of t we may obtain the relation*
u(x,y,z,t)dt=f.
This relation
may
^J
1
==
u(x,y,z,8)ds
ff
f2ir
J
j47T
(x
f
CT sin
sin
<f>,
z f
CT cos
0,
sin 9ddd<f>.
When w
is
known theorem
}
independent of the time this equation reduces to Gauss's wellrelating to the mean value of a potential function over a
is a periodic function of s of period 2r, where T is iny and z, the function on the lefthand side is a solution of
if
rt
dependent of
x,
V=
we have
+r
c2
u(x,
JtT
y, z, s) ds,
V2 F =
c2
Vhids
d9
0.
on the righthand
side
is
also a
If in Poisson's formula the functions / and g are independent of z the formula reduces to Parseval's formula for a cylindrical wavefunction.
Since
we may
write
c 2* 2 sin Oddd<f>
da sec 6
.
ct
(cH
/>
)~* da,
is an element of area in the #yplane and p the distance of the centre of this element from the projection of the centre of the sphere, we find that
where da
277
(x, y, *)
I JJ
da (cH*
.
 p 2 )^/ (x
.
4
f y
,
4
ij)
da (cW
 p 2 )'* g (x +
r?),
where da
d^dq
Cf.
Applications of the Integral Theorems of Gauss and Stokes This formula indicates that the propagation of cylindrical waves as 2 = is essentially different in character from. specified by the equation G w
188
that of the corresponding spherical waves. In the threedimensional case the value of a wavefunction u (x, y, z, t) at a point (#, y, z) at time t is
fjfj
completely determined by the values of u and ot over a concentric sphere ^of radius cr at time
t
T.
If
a disturbance
t
is initially
localised within
the only points at which there is any disturbance are those situated between two concentric spheres of radii a respectively, for it is only in the case of such points that ct f a and ct
sphere of radius
a then at time
the sphere of radius ct with the point as centre will have a portion of its surface within the sphere of radius a. This means that the disturbance
spreads out as if it were propagated by means of spherical waves travelling with velocity c and leaving no residual disturbance as they travel along. In the twodimensional case, on the other hand, the value of u (x, y, t)
at a point
(x, y)
at time
is
over
^
a concentric
circle of radius CT at
f)tj
time
T.
To
find
(x, y, t)
we must
know
^
ot
If
is
located within a circle of radius a, all that we can say is that the disturbance at time t is located within a circle of radius ct + a and not simply within
a respectively. the region between two concentric circles of radii ct j a, ct from the initial region of disturbance with velocity Hence as waves travel
c
they leave a residual disturbance behind. The essential difference between the two cases may be attributed to the fact that in the threedimensional case the wavefunction for a source
of type r~ lf
(t
is
r/c),
it is
of
type*
CJ
Jo
may be given a physical meaning by regarding the wavefunction as the velocity potential for sound waves in a homogeneous atmosphere, a source being a small spherical surface which is pulsating uniformly in a radial direction.
This statement
If
/(0
= = =
0,
1,
(t<T
(Tl
>t>T
(ct
0,
(t>TJ,
we have
Jo
/ \t
L
1
cosh a da
c
[c [c
(t (t
\
0,
< cTQ +
ct
/>)
cosh
cosh*
* Cf.
T T
h
)/p]
)//>]
< cT + p)
l
Tj/p],
(cTQ
<
ct,
<
ct).
ed. p. 474.
Helmholtz's Formula
189
EXAMPLES
1.
A wavefunction u is required
u=f(x, y),
u
Prove that u
the point
2.
is
=
^
when when
t
0,
o,
C/I
=
and when
z2
0.
zero
when
z2
>
c 2t 2
of the function /
round that
circle in
the plane 2
< cz 2 u = / where /denotes the mean value = whose points are at a distance ct from =
a,
(x, y, 2).
If in
Ex.
the plane z
is
is
where
r2
x2
f z
2
,
equal to
/ when
all
from
(x, y, z)
and
is
otherwise zero.
263.
function of
of Helmholtz.
Putting
the wave equation gives
u =
V 2 C7 + k*U =
0.
Applying Green's theorem to the space bounded by a surface S and a small sphere surrounding the point (xly y ly zj we obtain formula (A)
477
U (x^y^zj
=*/
R*
(*, y, *)
l lkR (R~ e~ ) dS
+
^)
2
,
flic** dS,
where
(x
xtf
(y
yj*
(z
is
supposed to be drawn out of the space under consideracan extend to infinity and the theorem still holds provided
is
U ^
A
is
like
Ar~ l e~ lkr
as r> oo, r being the distance of the point (x, y, z) permissible, of course, for U to become zero more
z)
R
e~ lkR
a> (x, y, z)
dxdydz
this case that
we want
zj
to
is
in
which
(xl9 yi,
when u
R
e~ lkR is
*u=
Jo
fit
\
cosh a) c /
da,
190
is
by
the equation
K
This
of
is
(ikp)
=
Jo
e ikKx**da.
R we
have
K
is finite.
(iR)
log (B/2)
of Green's
theorem gives
......
(B)
where
rf<
(x
a^)
(y
2
2/i)
,
an element of the boundary curve and n denotes a normal drawn into the region in which the point (xl9 y^ is situated. A solution of the more general equation
is
V 2 U + k*U + w
is likewise
(x, y)
K
JJ
(ikp)
w(x, y) dxdy
k
When
=
y)
is
V 2 t7 +
is
eu (x,
=
dxdy.
given by
264.
2rrU
=
logpoj
(x, y)
Volterra's method*.
r L 3
equation
W s fcte*W~
/S,
f(Xl *'
Z)
in
which
ct.
If the
problem is to determine the value of u at an from a knowledge of the values of u and ite
we
write
?
,
r = 2/7
characteristic cone
shall
Z = zf, X 2 + Y 2 = Z 2 with
its
vertex at the
^).
We
symbol
F. London Math.
Soc. (2), vol. u, p. 327 (1904);
* Ada Math. t. xvm, p. 161 (1894); Proc. Lectures at Clark University, p. 38 (1912).
Volterra's
Volterra's
Method
191
of the
is based on the fact that there is a solution which depends only on the quantity ZjR where waveequation
y
method
R = X2 + 72
2
This solution, v, may, moreover, be chosen so that it is zero on the characteristic cone F. The solution may be found by integrating the fundamental
solution
w=
(Z Z/R. Since
this
v are
Y 2 )~*
1
with respect to
it is easily
w=
on F
seen
Z and that v =
For normal
cosh 1
cos (vx)
cos (ny),
cos
(vz)
cos (nz).
is
At
points of
^77
F
is
the conormal
also zero.
zero on F, ~
The function
GV
however, when
R=
and a portion of this line lies in the region bounded by the cone F and the surface S. We shall exclude this line from our region of integration by means of a cylinder (7, of radius c, whose axis is the line R = 0. We
now apply
is
to the region outside C and within the realm bounded >y S and F. On account of the equations satisfied by u and v the forgoing equation
l
reduces simply to
On C we have
and
since
(s
>0
log
e)
=
2
tf , ,,
we have
where
(^,
r\>
Hm
j j^
z) is
A$
(u
f
is
v^)

*
&,
and
in the part of
excluded by C.
We
thus
of
with respect to
this
formula by differentiating
192
EXAMPLE
Prove that a solution of the equation
dx*
is
+
By*
c2
W
.
2nu (x,
y,t)
[c
<r
(t
cos nr
(t
 tj/r} u fa, ft
fj
dSl
in which r
(x
ff a^) + (y
2
t
a surface
in the (x 19 y l9
1)
and the integration extends over the area a cut out on space by the characteristic cone
ft)
fa the time
t
*)
(ft
y)
c2
&  t)\
t
<
[V. Voltorra.]
271. Integral equations of electromagnetism. Let us consider a region of space in which for some range of values of t the components of the and and their first derivatives are continuous functions fieldvectors
of x, y, z
of
and t. Take a closed surface S in this region and assign a time t to each point S and the enclosed space in accordance with some arbitrary law
t
= f(z,
y, z),
first
where /
is
derivatives.
We
shall
suppose
that this function gives for the chosen region a value of t lying within the assigned range and shall use the symbol T to denote the 'vector with
4.
3/
3/
components^,
Writing
Q=
H+
^.
iE as before we consider the integral
/
9/
=
Jj
[Q
(Q x T)] n dS
taken over the closed surface S. The suffix n indicates the component along an outward drawn normal of the vector P which is represented by the
expression within square brackets. Transforming the surface integral into a volume integral we use the symbol Div P to denote the complete diver
gence when the fact is taken into consideration that P depends upon a time t which is itself a function of x, y and z. The symbol div Q, on the other hand, is used to denote the partial divergence when the fact that
through
/
its
dependence on
is
ignored.
We
1
j
div
dr,
.
where
div
P
div
Q+T
i
R,
and
R
3Q
57
ot
curl Q.
193
Now
and
div
and
/ is constant T =
7=0 gives
which correspond to Gauss's theorem in magneto and electrostatics. It be recalled that Gauss's theorem is a direct consequence of the inverse square law for the radial electric or magnetic field strength due to an isolated pole. The contribution of a pole of strength e to an element EdS of the second integral is, in fact, eda>/4t7T, where cfa> is the elementary solid angle subtended by the surface element dS at this pole. On integrating over the surface it is seen that the contribution of the pole to the whole integral is e, \e or zero according as the pole lies within the surface, on
may
This result
electricity
is
by a method
usually extended to the case of a volume distribution of of summation and in this case we have the equation
where p denotes the volume density of electricity. Transforming the surface integral into a volume integral we have the
equation
(div
JjJ
E
p)
dr
0,
which gives
Since
div
V</>
E=
p.
E=
is
VV +
in
0,
which the factor 4?r is absent because the electromagnetic equations have been written in terms of rational units. Our aim is now to find a
suitable generalisation of this equation. In order to generalise Gauss's theorem the natural method would be to start from the field of a moving
and to look for some generalisation of the idea of solid angle. This method, however, is not easy, so instead we shall allow ourselves to be guided by the principle of the conservation of electricity. The integral
electric pole
P^T should be
elements are associated with different electric charges when each element is different from zero. When the elements are associated with a series of different positions of the same group of charges which at one instant lie on a surface it may be called degenerate. In this case we
B
13
194
can regard these charges as having a zero sum since a surface thickness. Now it should be noticed that if we write
of
no
=
the quantity
,
(
*/(*,*/,
80
v 5
z),
M = SO + v W + v
:/;
dt
dt
27
%ox
+
,
v z odz
W=
(0
cy
^ T)
'
vanishes
is
when the
particles of electricity
t
move
= / (x
dd
y, z),
and
is
degenerate.
We
shall try
its
examine
I=i\\\P [l(v.T)]dT.
Transforming the surface integral into a volume integral we have
=
and since the function /
[div
is
Q
ip
+T
(R
4 ipv)]
dr
div
Q=
ip,
R= div
ipv.
we
H = 3E +
fa
/>v,
E = p,
curlE=  I?, ct
divH=0,
first
which are the fundamental equations of the theory of electrons. The ~ two equations give
analogous to the equation of continuity in hydrodynamics. Our hypothesis is compatible, then, with the principle of the conservation of
which
is
electricity.
The
integral equation
[Qwill
(Q x T)] n
dS=
}Jp[l
(v.T)]dr
(A)
be regarded as more fundamental than the differential equations of the theory of electrons if the volume integral is interpreted as the total charge associated with the volume and is replaced by a summation when
.the
charges are discrete. This fundamental equation may be used to obtain the boundary conditions to be satisfied at a moving surface of discontinuity which does not carry electric charges.
Let
= f (x,
y, z)
let
the
Boundary Conditions
195
surface 8 be a thin biscuitshaped surface surrounding a superficial cap S at points of which t is assigned according to the law t =/(#, y, z). At points of the surface S we shall suppose t to be assigned by a slightly
different law
of
t
t
=/
(#,
t/,
z)
which
is
chosen in such a
way
S on one
y, z),
= f (x,
face have just not been reached by the moving surface while the points on the other face have just been passed over
by
this surface.
(Q' x T)]
where
Q',
Q"
i (Q" x T)] n on the two sides of the surface of disQ between /x and / has been ignored. Writing
[Q"
(q
x T)] n
is
0.
Now
relation
arbitrary
and
so q
must
satisfy the
This gives q 2
0.
Hence
if
Q.'(qxT). h + ie we have
0,
.
the relations
0.
h*
 &=
(h.e)
=
(q
T)
=  iT 2 q
or
T =
2
if
 qT 2 ] ^ 0.
Hence the moving surface travels with the velocity of light. A similar method may be used to find the boundary conditions at the surface of separation between two different media. We shall suppose that the media are dielectrics whose physical properties are in each case specified by a dielectric constant K and a magnetic permeability /*. For such a
medium Maxwell's
equations are
,
divD0,
^where
D = #E, B
we may adopt the more fundamental
J
[B
(E
which give the generalisations of Gauss's theorem. The boundary conditions derived from these equations by the foregoing method are
d
(h x T)
0,
(e
x T)
0,
132
196
where
E, H, D,
between the two values of the vectors on the two sides of the moving surface. These respectively
(A
.
equations give
T)
.
(b
(d
If
x,
T)
+ T*h =
(h
T)T;
(b
T )^0, x T)  T 2 e  \
(e
T) T.
moving
surface
we have
v^ ^
VT =
may
bv
d =
v
,
0,
0,
hr
(v
y d) r
eT
(v
b) T
where d v b v denote components of d and 6 normal to the moving surface and the suffix r is used to denote a component in any direction tangential
to the
moving
surface.
When
=
0,
this surface
is
dv
0,
hr
0,
used by Maxwell, Rayleigb and Lorentz. When a surface of discontinuity moves in a medium with the physical constants K and /z, we have Heaviside's equations (Electrical Papers,
vol.
ir,
p. 405)
K (e
and so
i.e.
if
X(e.T) = 0, 2 T) + T h  0,
x T) x T]
/*<h.T)
p.
0,
2
(h x T)
A> [(h
= KT* (e  T2 Kfji
h^
0.
 T e = 0,.  T 4 h, T) 
The
surface thus
v given
by the equation
272.
The retarded
curl
The
electron
equations
~
[ (j
{
H=
ty
~ C \ ut
pv), I
div
E = p,
=
curl
E= c
37,
div //
may
be satisfied by writing
c
and
Retarded Potentials
197
is
applicable
......
(B)
The corresponding potentials for a moving electric pole were obtained by Lienard and Wiechert. They are similar to the above potentials except that the quantity c/M of 193 takes the place of 1/r. Let (), ^ (t),
(t)
electric pole at
(x, y, z, t)
time
and
let
a time r be
by means
c*
(t
of the relations
t (T)]
+[yr,
(r)
(T)]
[z
(T)]
=
[z
T),
<
c'
t,
(C)
then
M=[xt (r)} ?
Ax ~
+ [yr,
(r)]r,' (r)
'
I (r)]
(r)
r),
and if e is the electric charge associated with the pole the expressions for the potentials are respectively
*
>(?\
''
_?9l< T A ~
)
'
Az ~
_<
e
ITT
'
*_
eC
These satisfy the relation (A) and give the formulae of Hargreaves
,,
(or,
T)
'
4^c 3
_ = +
(a, r)
'
(x,
3ly,
z)
where
o
[*
[y
i,
(T)]
,"
(T)
[z
(T)]
C"
(T)
[' (T)]. remarked that the retarded potentials (B) can be derived from the Lienard potentials by a process of integration analogous to that by which the potential function
[,' (T)]
C*
[' ( T )]
It should be
ttl
==
is
derived from the potential of an electric pole. Instead of considering each electric pole within a small element of
its
volume at
(&>
poles at the
>?o>
own retarded time r we wish to consider all these electric same retarded time TO belonging, say, to some particular pole
Writing
(a)
o, TO)
W
T
)
=
(a),
>
a y
(a),
rj
(a)
rj Q
(a)
ft
(a),
(or)
=
if
(a)
(a),
where a
(C),
ft
(a),
(a)
we
find that
is
defined
by
(r
[(x
&)
& +(y % V +
)
(2
Co) &,'
)]
+
where
time TO
. ,
(*&)+( %) ^ +
(z
0,
ij
'>
^o'>
o'>
>
/S>
198
On
*?
= fo + = i?o + = o+
j8
+ (T + (r +
(r
&',
T T
V.
'.
>a
^'*
If p is the
is
density of electricity when each particle in an element of volume considered at the associated time T and p is the density when each
is
particle
considered at time TO
we have
)
pd
Therefore
(f,
T?,
cr
Po d (a,
C7"
j8,
y).
o == p r ru
.
and so
c
^
^
(r
v)
JJJ
dxdydz
f f f ^dxdydz. JJJ^(^.V)
,
Writing p dxdydz
in
de
potentials.
which moves an arbitrary manner with a velocity less than c and at the same time changes its moment both in magnitude and direction. Let us consider two electric poles which move along the two neighSimilar analysis
may
field of a dipole
bouring curves
* x
e
=
(t),
(*),
y^W,
=
TJ
=
z
(0>
= f(t)+a
(*)
cjB (t),
J (0
ey (0,
may
be neglected.
If T X is defined in
terms
and
T!
0,
we
JM +
If
a ( T ) [x
T )]
ft (
r ) [y
, ( T )]
,
+ 
y ( T)
[z
T )]
Q.
3/x
is
we have
(^
J^ = =
Jf
[^^CT
Jlf f
+ (x [&Jf<7 + p],
f)a'
(y
T?)
$ f
t)
/  f  fa'  y
']
say, where a has the same meaning as before tions with respect to T. Now if
differentia
eff'frJ
+ ^Kll
'
,.,,_
ec
_
477J/'
Moving
we have
ax
Electric
199
[A.'
A }=x
 p? + MB?'  MOaf],
But Ma!  p?
where
+ M6("  M6a' s (y  n'  (z  Q m'  c  T) + m(z + c 2  nrf + m' + o{a(t T) n(y = <nj'  #'. = ft'  m', m =* y?  oj',
2
r,)
'
(t
ij)
)}
_ ~ ~
ec
e
47r
riL^
[fy
^_i
\M)
^ ~ 4^ [ai UJ
These results
p /\
'
may
effect of
an operation
"
,
analogous to differentiation,
n=i
ao;
f drj
n^ ^DI [M
d
(e,
i
dy
r) J
ni lMd(,r
=
f
,
/ being a function
of r
and
6.
Writing /
=
^
a,
.
='
/J,
^
=y
the
= r we expression for a^ is at once obtained from that for ^4 X Writing/ obtain the expression for (f>. The formulae show that the field of the moving dipole may be derived from Hertzian vectors II and F by means of the formulae
where u and
respectively. the relations
j3,
',
y),
x
(Z,
m, n)
T\
we have
v w)
.
0,
(u
W)
0,
field of
moving
Since
where
we
may
write
down
200 Applications of
the Integral
~
4n dy \M)
dz
9
\M)
fm\
\M
dt
~ me
3
f"
/ / \
Let us now calculate the rate of radiation from a stationary electric dipole whose moment varies periodically. Taking the origin at the centre
of the dipole,
we
write
HX
where /,
there
is
=
^/(T),
H v =g(T)
il z
=r
h(r),
r=r/c,
is
y,
zero since
no
and
we need only retain terms of order 1/r To this order of approximation we have
in
= (yE,  zE y
),
where
^ = ^ (/"* + g"* +
rate of radiation
is
h"*)
(xf"
yg"
+ zh")*.
The
is
obtained by integrating cE 2 over a spherical very large. With a suitable choice of the axis
is
the
mean
is
A2
/27T\ 4
"
"
Electromagnetic Radiation
201
EXAMPLE
and
L (x, y,
z, t, s)
[x
(s)] I (s)
+
\
[y
(5)]
m (*)
"'
f [2
(*)]
(s)
c(t
s),
iT
ft
l(s)ds
(#, y, 2, /,~)
v'( T )
(
4w J  oo
1
4^
'
4 _
///^
m W^
'
V
^'
(*,*,,*,*,*)
''4^'
=
c dt
from these potentials the charge associated with the is/(r), the variation with the time being caused by the radiation of electric charges from the moving singularity in a varying direction specified by the direction cosines / (r), (T), n (T).
also that in the field derived
(T),
Show
moving point
(T),
(T)
273.
wireless telegraphy.
If
we multiply the
electromagnetic equations
curl (cEi),
,
C =
1
curl
(c^)
,
for a field (E ly 2 respectively, where (E 2 2 ) are the field by 2 vectors of a second field in the same medium, and multiply the field
H^
E
,
equations ^
for this second field
A B =
2
curl (cE2 ),
~ C2 =
curl
(cH2 )
r?
and then add all our equations together, we obtain an equation which may be written in the form
by
H E
19
.
respectively
(H2
B,)
(H,
B +
2)
(El
C2 )
(E2 C,)
.
= cdiv (E
HJ  cdiv (E
ltat
2 ).
(A)
We now assume that both fields are periodic and have the same frequency and assuming the symbol T for the time factor e~ co/277. Introducing
that it is understood that only the real part of any complex expression in an equation is retained, we may write
TT
/ii==j[/ij,.
WL
juL
u
2
nnjt
j.
n2
~&
j
/vj
^n^t
JL
6j
&
,
nn^i
,JL
jG/2
e 2)
where the vectors ely hl9 cl9 etc. depend only on x, y and z. Now let K, and a be the specific inductive capacity, permeability and conductivity of the medium at the point (x, y, z) and let a denote the quantity (ioo f icr)/c, then we have the equations
fji
==
ia)jjih 2
T,
Cl =
iceiTa,
C2 =
ice 2 Ta,
202
The
div
(e2
hj)
div
(e 1
x h2 ).
This equation
may
medium
surrounding two antennae f if these sources of radiation are excluded by small spheres Kl and K2 An application of Green's theorem then gives
[ J KI
(% x
^i)n
dS
f
[ J Kt
(e2
hi) n
dS
(e l
x h2 ) n
dS +
J KL
[ J KZ
(e l
x h 2 ) n dS,
an equation which
may
Jn
Let the
first
f
J21
J12
4 </22
antenna be at the origin of coordinates and let us suppose is an electrical antenna whose radiation may be represented approximately in the immediate neighbourhood of O by the field derived from a Hertzian vector TIT with a single component H Z T, where 2 2 2 lpR
for simplicity that it
= Me
(c
p =
kfjLa>
f
and
is
the
moment
of the dipole.
In making
this
assumption we assume
that the primary action of the source preponderates over the secondary actions arising from waves reflected or diffracted by the homogeneities of
the surrounding medium. Using to denote the value of a at
3FI/9r,
>
y*
>
2)
for the
components
of e 2
ia,
we have
{(** f
n=
J K,
2
)
 a*& 
yz^} H'R~*dS.
x
,
the quantities 7? 2 Il and the vector e 2 may be treated as constants, for 1 is very small and e 2 varies in the neighbourhood of 0. We also have continuously
[yzdS
\zxdS
\xydS
0,
(x*dS=
^dS=
l
\z
dS =
IxdS^O,
Therefore
and, since
=
lx*dS
0,
Jn = lim
.R>0
we have
finally
Ju =
8 =
2ia 1
2 /3.
Now
^W
radiates energy
c (x)'i.
is
127rF
3
,
V=
* H. A. Lorentz, Amsterdam. Akad. vol. iv, p. 176 (18956). f A. Sommerfeld, Jahrb. d. drahtl Telegraphie, Bd. xxvi, S. 93 (1925); Bd. xxvn, S. 131 (1926).
W.
Schottky, ibid.
Reciprocal Relations
203
we obtain the
useful
Assuming that 8
expression
is
is seen to be zero because it involves only terms which change sign when the signs of x, y and z are changed. Evaluating /22 and Ju in a similar way we obtain the equation
The
integral
J21
(^ where f1?
e lf
rj l9
icrjaj)
(VtfK^
(ic,
iaju) (F2
//c 2 )i
&,
,
of the vector
The amplitudes and phases of the field strength received at the two antennae are thus the same when both antennae are of the electric type and are situated at places where the medium has the same properties and emits energy at the same rate. When the two antennae are both of magnetic
type the corresponding relation
(M2
,
is
F2 )*ri=(Mi^ 3 )*y2
,
where a^ & y^ are the components of h t and a2 /J2 y2 are the components of A2 The antennae are again supposed to be directed along the axis of z but there is a more general theorem in which the two antennae have
,
,
.
arbitrary directions. The relation (A) and the associated reciprocal relation remind one of the very general extension of Green's theorem which was given by
Volterra* for the case of a set of partial differential equations associated with a variational principle. This extension of Green's theorem is closely connected with a property of selfadjointness which has been shown by
Hirsch, Kiirsch&k, Davis and
La Pazj
tions associated with a variational principle. In the case of the Eulerian = associated with a variational principle 87 0, where equation
l>i,3 2
Xn\u\ ult u 2j
...
u n ]dxl dx 2
...dx n
Us
x
du
7^ UJsg
>
u"
r s
>
!>
>
n )>
is self adjoint is
v =
dF du
3F ^ h
1 A
...
vn
dF 
dF 
dut
du n
du n
h v 12 li
x
3F
du 12
...
t.
vi, p.
43 (1890).
f A. Hirsch, Math. Ann. Bd. XLIX, S. 49 (1897); J. Kurschdk, ibid. Bd. LX, S. 157 (1905); D. R. Davis, Trans. Amer. Math. Soc. vol. xxx, p. 710 (1928); L. La Paz, ibid. vol. xxxir, p. 509
(1930).
CHAPTER
311.
TWODIMENSIONAL PROBLEMS
Simple solutions and methods of generalisation of solutions. solution of a linear partial differential equation of the homosimple geneous type is one which can be expressed in the form of a product of a
number
of functions
as its argument.
==
V=
where
e~ my cos
m(x ;
x'),
......
and
the equation
2
9F_
~ftppssesses the simple solution
~dx*
V=
and the waveequation
e~ Km2t cos
m (x 
x'},
......
(B)
^v ^
dx 2
c2
V=
itv
m (x
x').
......
(C)
The
last
one
is of
it
F =
when x =
f 1,
a/2 are
is
by a solution
There
integer.
where n
an
T=
If
27r/wc
2ira/(2n f
1).
solution
denotes one of these simple solutions a more general obtained by multiplying by an arbitrary function of and x' and then summing or integrating with respect to the parameters m and x'. This method of superposition is legitimate because the partial
(m.,
x')
may be
infinite series and infinite ranges differential equations are linear. of integration are used it is not quite evident that the resulting expression
When
will
205
for instance,
V=
v for
Jo
M (m, x')f(m] dm
(t
>
0,
>
0),
by writing
V when we are dealing with a solution of the second equation and V when we are dealing with a solution of the third equation, we easily
when /
(m)
find that
we have
2v
= =
(77//c)*exp
(x
x')*lKt],
y
It
is
 or
according as
x

x'
\
>
0).
easily verified that these expressions are indeed solutions of their respective equations. These solutions are of fundamental importance
because each one has a simple type of point of discontinuity. In the last case the points of discontinuity for y move with constant velocity c.
We may
or y equal to
by writing
V, v
M (m,
Jo
J
x')
(x
dx'dm,
oo
When
where the integration with regard to x' precedes that with respect to m. the order of integration can be changed without altering the value
of the repeated integral the resulting expressions are respectively
F=
2v
yF(x')dx'
(77/Ac*)*
fjr
I""
J
00
exp [
(x
 x')*lK(\ F (x
dx',
+ ct
last expression evidently satisfies the differential equation when F (x) a function with a continuous derivative; y represents, moreover, a
when
0.
When
the function
(x) is of
satisfy simple
boundary
conditions. This
x'
=*
y tan
(6/2)
in the
first
integral
and
'
2u
(irf)*
206
in the second.
Twodimensional Problems
The
resulting classical formulae
Too
TT*
J 00
F[x+2u
=
and
v
(AC
u
nF (x)
suggest that
V = nF
(x)
when
t/
when 2=0.
These results are certainly true when the function F (x) is continuous infinite range but require careful proof. The theorems suggest that in many cases *
rrF (x)
=
Jo
[
dm
cos
oo
a relation of very great importance which is known as Fourier's integral theorem. Much work has been done to determine the conditions under which the theorem is valid. A useful equivalent formula is
This
is
(x)
I
J
oo
dm
e tm( **'>
f
F (x
dx'.
oo
When F
(x) is
an even function
of
may
be
F (x)
Jo
cos
(m)
=2
7T
Jo
co$mxF(x)dx,
of
and when
(x) is
an odd function
x the theorem
may
be replaced by
F (x) =
sin
Jo
2 H (m) = 
sin
JO
TT
The formulae
tinuous. It
*
require modification at a point x, where (x) is discondifferent finite values from different sides of (x) approaches
is
The theorem
such that
/
/
is
of
bounded variation
fee
and
'
is
F (x)
0)].
dx and
\
00
F (x
F (x) dx exist. F (x) may also have a finite number of J JO + 0) and F (x  0) exist but in this case the integral represents
I

\
[[F(x+ 0)+ F (x 2
Integrals; in
Variable.
Fourier''$ Inversion
Formulae
207
the point x the integral is found to be equal to the mean of these values instead of one of them. Thus in the last pair of formulae we can have
F(x)=l =
but the integral gives
xf>,
H(m)= [lcosw],
77
X>
(f>,
F (1) =
EXAMPLE
If
%r
S
K
(x,
t)
(7r/c<)~i
exp [
x*/4:Kt]
and /
(x)
is
x2 , which
satisfies the
condition y
= f (x) when
and
oo
<
jc
<
oo
is
given by
v
the formula
T
J
oo
flf
(x
0/(s
^o +
3
n=l
[/ (*n ) x
 f(xn)]
[S
(a?
/J
a; n
,)
fl
(*
all
s,,
*)]
<fc
where 2/ (#)
= / (zn +
(x).
0)
+ / (xn
0)
the points of
discontinuity of/
312.
The
first
step
is
to
establish the
BiemannLebesgue lemmas*.
be integrable in the Riemann sense in the interval a < x < b be integrable. We shall g (x) integral is improper let

Let g
(x)
lim
k
>w
sin (kx)
J
g g
(x)
dx
0.
Let us
first
when
(x) is
bounded
and G
parts
is the upper bound of \g (x)\. We divide the range by the points #15 x2 ... x n _! and form the sums
,
into
Sn =
sn
U,
(x, (Xi
a)
a)
+ U2 4 L 2
(x2
(x2
x,)
+
f
...
Un
Ln
(b (b
se
xn ^)
x^
...
xn _j),
where
C7 r
Lr
rHl
< x<
xr so that
,
Since
c is
& (x)
any
integrable we may choose n so large that Sn small positive quantity given in advance. Now
is
sn
<
'
c,
where
g
*
= S gr (xr ^)
sin
kx dx
.
+2
is
oj r (x)
sin
kx dx
The proof
in the text is
208
Twodimensional Problems
1
the summations on the right being from r = from #r _, to xr With the same convention
.
to r
r
I
g (x) sin
I
kxdx
sin
kx dx
.
Ja
2nG/k f c. Keeping ?i fixed after e has been chosen and making k sufficiently large we can make the last expression less than 2e and so the theorem follows for the case in which g (x) is bounded in (a, b). When g (x) is unbounded
2*167*
f
<
Sn 
sn
<
Integra ble in (a, b) we may, by the definition of the improper enclose the points at which g (x) is unbounded in a finite number integral, of intervals i l9 i 2 ... i p such that
and
(x)
S
r~lJi,
g (x)
dx <
denote the upper bound of g (x) for values of x outside the intervals i r and let e 1? 2 ... e p+l denote the portions of the interval (a, b) which do not belong to i lt i 2 ... i v then we may prove as before that
let
<?
,
Now
>
g (x) sin kx
dx
(x) sin
kx dx
.
f
g (x) sin kx
dx
< 2nG/k
4 2e.
6r, consequently the last expression a sufficiently large value of k. Hence may by taking the result follows also when g (x) is unbounded, but subject to the above
Now
be
the choice of
less
e fixes
n and
made
than
3e
restriction.
Some
is
is
the
in the range
(1
necessary because in the case* when g (x) x 2 )"* for which g (x) is notintegrable
 \
fA:
sin
J
kx g (x) dx
'=
TT
J
Jo
(r)
(r) rfr,
r co
and as k
>
oo
Jo
is
J
to
(r)
dr
if
=
Jo
JQ
is
dr
1.
show that
/J
:
(a,
(1)
/?),
where a and
is
are positive,
of the interval
in
(a,
j8)
the
following conditions
f
/
(x)
continuity,
(2)
and
continuous except at a finite number of points of disif / (x) has an improper integral / (x) is integrable

\
(x) is of
bounded
variation, then
[x
limf
1C
^oo J
a
0)]
=^
say.
Let us write
sin k
(t
x)
L +i:
Fourier's Integrals
209
t
integrals
by the
substitutions
u and =
t
f
r a 55*
&
r/3
fa
fatjr
Jo
f
J?
_^)_/(z_0)]c^4/(zai
0)
sin
Jo
ku. du/u
f
r&x
^)
Jo
/(* + Q)]du+f(x+
0)
sinfai.dWtt
Jo
f x, j3
Now
let c
x,
then
sin
Jo
ku du/u
.
r l:c
sin v
Jo
dv/v
>
^ as *
fc
> oo.
Also, let
(x
w)
 / (x denote one of the two functions / (x 0), u) = and .F (u) is of bounded variation in j 0), then jP (0) / (x
(u)
the interval (0
< u<
c).
where
(u)
and
H,
(0)
= a,
(0)
6
o.
number
positive
<
whenever
sin
Jo
(u)
<
e,
%
<
(u)
<
e,
<u<
.
z.
We
next write
sin
Jz
ku
F (u) du/u =
f
ku
F (u) du/u
sin
Jo
sin
Jo
ku
H\ (u) du/u
ku
(u) du/u.
denote either of the two functions l (u), 2 (u)] since this a positive increasing function the second mean value theorem for integrals may be applied and this tells us that there is a number v
Let
(ut)
function
is
between
and
z for
which
.
sin
Jo
ku
H (u) du/u = H
(z)
sin
kz
Jv
(
ku du/u
.
.
H
roo
(z)
I
sin s
Jkv
r oo
dsls
Since
JO
sin s
dsjs is
is
a convergent integral,
it is
sin s
JT
dsjs has
an upper
bound
B which
independent of r and
sin
ku
H (u) du/u
11;
210
Twodimensional Problems
first
By
the
so large that
ku
result that
re
lim
Arvoo
sin
Jo
ku
F (u) du/u =
0.
It
now
follows that
><X> J
a
To extend we
shall
which the
limits are
oo
and
oo
assume that
for
>
j3
where
P
a,
(x)
and
(x)
are positive functions which decrease steadily to A similar supposition will be made for the range
<
to zero as
the positive functions now being such that they decrease steadily x decreases to oo. Since
Pi(t) x'
(x
tis
<
/?
< t<
y)
mean
a positive decreasing function of t for t> ft we may apply the second value theorem for integrals and this tells us that
x)
^p M for x >
,,
l( p)
{*
sink(t
x)dt
P>
Now
let
\Pl (x)\<
l
/?,
D m P (t)dt
M
JTQ
k(px)
then
,
f
sin
k large enough we can make 4M/k (j8 x) as small as we please moreover, this quantity is independent of y, and so we can conclude that ("sink (tx) Px (t) dt 0. lim _
By making
;
k >oo J P
Similar reasoning may be applied to the integral involving 2 (t) and a. It finally follows that to the integrals arising from the range t <
foo
lim im
_>00
sin k
t
(t
x)
JCx,
x
rk
'
or
dt
oo }oo
JO
x)f(t)ds.
Fourier's Integrals
211
To justify a change in the order of integration it will be sufficient to justify the change in the order of integration in the repeated integral
I
dt
cos s
(t
x)
(t)
ds,
Jq
JO
where q > /?, for the other integral with limit oo may be treated in the same way and a change in the order of integration for the remaining
integral
Now
exists,
"dt
j
may
m
Jq
\
Pi(t)dt
(A)
then
k K
cos
JO
s(t
x)
l (t)
ds~
ds Tcos
\
s(tx)
l (t)
dt
<
2k
Jq
JO
"X
(t)
dt.
Jq
Jq q so large that
we can choose
is
as small as
we
please.
finally
The order
changed
and so we have
TT/(X)
x)f(t)
dt.
are:
f(x) = Pj (x)  P2 (x), where P1 (x) and positive decreasing functions integrable in the range ()8, oo). a. (2) A corresponding supposition for x <
For x
>
p,
(x)
are
(3) (4)
/ (x)
/
(x)

of
bounded variation
discontinuous at only a
integrable in
(
number
of points in
a,
f3)
and /
j
(x)
a,
/2).
313.
To
illustrate the
is
potential which
zero
method of summation we shall try to find a when x = and when x = 1 We shall be interested
.
when the
point x
x',
a simple combination of primary solutions and by an extension of the method of images used in the solution of physical problems by means of primary solutions we may satisfy the
first
We
y = 0. note that
M (m,
=
x')
M (m,
and
boundary condition at x
x')
M (m,
x').
sin (mx')>
by writing m =
boundary condition at x = 1 may be satisfied mr, where n is an integer. We now multiply by a function
142
212
Twodimensional Problems
of n and sum over integral values of n. To obtain a series which can be summed by means of logarithms we choose/ (n) = l/n so that our series is
co
K=
If
//
n~i n
e~ nny [cos
/ITT
(x
x')
cos nn (x
f #')]
>
the
sum
p~
cosh COsh
(rry)
(TT?/)
cos
TT
(# 4
a;
)
'
COS TT (x ~
x')
it
To extend our
we
write
in the
form
O
g~w;ry s j n
{
n7lX } sin
The expression
for
V may be written
in
an alternative form
it
may
arranged at regular intervals. This expression shows also that the potential
2
2
V becomes
infinite like
x x' 0, it thus x') f i/' ] in the neighbourhood y \ log [(x possesses the type of singularity characteristic of a Green's function and so we may adopt the following expression for the Green's function for the
of
',
0,
oo
1,
is
to be zero on
(x,x'\y,y')
=
n1
j  e  nrr \vv'\ s [ n
nnx
sin
is
obtained by writing
exp
in place of
y
[
y'
UTT
\
(nV
y
k*/7r
2
exp
y'
)
\]
and
in place of the factor 2/n.
314.
2n/(n*
As another
equation we
Laplace's
of
illustration of the use of the simple solutions of problem of the cooling of the fins
an aircooled airplane engine when the fins are of the longitudinal type. The problem will be treated for simplicity as twodimensional. A fin will be regarded as rectangular in section, of thickness 2r, and of = is maintained at temperature by length a. Assuming that the end x the cylinder of the engine and that it is sufficient to assume a steady state,
3 29
the problem
*
is
to find a solution of
'
^~
f 2
(2)
^=
o 26
Lombardo
42:611624 (1909).
Cooling of Fins
ditions * 
213
=
two
00
along y
0,
q0 along y
T,
y
<?#
along
a.
The
first
by writing
(s m r)
(xc m )] cos
(s m y),
ks m r tan
q.
This equation gives oo 1 values of s m and when s m has been chosen the corresponding value of c m is given uniquely by the equation
ks m tanh
[s m (c m
a)]
which
will
is satisfied.
To make
coefficients
when x =
we have
that
finally to
Am
in such a
way
00
= S
/
1
^4 W
cosh
(s m c m )
cos
(s m ?/).
This
may
be done with th
0,
m^n m=
n.
Therefore
Am =
40 sech
Vm (s m r).
;
effectiveness of the
Harper and Brown derive from this expression a formula for the fin, which they define as the ratio H/H Q) where
H
method
2q (a
r)
H=
a \0dS.
For numerical computations it is convenient to adopt an approximate in which the variation of 9 in the y direction is not taken into consideration. Results can then be obtained for a tapered fin. The approximate method has been used by Binnie in his discussion of the problem for the fins of annular shape which run round a cylinder
barrel.
315. For some purposes it is useful to consider simple solutions of a complex type. Thus the equation
dv
Si
*
_ =
d 2v
"
dx*
The formal solution is obtained by D. R. Harper and W. B. Brown (N.A.C.A. Report, No. 158, Washington, 1923), but is not used in their computations, f Phil. Mag. (7), vol. n, p. 449 (1926).
214
is
Twodimensional Problems
by
v
satisfied
if 2i//? 2
cr.
Ae* x co&
(at
px).
......
(A)
is
is readily interpreted by considering a viscous liquid which motion by the periodic motion of the plane x = 0, the quantity v being velocity in one direction parallel to this plane ( 256). The preis scribed motion of the plane x =
This solution
set in
=A
cos at
F, say.
are propagated with velocity or/j3 in the direction perto the plane but are rapidly damped for the amplitude diminishes pendicular in the ratio' e~ 2rr as the wave travels a distance of one wavelength 27r/j3.
,
The vibrations
this
wavelength
is
v is
very
small, when assigned the wavelength is very small if a is very large. The equation (A) has b,een used by G. I. Taylorfto represent the range
temperature at a height x in the atmosphere, the potential temperature being defined as usual, as the temperature which a mass of air would have if it were brought isentropically (i.e. without gain or loss of heat and in a reversible manner) to a standard pressure.
of potential
The following examples to illustrate the use of the solution (A) are given by G. Greenf. Suppose that two different media are in contact, the boundary surface being x = a and the boundary conditions
v>
""
**
9^,
*&
3 V2
for
*= a
the solution
Vl
x,
then
= 6e~^ x cos (at  fax) f AOeW***) cos [at + fa(x 2a)], x < a, v 2  Bdet* * cos [at  fa (x  c)], x > a, = (cr/2^)*, & = (<7/2i/8 )*, where c = a[l  (i/^)*], fa pA = K, vS  #2 vX> PB = 2^ yV2 P = #1 V"2 + #2 vX(
>
is, of course, the physical difficulty that the expression for the oo. incident waves becomes infinite when x =
There
If
associated problem in which the incident waves correspond to a periodic supply of heat q cos at at the origin, the solution is
 c)
we take the
(y2 /a)*
Be** (x
cos (kt
fax
fac
7r/4),
where
*
and
B have
is
is
noteworthy that
p. 586.
due to Stokes, Papers, vol. m, p. 1. See Lamb's Hydrodynamics, t Proc. Eoy. Soc. London, A, vol. xciv, p. 137 (1918). t G. Green, Phil Mag. (7), vol. in, p. 784 (1927).
The theory
Fluctuating Temperatures
215
in these solutions are integrated with respect to a from to oo the physically correct solution for the case of the instantaneous generation of a quantity of heat q at the is obtained in the form origin at time t ==
EXAMPLES
1.
In the problem of the oscillating plane the viscous drag exerted by the
.
fluid
is,
per
unit area,
/
( 1
/717\
V H

~5T
(sin at
cos
at).
[Rayleigh.]
2.
a)
=*
sin
<^,
(<^
a constant),
<f>
where Q
is
is
the latitude.
[V.
W. Ekman.]
316.
The
solution (A of
/?
315)
may
is
be generalised by regarding
/S.
as a function of
thus given by
+
Jo
^ sin
[jSa;
2j/j3 *]
e/r
(j8) rfjS,
where
and ^ (j8) are arbitrary functions of a suitable character. (/> (j3) Solutions of this type have been used by Rayleigh and by G. Green. Some useful identities may be obtained by comparing solutions of
problems in the conduction of heat that are obtained by two different methods when the solution is known to be unique. For instance, if we use the method of simple solutions we can construct a solution 2jr
t;
= S
e t{ *
^
7Tnoo
/(f)df
Jo
2?!.
which
is
When =
the series
is
simply the Fourier series of the function / (x) that with a suitable type of function / (x) our solution
is
216
is
Twodimensional Problems
0. one which satisfies the initial condition v = / (x) when t a solution can also be expressed by means of Laplace's integral
rco
Now
such
t;
e
J
co
f(t)d(
and
this
may
2
71=
oo
ft,
e
4 *<
JO
_+ gftTT,
(77/1/0*
This identity, which is due to Poisson, has recently, in tho hands of Ewald, become of great importance in the mathematical theory of electromagnetic waves in crystals. The identity can be established rigorously in
several
(1)
(2) (3) (4)
of Fourier series.
By
By
the theory of
elliptic
By means
Riemann's
method
performed backwards.
An
xn
>e x
astt>oo
if
#>#,
if
......
(1)
2~2n
H
\n
for
h r)
j^^igacz
as
^ oo
rn~^
>
......
(2) ;
v
We
have2 n ~ 1 < n\
e**
n=
1,2,3,...
and
2x
so,
forO<.r<
1,
~+
1
!
...
<
2x*
...
15. x
1
3
Also, for
0< x<
1
{,
3
4 T Sr 7^ ^J_ = 1 + 2x + 2x + ~ < 1 + 2x 4 2x + ^
2
2
Therefore
e 2xx*
<
_~
<
e 2*
* G. P61ya, Berlin,
p.
158 (1927).
Frisson's Identity
account of the symmetry of the binomial coefficients it / prove (2) for r > 0. In this case 2\ j.
217
is sufficient
On
to
n)
'"
n)
2X
\
/
~r ~^
1\
r/
V
1W
n)\
n)
r_l\ n /
V'
the upper estimate in (B) having been applied. A use of the lower estimate 3 4 gives an analogous result, which, on account of the fact that r n~ > 0, completes the proof of (2).
Putting x
ZCD
ze 2irtv
'
in the identity
we
obtain
S
[m/l]
is
1<2<1
where k
[(V(za>
4 1 A/(z"")]
2m
k
1
/
(
fyvn
,
%
vk
\
l
,
)
m + W/ z
Now let s be an arbitrary fixed complex number and t a fixed real positive number. Putting I = V[( mt )]> z = gS^ an(l dividing the series by 2 2m we obtain
,
the relation
8P~\
coshM~^n =
Jl
rAl^+
on the right we
I
^
(C)
[Vim]
Applying the limit
(1)
00
(2)
finally
obtain
00
00
which
is
limit
which has just been performed in which the taken for each term separately, it is sufficient to find a quantity independent of m which dominates each term in each series.
justify the limiting process
is
To
There
is little difficulty
in finding a suitable dominating quantity for the side, but to find a suitable quantity for the terms on
the lefthand side x>f the equation P61ya finds it necessary to prove the following lemma. Given two constants a and b for which a > 0, < b < IT, we can find two other constants A and B such that A > 0, B > and
cosh z
 
<
x
e AxZ
~ Bv *
9
when
but, for
a< x<
a,
b<y<b
cosh

and
2
iy.
We

have, in fact,
sin 2 */,
z

=
1
\ (1
cosh 2x)
a< x<
i <1
a,
we have
4
cosh 2x)
<
f
2
ni
T^Tr~ (2n)\
1 f
2Ax 2
say.
218
for
Twodimensional Problems
since sin y/y decreases as y increases
*
from
to
TT,
we have
^

>
= Vfff,
8 ay,
V25>0.
e 2 <^
It follows
<
*" 2) ,
and
lemma.
to the series (C)

To apply we
the
lemma
we note
77/2,
that in the
first
member
TTV/l
<
therefore take
If s is real,
77/2.
the
sum
in the first
member
e
of (C)
is
dominated by the
series
I
V 00
gr
F.
free
It is easy to
s is
dominate
this series
by one
EXAMPLES
1.
If
P=
Q=
JO
/
e~ x* [cos (xO)
JO
^ [cos
(x^)
^2
d0,
show by
xP=>2 K tlQ
ox
xQ =
1 K t*.
ox
,
Show
also that, as
> 0,
4Pv4Q>rr*(^r i
and that consequently
4P = 4C =
7r*(,cO~
>
e a;2 /4**.
2.
If
C^f^
(/
e^v cos
(y
 a2
dt/,
oo
a
a2 )
(^y,
prove that
(7
+S=
V(w/2),
0^ = 2
*
I
e29 dd.
[G. Green.]
Conduction of heat in a moving medium. When the temperature on only one coordinate, the height above a fixed horizontal plane, depends and the vertical velocity of the medium is w, the equation of conduction is
317.
do
dt
+ V 90_
dy~
v
is
d*e
K
~dy*'
......
(A)
where K
is
the diffusivity.
When
v\
*A 2
Conduction in a Moving
which
Medium
219
may
of values of
be generalised by summation or integration over a suitable set In particular, if we regard as made up of periodic terms /*.
periods,
we obtain a
solution
=,
.70"
e ay
f
at)
(a)
cos (by
a,
+ at)] da,
where
2*a
w,
bw =
and / (a), g (a) are &c*itable arbitrary functions. in the Stieltjes sense so that it can include the corresponding to discrete values of a.
The
sum
When
where
v varies periodically in such a way that v = u (1 4 r COB at), u, r and a are constants, a particular solution may be obtained by
......
(B)
where /
(t) is
a function which
is
differential equation.
When
v is
easily determined with the aid of the an arbitrary function of t the equation
which
may
be generalized into
=
[
t
ew
oo
'""I
**
F(s)ds
where F(s)
is
s.
results
Thesolution (B) has been used by McEwen* for a comparison of the computed from theory with the results of a series of temperature
Coronado Island about 20 miles from San Diego in California. The coefficient K is to be interpreted as an "eddy conductivity" in the sense in which this term is used by G. I. Taylor. This is explained
observations
off
made
is less
than
direct heating of sea water by the 1 per cent, of that at the surface.
Also, the temperature range at that depth would bear the same proportion to that at the surface if the variation in rate of gain of heat were due only
to the variation in this rate of absorption. The direct absorption of solar radiation cannot then be the cause of the observed seasonal variation of
temperature, which amounts to 5 C. at a depth of 40 metres and exceeds 1 at a depth of 100 metres. Laboratory experiments show, moreover,
* Ocean Temperatures, their relation to solar radiation
California Semicentennial Publications, 1919).
and oceanic
circulation (University of
220
Twodimensional Problems
that the ordinary process of heat conduction in still water is wholly inadequate to produce a transfer of heat with sufficient rapidity to account for the whole phenomenon. It is now generally recognised that a much
of heat results
of the water in which, at any given instant, certain portions of the water are moving upward while others are moving downward. The resultant
flow of a given column of water may be either upward or downward, or may be zero. The motion may be described as turbulent and a vivid picture of the process may be obtained by supposing that heat is conveyed from
one layer to another by means of eddies. This complicated process produces a transfer of heat from level to level which, when analysed statistically, will be assumed to be governed by the same law as conduction except that the "eddy conductivity" or "JMischungsintensitat " will depend mainly on the intensity of the circulation or mixing process.
equation which is more general than (A) has been obtained by in a study of the distribution of temperature in a column of liquid flowing through a tube. Assuming, as an inference from Nettleton's experiments, that the shape of the isothermals is independent of the character of the flow, Owen considers an element of length 8?y fixed in space and estimates the amounts of heat entering and leaving the element across its two faces perpendicular to the yaxis to be
S. P.
An
Owen*
and
^{*^(0
A
is the area, p the respectively, where perimeter of the crosssection of the tube, 9 the temperature of the element, the emissivity, k, p and s the thermal conductivity, density, and specific heat of the liquid respec
^
y
*{*%+''*
tively,
and where
is
the tube.
Owen
~
*
psv
2
8y
 EP( {
*o)
%=
'
Aps
Sy,
where
k/ps.
EXAMPLES
1.
which
de
Ht
satisfies
de
ri~
the equation dz e
3^*
'
when
* Proc.
z,
0,
0,
when y *
6,
.
p.
when
0,
London Math.
Soc. vol.
xxm,
238 (1925).
Wave Propagation by an
is
Electric Cable
221
ttn
*z
*!b*)
+ (i?/4)}M.
foe. ci7.]
[Somers, Proc.
2.
P%$.
xxv,
p.
74 (1912); Owen,
example the receiver is maintained at a temperature which is a periodic function of the time, so that the condition 9 = & l when y b is replaced by d = 6 cos a>t when y = b, the solution is
If in the last
cos 2w6) 1 [(cos cosh wiy sin m^ sinh T?) sin a>t] 7117
cos
my
o>
2e&~ 2 2
p1
where
=
7i
{(v/2 K )* f (a;/^)
sin
{i
tan 1
(4^a./ ?;
2
)}.
Theory of the unloaded cable. Consider a cable in the form of a loop (Fig. 13) having an alternator A at the sending end and a receiving instrument B at the receiving end.
318.
may
be
represented as the real part of the lni where E and n are constants. Naturally, we arc interested expression Ee in the real part of any complex quantity which is used to represent only
,
a physical entity.
Now, if CSx is the capacity of an element of length 8x with regard to the earth, the capacity of a length ox with regard to a similar element in the return cable must be ^Cox. Hence, if 7 is the current in the alternator and VQ the potential difference of the two sides of the cable at the sending
end
'
~*
lc C
aF
a/
~dx'
W~~~
the difference between the generated electromotive force in voltage down the alternator circuit and a capacity CQ in series with it, consequently we have the equation VQ
is
Now
+ F =
int and Assuming that / can be expressed as the real part of X (x) e = / at the receiving end, we find on differentiating the last equation that / with respect to t and multiplying by C
,
(1
 CQ L
n*
+ inCQ RQ
f
222
Twodimensional Problems
is
ox
where
Similarly,
if /j is
hQ C = 0(1 C L
is
l
,
n*
f
inC
).
apparatus
capacity
the current at the receiving end and if the receiving equivalent to an inductive resistance (L 19 RJ in series with a
C we
where
A^ =
is
(1
C^n
+
differential
no leakage, the
and
if
X=K
cos
/z (I
x)
sin
/z (I
x),
where I is the distance between the alternator and receiving instrument, and Kl9 K2 are constants to be determined, we have
2
/x
= C
(n*L
/J
inR).
Writing
/x
f i/3,
where a and
2
)8
are real,
we have
a2
= LCn 2
2ap
2
=  CRn,  Cn
(G
and
so, if
f
n*L 2
2^8
nL).
When nL
and we have
is
we may
write
the wave velocity being (CL)~^. In this case the wavevelocity and attenuation constant are approximately independent of the frequency,
consequently a waveform built up from waves of high frequency travels with very little distortion. The constants JK1 and 2 are easily determined from the boundaryconditions and we find that
where
F=
(/^/^
4/I
sin pi
2/* (h
+ k^
cos pi.
when
*
When E = F = and
the differential equation possesses a finite solution only this, then, is the condition for free oscillations. The roots
0,
of the equation
F=
currents in telephone
223
oo. This l may be seen by considering the special case when (7 means that there are short circuits in place of the transmitting and re
= C =
We
Ax
0,
p? sin [d
0,
and
if
we
by writing
p,l
SIT,
where
s is
an
sW =
pip
l*C (n*L
inR)
gives complex values for n. When J? = Rl = R the roots of the equation for n are all real. This may be proved with the aid of the following theorem due to Koshliako v *
.
Let
<
f
iiff
 2
log
(z
z8 )
 S
Sl
k 8 log
(z
s)
51
be the complex potential of the twodimensional flow produced by a number of sources and sinks, the sources being all above the axis of x and the sinks all on or below the axis of x.
Writing
zs
,
aB
ib s
= ,0,
iij,
where a 8
b8
gs
r} 3
are
all real,
we
shall
suppose that
s
bs
>
0,
T] S
>
is
0,
m >
ks
>
0.
Now
real
^w*t
*
and complex
n
, Sl
Ir'
I*'
where / (x) and (x) are real when x is real. If we superpose on the flow produced by the sources and sinks a rectilinear flow specified by the streamfunction fa = x y tan o>, the stream function of the total flow is = Q f fa and the points in which a stream line = 6 cuts the axis of ^ x are given by the transcendental equation
i/j
iff
or
g (x) cos (x
d)
+ f (x)
sin (x
0)
0.
We
all real.
first
Writing
G
we have
IT (x] (X)
iF
lit
(x (X
(x)
=
s
l
z
^_
bs
*Vs/
= e (x  [/(*?) + *V ()],  *T (x) = e' <*> [/ (x)  t^ (a?)], (a?) ^ () = / () sin ^ + (a:) cos (x G(x)=f (x) cos  6)  g (x) sin G
(a:) f
iF
d)
(a;
gr
0), 6).
(a:
(a;
1, k,
224
Hence,
this root
if
Twodimensional Problems
z
4
iy
is
%
(z)
0,
we have
for
be the moduli of the expressions on the two sides = J/2 2 but of the equation, then the equation tells us that
Now
let
M^ and
M
*
1
M^
_ ~
2 while if and from these equations it appears that y > 0, Mf < 2 2 2 > J/ 2 Hence we must have y = 0, and so the roots of the ! y < 0,
,
are all real. equation ^ (2) = Let us next determine the effect on the roots of varying the value of If a; is a real root of the equation F (x) = 0, we have
T
6.
9)
0)
g' (x)
cos (x
6)
0)
1
f
(x)]
 G
(x),
cos (x f(*\
(<te/rf0)
sin (x
r^i
T^T'i'
therefore
[/
(a?)
y' (x)
f
(
/
(x)
(x)
*
+
*?
{(7 (a;)}
[6
(a)]
Now
r ; , i/'yi it*/
1
"f~
(.</
_a j
ATT
tt'g
^^5
., /i
i* ^
/
therefore
(a:)
ig (x)
=i\ x
as
^5
/(*)
The righthand
real values of
6.
>
side
is
clearly positive
and so dxfdO
is
when x increases, the point in which the x moves to the right (i.e. the direction in
transformed into G (x), and if we add F (x), conse(x) is transformed into
we
increase 6
77
by
JTT,
(x) is
another
to
0,
the function
this
(x)
(x)
are separated
0.
To prove
of proof
by those of and
(x)
(x)
(x)
[F
(x)]*
[G
(*)]
dxG(x)~
This
is
~[~
x and
infinite,
perhaps, at the
Koshliakov *s Theorem
roots of
225
(x)
0.
It is clear
(x)
F (x)
are
separated by those of
0,
number of branches each of which has a positive shape. In Koshliakov's case when k s 0, m s = 1 the functions / (x) and g (x) are polynomials such that the roots of the equation / (x) f ig (x) are of type z s = a s f ib s where b s > 0. The associated equation F (x) = is now of a type which frequently occurs in applied mathematics. In parconsists of a
,
ticular.if
/(;;)
&&*,
(x
(*)
(ft
ft) a,
the roots of the equation / (x) f ig (x) = are ifa and i/32 and so we have the result that if j8x and /?2 are both positive, the roots of the equation
(&L
+ &)
x cos
6) f
(&&>
# 2 ) sin
(a:
0)
......
(B)
are
and increase with 6. The theorem may be applied to the cable equation by writing the form ~ M 2 (\ + Al)} 2 /^ fro Vl _ ~ ^
all real
>
this in
(r
where
(7
O,
y^C^
C,
==
Now
t
n
=
and when the expression on the algebraic equation for p has roots
Koshliakov's theorem
is real.
(y
2t>
right is equated to zero, the resulting of type a t ib, where b is positive, hence
may be applied and the conclusion drawn that yil Since in the present case /x 2 = CLn 2 the corresponding value of
,
is
also real.
wl,
7
/?,
j8 2
=
7
ZA,
,
2/o> cos
,.
/i^)
o>&
(a)'
in
,~ x
(C)
o>^,
The
in the theory of the conduction of heat in a finite rod, radiation at the ends, into a medium at zero temperature. equations of this problem are in fact
when
dv
di
S^v
~~
dx2
(x),
'
v=f
for
0,
0,
~ + hv =
ox
at x
=ox
hv
at x
I,
and are
if
satisfied
by
v
e K<
2t
[A cos
a>x f
B sin o>#]
f 4
a>
(B cos
a)l
cos
o>Z)
0.
15
226
Twodimensional Problems
Eliminating A/B the equation (C) is obtained. The problem is finally solved by a summation over the roots of this equation, the root w = being excluded.
Equations similar to (A) occur in other branches of physics and many useful analogies may be drawn. In the theory of the transverse vibrations of a string we may suppose that the motion of each element of the string is resisted by a force proportional to its velocity*. The partial differential equation then becomes
~
same form as (A) if K = RjL, c 2 = l/LC. An equation of the same type occurs also in Rayleigh's theory of the propagation of sound in a narrow tube, taking into consideration the
which
is
of the
influence of the viscosity of the mediumf. Let denote the total transfer of fluid across the section of the tube
at the point x.
The
force,
slice
between x and x
dx,
is
if
where 8
is the area of the crosssection, p is the pressure in the fluid, p is the density and a is the velocity of propagation of sound waves in an unlimited medium of the same material.
be inferred from the investigation for a vibrating plane ( 315), provided that the thickness of the layer of air adhering to the walls of the tube be small in comparison with the diameter. Thus, if P be the perimeter of the inner section of the tube and F the velocity of the current at a distance from the walls of the tube, the tangential force on a slice of volume Sdx is, by the result of (315, Ex. 1),
force
The
due to viscosity
may
equal to
where
n/27r is the
Replacing
VS by
frequency
or
=
*
2 a,
, 2
cte
I,
p. 232.
t Ibid. voL n,
p. 318,
227
This equation has been used as a basis for some interesting analogies electrical problems*. We shall write it in the abbre
~
dt*
dt
dx*'
Rayleigh's equation has been used recently by L. F. G. Simmons and F. C. Johansen in a discussion of their experiments on the transmission of
air
At the end x =
is
taken to be
...... (D)
X=X
and a solution
is
sm(nt),
solutions of type
,
built
up from elementary
X=
where
a
2
Ae tntmx
2
f
iKn.
4 ip.
I)
at which
is
px)
fix')}
f
+ C {e** cos =
21
(nt
px)
'
px')},
x,
X =A
and where the constants A, C are chosen so that 2*' cos 2 pi} f Cesin 2pl {1 + ey
= 
+ G {1
4
^r =
where
(1
e~
cos 2pl)
1 f
G  e*
2j8/ f
sin 2pl
1
.
T=
e~^
In the case of a pipe with a fixed end the boundary condition at # = Z, anc we write
is
X=
px)
e**' sin
(^
#)
px')]
f (7 [e~
aa!
cos (nt
 e*' cos
if
(n^
j8a?')]
is
now
satisfied
= A {1  e 2*' cos 2pl}  Ce~ cos = Ae~ sin 2j8Z + G {1  e 2*' cos
2j8,
(1
e** cos
2^)
Jf09
2ttZ
GC7
2^8Z
= f
X
1
.
Q e**
sin
2)81,
where
* See a recent discussion
(1927).
G=
by W.
2e"
cos
e^
P.
Mason
t Advisory Committee far Aeronautics, vol. n, p. 661 (19245) (E.M. 957, Ae. 176).
152
228
If
Twodimensional Problems
y denotes the ratio of the
specific heats for air, the pressure at
any
p by
the quantity
where
X=
S.
The
is
consequently
+
a^
)*
~l
sin ( nt
& + #).
tan ^
following conclusion
:
= pA + aC
T^'
The
is
experiment
"Marked divergence between observed and calculated results shows that existing formulae relating to the transmission of sound waves through pipes cannot be successfully employed for correcting air pulsations of low
frequency and
321.
finite
amplitude."
years
method
in
differential equation is replaced initially by a partial difference equation or an equation in which both differences and differential coefficients appear.
is really very old and its first use may be in the wellknown of the light string loaded at equal intervals. This problem was problem discussed by Bernoulli* and later in greater detail by Lagrange.
Such a method
Let the string be initially along the axis of x and let the loading masses, which we assume to be all equal, be concentrated at the points
na,
0,
1,
2, ____
Let yn be the transverse displacement in a direction parallel to the /axis of the mass originally at the point na, then if the tension P is regarded as constant, we have for the motion of the nth particle
amy n =
2 Writing k am
P (yn+l =
yn )
+P
(y n _^
yn ).
& (yn+1 + yn _i yn
,
2yn ).
......
(A)
uzn
u2n+1
k
= k(yn 
yn+1 ),
ii 2n
(u2n ^
u 2n+1 ),
or, if s is
any
integer,
Johann Bernoulli, Petrop. Comm. t. m, p. 13 (1728); Collected Works, vol. in, p. 198. t J. L. Lagrange, Me'canique Analytique, 1. 1, p. 390.
229
given by*
us
where
= AJ ^
8 oo
(2kt),
(l~\m+2s
'M.?.*.!
Let us
of x
first
nff.+
=
<B)
consider the ideal case of an endless string and suppose that masses except one are in their proper positions on the axis
velocity, while the particle
and have no
which should be at x
v,
= na
has a displacement yn
are
^ and a velocity y n
v,
if
then the
initial
conditions
u2n
is initially
u 2n+l
s
77,
u2n _i =
??,
while u s
2/r,
zero
1,
2n
f 1.
A solution
=
0,
which
these conditions
5
is
us
for,
when t =
(2fa)L
is
unity.
When
us
If v n
all
solution obtained
by superposition
s
is
8
= Xvn J _2n (2kt) f k^ n [J^^ (2kt)  J = we find by integration that y = Si, n J2s _2n (2fcJ).
s
_ 2n+l (2kt)]
(C)
(D)
Let us now discuss the case when this series reduces to one term, namely, the one corresponding to n = 0. Referring to the known graph of the function J2s (2kt), to known theorems relating to the real zeros and
to the asymptotic representation f
J28
(2kt)
to
^j:
(7r&)*cos(2
).
(E)
we obtain the following picture of the motion The disturbed mass swings back into its
this
and returns after reaching an extreme position for which y < ^ Its motion always approaches more and more to an ordinary simple harmonic motion with frequency initially greater than &/TT, but which is very close to this value after a few oscillations. The amplitude gradually
decreases, the law of decrease being eventually
(rrkt)"^.
This diminution
* T. H. Havelock, Phil. Mag. (6), vol. xix, p. 191 (1910); E. Schrodingor, Ann. d. Phys. Ed. XLIV, S. 916 (19H); M. Koppo, Pr. (No. 96) Andreas Realgymn. Berlin (1899), reviewed in Fortschritte der Math. (1899). f Whittaker and Watson, Modern Analysis, p. 368. The formula is due to Poisson. An extension of the formula is obtained and used by Koppe in his investigation. The complete asymptotic
expansion
is
given in Modern
A nalysis.
230
Twodimensional Problems
is
gradually
transferred to its neighbours, which part with it gradually themselves and so on along the string in both directions. After a long time, when 2kt is
so large that the asymptotic representation (E) can be used for the Bessel functions of low order, the masses in the neighbourhood of the origin vibrate approximately in the manner specified by the "limiting
phase.
vibration" of our arrangement, neighbouring points being in opposite The amplitudes, however, decrease according to the law mentioned above and the range over which this approximate description of the
vibration
valid gets larger and larger. According to the formula (D) all the masses are set in motion at the
is
outset,
and
all,
move
in the
positive direction
its
>
0.
begins motion. The larger n is, the slower is the beginning of the motion and the longer does it continue in one direction. This is because J2n (2kt)
vanishes like
= na
An
2H
,
as
approaches zero,
An
in the expansion (B). Also because the first value oi 2kt for tion vanishes lies between ^/{(2ri) (2n f 2)} and V{(2) (% n
It is interesting to note that in this
*)
2^
3 )}.
is
no question of a propagation with a definite velocity c as we might expect from the analogous case of the stretched string. Let us, however, examine the case in which all the particles are set in motion initially and in such a way that the resulting motion is periodic. 2lku>t we have the difference equation Writing yn = Yn e
If a)
sin
<f>
by
......
Yn = A
sin
(F)
we have
yn
kt sin
<
}
.
Making
n<j>
constant
we
ak
is
?
The period
T is
T=
__
k sin
'
</>
= cT
ira/<f>.
Group
Velocity
231
The phase velocity thus depends on the wavelength and so there is a phenomenon analogous to dispersion. Introducing the idea of a group
velocity
U such
that
3A
3*
U + r/ dx~^
9A
^,
that
such that A does not vary in the neighbourhood of a geometrical point travelling with velocity U, we next consider a geometrical point which travels with the waves. For this point A varies in a manner given
is,
* by the equation
a7
^ ~^ ^ + C ^A _
fo
~
x
dc
, a dc cc
fo
5Aai'
the second
we
expressing the rate at which two consecutive wavefrom one another. Eliminating the derivatives of A obtain the formula of Stokes and Rayleigh,
Z7
member
= cA~=tf(A),say:
ak cos
(7ra/A)
U=
When
A>
oo,
ak cos
<f>.
U > ak =
U(co)
c(oo).
Hence for long waves the group velocity is approximately the same as = \TT, we have U = 0. the wave velocity. For the shortest waves When there are only n masses the two extreme ones being at distance a from a fixed end of the string, the equations of motion are
<f>
ft) ft)
&
(2y2
ft
= =
0,
0,
2ik<at as before and eliminating the quantities Y 8 Assuming y s = Y 8 e from the resulting equations we obtain the following condition for free
oscillations
2 cos
2<f>
1

=
1
0,
2 cos 2^
2 cos
t
2<j>
it is
readily
~
sin
2<f>
* See
Lamb's Hydrodynamics,
p. 359.
232
This
is
Twodimensional Problems
zero
if
2 (n
f
1)
=
(/>
rvr,
r = 1, When
is
2, ... n; we thus obtain /i different the motion corresponding to any desired we use an expression of type
Y n and the
end condition
Yn =
will
be satisfied by writing
B=
0.
Hence one
by
*,
where
2 (n
= A sin2w<e + 1) = TTT (r =
ym
(f>
2i *< 8ln
1, 2, ...
n).
we
.
write
cos (2& sin
<f>).
ys
^4 sin 2s<^
2.
The
possible values
are
and
,
consequently in the
first
case
sin
^j
y2
=A
sin
~ cos
( 2kt
sin
~
;
yl and j/2 have the same sign and the string does not cross the axis of In the second case yl
A = A sm 2?! cos
.
(
x.
/ rt/J 2tct
\
sin 
77\
,
o/
s/2
= A,.477 sin
o
cos
/ rt/J
(
2kt
sm
77
and y2 have opposite signs, the string crosses the axis of z at its middle point which is a node of the vibration. When n = 3 we find in a similar way that there is one vibration without a node, one with a node and one with two nodes. The extension to the case in which n has any integral value is clear. The general vibration, moreover, is built up by superposition from the 1 nodes, the elementary vibrations which have respectively 0, 1, 2, ... n
nodes of one elementary vibration such as the 5th being separated by those
of the
If
(s
l)th.
we regard
it
apply
so
this solution as valid for all integral values of s, The initial value of y a is now sin
by applying the general formula we are led to the surmise that there a relation
00
sin
2s<f>
==
cf>)
S
J>=
00
<f>.
sin
2p<f>
J2 s2
is
(2&0>
which
is
true for
all real
values of
This relation
easily
proved with
equation similar to (A) occurs in the theory of the vibrations of a pendulums (a, m) whose bobs are in a horizontal line and equally spaced, consecutive bobs being connected by springs as
An
row
shown
Electrical Filter
233
line of
==
/
(
(I/
I/
rC
I/
11
my
//.x
I/
(\JTI
The periodic solutions of this equation give a good illustration of the filter properties of chains of electric circuits
that were discovered by G. A.
bell*.
fact,
Flg> be regarded as an analogue of the following electrical system consisting of a chain of electrical circuits each of which contains elements with
.
' I
. .
_'
v/ni
r
'
(*n
Fig 15
'
T
'
V^TIM
'
Brown f. When
the chain
is
$n appropriate solution
is
periodic
yn
If
= Ar~ n sin
(pt
n<f>).
Q. In the but with a change of phase from section to section, the phase velocity corresponding to a frequency / = p/2n being
<f>
= 2akQ the equations for r and are 2  r sin = 0, = 2r (1 + Q). (r + 1) cos (1 These are satisfied by = 0, r ^ 1 and by r = 1, cos = 1 +
mg
ap
2
(f>
<f>
<f>
<f>
v ^px =
(h
Zirfx
(b
where x
is
only when Q
the length of each section. This type of transmission is possible and  2, that is when/ lies between /t and/2 lies between
,
where
ZTT/I J1
O f
V
A
I /
, / / fl\ & i
I
1
I
9^f
,
\aJ
^^[/2
~~
I
I
\w
'
a/
This range of frequencies gives a pass band or transmission band. On when = we have r = 1 f Q [(1 + Q) 2  1]*, and it when /< fl9 r < when /> /2 The negative value of
< .
r indicates that adjacent sections are moving in opposite directions with from section to section as we proceed in one direction
if
we take
lies
=
<f>
TT
instead
0.
is
real only
when /
Patent No. 1,227,113 (1917); Bell System Tech. Journ. Spurn. Opt. Soc. America, vol. viu, p. 343 (1924).
p. 1
234
Twodimensional Problems
band. There are two regions in which / may lie and these are called stop bands or suppression bands one of these is direct and the other reverse. The stopping efficiency of each section is represented by log e r and this is plotted against /in Brown's diagram. For a further discussion of wavefilters reference may be made to papers by Zobel, Wheeler and Murnaghan. Let us now write equation (G) in the form
;

(D
where
+
k
c 2)
yn
c2
& 2 (y
M+y
n1 ) f
b*=
= ~+?,
ma
D=~ at
4
and
let
2/0=1,
2/o
*
?/i
0*
One way
powers of
6
2
.
is
to
expand yn
in ascending
Writing
yn
it is
=
n
n (n, n) b*
(n,n
2)
~~
2/71
26 2
["/
(/&_+_!) ~(n
+~ 2)
/_J26
[U> +
2
c
_
4(2n
2)T2rT+
4)
the law of the coefficients being easily verified. The meaning which must be given to 2
is
one in which the Taylor expansion of the expression in powers of t starts with t 2m (2b 2 ) m/(2m) An expression which seems to be suitable for our purpose is obtained
.
by writing
cos
ct
75
ezt ~*
where C is a circle with its centre at the origin and with a radius greater than c. The result of the operation is then
2b 2
zdz
 I
2"
'
_1_ f e*t 2 wi J c
ldz _2 2
+
c
[7 2 LV3
262
+ cV
V (+
4.
1 )( ra
+2
2)
2 (2
^ _V^ U a + cV +
/_
'
;'
'"J
235
e zt zdz
2/1
e zt zdz
2*ri
e [>
r
c~
2
2 464}* z
c 2 f [(z 2
+c
2fe
2 2
)
and generally
2
"
2m
! j
[(z
c2) 2
46 4 ]i
(z
c2
[(z
c 2) 2
46*]*)
It
is
satisfies
prescribed
When
c2
e" _
b \
___
J2n
yw
(2bt).
The
which
(D
satisfies
c2)
62
(^^ +
0,
...
y,^),
=
f
1,
2/i
0,
t/2
when
0,
is
_e?*zdz
An equation which is slightly more general than (A) occurs in the theory of the torsional vibrations of a shaft with several rotating masses*. This
theory can be regarded as an extension of that of 154 and as a preliminary study leading up to the more general case of a shaft whose sectional pro
vary longitudinally in an arbitrary manner. Let /!, /2 /3 ... /jv be the moments of inertia of the rotating masses about the axis of the shaft, 19 2 3 N the angles of rotation of these masses during vibration, kl9 k2 k3 ... k N the spring constants of the shaft
perties
, , ,
. . .
2 ),
9*),
.
*W (Vi  ON)
,
are torque moments for these intervals. Neglecting the moments of inertia of these intervening portions of the shaft in comparison with /x 7 2 ... /#
,
the kinetic energy T and the potential energy given by the equations
are
2T=/ d *+/A"+.../A
1 1
>
,
2F =
* See S.
k, (0,
2 )*
kt (02
2
3)
 **i
(0.vi
*)',
Timoshenko, Vibration Problems in Engineering, Shafts in Vibration, ch. x (Crosby Lockwood, London, 1929).
p. 138; J. Morris,
The Strength of
236
Twodimensional Problems
/A +
Except
for the
kn
(0 n
n+1 )
k n _,
(0^ 
n)
0,
two end equations, for which n = I, N, respectively, these equations are the same as those of a light string loaded at unequal = &3 = ... = k N the foregoing analysis can be used Jc 'Intervals. When k^ 2 with slight modifications. A second case of some mathematical interest

arises
when
A^
^2
7.
=
__
Jfc
=
__ ~~
fe
7^
=
__ ~~
... fc
7, '^*
7*
EXAMPLES.
1. By considering special solutions of the equation of the loaded string prove that the following relations are indicated:
(n
 x? =
00
S
7/1=
CO
2.
^=
(x)
[^_,
(x)
is satisfied
by
Fn
/n
e^t*^)
2
m^~<x>
a)
Fm (a),
where
(a)
= *~Vn (ix),
form
of a contour integral.
in the
= V [yn+z "
1
H 2/n _ 2
is satisfied
by
?w/n
2^J
Jc
2 2 [( Z a~+ c )
46*1
z2
+ cf
[(z
c2 )2
4.
Each mass
is
by
elastic rods
in a system is connected with its immediate neighbours on the two sides capable of bending but without inertia. Assuming that the potential energy
of bending
F=
prove that the oscillations of the system are given by an equation of type
when r >
1 and obtain the two end equations. [Lord Rayleigh, Phil. (1897); Scientific Papers, vol. rv, p. 342.]
Mag.
(5), vol.
XLTV, p. 356
6.
by
[Havelock.]
Vr
= Jr
C08
""
(Y
!)
331.
origin
and
Potential function with assigned values on a circle. Let the scale of measurement be chosen so that the circle is the unit
Boundary Values
237
z
\
this circle.
1 and let z' = e be the complex number for a point P' on Our problem is to find a potential function V which satisfies
ie/
the condition
T7
as z ~* z
To make
approaches
z'
the problem more precise the way in which the point z ought to be specified and something must be said about the
restrictions, if any, which must be laid on the function/ (0'). These points will be considered later; for the present it will be supposed simply that
/ (0')
is real and uniquely defined for each value of 0' when 9' is a real angle between TT and rr. The mode of approach which will be considered now is one in which z moves towards z' along a radius of the unit circle. In other words, if z = re!*, where r and 9 are real, we shall suppose that 9 remains equal to 9' and that r > 1. Now let z = r e~ id be the complex quantity conjugate to z; an attempt will be made first of all to represent V by means of a finite or infinite series
.
F =
where
c
is
+ 2
711
(cn z
c^i"),
......
(A)
c n9
When
the series
contains only a
represents a potential function and to the value Ec n z' n where the summation extends over
,
c_ n are conjugate complex constants. finite number of terms it evidently in the limiting process z+z' it tends
of
for
which
cn
0.
all integral values indices are included because z n > z'~ n Negative
.
Supposing now
coefficient c n is
that the finite series represents the function/ evidently given by the formula
(#'),
the
n and for the integral of e im6 between the term c n z' n in the series for/ (#') quently to the value of the integral.
'
TT
is
zero unless
m=
0,
conse
is
in
which an
infinite
number
of the constants c n
(B) are different from zero. The series (A) formed these constants then contains an infinite number of terms.
Let us
now assume
IT.
is
<
6'
<
+ S rn [e*<**'> +
i
 in <' 6
'>]
==
(9
9')
is
all
if

r

<
1, it
may be
238
Twodimensional Problems
The
potential
integrated term by term after it has been multiplied by/ (0'). function V may, consequently, be expressed in the form
d0' 9
(C)
where
(co)
=1 +
2 ni
r n cos na>
f r
2r coso>
A 2
The integral representing our potential function F is generally called Poisson's integral and will be denoted here by the symbol (r, 6) to indicate that it depends on both r and 6. This integral is of great importance in the theory of Fourier series as well as in the theory of potential functions.
The formula
function for the
(C)
may
be obtained in another
If
circle.
(r,
6)
is
the inverse point and P' (/, 6') an arbitrary point which is inside the circle (or on the circle) when P is inside the circle and outside (or on) the circle when P is outside the circle, an appropriate expression for the Green's function is
(r
6)
an arbitrary point on the circle. This expression is evidently is on the circle, it becomes infinite in the desired manner when P' approaches P and it is evidently a potential function which is
is
where
zero
when P'
regular
"
2~7r J
F
2r cos~(0 ~(F)+~r*
(0)
represents a potential function which takes the value / and is regular both inside and outside the circle. When r = the formula gives the relation
on the
circle
where
is
the value of
is
the two
mean
value theorem.
When / (6)
in the
is
formula (0)
may
be written
form
of the sum of two conjugate complex quantities each of which takes the value J/ (6) at the point z = e ie on the unit circle, and we deduce Schwarz's
(D)
Boundary Values
is
239
part of
F (z)
F (z) whose real part on the unit circle is/ (6). The imaginary
a potential function
i
is
W which
wh
on the semicircle z = on the line z = cos a,
4
1 (**rsm(e6')f(e')
TrJo
M'
'
2 l2reos(00') + r
= / (0) we obtain Boggio's If in the formula (D) we have / (2n 6) formula for a function F (z) whose real part takes an assigned value / (0)
e ie ,
<
< <
<
TT,
TT, i.e.
1When F = / (z),
circle

2zcos0'f
z2
where /
Gauss's
(z) is
a function which
z'
z
\
1,
mean
form
and
is then a particular case of Cauchy's integral theorem. By means of the substitution z' = pz, F(pz)=f(z) the theorem may be extended to a
circle of radius p.
on the circle we have / (z < M, the formula shows that / (z) < M. More generally we can say that if / (z) is a function which is regular and analytic in a closed region G and is free from zeros in G, then the greatest value of / (z) is attained at some point of the boundary of G and the least value of / (z) is also attained at some point on the boundary
If
f

),
of G.
(z)
into consideration at
If/
its
is trivial.
greatest value
M at some point
If/
inside

bourhood
circle in this
which leads to a contradiction. The theorem relating to the minimum value of /(z) may be derived from the foregoing by considering the analytic

function l//(z).
332.
P (r
0)
it will
be assumed in the
treatment
is
first
place that
/ (9)
is
integrable according to
* This
240
that the integral
Twodimensional Problems
if it is
not bounded
it is
of such a nature
f(9')dff
j
it
is
a point of the interval TT < 6 < TT which does not coincide with one of the end points. We shall suppose further ,. that the limit r ,n /n /T^
is
hm [f(6+ T>0
,
r)
+ /(0
......
(E)
exists
and
is
which
F
(9)
(9) is
is
Now
(
let
a function
TT)
<D (#')
be defined for
values of
6'
in the interval
TT
<
9'
<
by
the equation
<i>
(0')
= f (0')  F
9')[f(9')
(0).
Then
P (r, 9)  F (9) =
(0
 F (9)] d9'
Since,
by hypothesis, the
\f(0
number
77
can be
when
e
< 
<
77
77
77,
fo
(0
0')
(6') dO'
fi
K
JO
(a)
[O
(0
a)
(0
a)]
da
fl7)
(9)] da,
and so
ri
1
K(00')Q>
Also,
(O
<
TT
K
\
(a)
da
<
JO
1,
e\
(a)
da
JTT
when
['
rr
<r<
~*/c (0
*
9')
(fl') dfl'
h+
f
ic
(ff
0')
(0') dfl
277
(77),
say,
where
is
a positive quantity.
But,
when
0< r <
1,
'
(1
f
4r sin 2
77/2
2r sin 2
ij/2
241
Hence 2irAK
(T?)
<
2Tre if
r is so
chosen that
r__
Lz
and
this inequality is satisfied
if
2rsin 2"7p
<
2'
r>
Combining the two
results
we
find that
(9)

\P(r,B)F
if
<
2e,
1
.
!>,>[,
Hence when the
P(r,
0)
*
sin.*]'
*jF(0)
asr
> 1.
F (0) = / (0)
a point of continuity of the function/ (0) we have, of course, so V tends to the assigned value. To prove that V is a function when r < 1 it is sufficient to remark that the series potential
When
is
and
z is
0,
uniformly
Y
convergent for
exists
r<s<
1,
where
s is
independent of r and
12 T/ x ~
hence
g
and
is
a function of
z only.
The equation
then follows
immediately. The behaviour of Poisson's integral in the neighbourhood of a point on the circle at which / (0) is discontinuous is quite interesting. Let us suppose that / (0) has different values f (0) and /2 (0) when the point is approached along the circle from different sides, then if the point 9 is approached along a chord in a direction making an angle air with the increases the definite integral tends to direction of the curve for which
the value
(1
/m )A(0) +
,
/2
/m
(0).
given by W. Gross, Zeits. f. Math. Bd. n, S. 273 (1918). When/ (0) is continuous round the circle we have the result that V > / (0) as any point on the circle is approached along an arbitrary chord through the point. This theorem has also been proved by P. Painleve, Comptes Rendus, t. cxn, p. 653 (1891) and by L. Lichtenstein, Journ.
proof of this theorem
is
f.
S.
100 (1911).
EXAMPLES
1
Show by means
if
(0
<
<
TT),
16
242
the potential
Twodimensional Problems
V
is
F=
2.
2
TT
tan 1
2ar sin
(r
<
a 2 ). '
n , where
circle z
e*
, .
. .
<
<
<
<
f
i^
= / (z)
be analytic for
z
 
<
and
let
<
satisfy the
*
c
= <W
2
m_ l
<6<0mt c^c^
c,) [0,
 
27r Cl 4
(c
m
2* log (e
^  z)].
[H. Villat, W/. rfe la Soc. Math, de 'France, t. xxxix, p. 443 (1911); "Aper9us the"oriques sur la resistance des fluides," Scientia (1920).]
333.
Fourier series which are conjugate. When r is put equal to may be written in the form
in
oo
and
Fourier series" associated with the function/ (8). Separating the real and imaginary parts, the series may be written in
is
the
"
the form
^
a
f
(a v cos v9
+
d0
b v sin vd),
'
>
......
(A')
where
J
n
[
(0>)
av
6F
==
L
TT J IT
f(6')coav0'd6',
[ J
The constants
the function/
x
a,,
6,,
"
(#').
is
7=
f
S
vl
rv
(a,,
cos v0
6^ sin
i/0).
......
(B')
When
all
the coefficients are real the series for the conjugate potential
r (a sin
is
f
 ^ cos
&!
0)
r 2 (a 2 sin
6 2 cos 0)
...
......
(C')
and
this is associated 6
f (a x
sin
(a 2 sin
b 2 cos 0) f
..., ......
(D')
when 6 = 0, is called the conjugate* of the Fourier series (A'). now a considerable amount of knowledge relating to the conseries. One question of importance in potential theory is that of the jugate
which,
There
is
* Sometimes it is this series with the sign changed which is called the conjugate series. See L. Fejer, Crelle, vol. CXLH, p. 165 (1913); G. H. Hardy and J. E. Littlewood, Proc. London Math. Soc. (2), vol. xxiv, p. 211 (1926).
243
In this connection we
that if/ (6)
is
may
of which the foregoing series is the Fourier series. mention a theorem, due to Fatou *, which states
form
is expressed in the the necessary and sufficient condition for the existence
of the limit
r+l
lim W(r,0)
is
g(0)
......
(E')
for
of 6
(0
lim
f >OJe
[/
+ T / (8 r)]
)
ldr = ^
 2^(0)
......
(F)
should
and
also shown that if / (6) has a finite lower bound such that / (0) is integrable in the sense of Lebesgue then the limit (F') exists almost everywhere. Lichtensteinf has recently added to this theorem by showing that the
exist.
is
Fatou has
integral
 J
exists
exists.
when
ft/
IT
potential J
and to Fichtenholz's paper in Fundamenta Mathematicae (1929). Fatou's expression for g (9), when/ (6) is given, is
9
(6)
=
277
In the last integral the symbol P denotes that the integral has its principal value. Villat has deduced this expression by a limiting process with the aid of the result of Ex. 2, 332. The formula is quite useful in the hydro
dynamical theory
of thin aerofoils.
An
by an integration by
parts, is
(e]
L f_/'
(f)
log sin2
334. AbeVs theorem for power series. When for any fixed value of the Fourier series converges to a sum which may be denoted for the moment by g (6), it may be shown with the aid of a property of power series discovered by N. H. Abel that V > g (6) as r * 1. But since
*
p.
oxu,
244
Twodimensional Problems
(0)
series represents
V may be
V = UQ +
and
it
ru l
r 2 uz
...,
(G')
should be noted that the coefficients r, r*, ... occurring in the different terms are all positive and form a decreasing sequence. The theorem to be proved is applicable to the more general series
V=
where the factors v
Let us write
*0
,
t>o^o
fli^i
+
v
v2 u 2
+
!
Vu<
=
^0>
1
^n
+ %> quantities s ^
^0
,
S2
,
=U +
,
%+U
s2
...
H and
then
sn
<
//,
for
0, 1, 2, ....
Now
if
of the first
w
?/ n
terms of the
series V,
v Uo
H
ViUi
^0
Oo
'^l)
+ +
...
?;
Vl
V2 )
...
(V n _!
V n ) 5 n _!
Vn S n ,
and in Hence
and
this series
sm
Vn <
Kn
>
Kv
(?'
7/ f

Vj)
li
~ va) + (i\  v2
(
?;
7/
H
...
Ki (v n1
^+
+
v n H>
v w A.
vw ) A
Summing
Fn <
v //,
is
Vn <
\
vn k,
where h
either

h
\
or

.
\
Similarly,
if
hnm
we have the
where k m
is
Vm Um
+
I I
v m+l u m+l
~f~
v m+n u m+n>
inequality
"'n
7?
*f 11 K < v m Is m>
um
,

nm
f
u m+l
um
+ u m+1 +
^ m+2
....
If now the series U Q 4 u^ 4 w 2 + ^s convergent and is any arbitrarily chosen small positive quantity, a number m (e) can be found such that

Um
+
v
WWHI+
(f).
...
U m+n
is
<
for
n ^
0, 1, 2,
...
and
m> w
<
When m
chosen in this
inequality
take k m
way we may
and
since v m
<
I
we have the
I
Rn
<
245
When the quantity v n is a function of a variable r which lies in the unit < r < 1 the foregoing inequality shows that the series (G') is
uniformly convergent for all values of r in this interval and so represents a continuous function of r. In the case under consideration we have
vn
rn
vn are satisfied
r
1
if
<
<
1.
The
function
is
consequently continuous at
and so
UQ
341.
f
u^
+ u2 +
...
lim
i
(r,
0)
=F
(9).
analytical character of a regular logarithmic potential*. Poisson's integral may be used to prove that a logarithmic potential V
The
which
is
regular in a region
take the origin at an arbitrary 2 2 a 2 which lies entirely point within D. Let C denote the circle x f y a sin a on this circle, V = / (a), within D, then for a point x = a cos a, y
We
may, without
loss of generality,
where /
(a) is
V
where x
"
J
a2 f
r2
a.
2ar cos
(0
'
a)
r cos 9,
y =
r sin 9
and
<
1
Now
the series
*.2
oo
/r\
a
is
2
__
r 2 __
2ar cos
,
(9
,=
a)
S
tl
^i \a)
(')
cosn(0)
by
absolutely
Therefore
F= a
f
2 f ) nl \ a /
(a n cos TI^
b n sin
?i0).
Now
T\ 
if
in the polynomial
(T\ a/
(a n cos ?i^
6 n sin n9)
(
~n
*y)
an
(#
l
*V)
 *n
(^
%)"
"I"
^n
(#
~ ^) W ]
replace each term of type c, vq x *'tf ^y ^ s modulus, the resulting expression will be less than the corresponding expression obtained by doing the same thing to each term of type e PQ x p y q in the expansion of each of the
we
Now
.
than
where where
M
s
is
x

\
<
\]
,9,
<
Now < s,
let
a/2,
then
2
[
x

+
is
Ma~ n <
2 (2s/a) n
M,
and the
series of
moduli
is
thus a power
n,
p. 18.
246
series in
Twodimensional Problems

x and y which is absolutely convergent for x < s, y < thus represents an analytic function. Since, moreover, the origin was chosen at an arbitrary point in follows that V is analytic at each point within D.
\
\ \
s, it
it
~
y^
there
is
a theorem given by
Holmgren
If
which indicates that z is an analytic function of x in the neighbourhood of a point (x yQ ) in a region R within which z is regular.
,
through the point (x yQ ) there is a segment a < y < b of the line x XQ which lies entirely within J?, there is a number c such that for x XQ < c, a < y < b there is an expansion //r _ T ^2n (rf __ z (x, y) = S #<> (y) + 2
,
eLL
=
(?/),
where
(y)
<
* (*o> y),
(y)
$(y)
=
fa
xo>
V)
These functions
(n)

<
!
<
and
(y)
< Mc~ 2n
(2n)
(y)
< Mc~* n
(2n)
,9,
342. Harnack's theorem^. Let JF a for each positive integral value of be a potential function which is continuous (D, 2) (i.e. regular) in a closed
,
region
and
let
...... (A) ^i 4 w2 + w3 + ... the boundary J5 of R, then the series converges converge uniformly on uniformly throughout R and represents a potential function which is regular and analytic in R. The sum wn f ivn+l + ... w n +v i g a potential func
tion regular in R. If
it is
not a constant
it
assumes
its
and
if
N p is
we
on
shall
\.
wn + wn+l +
...
wn+P < \N 9
I
B we
ber
m (e)
for all positive integral values of p. This inequality, combined with the and so previous one, proves that the series (A) converges uniformly in
represents a continuous function w. Now let C be any circle which lies entirely within 7? and let Poisson's formula be used to obtain expressions
for potential functions
... regular within C and having W, 2 3 ly the same boundary values as the functions W 9 wl9 w2 ,w3 ... respectively
,
W W W
* E. (1906); Bd. iv (1907); Holmgren, ArJnv for Mat., Astr. och Fyaik, Bd. I (1904); Bd. Comptes Rendus, t. CXLV, p. 1401 (1907). t Kellogg calls this Harnack's first theorem. See Potential Theory, p. 248. The theorem was given by Harnack in his book. It has been extended to other equations of elliptic type by
247
Since a potential function with assigned boundary values on w s (s s required also to be regular within C we have
Furthermore, since the series (A) is uniformly convergent it grated term by term after multiplication by the appropriate Poisson factor. Therefore at any point within
w = w,+ w
=
tion
+
...
...
U\
~\~
W2
f M> 3
W.
is
as
circle
R it follows
that
w is
all
points
of
and is consequently analytic at each point of R. For recent work relating to the analytical character
of the solutions of
may
be
made
to L. Lichten
Enzyklo'padie der Math. Wiss., n C. 12 T. Rado, Math. Zeits. Bd. xxv, 514 (1926); S. Bernstein, ibid. Bd. xxvm, S. 330 (1928); H. Lewy, Gott. Nachr. (1927), Math. Ann. Bd. ci, S. 609 (1929).
S.
351.
nating process, somewhat similar to that used by R. Murphy f in the treatment of the electrical problem of two conducting spheres, to solve the first boundary problem of potential theory for the case of a region bounded by a contour made up of a finite number of analytic arcs meeting at angles
different
from
zero.
aa, 6/3
indicate the process we consider the simple case of two contours bounding two areas A, B which have a common part C bounded C. by a and /?, while a and 6 bound a region D represented by A f B
To
symbols a, b a, /j to denote also the parameters by which the points on these curves may be expressed in a uniform continuous manner and shall use the symbols m and n to denote the points common to the curves a and b. We shall suppose, moreover, that the choice of parameters is made in such a way that in and n are represented by the parameters m and n whether they are regarded as points on a, 6, a or /?. This can always be done by subjecting parameters chosen for each
y
We
means
of
is
where / (m) = g (m), f (n) = g (n). We shall suppose that / (a) is continuous on a and that g (b) tinuous on b. We shall suppose also that a function h (a), which tinuous on a, is chosen so as to satisfy the conditions
to find a potential function V which is regular satisfies the boundary conditions V f (a) on a,
is
on
6,
concon
is
h(m) =/(m),
*
h (n) =/(/&).
S.
t Electricity, p. 93,
Cambridge (1833).
248
Twodimensional Problems
We now form a sequence of logarithmic potentials u1} u2) ... regular in and a sequence of logarithmic potentials vl9 v2 ... regular in J3; these A, potentials being chosen so as to satisfy the following boundary conditions in which u s (/?) denotes the value of u s on /3, and v s (a) denotes the value of v s on a, (s ~ 1, 2, ...):
,
on
a,
u^
i 2
ti
(a)
on on
a, a, a,
u2 = / (&) on u 3 ^ f (a) on
a,
a,
= ^3 =
v (a)
v2
(a)
on
on
^=
^2
gr (ft)
on
6,
6, 6,
#!_
Uj
(j8)
(/3)
/3,
~
~
r/
#g
CO on (6) on
v%
?>
u2
?/
on
on
/3,
3 (/3)
/3,
Writing
f
.
uL
f
(?/ 2
?^j)

(w 3
w2
h ...
(u h
u s ^i),
> oo the series for u s and v s is to show that as converge and represent potentials which are exactly the same in C. To establish the convergence of the series we shall make use of the following lemma. We note that w s = u s 11^^ is a logarithmic potential which is regular in A and which is zero on a. Let S,. (a) be its value at a point on a and let
.9
83
be the
satisfies
potential which is regular in A and which on a. As the point the boundary conditions (/ = 1 on a, tends to a value one of the points of discontinuity m, (x, y) approaches a regular potential function attains its greatest 9 such that < 6 < 1. Now
</>
(a)
.
\
<f>
points of
value in a region on the boundary of the region, therefore A and so there is a positive number e between and
<f>
<
for all
such that,
on
/?,
S s,<
is
potential regular in
of
f
A
<.(/>
zero on a and positive on a and is a logarithmic Its least value is therefore attained on the boundary
and so w s f
>
may
be written in the
rm
</>
o/i
(<p
\ j
~f
w\
!
to,
on j8. since < e on /3 it follows that w s 4 e8 s 8s < in A and so we may In a similar way we can show that iv s on /?. Combining the inequalities we may write e8 s < conclude that w s
and
> >
n
0,
<f>
The number
similar
<f>
associated with A.
In a
associated with the region and the T? way curve a. Let K be the greater of these two numbers if the two numbers are
there
number
not equal.
249
of
ts
v s ^ and using the symbol r (/3) to denote the value Writing t s = vs on p we use r a to denote the maximum value of r (/3) on /?. We then
s

find in a similar
way
that
K
,
<

T
t,
S ,
and so we
may
write
W

<
K8 S1
<
KT S
We
'"
*'i
Therefore
<j
r2

\ j
on
i
Therefore
S^
T3
< <
/cr 2
*S 3
< <
* 2S 2 K T2
2
...
S, +2
...
T s+2
< <
* 2s S 2 * 2 *T2
and v s thus converge uniformly at all points of the of C and so by Harnack's theorem represent regular logarithmic boundary v^^ potentials which we may denote by ?/ and v respectively. Since and u s = v s on /3 it follows that u = v on the boundary of 6" and so on a u = v throughout C. Since, moreover, the series for u converges uniformly on the boundary of A and the series for v converges uniformly on the
series for
?/,
?/,,
The
boundary of B these series may be used to continue the potential function u v beyond the boundary of G into the regions A and B, and the potential function thus defined will have the desired values on a and 6.
circular cylinder. To illustrate the use of the complex potential in hydrodynamics we shall consider the flow represented by a complex potential % which is the sum of a number of terms
361.
Flow round a
Xl
 U
(z
a 2 /z),
X4
X2
M log
,
i
z,
^=
.
"* ~
,
log
z  z t
= 1C
2 ^
 2 2
log
^3
Writing
re^,
and
7 is real.
We
first
Xi
T7
(r
a
2
a 2 /z 2 )
^ =
C7 sin
/^)
The streamfunction
y
</r
is
0.
There
f
is
S where it meets the circle these two portions reunite at a second point S on the circle and the stream line leaves the circle along the line y = 0. Since z 2 = a 2 at the points S and 8' these points are points of cuts stagnation (u = v = 0). It will be noticed that the streamline y =
point
the boundary r 2
a 2 orthogonally. This
is
theorem
of
172.
250
Twodimensional Problems
At a great distance from the circle we have u iv = U, fy = C/y, and so the streamlines are approximately straight lines parallel to the axis of x. Our function i/j is thus the stream function for a type of steady flow
past a circular cylinder. This flow is not actually possible in nature, the observed flow being more or less turbulent while for a certain range of
speed depending upon the viscosity of the fluid and the size of the cylinder, eddies form behind the cylinder and escape downstream periodically* in such a way as to form a vortex street in which a vortex of one sign is
almost equidistant from two successive vortices of the opposite sign and each vortex of this sign is almost equidistant from two successive vortices of the other sign. Vortices of one sign lie approximately on a line parallel
and vortices of the other sign on a parallel line. on the formation of this asymmetric arrangement of vortices is furnished by a study of the equilibrium and stability of a pair of vortices of opposite signs which happen to be present in the flow round
to the axis of x
Some
light
Xi
X*
*4>
and choosing
condition
z l9 z 2
z 3 so
a2
is
may
be satisfied by writing
ItA,B,C,D are the points specified by the complex numbers z z respectively, these equations mean that B is the inverse of A and
,
z2 z3
,
the
inverse of D.
move with
is
the fluid.
When
generally replaced
by the hypothesis that the velocity of any rectilinear vortex to is equal to the resultant of the velocities produced at its location by all the other vortices which together with o> produce the resultant flow at an arbitrary
In using this hypothesis the uniform flow U is supposed to be 2 produced by a double vortex at infinity and the complex potential Ua /z is interpreted as that of a double vortex at the origin of coordinates 0. The vortex at A will be stationary when
point.
Taking
* Th. v.
when
r2
ft2
c'
c,
and
lUrmAn, Odtt. Nachr. p. 547 (1912); PJiys. Zeits. p. 13 (1912). The vortices have been observed experimentally by Mallock, Proc. Roy. Soc. London, vol. ix, p. 262 (1907); and by Benard, Comptes Rendus, vol. CXLVJI, pp. 839970 (1908); vol. CLVI, pp. 10031225 (1913); vol. OLXXXII, pp. 13751823 (1926); vol. CLXXXIII, pp. 20184 (1920).
251
separating the real and imaginary parts of the expression on the right, after multiplying it by 2 we obtain the equations
,
= U (r
where
Qi,
The
first
= cr
a2
(a
/i
2
),
and when
i/nat)
this value of
2r
ci
9 2
sm0
vortices.
AB
This result was obtained by Foppl*, who also studied the stability of the The result tells us that the vortex can be in equilibrium if = AD. To confirm this result by geometrical reasoning we complete
BADE
ON
on the axis
of
y such G the
point of intersection of AC and BD. On the understanding that all lines used to represent velocities are to be turned through a right angle in the clockwise direction the velocities
due to the different vortices may be represented as follows Those due to the vortices at B and D by c/AB and c/AD respectively. Since AB = AD these two velocities together may be represented by
at
:
c.AE/AB* along AE. The velocity due to the vortex at G may be represented by c/CA along GA and equally well by cGA/AB* along GA. The resultant velocity at A due to the vortices at B, C and D may thus be represented by c.GE/AB 2
along OE. On the other hand, the velocity U is represented by U along ON, and the velocity due to the double vortex at O by U .NM/ON along NM. The
velocity in the flow round the cylinder in the absence of the vortices
is
U .OMJON. A A = MEA = OCM, therefore 0, M A, C are concyclic and so Now MAE 0&LC = OAC  OEG. This means that OM and EG are parallel. By choosing c so that c.EG/AB = U.OM/ON the resultant velocity at A will H zero. Since the triangles ON A, OAD are similar, the equation for
thus represented by A
,
T7 T7 TJ A A ^ TT  U OM AB  U OM AB* = U OM A n = A C * U 'a ON EG ON AG ON  U (r 2  a (1  a 4 /r 4 )/a and implies that the strength of the vortex at A is greater the greater the
2
becomes simply
c
'
distance of
* L. Foppl,
from the
origin.
Sitzungsber. (1913). See also Howland, Journ. Roy. Aeron. Soc. (1925); M. Dupont, La Technique Atronautique, Dec. 15 (1926) and Jan. 15 (1927); W. G. Bickley, Proc.
Munchen
252
Twodimensional Problems
The streamlines in the flow studied by Foppl are quite interesting and have been carefully drawn by W. Miiller*. There are four points of = 0, while stagnation on the circle, two of these, 8 and 8' lie on the line y in the line y = 0. Streamthe other two, S $</, are images of each other lines orthogonal to the circle start at SQ and S and unite at a point T on the line y where they cut this line orthogonally. This point T is also a point of stagnation. Outside these stream lines the flow is very similar to that round a contour formed from arcs of two circles which cut one
',
,
'
another orthogonally; within the region bounded by these streamlines is a circulation of fluid and the flow between T and the circle is opposite in direction to that of the main stream. The streamlines are, indeed, very similar to those which have been frequently observed or photographed in the case of the slow motion round a cylinderf. Let us now consider the case when there is only one vortex outside the
there
cylinder and a circulation round the cylinder.
We now
put
A
In this case
Al
'
A2
'
A3
u 
w ={7(1
a*/z
f
ik/z f ic [(z
rQ e td )~ l
(z
 v^aVo)by
],
are given
while for
its
image
B
?/!
f ii\ =
a 2 (U Q
ivQ ) r
~2
e 2l
V
on the cylinder per
If
X,
are the
components
unit length,
we have
Jpa P* (w
J o
2
X+
iY
=
v2
f
} e"dO v*
/
(X g + iYg )
I
(X*
+ iY+), say.
k*fa
4
c 2 (r
c (r
I
2 
a 2 ) 2 /a 2 7? 4
a 2 )/a.R 2 J
cos
(/9
2kc
(r
a 2 )/a 2J? 2
where
Therefore
^
r
f
).
c (UQ
iv
)}.
We
vm,
S.
t See especially the photographs published by Camichei in (1925) and Dec. 15(1925).
15
and Vortex
253
n
2rr

\*'W
a<
.9f *
a/
a*
gj,
+
ae
t<?
9</r
dt
<i# == Trie (Uj
ot
ivj)
7rica 2 rQ
~2
(U Q
iv
e 2 * eo
Combining these
results
we have
)
X + iY = 27rip {/J?7 c (w + i# f c (^ + i#i)}. This result may be extended to the case in which there are any number
of vortices outside the cylinder*, the general result being
X"
f
iY =
2 Trip
\kU
cs
(?/ 2s
4 iv2s
we have u t
In the special case when there is only one vortex and k ~ a 2 rQ 2 (U Q ~ ivQ ), f iz^ =
,
0,
0,
MJ
frt/Q
UQ
\J
TT /I ^1
n2r f
U/
2\
^> r t/Ll
Q \' Q
/r
/t2\l ^
/
>
Z
Y
,
f iF =
27rpc [c/rQ
iU
(I
a4 r
~4
)].
Introducing the coefficients of lift and drag, defined by = pSU 2 .C L 8 being the projected area, we find
X ~ p8U
).
.CJ)9
CD =
(c/aU)
7ra/r
the liftdrag curves for r  2a, 4a and 6a, and compares them with the published curves for Flettner rotors (rotating cylinders with end plates). With the
last
two values the agreement is fair except for low values of the lift. The streamlines for the case of a single vortex outside the cylinder have been drawn by W. MiillerJ.
EXAMPLES
1. If in a type of flow similar to that considered by Foppl the vortices at 2 and z 2 are not images of each other in the line y = 0, one of the conditions that the vortices may be stationary in the flow round the cylinder is  a 2 rQ~ l ) cos  a*r2~ l ) cos a (r (r2
.
2.
If in
the line y
Foppl's flow the vortices move so that they are always images of each other in the resultant force on the cylinder is a drag if
4r
*
sin 2
>
(r
a2 )2
[Bickley.]
H. Bateraan, Bull. Amer. Math. Soc. vol. xxv, p. 358 (1919); D. Riabouchinsky, Comples Rendus, t. CLXXV, p. 442 (1922); M. Lagally, Zeits. f. angew. Math. u. Mech. Bd. n, 8. 409 (1922). In this formula the even suffixes refer to the vortices outside the cylinder and the odd suffixes
to the image vortices inside the cylinder. t Loc. cit. ante, p. 251. t Loc.
cit.
ante, p. 252.
254
Twodimensional Problems
3. A plate of width 2a is placed normal to a steady stream of velocity form behind the plate at the points
and vortices
satisfied
=
Prove also that when
*.
by
8
(*
*)*
(*
')*
stationary.
V+a
2
)*,
the velocity does not take infinite values at the edges of the plate and the vortices are
[D. Riabouchinsky.]
371.
elliptic
Elliptic coordinates.
Problems relating to an
ellipse or
an
cylinder
may
x
.
aicf of
the sub
stitution
ly
=
x
T/
U /<" cosh (f
+
,
2,7?)
=
77,
cosh
which gives
= =
cosh
cos
sin
c sinh
77.
The curves
ellipses,
5
c2
cosh 2 f
+ c 2 sinh 2
j__ =
The angle
ellipse.
the semiaxes of the typical ellipse being a = c cosh ^ and 6 = c sinh can be regarded as the excentric angle of a point on the 77
The curves
The
first
77
and
6'
c sin
77.
problem we
viscous drag on a long elliptic cylinder which moves parallel to its length through the fluid in a wide tube whose internal surface is a confocal
elliptic cylinder*.
Considering a cylindrical element of fluid bounded by planes parallel to the plane of xy and a curved surface generated by lines perpendicular to this plane, the viscous drag per unit length on the curved surface of the
cylinder
is
taken round the contour of the crosssection, w being the velocity parallel to a generator and p being the coefficient of viscosity. If the fluid is not being forced through the tube under pressure the pressure may be assumed to be constant along the tube and so in steady.
zero.
vol.
xcn,
p.
144 (1916).
Viscous Resistance
to
Towing
255
Transforming the line integral into an integral over the enclosed area, we obtain the equation Shu d*w
fo 2
ay
'
are
w=
when
= ^ and w =
,
when
Since
T?
varies from
to
2rr
in a complete circuit
of
is
the crosssection, the total viscous force per unit length of the cylinder
27TfJLV
S^=r^2
If
__ ~
2JT^JLV
log (aT+
b~]
T~Tog
'
(a 2 "+ 6 2 )
2c,
on the plane
the inner ellipse reduces to a straight line of length is per unit length, where
D [log (a, +
6,)
log (2c)]
=
is
2^,
and the resistance per unit area at the point x 2 z 2 )*. (D/27r) (c
It is clear
from
stress, is
much
this expression that the resistance per unit area, i.e. the greater near the edges of the strip than near its
The foregoing analysis may be used with a slight modification to determine the natural charges on two confocal elliptic cylinders regarded as conductors at different potentials. If V is the potential at (f, 77) and V = for = x V = v for f = 2 we have
, ,
y
and the density
of charge
&
&)
(&
on the cylinder
 a = ^ is
c
is
aF3
3/1
_ ~
477 8
47T
87 35
ST(^  &)
(1/277C)
COS6C T^u
and if, moreover, the outer cylinder is of infinite size ol becomes the natural charge on the strip when the total charge per unit length is equal to unity; this is the charge density on each side of the strip. To find the streamfunction for steady irrotational flow round an elliptic cylinder when there is no circulation round the cylinder, we write ^ = ^i f 02 where
>
^i
is
^ Uy ~ Vx =
(U sinh ^
sin
77
V cosh
cos
77)
the streamfunction. for the steady flow at a great distance from the
256
Twodimensional Problems
cylinder and ^2 is the streamfunction for a superposed disturbance in this flow produced by the cylinder. To satisfy the boundary condition </> =
at the surface of the cylinder, and the condition that the velocities derived from </f2 are negligible at infinity, we write
2
component
e~* (A cos
tft
?;
f
B sin
??).
A = cV cosh &
=
B=
cU
t
sinh
&
have also
^7
=
c^^i,
=6
ax
fej_
Z7
where al5
6 X are the
= &. We = Cjgfi
cos
T?
Therefore
<f>
(a x
i*fi=
+ 6^* (% (U  iV) z f
f 6^"* e~
(7%
f/fij
sin
TJ),
(*//>!
+ iFj)
(aj
6^4
(% 
&!)* ef.
is
find the electrical potential of a conducting elliptic cylinder which line charge parallel to its generators, we need an for the logarithm expression
To
log
(z
z)
=
log
[c
(cosh
cosh
}]
{
log Jc
log (1
e^^o) (l
e~^^o)
f ifa
we have
o
00
^o H
lg
S n 1 e~ nf
>ii
(cosh
nf cos
nrj
cos
+
To
f
sinh
ng
sin
?^r;
v^in
nrj Q ).
fi
>
obtain a potential which is constant over the elliptic cylinder wo write </> == ^ 4where
^
n
00
^> 1
(^rl
e~"
cos
Tir;
f
711
Each term
<
on
= ^
is
A n Bn so that the boundary condition = satisfied by + l9 we have n n nA n e~ = 2e~ cosh T^ cos TIT^Q, nB n e~ n = 2e~ n sinh n^ sin n^.
<f>
<f> <f>
%i
^o
ti
^o
Hence when
^<
<
fo
+ ^g
lc
+ 2
n~
I
7i 1 e n( ^i"^o>
sinh TZ (^
g)
Summing
the series
we
find that
..J
eL
257
is
_
1
IL
e* fo cos
(770
.+ tan??)
and when
^=
the value of
for
=
_
is
__
cosh
cos
(770
__ 
'
77)
The
=
1
'
is
thus
dri
[i ds L
___ sinh/p
cosh
cos
(770
77)]
When
is
of the charge
on the cylinder
1
drj
sinh
"
27T
is
ds cosh
cos
(779
77)
induced charge density or the induced loading; it represents, of course, the charge on one side of the = 0. We shall write this expression in the form plate
This
C.
calls the
<r(0,
77;
what
Neumann*
)>??o)
/S
^^TT^fe
^'
7?;
^'
7?0
and
shall use
a corresponding expression
<*(fi>ih;
o?7o)
=
27T
ds
(i>*?i;
o> ^o)*
in
which
s
<*
(&, ih, 6. %)
^
. ,
(t
'
=
cosh
sinh
(o
^)
^gy.ooa
&
......
^)'
(A)
and
or
(fj, 77!;
770) is
consider the problem in which a function V is required to = &, while V is a regular the condition V = / (77!) on the cylinder satisfy function outside the cylinder = ^ but not necessarily vanishing potential
cylinder f Let us
= ^
now
at infinity.
first
Some
may
be obtained by
^ ~
Since
cos
sin
mr}9
77177,
V ~ e~<i> V
2
e"*
(
cos W77,
77177.
i> sin
(&,
%;
f
*
1?)
S
wl
ei> cos m
(77
77,),
17
258
the solution
is
Twodimensional Problems
given in these cases by the formula
V=
S
,
(&, %;
&
itf/fa)
Ah
...... (B)
(&, *h;
i?)
o
(1,
i?i)
(&,
^;
f, 77),
......
(C)
the natural density per unit length when the total 77^ unit length on the cylinder f = ^ is unity. This is a particular charge per case of a general theorem due to C. Neumann*, which tells us that the
where
o (^ 1
>
is
density of the induced charge for a cylinder whose crosssection is a closed curve can be found when the natural density on the cylinder and the
corresponding potential is known. The expression for the induced charge and 77 are conjugate functions such then of the form (C), where that f = constant are the equipotentials and 77 = constant, the lines of
is
force associated with the natural charge. The undetermined constant factor occurring in the expressions for functions and 77 which satisfy the be chosen so that 77 increases by 2?r in one circuit last condition should
round the crosssection of the cylinder. The formula (A) gives a potential which the problem for a wide class of functions and we have the interesting relation
27r /(,) 2w f
satisfies
the conditions of
M  Urn hm
^
f
Sinh ( ^
~~
J o
cogh (f
^ _ cog j
(i
&)/ foi) *h
(f^f\ (f >
).
The question naturally arises whether the function F given by (B) the only function which fulfils the conditions of the problem. To discuss this question we shall consider the case when the ellipse f = fx reduces
is
to the line
0, i.e.
the line
S1 S2 when f (rj) =
.
Now
the potential
<f>
which
(f>
is
7=1.
i*ft=z
</>
(z
c 2 )~i
coth
satisfies
<f>
lt
=
</>
at infinity.
f i^i
c (z 2
cosech
the conditions
</!
when
=
TT
0,
fa
=
*
when
satisfies
oo.
F+
*
A<f>
.^
B<f> l9
Munk^s Theory
where
of
Thin Aerofoils
259
and
Now
~~
sinh
1 41
e* +t *o
cosh
cos
(T?
770)
e+
<7>o
__
o sinh
cosh
$ f i sin
T/ O
*
cos
170
Hence,
if
* If* 
f fsinh ,
f i ,
sin
770
770
2 TT
[ cosh
cos
 T A smh
cosh
......
(D)
where?/ and F are constants, the potentials u and v are conjugate functions which can be regarded as component velocities in a twodimensional flow of an incompressible in viscid fluid. These component velocities satisfy the
conditions
U,
= F
at infinity,
(77)
on the
line
$x $ 2
This result is of some interest in connection with Munk's theory of thin aerofoils. In this theory an element ds of a thin aerofoil in a steady
stream of velocity
give
it
parallel to
Ox
is
air so as to
= u ~
XQ
axis of y.
Assuming that u =
of smallness as yQ
f
c,
where
,
same order
e 2,
and dy /dx
is
we
neglect
as
it is
of order of
CiXQ
and write v =
U ~(LXq
This
now taken
to be the
^component
S1 S2 and
velocities (u, v) for the region outside the aerofoil may be supposed, with a sufficient approximation, to be given by an expression of type (D). In this expression, however, the coefficient is given the value 1 so that
the velocity at the trailing edge will not be infinite. is large we may write Now when
 
(cosh
cos
Tjo)
sinh
cosech
= = =
sech
f
cos
TJ Q
sech 2
+
3 J sech
f
cosh
sech
f
 sech
J sech
3
...
f
____
Hence, when
f
V=
is
tyPe
V+iu=
fa
iU +
cos
ft/*
+ &2 2 4
sin
rj Q )
...
where
ir
2^ j
2
(
^
n
1 f
770
f i
f fa)
drj Q
c & = 2
(*
sin
770
cos
770
sin 2
770)
/ (770)
<fy
173
260
Twodimensional Problems
of the
and by Kutta's theorem the lift, drag and moment per unit length 4 71 aerofoil are given by the expressions of
L + iD =
\p
[(v+
f
iu)
dz^
M = \pR
Therefore
(v f
w) 2 zdz = (1
L   P cU 2
f* 
cos T? O )
y
^#0
J?
cfy
7T
sin
=0,
These are the expressions obtained by Munk* by a slightly different form of analysis. A more satisfactory theory of thin aerofoils in which the thickness is taken into consideration, has been given by Jeffreys and is
sketched in
Since
473.
dxQ
write
c sin
f] Q
drj Q ,
XQ
=
)
c cos
2
T? O
we may
L   2pU 2
[ J
(c
+
+
2
XQ
(c
c
c
x^ uX dx ^
Hy ^
f
.
2pcU
(c
~C
(c
x )i(ca;
2
M=
381.
2pU
^
)*
xyodx
c
Bipolar coordinates.
intersect at
(
Problems relating to two circles which two points S 1 and $2 with rectangular coordinates (c, 0),
c,
0)
revspectively
may
transformation
.,
ic
cot ^,
,
......
(A)
x + iy, and (^, t/), (f 7^) are the rectangular cowhere z 4and TT. We shall say that the ordinates of two corresponding points P is in the zplane and the point TT in the plane. The transformation point may be said to map one plane on the other.
It is easily
seen that
z
= =
where
* National
c)
2
f
2
s/
(a:
c)
f 7/
=

z
I
c
j
 2cMe~\
c

...
cosh
Report, p. 213 (1925)
77
cos f
S.
Advisory Committee for Aeronautics, Report, p. 191 (1924); see also J. and C. A. Shook, Amer. Journ. Math. vol. XLvm, p. 183 (1926).
Ames,
Bipolar Coordinates
261
The curves
S2
8l and
are circles having these points as inverse points. The two sets of
curves form in fact two orthogonal systems of circles, as is to be expected since the transformation (A) is conformal, and the corresponding
sets of lines are perpendicular. The expressions for x and y in sinh terms of f and rj are x =
S2
Fi s77,
1() 
M
c
M sin f
At a point
of the
line
^$2 we
have
TT,
therefore
tanh
(I/we) cosh
1
(iyo/2 )
at the point
(f
r?) is,
on the
7T0
[cosh
(77
7?
f
cos
770]
CTn
,.
UUO f rt
2
EXAMPLE
A
potential function v
is
>
0, x* f
<
a 2 and
satisfies
the
boundary conditions v
= A when
v
=
0,
=
.B
when
(
x2
+ y2
TT)
a 2 prove that
,
/(JO
=
(
AA'
Jo
f
dm
cosh,
m
=
a#.
WTT
where x
f
t/y
ia cot j
*),
.4'
382.
Effect oj
a mound or ditch on
Let us now
where K
is
<f>
is
zero
when
0,
^ becomes
cot
K.
/C
and
is
a purely imaginary
tan ^
,
quantity.
It
is
also zero
when
/CTT,
for then
=
<
and
is
is thus zero on a again a purely imaginary quantity. The potential continuous line made up ,of the portion of the line y = outside the S1 S2 and of the circular arc through S1 S2 at points of which segment
262
Twodimensional Problems
subtends the angle \KTT. Thus the complex potential x provides us 2 with the solution of an electrical problem relating to a conductor in the form of an infinite plane sheet with a circular mound or ditch running
across
<,.
S1 S
it.
d(f>
(cosh
r)
77
cos f ) 2 cos
1
dc/>
'
dy
cosh
9f
we
where
77
0,
Al Also
fy d
= 
2C

/c
cosec 2
of
,
AC
is
cosec 2 KTT it is
(1
(1
cos
).
cos
f  0,
I/CTT).
On
the plane y
0,
we have
K*
is
cosech 2 .(cosh K
I).
As
As
??
vQ,
regarded as the
>
77
x>co and the gradient tends to the value 1 which normal value. c and the gradient tends to become zero or oo, x >
2.
will
be
infinite
according as K ^
Fig. 17.
Fig. 18.
1 we have a semicircular mound. K The gradient on the line x = is everywhere greater than the normal value, at the vertex it is 2, and at a point at distance 2c above the vertex
When
it is 10/9.
When AC 3 we have a semicircular ditch. The gradient on the line x = is everywhere less than the normal at the bottom of the ditch it is 2/9 and at a point (0, c), at distance value, 2c above the bottom, it is 8/9. By making K > we obtain values of the
Electrical Effects of
263
gradient for the case of a cylinder standing on an infinite plane. We must at the same time, in order to obtain a cylinder of naturally make c *
finite
radius
a.
potential
.
is
=
<f>
i$
= an cot is
......
(C)
On
the line x
v cosec yr
2
,
CL7T CL7T\
as y >
is
,
oo.
is
When
T/
==
2a the gradient
which
nearly 25.
is
At a
distance 2a
^ = 8
12337.
On
the axis
x the gradient
is
As x > the gradient diminishes rapidly to zero, consequently the surface density of electricity is very small in the neighbourhood of the point of contact.
EXAMPLE
Fluid of constant density moves above the infinite plane y = with uniform velocity U. A cylinder of radius a is placed in contact with the plane with its generators perpendicular to the flow. Prove that the stream function is derived from a complex potential of type (C)
multiplied
by
3*83.
The
effect
of a vertical wall on the electric potential. Let h be the = </> + ty the complex potential. If a is a constant,
az
ih (a 2
.,
the points on the axis of x ih correspond to = for which 2 > a 2 while the points on correspond to the points on </> the axis of y for which y < h correspond to the points on <f) for
z
,
+ x) x = 0>
...... (**)
which
<
2
.
Hence,
if
</>
If (r, 0), (/, 6') are the bipolar coordinates of a point P relative to $, the top of the wall, and to AS', the image of this point in the plane y = 0,
we have
Therefore
Therefore
2Afy
* G.
=  a 2 (z 2 + h*)=  a 2 rr'ei(e+e = a (rr $ sin J (6 4 0')> h<f>   a (rr')i cos (0 + Jufi  a 2 {[(x 2  2 + A 2 2 + 4x 2y 2 ]*  (x 2 h* x 2
'>.
r
(9').
i/
H
A 2 )}.
vol. xci, p.
440 (1915),
264
Twodimensional Problems
(1
a 2x 2/h 2
2
cf>
h2
x2
f
h2
2
<f>
/a*.
To determine
equation (D), then
the
surface
density
of
electricity
we
differentiate
When
a:
0, z
it/,
/^
ia (A 2
)^,
and so
is
When
0, z
x, />#
ia (h 2
f
x 2 )^, and so
As a; > oo this tends to the value a/h which may be regarded as the normal value of the gradient. At a distance from the foot equal to h the vertical gradient is 0707 times the normal gradient. The curve along which the electric field strength has the constant value
F is given
that
i8 '
by
a2
(x
2
2
)
h2
[(x
h2) 2
0) are the polar coordinates of P with respect to the origin. F = constant may be obtained by inversion from the family of Cassinian ovals with 8 and $' as poles, they are the equipotential curves for two unit line charges at S and $', and a line charge of strength 2 at the origin 0. The rectangular hyperbola
where
(7?,
The curves
2
7/
X2
/*
a particular curve of the family. This hyperbola meets the axis of y at a point where the horizontal gradient is equal to the normal gradient. The force is equal in magnitude to the normal gradient at all points of this hyperbola. At points above the hyperbola the force is greater than a/h, at points below the hyperbola it is less than a/h. The curves along which the force has a fixed direction are the lemniscates defined by the equation
is
+
It
0'
20 = constant.
S' and has a double point at 0. should be noticed that the transformation
ih (a 2
&
plane on the region of the upper
enables us to
map
Effect of
zplane
a Vertical Wall
265
bounded by the line y = and the vertical wall x = 0, y < h. This transformation makes the points at infinity in the two planes corre2 2 r 2 e 2ie the sponding points. It may be observed also that if a
,
TT to TT. Hence, since az = hr sin 6 f ihr cos 0, angle 20 ranges from hr cos is never negative and so it is the upper portion of the cut zplane of the plane. If we invert the Wjhich corresponds to the upper portion
zplane from a point on the negative portion of the axis of y we obtain a region inside a circle which is cut along a radius from a point on the circumference to a point not on the circumference. The upper half of the
plane
maps
If, on the other hand, we invert from the origin of the zplane, the cut upper half plane inverts into a half plane with a cut along the yaxis from infinity to a point some distance above the origin. The point at
infinity in the
plane
now maps
CHAPTER
IV
CONFORMAL REPRESENTATION
Many potential problems in two dimensions may be solved the aid of a transformation of coordinates which leaves V 2 7 = with
4 11.
unaltered in form. It
is
= / (*>
furnished
y)>
i?
9 ( x y)
>
by
the equation
l=g +
possesses this property
ii,
= F(x +
iy)
(z)
when the function F is analytic, because a function of which is analytic in some region F of the plane is also analytic in the corresponding region G of the zplane when regarded as a function of z.
In using a transformation of this kind it is necessary, however, to be cautious because singularities of a potential function may be introduced by the transformation, and the transformation may not always be onetoone,
i.e.
a point
in the
point
in the zplane
Let
be a function of f and
which
J
is
continuous (D,
1),
then
37^373
dx
3
dx
aFcfy drj 3x
if
37^3731
dy dg dy
of.
dVdrj
877
dy'
the derivatives
and
,
77
are not
all
a point
(x, y)
may be
infinite
37
dV
_
are finite.
when
3F
yr and
37
x
both vanish,
,
i.e.
At any point (# yQ ) in the neighbourhood of which the function z can be expanded in a Taylor series which converges for z we have

F (z)

<
c,
F (z) = 1
nO
an
z
(z
z ),
where
iy,
(z),
and
if
=
write
+

i,
=J =F
= XQ + = +
(z
)
iy
irj Q
=F
(z)
(z
),
we may
where
d
rfz
(z)
^
rfz
[f
e],
and
e >
as dz > 0.
Hence
dz.^
1'
(x)
approximately.
Properties of the
This relation shows that the
Mapping Function

267
We
on the (x, y) plane is mapped conformally for all points at which F' (z) is neither zero nor infinite. (f , rj) plane have in fact the approximate relations
\
da
ds

F'
a,
(z)
<f>=
6+
ie
,
where
dz
=
F'
ds.e
(z)
dt,
=

dv.e^,
4*.
=

F'
(z)
of the lengths of
independent between two linear elements dz, 8z at the point (x, y) between the two corresponding linear elements at (,
in fact, 6
6'',
is
<!><l>'=(0
+ a)(8' +
if
a)
= 0
6'.
some
are zero.
Of

^^^a nl
a2
o
(z~z.Y
am ^
(A)
If,

for instance, a^
...
0,
we have
ZQ
= am
(*
m
Zo)
>
and the
relation
,
\a m
e"m.
\
This gives
<f>
</>'
m (0 
6').
More generally
lowest index
4 12.
if
there
is
an expansion
of
solve electrical
The way in which conformal representation may be used to and hydrodynamical problems is best illustrated by means of examples. One point to be noticed is that frequently the transformation
does not alter the essential physical character of the problem because an electric charge concentrated at a point (line charge) corresponds to an equal electric charge concentrated at the corresponding point, a point
source in a twodimensional hydrodynamical problem corresponds to a point source and so on.
if
<f>
i$
is
the complex
we may
write
<t>
+ i*f>=f(x+
iy)
g (f
\difj
iy),
and if
is
<f>
is
47T
Now
the interior of a
268
closed curve
Confonnal Representation
is generally mapped into the interior of a corresponding closed curve and a simple circuit generally corresponds to a simple circuit, moreover is the same in both cases and so the theorem is easily proved. It should be noted that a simple circuit may fail to correspond to a simple circuit when the closed curve contains a point at which the conformal character of the transformation breaks down. Another apparent exception
arises
when a point
is
(x, y)
rj)
no great
when
representation. This convention is at once suggested by the results obtained by inversion and is found to be very useful. There is no ambiguity then in talking of a point charge or source at infinity.
We have sen that certain angles are unaltered by a conformal transformation and can consequently be regarded as invariants of the transformation. Certain other quantities are easily seen to be invariants.
Writing
where d
(x, ?/),
d (,
77)
J (
W
_L
\
1
'"dr"'
^ "
_i_
J
The quantities
</>
Sx
in a con
and are usually taken to be invariants formal transformation and the foregoing relations indicate that
.
cx
}}[\dxj
are invariants. In the theory of electricity the first integral is proportional to the total charge associated with the area over which the integration
takes place. In hydrodynamics the second integral represents the total vorticity associated with the area and the third integral is proportional
to the kinetic energy
when
is
constant.
vdx)
is
The
(udx
f
vdy)
and (udy
respectively.
easily
\d(f>
and
\difs
269 Riemann Surfaces and Winding Points n 4*21. The transformation w = z When n is a positive integer the transformation w = zn does not give a (1, 1) correspondence between the
.
wplane and the zplane but it is convenient to consider an tisheeted surface instead of a single plane as the domain of w. For a given value of w the equation z n w has n roots. If one of these is Zl the others are
respectively
If 2
re
ie
Z2 = Z^, Z3 = Z^ ... Zn = 2 o> w  where we may adopt the convention that for
2
1
,
oj
e 2rrt / n .
Zly
Z2
,
0<
710
<
2,T,
2n< n9<
(2W
2)
77
477,
Zn
<
710
<
2/177.
n m = Z m we can say that Defining the sheet (m) to be that for which is in the first sheet, PF2 in the second sheet, and so on. The n sheets together form a "Riemann surface" arid we can say that there is a (1, 1)
(n).
If
=
Re
we have
n9,
and so when
w=
W^n
we have (2m
2)
77
<
<
2w7r.
The zplane is .divided into n parts by the lines joining the origin to the corners of a regular polygon, one of whose corners is on the axis of x. These n portions of the zplarie are in a (1, 1) correspondence with the
n sheets of the Riemann surface. The n lines just mentioned each belong to two portions and so correspond to lines common to two sheets. It is by crossing these lines that a point passes from one sheet to another as the
angle of the
steadily increases.
The point O
order
is
in the wplane is a
zn

winding point
1.
Riemann
circle

surface, its an
defined as the
number n
corresponds to a curve
Zn =
\
a n which
,
^2
, ,
. . .
...
rn
an
r n are the distances of the point z from the points Z x Z 2 Zn where rx r2 which correspond to W. In the present case the poles of the lemniscate are at the corners of a regular polygon and the equation of the lemniscate can be expressed in the form
, ,
. . .
r 2n
2r n
Sn cos n
(0
0)
+ R 2n =
a 2n
ie
(re
z,
Re i&
Z).
When n = 2 a circle in the zplane corresponds this we write w = u + iv, z = x + iy, then 2 u = x v = 2xy. y
2
y
to a lima^on.
To
see
is the name used by D. Hilbert, Gutt. Nachr. S. 63 (1897). The name cassinoid is used C. J. de la Vallee Poussin, Mathesis (3), t. n, p. 289 (1902), Appendix. The geometrical properties and types of curves of this kind are discussed by H. Hilton, Mess, of Math. vol. XLVIII,
* This
by
p.
made
to the earlier
work
of Serret,
La
Goupilliere
and Darboux.
270
Hence,
if
Conformal Representation
we have
or, if
/7
(x
),
),
EXAMPLES
1.
The curve
r 2n
2rn c n cos n0
f
n n c d
is its
own inverse
with respect to a
the singular foci
circle centre
A 19 A 2
...
An
Bs
Bl9 B
2. Line charges of strength 4 1 are placed at the corners of a regular polygon of n 1 are placed at the corners of another corners and centre 0, while line charges of strength regular polygon of n corners and centre O. Prove that the equipotentials are wpoled lemnis
cates.
3.
422.
The
bilinear transformation.
r ^~
The transformation
b
az
az+$>
(A} (A)
which a, 6, a, ]3 are complex constants, is of special interest because it the only type of transformation which transforms the whole of the zplane in a onetoone manner into the whole of the plane and gives a
in
is
i
z.
az 2
(j8
a) z
0.
it is midway between and if we write b = ac 2 the selfcorresponding c. The transformation may now be written in
theform
+_c._a
c
ca
+
~
c
'
caz
From
is
this relation
a
c c
+
l
ca
^
z
z
1
+
we have
the relations
= RI&*I, = R e
2
2,
c c
 r^'i, = r2 eie r
z
R = r n ^ p *>
1
0!
0,
CO
(^
*,).
271
Sl and S2 are the self corresponding points these relations tell us that through Sl and S2 generally corresponds to a circle through Sl and $2 but in an, exceptional case it may correspond to a straight line,
a
circle
,
namely the
circle
line $!&,.
Again, a circle which has Sl and S2 as inverse points corresponds to a which has $x and S2 as inverse points.
a suitable displacement of the z and planes we can make any given pair of points the selfcorresponding points provided the selfcorresponding points &re distinct, for if the displacements are specified by the
By
may
be
zl
and we can choose u and v so that the equation = z has assigned roots and z2 We may conclude from this that the transformation maps any circle into either a straight line or a circle; a result which may be proved in many ways. One proof depends upon the theorem that in a bilinear
.
transformation of type (A) the crossratio of four values of z the crossratio of the four values of i.e.
;
is
equal to
(z(*
z,) (* 8
z 2 ) (*3
is
_z3 )
*i)
(r^j^Hk
(
2)
k)  iV (&
lie
Now
the crossratio
real
when
on either a straight
into four points
line or a circle,
must map
which are either collinear or concyclic. If in the transformation (A) we choose u so that au + ft = 0, and v so that av = a, the transformation takes the form y 1 9 ,._ 2
z=&
ab
...... (B)
where
a 2k 2
aft.
By
will
we can reduce
the
and
which
now be
discussed.
The transformation evidently consists of an inversion in a circle of radius k with centre at the origin followed by a reflection in the axis of x. k are selfcorresponding points and if these are denoted The points z =
seen that two corresponding points P and Q lie on a circle through S^ and S2 The figure has a number of interesting
by S1 and S2
it is easily
Since z
f
k)
(z f k)
the angles
/SX
PO,
so
QS^
are equal,
and
so the angles
2.
S1 PO, S2 PQ are also equal. The triangles S1 PO, QPS% are similar, and
PSi.PSt~PO.PQ.
272
3.
If
is
the
CP
2
,
also
PQ
S^CS2
The four points Sl9 P, S2 Q on the circle form a harmonic follows from the relation 1 _ =r 4,
set.
This
z_ k^z +
(B).
z V
which
is
easily derived
is
from
8^0. The
lines
thus form an isosceles triangle. In the case when the selfcorresponding points coincide a  fl = 2ac, b =  ac 2
,
where
~=
c
Q
ft
"
ac
+
ac
0.
be built up from displacements and transformations of the considered and so needs no further discussion. The only other type just interesting special case is that in which the transformation then consists
It
may
of a displacement followed
by a magnification and
rotation.
423. Poissorts formula and the mean value theorem. Bocher has shown by inversion that Poisson's formula may be derived from Gauss's
theorem relating to the mean value of a potential function round a circle. Let C and C' be inverse points with respect to the circle F of radius a, and let CO' = c. Inverting with respect to a circle whose centre is C' and radius c, the point 8 on the circle transforms into a point 8'. We shall suppose that C' is outside the circle F, then S is inside the circle F. Let ds els' be corresponding arcs at 8 and 8' respectively and let the polar coordinates of C and C be (r, 6), (/, 0) respectively, where rr' = a 2 The circle F inverts into a circle with centre C and radius given by the formula
y
aa'
or, for
PS' C
~ 
r C
rR C 'S
a
r

CM
a
a
,
.
=
Also
r*C'S*
,
= cr =
fa 2
a
2
 a*.CS 2 ,
a2
[r
2ar cos (a
0)],
where (a, a) are the polar coordinates of 8. Writing ds' ~ a'dv we have
,
,
_ =
c 2 ds
ca 2 da
r
".
__ =
rcda
a'T C"&
C'S*
a2
2ar cos~(a
 "^"Tr 5
'
and
re
a2
becomes
Circle
273
function round
Hence
is
equal to the value of the function at the Poisson's formula may be derived from this
mean
same conditions
as the
mean
value theorem.
The conformal representation of a circle on a Jialf plane*. If two plane areas A and A can be mapped on a third area A Q they can be mapped on one another, eonseqiiently the problem of mapping A on A t reduces to that of mapping A and A l on some standard area A
424.
.
This standard area A Q is generally taken to be either a circle of unit radius or a half plane. The transition from the circle x 2 f y 2 < 1 in the in the ?#plane is made by means of the zplane to the half plane v >
substitutions
z
f iy,
w = u iv, Dx  1  u 2  v 2
j
z
,
(i
j
w)
w,
(I)
l)y
2
f
2i/,
where
D=
4/D v
u2
{
(1
v)
f
(1 4 x)
2
.
When
As 26
0,
the substitution u
tan 6 gives
y
x
varies
=
to
cos 20,
TT,
sin 29.
from
TT
mapped
in a uniform
D (1 2 2
x2
2
)
4?;,
Dy =
2u
we have v > when x f y < 1, consequently the mapped on the upper half of the wplane. When u and v are both infinite or when either
have x
of
them
is infinite,
we
1, y 0; hence the point at infinity in the wplane correto a single point in the zplane and this point is on the unit circle. sponds The transformation (I) may be applied to the whole of the zplane; it maps the region outside the circle x 2 + y 2 = 1 on the lower half (v < 0)
of the wplane. line y = mx drawn through the centre of the circle u2 v 2 ) = 2u whjch passes through the corresponds to a circle (1 point (0, 1) which corresponds to the centre of the circle, and through the
1) which corresponds to the point at infinity in the zplane. point (0, This circle cuts the line v = orthogonally.
Two points which are inverse points with respect to the circle x 2 map into points which are images of each other in the line v = 0.
j
* This 424, 461 and 462 follows closely that given in Forsyth's Theory of presentation in Functions and the one given in Darboux's Thdorie generate des surfaces, 1. 1, pp. 170180.
18
274
Conformal Representation
infinite
The upper half of the wplane may be mapped on itself in an number of ways. To see this, let us consider the transformation
Y
+b = aw 7J9
cw
f
W=
dt,
b
c
=,
/T1A (II)
f
in
which
a, 6, c
is
and d are
is
real constants
and
irj.
When w
real
also real
and
spond. Furthermore,
7?
[(cu
d)
c 2v 2 ]
= (ad
be) v,
Had be is positive, T? is positive when v is positive. There are three effective constants in this transformation, namely, the ratios of a, b and c
hence
by a suitable choice of these constants any three points on the In fact, u may be mapped into any three points on the axis of f l> if u ly u 2 us are the values of u corresponding to the values gl9 2 3 we can say from the invariance of the crossratio that
to d, hence
axis of
.
( (
li)
sY)
(& ~ (& ~
la)
~ _ w
(
^i) fa?
fas
li)
(^ ^2)
^a)
'
^i)
of the transformation
may
&& fa ~
2
 %) 4 Iil2 fai ~ ^2), &  ^3 + Wa^ila (la  li) + ^1^2 Is (li ~ li) + ^3 (li ~ la 3 + ^2 (la  ^3 + 7^3^ (3  ^) + U1 U 2 (^  f2
^3)
+
)
fall faa
I2 )
).
The quantity ad
ad
6c is given
be
by the formula ^) (^  f2 ) (^ 2  u3
(u^
 %) (^  u2
).
If i^,
u2
t63
are
=
""
2
0,
b1
d
2
)
=
_ ~
give
b1 ~~
2
S3
""
2
)
S3
b2
^2 (^3
%
2
)
^3 (^l
^2
2
)
'
% + ^3 (% 2
^2 2 )
0,
0,
(w2
,
wj) (i^
Ul ) (HI
^2 )
the quantities fx ^2 ^3 are also all different. In a similar way it can be shown that a and c cannot vanish simultaneously and that a and b cannot vanish simultaneously. Poincar6 has remarked that the transformation
(II) can usually be determined uniquely so as to satisfy the requirement that an assigned point and an assigned direction through this point should correspond to an assigned point w and an assigned direction
may
be
left to
the reader,
Riemanrfs Problem
275
both of the
on the
also the special case in which one or real axis in the plane in which it lies.
EXAMPLES
1.
7 =
maps
into the formula of
2* j _. T2rcos(6~'iJ')~rr*
3*11,
r
\
\
<l
_ ~
where / (0')
2.
1
TT
f=
/
yF (x'} dx'
2 x') +
= F (tan
co (x
y*'
0').
maps the
half plane
>
on the unit
circle

w <

1 in
such a
way
maps
431. Riemann's problem. The standard problem of conformal representation will be taken to be that of mapping the area A in the zplane .on the upper half of the wplane in such a way that three selected points on the boundary of A map into three selected points on the axis of u. This
the problem considered by B. Riemann in his dissertation. The problem may be made more precise by specifying that the function / (w) which gives the desired relation
is
z=f(w)
should possess the following properties (1) / (w) should be uniform and continuous for all values of w for which v > 0. If WQ is any one of these values/ (w) should be capable of expansion WQ which has a radius of in a Taylor series of ascending powers of w
:
convergence different from zero. indeed, (2) The derivative/' (w) should exist and not vanish for v > if /' (w) = for w = WQ there will be at least two points in the neighbourhood of w for which z has the same value. This is contrary to the requirement that the representation should be biuniform. (3) / (?#) should be continuous also for all real values of tv, but it is not required that in the neighbourhood of one of these values, WQ the function / (iv) can be expanded in a Taylor series of ascending powers of
; ,
w
for v
as far as the
mapping
is
concerned, / (w)
the variable
is
defined only
(4)
Considered as a function of
(w).
z,
If/
The
,
,
solution
.
is,
,
= f(w),
= g(w)
276
will
>
Conformal Representation
^i u z U 3 m &p into themselves. Now it can be proved that a transformation which maps the upper half plane into itself is bilinear and so the relation between w and W is
)
map
itself in
such a
way
(w
(w
mr ui
 uj  u
2)
(u 2 (u 3
 u3 (W 7^)  uj ^ (W  u
)
'
(w_2 _
?/3 )
2)
(w.a
 u^
w W
This reduces to
HI A
.
W
.
u, A
U2
(u,
U2
2)
and so
W=
(11,
w.
 W)
 u 
0,
TAe (jeneral problem of conformed representation. The general type which is considered in the theory of conformal representation may be regarded as a carpet which is laid down on the z plane. This carpet is supposed to have a boundary the exact nature of which requires careful specification because with the aim of obtaining the greatest possible
432.
of region
generality, different writers use different definitions of the boundary curve. There may, indeed, be more than one boundary curve, for a carpet may,
for instance,
For simplicity we shall suppose a simple closed curve composed of a finite number of pieces, each piece having a definite direction at each of its points. At a point where two pieces meet, however, the directions of the two tangents need not be the same; a carpet may, for instance, have a
have a hole in
its centre.
is
corner.
The tangent may actually turn through an angle 2?r as we pass of a boundary curve to another and in this case the boundary
has a sharp point which may point either inwards or outwards. It turns out that the fojmer case presents a greater difficulty than the latter. In special investigations other restrictions may be laid on each piece
of a
restrictions
used
we
mention.
(1) The direction of the tangent is required to vary continuously as a point moves along the curve (smooth curve*). (2) The curvature is required to vary continuously as a point moves
along the curve. (3) The curve should be rectifiable, i.e. it should be possible to define the length of any portion of the curve with the aid of a definite integral
which has a precise meaning specified beforehand, such as the meaning given to an integral by Riemann, Stieltjes or Lebesgue. A simple curve which possesses the first property may be called a curve (CT), one which possesses the properties 1 and 2 a curve (CTC), a curve which possesses the properties 1 and 3 may be called a curve (RCT).
*
curve which
is
made up
bit
by
Kurve";
of pieces of smooth curves joined together may be called smooth see HurwitzCourant, Berlin (1925), Funktionentheorie).
Properties of Regions
277
The carpet will be said to be simply connected when a cross cut starting from any point of the boundary and ending at any other divides the carpet into two pieces. A carpet shaped like a ring is not simply connected because a cut starting from a point on one boundary and ending at a point on the other does not divide the carpet into two pieces. ^Such a carpet may, however, be made simply connected by making a cut of this type. When we consider a carpet with n boundaries which are simple closed curves we shall suppose that the boundaries can be converted into one by a suitable number of cuts which will at the same time render the carpet
simply connected. It will be supposed, in fact, that the carpet is not twisted like a Mobius' strip when the cuts have been made. Any closed curve on a simply connected carpet can be continuously deformed until it becomes an infinitely small circle. This cannot always be done on a ringshaped carpet as may be seen by considering a circle concentric with the boundary circles of a ring, and it cannot be done in the case of a curve which runs parallel to the edge of a singly twisted Mobius' strip formed by joining the ends of a thin rectangular strip of paper after the strip has been given a single twist through 180. Such a closed curve is said to be irreducible and the connectivity of a carpet may be defined with the aid of the number of different types of irreducible closed curves that can be drawn on it. Two closed curves are said to be of different types when one cannot be deformed into the other without any break or crossing of the boundary. It is not allowed, for instance, to cut the curve into pieces and join these together later or in any way to make the curve into one which does not close. A simply connected carpet may cover the plane more than once; it may, for instance, be folded over, or it may be double, triple, etc. In the latter case it is called a Riemann surface, i.e. a surface consisting of several sheets which connect with one another at certain branch lines in such a
way
as to give a simply connected surface. When there are only two sheets it is often convenient to regard them as the upper and lower
surfaces of a single carpet with a cut or branch line through which passage may be made from one surface to the other. In the case of a ringshaped
carpet
is
we generally consider only the upper surface, but if the lower surface
and a passage
is
also considered
across either one or both of the edges of the ring a surface with two sheets is obtained, but this doubly sheeted surface is not simply connected
because a curve concentric with the two edges is still irreducible. In a more general theory of conform al representation the mapping of multiply connected siirf aces is considered, but these will be excluded from the present
considerations
.
an infinite number of boundaries or an infinite but these cases will also be excluded. When we speak of
Conformal Representation an area A we shall mean the right side of a carpet which is bounded by a simple closed curve formed of pieces of type (RCTC) and is not folded over in any way. The carpet will be supposed, in fact, to be simply connected and smooth, the word smooth being used here as equivalent to the German word "schlicht," which means that the carpet is not folded or wrinkled in any way. The function F (z) maps the circular area z < 1
 \
278
into a
smooth region
if
F
whenever

fa)
 F 1
.
(z 2 )
'
zl
<
and

z2
<

be occupied in general with the conformal representation of one simple area on another, and for brevity we shall speak of this as a mapping. In advanced works on the theory of functions the problem of
shall
We
conformal representation
surfaces
is
Riemann
For many purposes it will be sufficient to consider the problem of conformal representation for the case of boundaries made up of pieces of curves having the property that the coordinates of their points can be expressed parametrically in the form
(t)
and g
(t)
series of
type
2an
nO
(**
n
)
,
...... (HI)
which are absolutely and uniformly convergent for all values of the parameter t that are needed for the specification of points on the arc under consideration. In such a case the boundary is said to be composed of analytic curves and this is the type of boundary that was considered in the pioneer work of H. A. Schwarz, but the restriction of the theory to boundaries composed of analytic curves is not necessary* and a method of removing this restriction was found by W. F. Osgoodf. His work has been followed up by that of many other investigators^. In the power series (III) the quantities tQ an are constants which, of course, may be different for different pieces of the boundary. There are really two problems of conformal representation. In one problem the aim is simply to map the open region A bounded by a curve
,
may
In the modern work the boundary considered is a Jordan curve, that is, a curve whose points be placed in a continuous (1,1) correspondence with the points of a circle. t Trans. Amer. Math. Soc. vol. i, p. 310 (1900). t Particularly E. Study, C. Caratheodory, P. Koebe and L. Bieberbach.
Exceptional Cases
279
a on the open region B bounded by a curve 6, there being no specified requirement about the correspondence of points on the two boundaries. In the second problem the aim is to map the closed realm* A on the closed realm B in such a way that each point P on a corresponds to only one point Q which is on b and so that each point Q on b corresponds to only one point P which is on a. It is this second problem which is of most interest in applied mathematics. If, moreover, in the first problem the correspondence between the boundaries is not onetoone the applied mathematician is anxious to know where the uniformity of the correspondence breaks down. Existence theorems are more easily established for the first problem than for the second and fortunately it always happens in practice that a solution of the first problem is also a solution of the second but this, of course, requires proof and such a proof must be added to an existence theorem that is adapted only for the first problem. The methods of conf ormal representation are particularly useful because they frequently enable us to deduce the solution of a boundary problem for one closed region A from the solution of a corresponding boundary problem for another region B which is of a simpler type. When the function which effects the mapping is given by an explicit relation the process of solution is generally one of simple substitution of expressions in a formula, but when the relation is of an implicit nature or is expressed by an infinite series or a definite integral the direct method of substitution becomes difficult and a method of approximation may be preferable. A method of approximation which is admirable for the purpose of establishing the existence of a solution may not be the best for purposes of computation.
;
433.
possible to
Special and exceptional cases. It is easy to see that it is not map the whole of the complex zplane on the interior of a circle.
mapping function / (z) which gave the desired representation, / (z) would be analytic over the whole plane and / (z) would always lie below a certain positive value determined by the radius of the circle into which the zplane maps, consequently by Liouville's theorem / (z) would be a constant. A similar argument may be used for the case of the pierced zplane with the point z as boundary. By means of a
Indeed,
if
there were a
transformation z
1/z'
whole
of the z'plane
is
when
z
is
The mapping
is
function
thus
a constant.
account of this result a region considered in the mapping supposed to have more than one external point, a point on the
On
We
region as equivalent to
" Gebiet."
280
Conformal Representation
The next case in order of simplicity is the simply connected region with at least two boundary points A and B. If these were isolated the region would not be simply connected. We shall therefore assume that
a curve of boundary points joining A and B. This curve may contain all the boundary points (Case 1) or it may be part of a curve of
there
is
boundary points which may either be closed or terminated by two other endpoints C and F. The latter case is similar to the first, while the case of a closed curve is the one which we wish eventually to consider. The simplest example of the first case is that in which the endpoints
and z = oo, the boundary consisting of the positive xaxis. The bounded by this line can be regarded as one sheet of a twosheeted region Riemann surface with the points and oo as winding points of the second
are z
=
from one sheet to the other being made possible by a the sheets along the positive #axis. The whole of this Riemann surface is mapped on the z' plane by means of the simple transformation z' y'z, which sends the one sheet in which we are interested into the
order, passage
junction of
half plane
<
6'
<
77,
where
z'
r'e lQf
In the case when the boundary consists of a curve joining the points = a, z = 6, these points are regarded as winding points of the second z order for a twosheeted Riemann surface whose sheets connect with each
other along the boundary curve. This surface z'plane by means of the transformation
'
is
mapped on
the whole
Z
(
~
"}*
cz cz'
~ 
(z
~b)
1 *>
and
in this transformation one sheet goes into the interior, the other into the exterior of a certain closed curve (7. The mapping problem is thus
reduced to the mapping of the interior of C on a half plane or a unit Finally, by means of a transformation of type
circle.
z=
we can transform the
within the unit circle

Az'
B,
region enclosed by
z
\
<
C into a region which lies entirely and our problem is to map this region on < 1 by means of a transformation of

type J=/(z).
The mapping of the unit circle on itself. If a and a are any two a a conjugate complex quantities and a is a real angle the quantities e* and 1 de la have the same modulus, consequently if )3 is another real
441.
&) = e*(za)
(A)
maps
circle
z


maps
= 1, and it is readily seen that the interior of one 1 into into the interior of the other. It should be noticed that this
 
Mapped on Itself transformation maps the point z = a into the centre of the circle If we put a = the transformation reduces to the rotation = ze*,
Circle
281
=
 
1,
which leaves the centre of the circle unaltered. If we can prove that this is the most general conformal transformation which maps the interior of
the unit circle into
centre
it will
itself in
such a
way
maps
into the
trans
follow that the formula (A) gives the formation which maps the unit circle into itself.
most general
(z)
is
=
If
and
satisfies
the conditions
the function
r
</>
(z)
\f(z)\< 1 for \z\< 1, /(0) = 0. "<(*) =/(*)/*> </>(<>) =/'(0), is also regular in the unit circle, and
<
I
if

z
\
r,
where
<
I,
we have
(z)
I
<
l/r \
But
of

since

</>
(z) is
<f>
(z)
occurs on
= r the maximum value z analytic in the circle the boundary of this region and not within it, hence
z
 \
for a point z
r,
or
on
its
circumference,
we have
the inequality
<f>
(z
<

(z
<
for

z

<
1.
Now
circle
let
= / (z),
z = g
on
itself in such
way

maps
1.
by Schwarz's inequality
/z

<

1,
z/
<

Rence

circle.
Now
is
unit circle
real angle.
is equal to unity within the unit 1, and so (z) /2 an analytic function whose modulus is constant within the = ze ? where j8 is a constant necessarily a constant, hence
==

</>
is
mapped on a
half plane
formation,
itself is
it
by a maps a
bilinear trans
442.
<
 
in the
Normalisation of the mapping problem. Let F be the unit circle plane and suppose that a smooth region G in the
zplane can be
mapped
itself
can be mapped on
* This
is
in a (1, 1) manner on the interior of F. Since F by a bilinear transformation in such a way that
it is
The lemma
equality
is
of
used in
481.
282
Conformal Representation
the mapping so that a prescribed linear element in the region corresponds to the centre of the unit circle and the direction of the positive real axis, " can then, chief linear element." that is to what we may call the
We
without
loss of generality,
lies in
is
imagine the axes in the zplane to be chosen so on the prescribed linear element and so that this
the chief linear element for the zplane. This means that
the normalised mapping function = / (z) satisfies the conditions/ (0) = 0, /' (0) > 0. Finally, by a suitable choice of the unit of length in the zplane, or by a transformation of type z' = kz, we can make/' (0) = 1. The trans
formation
then fully normalised and / (z) is a completely normalised mapping function. The power series which represents the function in the is of type neighbourhood of z = 2 /(z)  zf a 2 z + ....
is
The
coefficients a 2
>
as>
we
subject to the inequality* a 2 consider the function g (z) defined by the equation
is

(z)
(z)
We
the transformation y = g (z) maps the circular ring c < z < 1 on a region A in the yplane bounded by a curve C and a curve Cc which can be represented parametrically by the equation
If
0<c<
1,
cy
e*
f
6x c
+
a)
1,
& 2 cV*
c 3 o>
(c,
a),
gives the parametric representation of an ellipse with semiaxes d + be, d be respectively, and so the area A c of the curve C e differs from nd 2
by cB, where
is
a quantity
cJO
B A
c
'
* 0.
^1 V
c ',
S l+ n2 n
*>
 S n
'
and
A >A
c
also as c
bn
2
I
by
C. Since
A >
we have
the inequality
Now
n2
the function
2
[<7
S n\b n \*<\.
(z )]*
=
^

f
ftz+...,
20!=^
likewise
last
maps the
unit circle
z

,
<
Q
,
theorem
*
Pi\
<
Bd.
xxxvm,
S.
940 (1916).
Inequalities
Since b l
283
/?2
/?3
...
0,
consequently
a2
[g (z )]^
f
ze icr
where a
is real,
or
gr(z)
is,
(z~*
L
+ eM) 2
that
when
(z)
=
(
*^
EXAMPLES
1.
transformation which
maps the
itself in
itself is necessarily
and
Poincare".]
2. region enclosing the origin which chief linear element consists either of the
origin.
3.
can be mapped on itself with conservation of the whole plane or of the whole plane pierced at the [T. Rad6, Szeged Acta, 1. 1, p. 240 (1923).]
If the region z
z
 \
<
3
1 is
f
w =f(z) =
+ ajz 2 +
agZ
...,
mapped smoothly on a region W in the w plane by the function prove that, when z = r < 1,

if
WQ is
is
wo <
I
i
The value

=
\
w =
Je"*"
when
4.
If
a region
if
W of the wplane
is
mapped smoothly on
the circle

z
\
<
by the function
then
=/(z) and
lie
within the
circle,
443. The derivative of a normalised mapping function. Now let / (z) be regular in the unit circle z < 1, which we shall call K. We shall study the behaviour of /' (z) in the neighbourhood of an interior point z of K. Let z be the conjugate of z then the transformation

z'
Z
1
ZZ
maps Thus
the circle
z'
0.
284
Writing
Conformal Representation
z
we
=
2
/*
(z)
z (1
r)/'
(z
^)
[(1
r2 )
/"
fo)
2z /'
(z )]
The function!
*M<.^ta>' + ^
'(1
1+
"442,
is
I
A2 <

2, i.e.
Writing
z
e u + tv
o;
P+
iQ
 r
^ (w
:
1
iv),
where/'
(2)
and ^ and
v are real,
we have the
4r
,
inequality
]_
2r
f
2r
Therefore
3v
3r
""
1
 r a<
r r
^
1
the
I
"
r2
Integrating between
log
(
and
1
~
we obtain
^
twa inequalities J
f
Fhe
first of
these
may
/' (z)
I
(1+
where now
^
z)'~
/'(O)
(1
=f
(z) is
a function which
maps
f This function was used by L. Bicberbach, Math. Zeitschr. Bd. iv, S. 295 (1919), and later by R. Nevanlinna, see Bieberbach, Math. Zeitechr. Bd. ix, 8. 161 (1921). The following analysis which is due to Nevanlinna is derived from the account in HurwitzCourant, Funktionentheone, S. 388 (1925).
t The first of these was given by T. H. Gronwall, Comptes Rendus, t. CLXII, p. 249 and by J. Plemelj and G. Pick, Leipziger Ber. Bd. LXVIII, S. 58 (1916). In the form
(1916),
k(r)<\f'(z)\ <h(r)
it is
as Koebe's Verzerrungssatz (distortion theorem). The precise forms for k (r) and h (r) were derived also by G. Faber, Munchener Ber. S. 39 (1916) and L. Bieberbach, Berliner Ber.
known
Bd.
xxxvm,
Bd.
S.
Zeitschr.
iv, S.
satisfied
by
v
\
285
is
indicates limits
through which a small area is rotated in the conformal The other theorem gives limits for the ratio in which the area mapping. changes in size. This theorem has been much used by Koebe* in his investigations relating to the conformal representation of regions and has been used also in hydrodynamics^ and aerodynamics. When / (z) maps K on a convex region it can be shown that /' (z) lies within narrower limitsj. Study has shown, moreover, that in this case and concentric with it also maps into a convex region. any circle within Many other inequalities relating to conformal mapping are given in a paper by J. E. Littlewood, Proc. London Math. Soc. (2), vol. xxm, p. 481 (1925).
 \
444.
The mapping
point. (0 < r
Let
<
1)
of a doubly carpeted circle with one interior branch be a point within the unit circle z' < 1 and let r 2 e ld be the value of z' at P. The transformation

(1
+
0,
r2
)z(0)
2re*
,..
*2
(i^r'je*'^
</>'
(A)
z
j,
satisfies
the conditions
</>
(0)
>
0,
z'

=
\
\
when
z
\
=
1,
and
so represents a partially normalised transformation which maps the unitcircle in the zplane on a doubly carpeted unit circle in the z'plane, the
two sheets having a junction along a line extending from P to the boundary. We shall regard this line as a cut in that sheet which contains the chief
element corresponding to the chief element in the zplane. It is evident that z' < z whenever z < 1 and so

\
\
z
 \
<
when
there
z'
\ \
z
 
<
1.
z
\
<
\z\ whenever
z'

\
<
1.
From
is
this
a positive Indeed, if there were no such quantity g 2 point in the circle z' < r for which z

we conclude that for all values of z' for which z' < r 2 number q (r) greater than unity for which z > q (r)
 \

(r)
An
expression for q
(r)
may
be obtained by writing
2r
'l +
of the point z
r"
= ?*.
,
and considering the points s, l/s on the real axis. If El from these points respectively we have
I
'I at
Nachr. (1909); Crdle, Bd. cxxxvm, S. 248 (1910); Math. Ann. Bd. LXIX. Ph. Frank and K. Lowner, Math. Zeitschr. Bd. in, S. 78 (1919). f t T. H. Gronwall, Comptes Rendus, t. CLXII, p. 316 (1916). E. Study, Konforme Abbildung einfazh zusammenhiingender Bereiche, p. 110 (Teubner, Leipzig, 1913). A simple proof depending on a use of Schwarz's inequality has been given recently
* Gott.
by T. Rado, Math. Ann. Bd. en, S. 428 (1929). H C. Caratheodory, Math. Ann. Bd. Lxxn, S. 107
(1912).
286
The oval curve
Conformal Representation
for
r 2 lies entirely
R /R =
2 1
at a point #
2
for
which
ps), r
l
r,
[(2
2r*)i
r].
The constant
is
found to be
and we may take this as our value than 1 when r < 1 because
2 f 2r 4
of q
(r).
We
(1
it is
greater
(1 f r
r2
r3) 2

\
(r)
r 4 ) (1
z'
\
\
r)
It is clear
z' plane lie within the larger circle z < r 2q (r) in the zplane. If r 2 is the minimum distance from the origin of points on a closed continuous curve C" which *' lies entirely within the unit circle < 1, the transformation (A) maps

\
sponding to those
<
circles
C which lies entirely < 1, z = r q (r). The shortest distance "from C may be greater than r 2q (r) but it lies between
z
2
\
 \
 
quantity and r, i.e. the value of z corresponding to the branch ie 2 point z = e r This second minimum distance may be used as the constant r 2 in a second transformation of type (A). Let us call it rx 2 and of type use the symbol Cl to denote the curve into which C is mapped by the new
.
The minimum distance from the origin of a point of this curve is a quantity r2 2 which is not less than a quantity r^q (rx ) associated with the number rx If we consider the worst possible case in which the minimum distance for a curve C n+l derived from a curve C n with minimum distance r n 2 is
transformation.
.
always
r n z q (r n ),
we have
...
rn
which are
W
R*
i ~r r n
,^V,
[(2
2r.)*
r n4l
+
,
rn
].
Since r n
<
n and
>
rn
a limit
=
Jjfr
[(2
25*)*
1.
+ R*l
as
R=
Hence
C n lies
in
between two
*
circles
in
the cut
by crossing the line which corresponds to the cut is drawn so that it does not intersect C' again.
Sequence of
Mapping
is
Operations
287
very slow, as
r 2 r2 r 2 r3
r rl 2
25
283
309
best possible case from the point of view of convergence is that in 2 = r. This case occurs when the curve C" is shaped something like /i a cardioid with a cusp at P.
The
which
Though useful for establishing the existence of the conformal mapping a region on the unit circle, the present transformation is not as useful as some others for the purpose of transforming a given curve into another curve which is nearly circular, unless the given curve happens to be shaped something like a cardioid or a Iima9on with imaginary tangents at the
of
We shall not complete the proof of the existence of a function for a region bounded by a Jordan curve. This is done mapping in books on the theory of functions such as those of Bieberbach and
double point.
HurwitzCourant. Reference
transformation which
is
may be made
on conformal
being written by Caratheodory*, to E. Goursat's Cours d' Analyse Mathematique, t. in, and to Picard's Traite d' Analyse.
445.
of
functions
:
The selection theorem. Let us suppose that the set or sequence u (x, y), u 2 (x, y), u3 (x, y), ... possesses the following pro
perties
uniformly bounded. This means that in the region of definition the functions all satisfy an inequality of type
(1) It is
I
u8
(x,
y)
<
where
(x,
It is equicontinuous^ This means that for any small positive number c there is an associated number S independent of s, x and y but depending
(2)
.
on
in such a
way
that whenever
we have

(x'
8
',
We now suppose
and that an x y)> U m2 ( x ^wi
tions
(
>
that the sequence contains an unlimited number of funcinfinite number of these functions forming a subsequence
y}>
now
can be selected by a selection rule (m). Our aim (1), (2), (3), ... of selection rules such that the " u n (x, y), u 22 (x, y), ... converges uniformly in R. "diagonal sequence
>
is
to find a sequence
* Carathe"odory's proof is given in a paper in Schwarz Festschrift, and in Math. Ann. Bd. LXXII, 107 (1912)., Koebe's proof will be found in his papers in Journ. ftir Math. Bd. CXLV, S. 177 (1915); Acta Math. t. XL, p. 251 (1916).
S.
The
was introduced by
Aecoli,
Mem.
d.
t.
xvm
(1883).
288
dense in R. This
Conformed Representation
,
The first step is to construct a sequence of points Px P2 ... everywhere may be done by choosing our origin outside R and using
,
expressions of type
XB
p2~",
y,=
p'2"
q>0
s
where
p, p'
and q are
1 (P>
r
integers,
=
,
(p, p', q) is
P ><l)> I
/>'
(P>
?)
(
(P, P', l)
S
> >
l (P> Po, ?)
'.
Since the functions M (a;, y) are bounded, their values at Pl have at least one limit point U l (xl y^. We therefore choose the sequence u ln (x, y) so that it converges at P L to this limit U 1 (x 1 y^). Since, moreover, the functions u ln (x, y) are uniformly bounded their values at P 2 have at least one limit point U 2 (x 2 ,y 2 we therefore select from the infinite sequence u\n ( x y} a second infinite sequence u 2n (x, y) which converges at P2 to
, ^
)'.,
>
values at
verges at
y2 ) These functions u2n (x,y) are uniformly bounded and their P3 have at least one limit point /3 (x3 ?/3 ), we therefore select from the sequence u 2n (x, y) an infinite subsequence u% n (x, y) which con2 (x<2
, ,
consider the sequence u u (x, ?/), u 22 the functions are all equicontinuous we have
I
P We now
to C73 (x3
?/ 3 ),
and so on.
(x, y), ^33 (^, y),
Since
^m
(*',</')
 u mm
(x,y)
<
Je
for
less
is not greater than S. and let r be such that the set P19 P2 ... P r for which q has a selected value satisfying this
,
m> N
\U tt (Xs,ys)
ttmmfon!/*)
<
!*
,
greater than m and for all points (x s y s ) for which q has the selected value. This number ^V should, in fact, be chosen so that the These points P 8 sequences u mm (x, y) converge for all these points P s form a portion of a lattice of side 2~ Q and so there is at least one of these
for all values of
Z
.
z.
We
f
tt
KU
This inequality holds for
(x,
y)
 u mm
(x, y)
all
points
in
to a continuous limit function u (x, y). sequence converges uniformly in There is a similar theorem for sequences of functions of any number of
variables,
and
Equicontinuity
In the case of a sequence of functions /x
variable z
(2),
f2
(z),
...
of a
complex
=x
f
iy there is
equicontinuity when
I/.
(*')/.
(3)
<
4*
\
z < S, S, as before, being any pair of values z, z' for which z' sufficient of s and of the position of z in the region E. independent is that condition for equicontinuity, due to Arzela*,
for
Z'Z
for all functions fs
<
z, z'
(z)
of the set
and
of the
domain,
being a
number independent
of
and
z''.
We
s
need
SJ^j
= ^e to obtain the desired inequality. In the particular case when each function /
for equicontinuity that // (z) of s and z. The result follows from the

(z)
it is sufficient
<
pendent
in Taylor's theorem.
if
a family of functions fs
(z)
uniformly
bounded
f unction
in a region it is equicontinuous in any region R' interior to R. for any point z in and for any in fact, that /, (z) < Suppose,
 
mark
fs (z) of the family, the suffix s being used simply and not as a representative integer.
a.s
a distinguishing
be a domain bounded by a simple rectifiable curve G and such that R contains D while contains R'. We then have for any point within R' ,, ,w f* (z)dz
Let
If
Therefor*
where
is
a point of
is
.
fs
(z)
iv 8 (x, y) where u a and v s are real, the funcif f8 (z) s (x, y) u s v s are likewise equicontinuous and uniformly bounded in R' We can then select from the set u a a sequence u u w 22 u^ which converges to a function u (x, y) which is continuous in R'. Also from the uniformly we can select an infinite subsequence associated sequence v n v22 v&
f
Now
=u
tions
. . .
. . .
vaa vbb
,
v ce
...
(x, y).
The
series
fa* (*)
[/*> (Z)
 faa
(*)]
(x, y)
+ L/cc + fy
t.
(*)
~/
(*)]
...
(a;,
y),
which we
233 (1907).
shall denote
by
Mem.
delta R. Ace. di
Bologna
(5), t.
vm.
p.
xxiv,
19
290
Conformal Representation
the symbol / (z). On account of the uniform convergence the function / (z) is, by Weierstrass' theorem, an analytic function of z in J?'. Indeed if
/,
is
denotes the nth derivative of any function f8 (z) of our set and C' any rectifiable simple closed curve contained within J?', we have by Cauchy's theorem and the property of uniform convergence
(n)
(z)
faa
(n)
(z)
[fn
(n)
(z)~faa
(n)
(*)]+
n\
Since/ () is continuous in J?' and on C' the integral on the right represents an analytic function. When'n = this tells us that the sequence
/oa
()>/
(*),
converges to an analytic function which, of course, is / (z). When relation tells us that the sequence /aa (n) (z), fbb (n) (z), ... converges
n^
to/
(n)
the
(z).
We may
integral
(z)
as a contour
r
uniformly bounded in any region containing R and contained in R. It then follows that the set/s (n) (z) is equicontinuous in Hence from the sequence faa (z), fbb (z),fcc (z), ... we can select an infinite
that/s
(z) is
sequence faa
(z),
ftft
(z),/yy
(z), ...
such that
/'
(z),fftft
(z),/y/
(z), ...
con
verges uniformly in R' to an analytic function which can be no other /' (z). At the same time the sequence faa (z),/^ (z), ... converges uniformly to/(z). This process may be repeated any number of times so as
than
to give a partial sequence of functions converging uniformly to having the property that the associated sequences of derivatives
/ (z) and up to an
assigned order
n converge uniformly
We now
domains
limit.
consider a sequence of contours Cl) (72 ... CQ which bounds R, the contours Cl9 (72
,
,
...
l9
D%
...,
From our
set of f unctions fs
each of which contains the preceding and has .R as (z) we can select a sequence fsl (z) which
l towards a limit function, from* the sequence converges uniformly in z we can cun a new sequence f82 (z) which converges uniformly in ( ) 2 /i to a limit function and so on. The diagonal sequence /n (z),/22 (z), ... then
*
converges uniformly throughout the open region .R to a limit function. Hence we have Montel's theorem that an infinite set of uniformly
limit function,
both boundedness and continuity being understood to refer to the open region R in which the functions are defined to be analytic.
For further developments relating to this important theorem reference must be made to Montel's paper. For the case of functions of a real variable
Mapping
A. Roussel* has recently selection theorem has been extended by Montel to functions of bounded variation.
446. Mapping of an open region. Let B be a simply connected bounded and has at least two boundary points. region which contains the origin Let S be the set of analytic functions fs (z) which are uniform, regular,
291
in
(0)
R
=
and
o,

for
which
/s
Let
/;(0)=i,
\
\f.(z)\<M.
the quantities
be the upper limit of fs (z) in R and let p be the lower limit of all U s There is then a sequence fr (z) of the functions/, (z) for
.
which U r > p. Since, moreover, this sequence is uniformly bounded, we can apply the selection theorem and construct an infinite subsequence which converges uniformly to a limit function / (z) in any closed partial region R' or R. This function / (z) is a regular analytic function in R and
= O,/' (0) = 1. Being a uniform limit function (0) smooth mapping functions it is smooth in R and its U is p. The function / (z) thus maps R on a region T which lies in the circle with centre O and radius p. If T does not completely fill the circle, there will be a value re**, with r < p, which is not assumed by our function / (z) in R. We shall now show that this is impossible and that consequently T
satisfies
the conditions/
of a sequence of
does
fill
the
circle.
Let
a 2p, then a
<
and
if
we
write
>i*
f (z] h(Z}
r L [f
~
l
2a
+
/
0( a* pe
(*)
JL
av(z)~ 1'
where
v,0
(* /J v ]
zfT a2
/(z)
tfpe* ~
>
(z)
pe*v
(0)
=
1
a,
we have /
(0)
0, /</ (0)
(z) is
uniform, regular,
in R.
upper limit of /
v
in R.
by
this quantity
by observing that
(z) (z)
a
1
av
is
of the
form
points a,
circle

from the which are inverse points with respect to the I/a respectively
ri/r2
,
where
z
\
1.
On
a2

v(z)
2

P!//^,
where p l9 p 2 are the distances of the point f (z) from the points a^pe**, a" 2pe^ which are inverse points with respect to the circle z p. Now
 \
t. v, p.
t. LKL,
p.
232 (1928).
192
292
which
the
Conformal Representation
the point / (z) lies either on this circle or within it and so p!/p 2 has a value = p or on a circle within z = p and with z is constant either on

\ 
of inverse points. This constant for a circle with this pair of inverse points has its greatest value for the circle z p if circles lying
 \
same pair
is,
moreover,
^^
v

2

a~ 2 p
(z)
^
<
l.
By
a similar argument
(z) is
we
its
at
some
av
(z)
is
have thus found a function for which C7 < p, and this with the definition of p as the lower limit of the quantities incompatible U K The region T must then completely fill the circle of radius p and so the function/ (z) maps E on this circle. The radius p is consequently called the
and so
.
U <
(}
p.
We
paper by
T. Rado*.
The
due to L. Fejcr and P. Riesz, is taken from a analysis has been carried further by G. Julia who
is
first selects
(z)
p^
(n)
(z)
of degree n.
(z)
whose
maximum
mn
It is clear that
m n > p.
Julia specifies
a type of region R for which the sequence p (n) (z) possesses a limit function / (z) mapping the region R on the circle of radius p.
451.
Conformal representation and the Green's function. Consider in A which is simply connected and which contains the
origin of coordinates.
We shall assume
is
smooth
by
bit.
We
write
for the Green's function associated with the origin as viewpoint, r being = log r log (!//>), then r is the short for (a: 2 f ?/ 2 )4. Let us write (0, 0)
Now
+
c3 z 3
let

Z=


<f>(z)
z f c 2 z
...
maps
1.
(0)
0,
c' (0)
Szeged Ada,
1. 1,
p.
t.
240 (1923).
is
CLXXXIIT, p. 10 (1926). J The boundafy of A may also be taken to be a closed Jordan curve, in which case r transfmite diameter.

Complex Rendus,
the
Relation
It will be
to the
Green's Function
(x,
293
y)
is
log
(p/r),
=^( 2 ).
.
Bieberbach* has proved a theorem relating to the area of the region A which is expressed by the inequality area > Tip 2 This means that among all regions A for which (0, 0) has a prescribed value the circle possesses
For the theorem relating to the Green's function we may, with advantage, adopt a more general standpoint. Let us suppose that the transformation w = / (z) maps the area A on the interior of a unit circle
in the wplane in such a way that to each point of the circle there correand vice versa. Let the centre of the sponds only one point of the area
A then z is a simple root of = has no other root in the interior of A. the equation / (z ) == (z) and/ This is true also for the boundary if it is known that there is a (I, 1) correspondence between the points of the unit circle and the points of the
circle
of the area
boundary
of
A We may
.
therefore write
'fWkzJe*,
where the function p
Putting p
(z)
(z) is
analytic in A.
ZQ
= P+
iQ, z
re 1 *,
where P, Q,
i
and
we have
w=f(z) = exp
Now, by
{log r
+ P+
(Q
9)}.
hypothesis, the boundary of A maps into the boundary of the must be zero on the boundary of A This unit circle, therefore log r + means that log r f P is a potential function which is infinite like log r at
the point (x
?/() ),
is
and
is
regular inside
except at (#
(x,
y\ XQ
(x
,
3/
yQ ). This potential has just the properties of the function where G (x, y, x y ) is the Green's function for the area A ),
,
taken as viewpoint, consequently the problem of the conformal mapping of A on the unit circle is closely related to that of
y
)
when
is
.Writing a
= Q
f
0,
<
<
2rr,
of the circle
dw =
while on the boundary of
A
dz=
\dz\
e*+,
where
dzfdw
ifj
is
is the angle which the tangent makes with the real axis. neither zero nor infinite, the function
Since
dz\
i
log
dw)
This theorem
is
xxxvm, p. 98 (1914).
discussed in
491.
294
is
analytic
Conformal Representation within the circle and its real part takes the value ^
of the circle.
a on the
boundary
is
iff
on the
boundary.
a
known
gives
where k
is
means
of the equation
_
</r
(O
<?
I I
^M ^ _
j~
W >(1
_
;</>
by
~\~f)
w)*
and a is partly known \fhen the boundary of relation between made up of segments of straight lines but in the general case is an unknown function of and the present analysis gives only a functional
The
is
i/j
o
equation for the determination of 0. To see this we suppose that on the circumference of the
circle
F=
where
<f>
i/j
4
and
i/j
=
J
cosec 2 
da

e~^,
2i
of the
boundary
of
is
and may be regarded as a known function of 3' 33 the relation between cf> and of
i/j
j/r,
say
(7
(i/r).
Making use
of
*
where
(a)
~
27T
^'
(a<>)
iog
c sec2
[^
?~]
da
'
6 is a constant,
we obtain
4(7(0)
sin^
where
(a) is
defined
EXAMPLE
Prove that
[K. Lowner.]
461. Scliwarz's
/
t.
(w) in
powers
p.
of
lemma. It was remarked that a Taylor expansion for w is not required for points w on the real axis,
Cisotti,
xxvm,
284 (1911); U.
rtfcole
Normale,
Schwarz^s
Lemma
295
but when f(w) is real* for real values of w belonging to a finite interval, Schwarz has shown that it is possible to make an analytical continuation of / (w) into a region for which v is negative. Let us consider an area S bounded by a curve ACB of which the portion A B is on the line v = within the interval just mentioned. Let S' be the image of S in the line v = and let the value otf(w) for a point w' of S' be defined as follows. We write
w=u+
where
iv
w'
iv,
u, v, f,
77
are
all real.
The function f
(w) being
now
defined within
the region
S+
S'
we
write
g (w,
)
1/27T*
(w
integrals
f=
S and
S'
Js'
(7
(">,
Since / (w)
is
analytic within
/=/()>
7=0,
Hence
in either case 7
/'
when
lies
within S,
within S'.
/'=/() when
+ /'=/() and
lies
so
/()=(
for the
<7(t0,)/(MOdt0,
two integrals along the line ^4 J3 are taken in opposite directions so cancel each other.
and
Now
whether
of ascending
the integral in this equation can be expanded in a Taylor series for any point within the area S f S' powers of
is
on the real axis or not. The integral in fact represents a function which is analytic within the area S f S' and can be used to define is on AB, f () can be expanded /() within S + /S". In. this case, when in a power series of the foregoing type and the coefficients in this series,
being of type
* It is
w <
\
R, v
>
0, it is
circle

w < R.
\
296
Let us
of w.
z
Conformal Representation
now
The equation
z,
+f(w)
/(U =
a (w
b (w
)*
+
a
(w
&)
4 ...
series
if
^
3
0,
and the
series
wwhere the
= A(zz + B(z)
2o )
+ C
(z
z,,)
...
The exceptional case a A, B, occurs only when the correspondence between w and z at the point
coefficients
ceases to be uniform.
The mapping function for a polygon. Let us now consider an which is bounded by a contour formed of straight Let z denote a point on one of the lines L and portions L 19 L 2 ... L n let tin be the angle which this line makes with the real axis, also let WQ be
462.
area
in the zplane
,
the value of
It
is
(w)
(z
e*
has the properties of a mapping function for points z within A, and consequently also for the corresponding region in the wplane; it is real when the point z is on the line L in the neighbourhood of z and changes
consequently, when considered as sign as z passes through the value z a function of w it is real on the real axis and changes sign as w passes
;
w
its
Schwarz's lemma may, then, be applied to this continuation across the real axis and it is thus seen
.
that
we may
write
e ih
(z
2() )
=(20
WQ )
P WW
(
),
where
w
it
denotes a power series of positive integral powers of a constant term which is not zero. From this equation WQ including follows that in the neighbourhood of the point w
(w
WQ
where
P (w w is real when w and w are real. Taking logarithms and differentiating again, we see that the function * &\
)
is real
and
finite in
the
denote the point of intersection of two consecutive lines L' intersecting at an angle 0:77; the argument of z l z varies from hrr L,
Next,
',
let z l
as the point z passes from the line intersection (Fig. 19). Hence the function
to fnr
TT
L
1
J=
[(!
z)e~
lh
a
*]
Mapping Function for a Polygon is real and positive on L and negative on L' Moreover, it has the _, properties within A and when considered as a function of w it has the required mapping properties in the region corresponding to A and is real on the real axis. By Schwarz's lemma we may continue this function across the real axis and may write for points w in the neighbourhood of w J = (w  Wi) PI (w  Wi),
.
297
required
a power series with real coefficients and with a constant term which is not zero. This equation gives
1
where
(w
w)
is
zl
e*
hir
(w
Wi)
(w
w^,
another power series with real coefficients. This 2 (w w) equation indicates that for points in the neighbourhood of wl
where
is
^ = *<..
.
dZ
*>*
T> p
(a
/ x
real coefficients.
Taking logarithms
n F (w) =
/ x
/,
(
jdw
dz\

log j
dw)
w
a
m T
w^
(w
WJ,
where
(w
wj
is
a power
series
F
is
Wi
.
thus analytic in the neighbourhood of w wl For a point z 2 on the boundary of A which corresponds to
z 2 is
^v
we have
(if
w
=
w2
2 ^ w lp\~ \w.
Therefore
dw
T
te;
w;
s 2
/ P!
/IN ,
\w;/
z 2 may, indeed, be power series. The expansion for z means of the subobtained by mapping the half plane w into itself by stitution w and by then using the result already obtained for \IWL an ordinary point z on L.
where p
(l/w) is a
The function
wplane and
F (w)
is
is
investigation shows,
is real
real for all real values of w, as the foregoing analytic in the whole of the upper half of the real axis, the fact that it
is
on the
analytic being a
298
Conformal Representation
g (w)
is
consequence of the supposition that the inverse function z analytic in the upper half of the wplane. Applying Schwarz's
lemma we
(w) across the real axis and define it analytically within the whole of the wplane, the points on the real axis which are poles of F (w) being excluded. When w is large F (w) is negligibly small, as is seen from the

\ 
expansion in powers of ljw\ moreover, F (w) has only simple poles corresponding to the vertices of the polygon A and these are finite in number. Hence, since F (w) outside these poles is a uniform analytic function for the whole wplane, it must be a rational function. Let a, 6, c, ... 1 be the values of w corresponding to the vertices of the polygon and let arr, /?TT, ... XTT be the interior angles at these vertices, then
F
and there
is
(w)
= ^ 2
S
w

d
=
dz
,
,
a
1)
& aw log aw
2,
a condition
(a
= 
which must be introduced because t}ie sum closed polygon with n vertices is equal to (n
Integrating the differential equation for z
z
we
obtain
1
= c( (w 
a)"
(w
&V
1
...
(w
I)*"
dw +
C",
where
C and
By displacing the
its
area
changing its form or size but perhaps changing reduce the equation to the form
orientation
without we can
= K \(wwhere
a)*
(w
by* ...(w
I}*
dw,
is
a constant. This
If
Christoffel*
to an infinite
is the celebrated formula of Schwarz and one of the angular points with interior angle fin corresponds 1 value of w, the number of factors in the integrand is n
(a
1)
1)
= 1
may
S
in the integral.
(a
= 
p,
1
Since we can choose arbitrarily the values of corresponding to three vertices of the polygon, there are still n 3 constants besides C and C' to be determined when the polygon is given. In the case of the triangle there is no difficulty. can choose a, 6 and c arbitrarily; a, ]8 and y are
We
known from
the angles of the triangle and by varying the size of the triangle until the desired size is obtained.
* E. B. Christoffel,
we can change
I,
S. 265.
Annali di Mat. (2), 1. 1, p. 95 (1867); t. iv, p. 1 (1871); Get. Werke, Bd. H. A. Schwarz, Journ.filr Math. Bd. LXX, S. 105 (1869); Ges. Abh. Bd. n, S. 65.
Mapping
An
interesting
of a Triangle
299
example
furnished
by the equation
(2a/7r) (1
(>s)
ds,
where /
1
(6*)
s 2 )%/s,
w=
~\
iv.
When w
lies
between
and
oo
we have
=
where
ft
ft
f ic,
say,
is
a constant and
if
varies
from
w>
Again,
< w<
1,
we may
i
write
ft
d,
The portion
<w<
When
<w<
we may
r
write
1
no
**o=
Ji
f(*)ds+
J
ft'
i
f(s)ds
4 d',
ft'
and so the corresponding line in the zplane extends from oo to and is parallel to the axis of x. When oo < w < 1, we have
~
H z
ZD
=

/
Ji
ft'
(*)
ds
(~
Jw
(s)
ds
ic',
where
c'
ranges from
ft'
to a line from
in fact
to oo, and so this part of the ^axis corresponds parallel to the i/axis. The two lines parallel to the i/axis
line
separated by a gap.
1
f
We have
I
/ (s)
ds,
1,
where the integral is taken along the semicircle with the points as extremities of a diameter. On this semicircle we may put
andso
(7r/2a)
(ft
ft')
*
i\ J
d0 [ 2i sin
fir
e^
/D\
re
= i (1
/3
i)
(cos 
sin
2i
f"
= 2i^2T
(J)
(f )
i.
300
The
figure in
an electrical problem with the aid of this transformation we put d> = ie^ x where % is the complex potential $ f ifi. This transformation maps the on a strip of the ^plane lying between the half wplane for which v >
,
in Fig. 20.
To
solve
lines
<f>
il:
77.
?
V2 
2 log
where
11
C,
Fig. 20.
Fig. 21.
When
is
large
expression for z
log (r
1)
= 77
log (1
&+
...
1)
a
77
log 2
This gives a
field
that
is
approximately uniform.
On
when the
for z
is
real part of
and we may thus get an idea of the nature of the field at a point outside the gap and at some distance from its surfaces. These results are of some interest in the theory of the dynamo. Another interesting example, in which the polygon is originally of the form shown in Fig. 21, gives edge
corrections for condensers*.
Assigning values of w to the corners in the manner indicated, the transformation is of type
z
 n G
w+ ^ w
b) '
dw
w)
...
(c 6
* J. J. Thomson, Recent Researches in Electricity and Magnetism, 1893; Maxwell, Electricity and Magnetism, French translation by Potier, ch. n, Appendix; J. G. Coffin, Proc. Amer. Acad. of Arts and Sciences, vol. xxxix, p. 415 (1903).
301
oo
we
finally obtain
where
G and
Integrating,
we
z
find that
I
= C [w +
(w
6)
6 log ( w)
z
2
.
F],
w?
where F
is
when
1,
we have
F= 1
(1
6)
When ^ is small and positive, the imaginary part of z must be ^7?, and the real part must be negative. Since the argument of w in both conditions are satisfied by taking C = therefore h/bir,
_
h
</>
is
zero on
AA
and equal to V on
BB
1
,
we may
write
i<^
=
7T
(log WJ
ITT).
Fig. 22.
6)
is
(?#
s)
so far
from
q==
B
~~
to a point
is
uniform
(<S / 6)l
47T
^p ~
^=~
26
V
log
z
Now when
5 is
f i&,
and so
5).
x
Therefore
= _

(i
2i&7r
26 log
log
/]
6,
log (s/b)
=
F
irx/h
TTX
1/26
1
and so
26
8s=
b
_log6j.
result
When
in
which
it
is
negative.
302
Conformal Representation
is
When w
x,
and so
Io
V
W>,
,
P
LTT
I
rl VV hen b
,
h V (h .
\277
(
x\
}
47T//,
A 600
r/
f/ =  A~L
 x\ }.
]
is
\7T
Since
?^  6
= 
2u7T
5 f [1
62
26 log 6
26i7r],
and so the upper plate projects a distance d beyond the lower one, where
Some
rectangle.
When n
and
^ p^
elliptic
a rectangle and z is represented by an integral which can be reduced to the normal form y
8
^,
the polygon
is
Jo
dt [(1
t*) (1
& 2* 2 )]i
by a transformation
If,
of
type
w(Ct + D)  At + B.
in fact, the integral is
...... (A)
dw
we have
* Proc.
[(w
p) (w
q)
(w
r)
(w
t
s)]~% 9
(Ct
f
D) (w
h
2
)
(Ct
London Math.
dw  (AD  BC)
xxn,
p.
p)
(A
Cp)
f
B
Dp,
337 (1924).
J Ibid. p. 389.
xxra,
p.
396 (1925).
Mapping
of a Rectangle
integral to the
303
normal form
if
A A A A
These equations give
(?
= 2B  D (p 4 g), = 2kB  kD (r + s), = JQ (q  p), = kD (s  r), C[sr k(qp)]= kD[p + qr s], C [r + s  (p + q)]  D [q  p + k (r  a)], _ p) (r _ 3) + k [(q _ p) 2 + (r _ 0)3 _ (p + ? __ f __ j )S] + (? ~ P) r ~ s) = C (q  p) C (s  r)  (7 (p + 2A 2A  C (r + s)
<?)
(
0.
This equation gives two values of k which are both real if ~ P? + (r ~ ) 2  (p + ?  r  s) 2 ] 2 > 4 (gr  ^)) 2 (r [(?
that
[(?
is, if
s)*,
P+r~
if
s) 2
(P
5 ) 2 1 [(?
~P~r+
r) (s
2
<*)
(p
+ ?  r  5) 2 ] >
0,
or,
4 (#
s) (r
p)
(q
p)
>
0.
Itr^p^>q^s
values of k
is
unity,
we may
1.
since the product of the two conclude that one value of k is greater than 1
and
the other
This latter value should be chosen for the transformation. With this value
less
than
consequently, the transformation (A) transforms the upper half of the wplane into the upper half of the plane.
When
a
6
H
Ji
ri/fc
dt [(1
2
)
(1
 W)]*  2HK,
ff
dt [(1
t*) (1
4V)]r*
= HK',
u defined
and where
by the equation x
u^
With the
X
\
dt[(l
t*) (1
 tV)].
Jo
304
formula
in
Conformal Representation
aid of Jacobi's wellknown
f.
2?r6/a].
which
</
= exp
is
TrK'/K]
= exp
When
the region
of the type
 c 2 ) (w  c3 ) (w  c 4 )]* [(w  fa) ... (w  p B )]~*dw + B. cj (w transformation of this type is obtained by assigning particular positive values of w to corners of the polygon which lie above the axis of
shown in Fig. 23 the internal angles of four corners and ?r/2 at the other eight. The
 A
[(w
x and negative values of w to corners which lie below the axis of x, points which are images of each other in the axis of x being given parameters whose sum is zero. The transformation is now
z
Fig. 23.
,
Fig. 24.
tend to
Making the parameters a x a2 tend to zero and the parameters infinity, the transformation becomes
,
6 lf 6 2
(w*
B,
polygon becomes a region which extends to infinity. To use this transformation for the solution of an electrical problem in which the two pole pieces in Fig. 24 are maintained at different poten
and the
interior of the
tials,
we
write*
,
;C
M*, x =
+ ^,
on the strip TT < < TT. 0, and the lower limit of
<f)
map the half of the wplane for which v > if B = This will make w> = correspond to z =
so as to
the integral
is i \/c.
Writing ck
we
and
by the equations
26=
<7c
./i
^ ~
5a
/(a),
,
.
2*a
^ = Cc
d$
2 Jt*/c 5
(5)
Cc
[~
ds
j.
2 JiJc s
(a),
S. 304.
305
=
ds
[(1
2
)
(1
k s
ds
)]*.
standard forms of
c

elliptic integrals,
c
ds
**
ds
Now
if
we put
ksr
1,
~ _ r (L~JL?!L^
Ji
~7F)
f
and we eventually
find that
Therefore
'
EXAMPLE
Prove that
if
OABC is
0,
K, y
0,
= K' and
f
it/t
log (an
z),
we have ^ =
where (en
z)
2
on OA,
2
AB
=
BC;
==
rr/2
itj,
on CO. Prove
also that
if
4
(sn z)
1,
^ 4we have
log (en
z),
t/i
on 0.4, 0(7;
n/2 on
J5^4, J5C.
464. Conformal mapping of the region outside a polygon. In order to the region outside a polygon on the upper half of the wplane, we may map proceed in much the same way as before, but we must now use the external
angles of the polygon and must consider the point in the wplane which corresponds to points at infinity in the zplane. Let us suppose that the
is
given by
w=
i,
~
where the
coefficients
(w
i)
Cm
_?
_
(w
2
dw
d
,
Ql
(w
*"'
i)
aw
where
log
dz ~
aw
P (w
i) is
a power series
is
w in w
h
~
^),
i
i.
Since
3 & j dw log dw
to be real
it
must be
of the
form
2
dw
B
dw
 S a l ^~ w a w
2
i
w+
20
306
Therefore
Conformal Representation
w a)"where
the indices a
for the
is
(w
6)*
...
(w
iy~
(1 4
w*)~*dw
C', ...(I)
(a
1)
2,
sum of the exterior angles of a polygon with n vertices is (n 4 2) TT. The region outside a polygon can be mapped on the exterior of a unit
with the aid of a transformation of type
circle
where, as before,
a)*
(w
b)?
...
w~ 2 dw,
a

=


6

...
1,
(a
1)
2.
l
When
the integrand
expanded in ascending powers of w~ there will which will, on integration, give rise to a logarithmic
is
Sa(aWhen
cut of
finite
1)
the polygon has only two vertices and reduces to a rectilinear = ft = 2. The second condition length in the zplane, we have a
=
and the length
(w
 l)w 2 dw,
depends on the value of H. Taking becomes
2z
=w
4
w~ l
This
is
473.
The general theorem (I) indicates that the regibn outside a straight cut may be mapped on the upper half of the wplane by means of the
transformation
ty Z
ft O ^
f
I I
1
71i
J (1
 w2 , fJIH w oTo 2 2 4 w
,
2w
i
1 4
,"
2 wo
The region outside a cut in the form of a circular arc may be obtained from the region outside a straight cut by inversion. If the arc is taken to be that part of the circle z = ie*ie for which a < 6 < a, the trans,
formation
z
w2
maps the
region outside the arc on a half plane. Suppose that in the wpjane there is an electric charge at the point = i (sec a 4 tan a) = is, say, and that the real axis is a conductor.
Semicircular Arc
307
and the circular must be charged with a charge of the same The solution of the potential problem in the
,
evidently
y *
muThis gives
ur
= V
i
Tf
ii/f
"T
log 6
= 
is
i.i_ coth
/i
wis w ls 1 +
_j_

&~ x sin
and
finally
X=
log
^ cosec a {z 42
1 4 (z 2 4
2iz cos 2a
1)1}
l)i may be regarded as onevalued in the region outside the cut and must be defined so that it is and is of the form i cos 2a when z z is very equal to i when z = and x we have large. Changing the signs of
(z
2^z cos 2a
<f>
^
where
= K [2 = _ jf
l
sin a cosh
[l
f
<f>
sin
f
2 sin a cosh
</>
cos
f
4
K~ =
1 4
e" 2^ sin 2 a.
With the aid of these equations Bickley has drawn the equipotentials and lines of force for the case of a semicircular arc. The charge resides for the most part on the outer face, the surface density becoming infinite at the edges. The field appears to be approximately uniform ori the axis just
above the centre
of the circle. a great distance from the circular arc is roughly that due 2 i cos for when x is large, the to an equal charge at the point z = equation _ , 1 f e* sin a = i r , f ex sin a] [1 e~* sin a] ... i  . z = [1 L J 1 4 e~ x sin a
The
field at
._
.
may
cos a a
ie x sin
4
negligible terms.
This point, which may be called the centre of charge," is the middle point of that portion of the central radius cut off by the chord and the arc. On the circular arc
"
X
Therefore
i0
and
z ==
ie 2ld .
sin (0
0) sin
sin 9.
The surface density is thus proportional to S cos 8 4 1 on the convex 1 on the concave face, S face and to S cos 6 denoting the quantity
S=
If
(sin
sin 2 0)"*.
is
308
crosssection
is
Conformal Representation
the circular arc and d
is
is
circle,
the
surface density a
cos
v),
where
sin v
tan
cot
a.
solution of the electrical problem of a conducting plate under the influence of a line charge parallel to the plate but not in its plane may be
The
on the derived from the preceding analysis by inversion from a point be the crosssection of the plate, of the circle. Let unoccupied part /)'the foot of the perpendicular from O on AB, OC the bisector of the
AB
angle
AOB, then
277
'
where now
sin v
= =
cos v
OC
(Fig. 25).
=f
Thus
__ ~ E OD 277 OP
OA'
(A'P'
J5'P')_*
(A'P'.WP')*
Fig. 25.
This
is
381.
interior of the
z=
ds
 2s 2 cos 2a +
maps the
region outside the rectangle into obtained by using a minus sign in front of
Ji
is
Let us use this transformation to determine the drag on a long thin rod of rectangular section which is moved slowly parallel to its length through a viscous liquid contained in a wide pipe of nearly circular section. We write log = iw = i (u f iv), where v is the velocity at any point in
the zplane, then
2*
(cos 2a
cos 2s)$ ds
Jo
Jo
(sin
sin 2
<$)*
ds.
Hydrodynamical Applications
Putting sin s
309
becomes
2
I*
Jo
(1
(1
sin*
si
Jo
Jo
cos 2 a
(1
in the zplane,
K (k),
where k sin a and E (k), K (k) are the complete elliptic integrals to modulus k. The drag on the half side OA of the rectangle is proportional to WA) and since
sin
WA
sin a,
(a/2?r)
we have WA =
drag of the
p. 144 (1916).]
a.
side
OA
is
thus equal to
times the
whole rectangle.
[C.
H.
EXAMPLE
charge Q partly shielded by a cylindrical shell of no radial thickness having the line charge for its axis, the trace of the shell on the #yplane being that 2lB for which TT < 2co < 20 < 2o> < TT. Prove that the part of the circular arc z = ae
line
at the origin
is
potential
<f>
is
a ) cos2
a)
">
f
(z f a) sin
a> f
R
is
8n
[z
_
2
(z
_)
f
where
J2
positive
The
point z is external to the circle. surface density a of the induced charge at a point
a
when the
= _ Q {Sec
a>
(tan
o>
tan 2 0)~*
the upper sign corresponding to the density on the concave side, the lower sign to the density on the convex side. The latter is zero when 2o> = n, that is, when the circle closes.
[Chester Snow, Scientific Papers of the Bureau of Standards, No. 642 (1926).]
471. Applications of conformal representation in hydrodynamics. Consider the twodimensional flow round an airplane wing whose span is so great that the hypothesis of twodimensional flow is useful. Let u, v
p the pressure, p the density, L the lift per unit the moment about the drag per unit length and of coordinates, this moment being also per unit length. These origin quantities may be calculated from the flux of momentum across a very
be the component
velocities,
length of span,
D the
large contour C which completely surrounds the aerofoil. are the direction cosines of the normal to the element ds,
In
fact,
if /,
ra
we have
f
iD =
p p
(v f iu) (ul f
vm) ds
p (m
\
f il) ds,
M=
(xv
yu) (ul
vm) ds
p (xm
yl) ds\
310
the sign of
Conformal Representation
is
equations
may
is
L + iD =
(v f fw)
dfe
[p
Jp (^
f
v 2 )]
(m
f fZ) ds,
M = \p\ [(u
where
2
v2)
(mx
4 ly) f
2tw (my
Zx)] efo
(ly
~ mx)[p
f
= x
f
iy.
f
the quantity
f
v2)
is
constant, also
0,
(m
hence
f iZ) rfs
(ly
mx) ds
2
0,
L+
iZ>
lp
(v 4 ft*)
rfz.
circle of radius r,
2
we have
(y
y
2
x 2 )] ds/r
[^
^2
2fwv] [x
2ixy] ds/ir
(^ h iu)
zdz,
follows
where the symbol R is used to denote the real part of the expression which it. These are the formulae o^Blasius* but the analysis is merely a development of that given by Kutta and Joukowsky. The integrals may be evaluated with the aid of Cauchy's theory of residues by expanding v f iu in the form
When
the circle
the region outside the aerofoil is mapped on the region outside a by a transformation of type z'
 \
the flow round the aerofoil may be made to correspond to a flow round the circle by using the same complex potential x i n each case. Now for our flow round the circle we may write
X
Math.
'u. Phys.
4+
IK
Zeits.f.
Bd. Lvm,
S.
43 (1910).
311
iu
i =
dz
dz dz
'e*i/c
We
~
.
KCa
f
27T2
s
If 2'
ae lf*
is
maps
into the
trailing
edge of the
K
we have
sin (a
/?).
of a wing profile, on a nearly circular curve. For the study of the flow of an inviscid incompressible fluid round an aerofoil of infinite span, it is \iseful to find a transformation which will map the
mapping
is
nearly
to the upper and lower parts of the curve meet at an angle a, it to make use of a transformation of type
the profile has a sharp point at the trailing edge at which the tangents is convenient
where
If
cr
KC
c in
c,
(2
is
K)
TT.
a circle
the
plane so that
f d,
it
just
is small, this circle will be mapped by shaped curve in the zplane. This curve closely surrounds the lune formed from two circular arcs meeting at an angle a at each of their points of
== KC. The curve actually passes through the point *c, z = junction, z KC and has the same tangents there as the lune derived from a circle in the plane which passes through the points ( c, c) and touches the former
c. the point If we start with the profile in the zplane and wish to derive from it a nearly circular curve with the aid of a transformation of this type, the
circle at
KC at the trailing edge and the point KC inside is to place the point the contour very close to the place where the curvature is greatest*. This rule works well for thin aerofoils, but it has been found by experience that
rule
increasing the magnitude of d an aerofoil with a thick head may be obtained from a circle, and that the thickness of the middle portion of the aerofoil is governed partly by the value of cr. Hence in endeavouring to
by
* F.
Hohndorf,
Zeits. f. ang.
Math.
u.
Mech. Bd.
vi, S.
265 (1926).
312
Conformed Representation
map
a thick aerofoil on a nearly circular curve the point KC may be taken at an appreciable distance from the boundary. Another point to be noticed is that when a circle is transformed into an aerofoil by means of the
transformation (A) the smaller the distance of the centre from the line c, c) the smaller is the camber of the corresponding aerofoil and the more (
KC,
moreover,
lies
line
The actual transformation may be carried out graphically with the aid two corresponding systems of circles indicated by the use of bipolar coordinates. The circles in one plane are the two mutually orthogonal coaxial systems having the points c, c) as common points and limiting the corresponding circles in the other plane for two points respectively;
(
c, c) as common points ( This is the method recommended by limiting points respectively. Krm&n and Trefftz. Another construction recommended by Hohndorf
and
in the
form
where
is
from
z to
given by
,1
~~"
t*
or
C,
C
c
f
f
(Z
(
~~~
KC\ *
)
.
\z 4 KC)
This transformation
may z =
KC,
c,
when the
relation
becomes
When $
and when
is
its
this is multiplied
by $
^th root may be determined graphically the value of r is obtained, and from this
corresponding to different
77
easily derived.
of values of
89,
rj
when a = 8,
44,
and when a
it
10,
by writing
in the
form
5('*?)
when
it is
desired to pass from a figure in the (plane to a corresponding figure in the 2plane.
313
85.
When
is
_,
r ^ ~
/c
c2
4
(/c
+
_
_
4 4) c
+
_i_
>
^
i
c2
(4/c v
_ 5*
l)c _i
45z
_ ^""
473.
We
formation
maps the
z'
circle (7
z'
= z + a /z = a into a
On
flat plate
if
2a to
= s{l+ S
maps C
into a curve
nO
^n(a/2)"}
differing slightly
from a
circle,
and
if
we then put
F maps
into a curve
II'
differing slightly
from a
ie
,
flat plate.
Now
for a
point on F
a(l
r)e
where 6
first
is
is
order in r
'
and so
For points on
(7
= =
ae
2a (cos
2a cos
0,
+
rj
ir sin 0),
f
2ar sin
0. co
real angle
co,
and write
ia>
,
a?'
2a cos
1
y'
==
0,
then
(1 4 r)
e) =
+ S ^e',
n0
and
since
o> is
small
we have
r
to the
first
order, with
sin 7^0),
A n = B n + iCn
</>
=S =2
(J5 n
cos
^^6o f <7 n
B n sin /io>).
= r
r cos
AJQ n0d6
(*
^ 
c s
.
dO,
H.
314
Since sin
Conformal Representation
and
6, it
sin
of 0, whilst cos
nO
is
an *even
appears that Cn depends on the sums and B n on the differences of the values of rj' corresponding to angles #; thus the (7n 's on the camber of the aerofoil, the J?n 's on its thickness. depend
function of
When 6 is
small, that
is,
we have approximately
v)
_ ^
r sin
__ =
2r
'
2a~~~?
r~"cos
co
~0
and when
TT
is
a small quantity
we have
Thus r vanishes at = because the slope of the section is finite there but at = TT the section and the axis meet at right angles at a point which may be called the leading edge. If the curvature at this point is l/R we have to a close approximation
;
2jR
nr
,.
Vs =
2
4a 2 r 2 sin 2 #
:r~
2a
2a
,
 , =
cos 0)
2ar 2
.,
(1
v
cos 5) ;
m=
4ar 2
(1 4
consequently r is finite and equal to (R/2a)% at the leading edge. If at a great distance from the circle C the flow in the zplane is represented approximately by a velocity U making an angle a with the axis of x, we
have
x
=
</,
ie/r
C7ze*
f
Ue^at/z
^ log
IK
(z/a),
the circulation round the cylinder. Taking x to be the complex potential for a corresponding flow in the 'plane the component velocities (u v) in this plane are given by the equation
is
9
where K
To determine K we make
'
is
maximum and
is
0, r
0,
a,
^
0.
Hence d^/dz
zero
and
so
But when
where
0=0
==
j8
say,
S Cn
Therefore
/c
= naU sin
(a
Thin Aerofoil
315
Now
{12 '(n  1M M
1
(a/zf}"(l
'
a'/T
2
)
(1
+ fl + 4
>
o/g')/2"' "
IK
lift
Land the
lift
1 H~ ^0
477/>a (1
+5
sin (a
jB)
F2
7(1
J5
J7,
coefficient is
#L =
(L/4paV*)
77
(1
J?
sin
+
,
)8).
The thickness thus affects the lift through J3 which is a positive constant for a given wing. The moment about 0, that is a point midway between the leading and trailing edges of the aerofoil, is equal to np times the real part of the
coefficient of f
i'~ 2
in the expansion of
(=
j
This coefficient
is
and so to the
first
order in the
cos 2a 
J3's (1
is
where
M
ZnpVW {C 2
+ B2
sin 2a
f 2B l cos a sin
4
is
of orders a 2
,
a 2 Cn
dropped.
When
moment
coefficient
KM
is
= \KL
The moment
(1
+ B. + B,
independent of the thickness to this order of approximation. The thickness, however, affects the coefficient of L
and
is
316
the reader
Conformal Representation
For further applications of conformal representation in hydrodynamics is referred to H. Glauert's Aerofoil and Airscrew Theory (Cambridge, 1926) and to H. Villat's Lemons sur VHydrodynamique (GauthierVillars, Paris, 1929).
4 81. Orthogonal polynomials associated with a given curve*. Let/ (z) be a function which is defined for points of the zplane which lie on a closed continuous rectifiable curve C which is free from double points. If ds = dz the integral r f(z)ds J C
I
2 fl
zv
z v _\
where
in
zl
z2
. . .
lim
> oo
[Maximum
value of

for
\
which
0,
(z l
z m ),
.
and have
which
l,
lies
between
zv<
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