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Instructor’s Manual

MATHEMATICAL METHODS FOR PHYSICISTS

A Comprehensive Guide

SEVENTH EDITION

George B. Arfken Miami University Oxford, OH

Hans J. Weber University of Virginia Charlottesville, VA

Frank E. Harris University of Utah, Salt Lake City, UT; University of Florida, Gainesville, FL

Salt Lake City, UT; University of Florida, Gainesville, FL AMSTERDAM • BOSTON • HEIDELBERG • LONDON

AMSTERDAM BOSTON HEIDELBERG LONDON NEW YORK OXFORD PARIS SAN DIEGO SAN FRANCISCO SINGAPORE SYDNEY TOKYO Academic Press is an imprint of Elsevier

PARIS • SAN DIEGO SAN FRANCISCO • SINGAPORE • SYDNEY • TOKYO Academic Press is an

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Contents

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1 Introduction

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2 Errata and Revision Status

 

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3 Exercise Solutions

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1. Mathematical Preliminaries

 

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2. Determinants and Matrices .

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3. Vector Analysis

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4. Tensors and Differential Forms

 

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5. Vector Spaces

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6. Eigenvalue Problems

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7. Ordinary Differential Equations

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8. Sturm-Liouville Theory .

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9. Partial Differential Equations

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10. Green’s Functions

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11. Complex Variable Theory

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12. Further Topics in Analysis

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13. Gamma Function

 

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14. Bessel Functions .

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15. Legendre Functions

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16. Angular Momentum .

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17. Group Theory

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18. More Special Functions .

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19. Fourier Series

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20. Integral Transforms

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21. Integral Equations .

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22. Calculus of Variations .

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23. Probability and Statistics

 

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4 Correlation, Exercise Placement

 

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5 Unused Sixth Edition Exercises

 

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iv

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Chapter 1

Introduction

The seventh edition of Mathematical Methods for Physicists is a substantial and detailed revision of its predecessor. The changes extend not only to the topics and their presentation, but also to the exercises that are an important part of the student experience. The new edition contains 271 exercises that were not in previous editions, and there has been a wide-spread reorganization of the previously existing exercises to optimize their placement relative to the material in the text. Since many instructors who have used previous editions of this text have favorite problems they wish to continue to use, we are providing detailed tables showing where the old problems can be found in the new edition, and conversely, where the problems in the new edition came from. We have included the full text of every problem from the sixth edition that was not used in the new seventh edition. Many of these unused exercises are excellent but had to be left out to keep the book within its size limit. Some may be useful as test questions or additional study material. Complete methods of solution have been provided for all the problems that are new to this seventh edition. This feature is useful to teachers who want to determine, at a glance, features of the various exercises that may not be com- pletely apparent from the problem statement. While many of the problems from the earlier editions had full solutions, some did not, and we were unfortunately not able to undertake the gargantuan task of generating full solutions to nearly 1400 problems. Not part of this Instructor’s Manual but available from Elsevier’s on-line web site are three chapters that were not included in the printed text but which may be important to some instructors. These include

A new chapter (designated 31) on Periodic Systems, dealing with mathe- matical topics associated with lattice summations and band theory,

A chapter (32) on Mathieu functions, built using material from two chap- ters in the sixth edition, but expanded into a single coherent presentation, and

1

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CHAPTER 1.

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INTRODUCTION

2

A chapter (33) on Chaos, modeled after Chapter 18 of the sixth edition but carefully edited.

In addition, also on-line but external to this Manual, is a chapter (designated 1) on Infinite Series that was built by collection of suitable topics from various places in the seventh edition text. This alternate Chapter 1 contains no material not already in the seventh edition but its subject matter has been packaged into

a separate unit to meet the demands of instructors who wish to begin their

course with a detailed study of Infinite Series in place of the new Mathematical

Preliminaries chapter. Because this Instructor’s Manual exists only on-line, there is an opportunity for its continuing updating and improvement, and for communication, through

it, of errors in the text that will surely come to light as the book is used. The authors invite users of the text to call attention to errors or ambiguities, and

it is intended that corrections be listed in the chapter of this Manual entitled

Errata and Revision Status. Errata and comments may be directed to the au- thors at harris at qtp.ufl.edu or to the publisher. If users choose to forward additional materials that are of general use to instructors who are teaching from the text, they will be considered for inclusion when this Manual is updated. Preparation of this Instructor’s Manual has been greatly facilitated by the efforts of personnel at Elsevier. We particularly want to acknowledge the assis- tance of our Editorial Project Manager, Kathryn Morrissey, whose attention to this project has been extremely valuable and is much appreciated. It is our hope that this Instructor’s Manual will have value to those who teach from Mathematical Methods for Physicists and thereby to their students.

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Chapter 2

Errata and Revision Status

Last changed: 06 April 2012

Errata and Comments re Seventh Edition text

Page 522

Exercise 11.7.12(a)

Page 535

Figure 11.26

Page 539

Exercise 11.8.9

Page 585

Exercise 12.6.7

Page 610

Exercise 13.1.23

Page 615

Exercise 13.2.6

This is not a principal-value integral.

The two arrowheads in the lower part of the circular arc should be reversed in direction.

The answer is incorrect; it should be π/2.

Change the integral for which a series is sought

to

0

xv

1 e + v 2 dv. The answer is then correct.

Replace (t) ν by e πiν t ν .

In the Hint, change Eq. (13.35) to Eq. (13.44).

Page

618

Eq. (13.51) Change l.h.s. to B(p + 1, q + 1).

Page 624

After Eq. (13.58)

C 1 can be determined by requiring consistency with the recurrence formula zΓ(z) = Γ(z + 1). Consistency with the duplication formula then determines C 2 .

Page 625

Exercise 13.4.3

Replace “(see Fig. 3.4)” by “and that of the recurrence formula”.

Page 660

Exercise 14.1.25

Note that α 2 = ω 2 /c 2 , where ω is the angular frequency, and that the height of the cavity is l.

3

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CHAPTER 2.

ERRATA AND REVISION STATUS

4

Page 665

Exercise 14.2.4

Page 686

Exercise 14.5.5

Page 687

Exercise 14.5.14

Page 695

Exercise 14.6.3

Page 696

Exercise 14.6.7(b)

Page 709

Exercise 14.7.3

Page 710

Exercise

14.7.7

Page 723

Exercise 15.1.12

Page 754

Exercise 15.4.10

Page 877

Exercise 18.1.6

Page 888

Exercise 18.2.7

Page

888

Exercise

18.2.8

Page 909

Exercise 18.4.14

Page 910

Exercise 18.4.24

Page 911

Exercise 18.4.26(b)

Page 915

Exercise 18.5.5

Page 916

Exercise 18.5.10

Page 916

Exercise 18.5.12

Page 917

Eq. (18.142)

Page 921

Exercise 18.6.9

Page 931

Exercise 18.8.3

Page 932

Exercise 18.8.6

Change Eq. (11.49) to Eq. (14.44).

In part (b), change l to h in the formulas for a mn and b mn (denominator and integration limit).

The index n is assumed to be an integer.

The index n is assumed to be an integer.

Change N to Y (two occurrences).

In the summation preceded by the cosine function, change (2z) 2s to (2z) 2s+1 .

Replace n n (x) by y n (x).

The last formula of the answer should read P 2s (0)/(2s + 2) = (1) s (2s 1)!!/(2s + 2)!!.

Insert minus sign before P n (cos θ).

In both (a) and (b), change 2π to 2π.

Change the second of the four members of the

first display equation to x + ip ψ n (x), and

change the corresponding member of the

second display equation to x ip ψ n (x).

1

2

2

Change x + ip to x ip.

All instances of x should be primed.

The text does not state that the T 0 term (if present) has an additional factor 1/2.

The ratio approaches (πs) 1/2 , not (πs) 1 .

The hypergeometric function should read

+ 1; ν + 3 ; z 2 .

Change (n 2 )! to Γ(n + 1 2 ).

Here n must be an integer.

In the last term change Γ(c) to Γ(2 c).

Change b to c (two occurrences).

The arguments of K and E are m.

All arguments of K and E are k 2 ; In the integrand of the hint, change k to k 2 .

2 F 1 ν

2

+

1

2

2 , ν

1

2

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CHAPTER 2.

ERRATA AND REVISION STATUS

5

Page 978

Exercise 20.2.9

Page 978

Exercise 20.2.10(a)

Page 978

Exercise 20.2.10(b)

Page 978

Exercise 20.2.11

Page 978

Exercise 20.2.12

Page 980

Exercise 20.2.16

Page 980

Eq. (20.54)

Page 997

Exercise 20.4.10

Page 1007

Exercise 20.6.1

Page 1007

Exercise 20.6.2

Page 1014

Exercise 20.7.2

Page 1015

Exercise 20.7.6

Page 1015

Exercise

20.7.8

The formula as given assumes that Γ > 0.

This exercise would have been easier if the book had mentioned the integral

representation J 0 (x) =

2

π 1

cos xt

1

t 2 dt.

0

Change the argument of the square root to x 2 a 2 .

The l.h.s. quantities are the transforms of their r.h.s. counterparts, but the r.h.s. quantities are (1) n times the transforms of the l.h.s. expressions.

The properly scaled transform of f (µ) is (2) 1/2 i n j n (ω), where ω is the transform variable. The text assumes it to be kr.

Change d 3 x to d 3 r and remove the limits from the first integral (it is assumed to be over all space).

Replace dk by d 3 k (occurs three times)

This exercise assumes that the units and scaling of the momentum wave function correspond to the formula

ϕ(p) =

(2π ) 3/2 ψ(r) e ir·p/ d 3 r .

1

The second and third orthogonality equa- tions are incorrect. The right-hand side of the second equation should read:

N ,

N/2, (p + q = N ) or p = q but not both;

0, otherwise.

The right-hand side of the third equation should read:

p = q = (0 or N/2);

N/2,

p = q and

=

p + q

(0 or

N );

N/2,

=

p

q and p +

q

= N ;

0, otherwise.

The exponentials should be e 2πipk/N and

e 2πipk/N .

This exercise is ill-defined. Disregard it.

Replace (ν 1)! by Γ(ν) (two occurrences).

Change M (a, c; x) to M (a, c, x) (two

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CHAPTER 2.

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ERRATA AND REVISION STATUS

occurrences).

6

Page 1028

Table 20.2

Most of the references to equation numbers did not get updated from the 6th edition. The column of references should, in its entirety, read: (20.126), (20.147), (20.148), Exercise 20.9.1, (20.156), (20.157), (20.166), (20.174), (20.184), (20.186), (20.203).

Page 1034

Exercise 20.8.34

Note that u(t k) is the unit step function.

Page 1159

Exercise 23.5.5

This problem should have identified m as the mean value and M as the “random variable” describing individual student scores.

Corrections and Additions to Exercise Solutions

None as of now.

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Chapter 3

Exercise Solutions

1. Mathematical Preliminaries

1.1 Infinite Series

1.1.1.

(a)

If u n < A/n p the integral test shows n u n converges for p > 1.

(b)

If u n > A/n, n u n diverges because the harmonic series diverges.

1.1.2.

This is valid because a multiplicative constant does not affect the conver- gence or divergence of a series.

1.1.3. (a)

The Raabe test P can be written 1 + (n + 1) ln(1 ln n + n 1 )

.

This expression approaches 1 in the limit of large n. But, applying the

Cauchy integral test,

dx

x ln x

= ln ln x,

indicating divergence.

(b) Here the Raabe test P can be written

1 + n + 1 ln n

ln 1 + 1

n

+ ln 2 (1 + n 1 )

ln 2 n

,

which also approaches 1 as a large-n limit. But the Cauchy integral test yields

1.1.4.

1.1.5.

dx

x ln 2 x

=

1

ln x ,

indicating convergence.

Convergent for a 1 b 1 > 1. Divergent for a 1 b 1 1.

(a) Divergent, comparison with harmonic series.

7

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CHAPTER 3.

EXERCISE SOLUTIONS

8

1.1.6.

1.1.7.

1.1.8.

1.1.10.

1.1.11.

(b)

(c)

Divergent, by Cauchy ratio test.

Convergent, comparison with ζ(2).

Divergent, comparison with (n + 1) 1 .

Divergent, comparison with 2 (n + 1) 1 or by Maclaurin integral test.

(d)

(e)

(a) Convergent, comparison with ζ(2).

(b)

1

Divergent, by Maclaurin integral test.

(c)

(d)

Convergent, by Cauchy ratio test.

Divergent, by ln 1 +

n n

1

1

.

(e) Divergent, majorant is 1/(n ln n).

The solution is given in the text.

The solution is given in the text.

1

In the limit of large n, u n+1 /u n = 1 + n + O(n 2 ).

Applying Gauss’ test, this indicates divergence.

Let s n be the absolute value of the nth term of the series.

(a) Because ln n increases less rapidly than n, s n+1 < s n and lim n s n =

0. Therefore this series converges. Because the s n are larger than corre-

sponding terms of the harmonic series, this series is not absolutely con- vergent.

(b) Regarding this series as a new series with terms formed by combin- ing adjacent terms of the same sign in the original series, we have an alternating series of decreasing terms that approach zero as a limit, i.e.,

1

1

1

1

2n + 1 + 2n + 2 > 2n + 3 + 2n + 4 ,

this series converges. With all signs positive, this series is the harmonic series, so it is not aboslutely convergent.

(c) Combining adjacent terms of the same sign, the terms of the new series

satisfy

2

1

2 > 2 + 1

3

1

> 2 3 ,

1

3

1

4 > 4 + 5 + 1

1

1

6 >

3

1

6 ,

The general form of these relations is

2n

n 2 n + 2 > s n >

2

n + 1 .

etc.

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CHAPTER 3.

EXERCISE SOLUTIONS

9

1.1.12.

1.1.13.

1.1.14.

An upper limit to the left-hand side member of this inequality is 2/(n1). We therefore see that the terms of the new series are decreasing, with limit zero, so the original series converges. With all signs positive, the original series becomes the harmonic series, and is therefore not absolutely convergent.

The solution is given in the text.

Form the nth term of ζ(2)c 1 α 1 c 2 α 2 and choose c 1 and c 2 so that when placed over the common denominator n 2 (n + 1)(n + 2) the numerator will be independent of n. The values of the c i satisfying this condition are c 1 = c 2 = 1, and our resulting expansion is

ζ(2) = α 1 + α 2 +

n=1

2 5

n 2 (n + 1 ( n

+ 2) =

4 +

n=1

2

n 2 (n + 1 ( n + 2) .

Keeping terms through n = 10, this formula yields ζ(2) 1.6445; to this precision the exact value is ζ(2) = 1.6449.

Make the observation that

n=0

1

(2n + 1) 3 +

n=1

1

(2n) 3 = ζ(3)

and that the second term on the left-hand side is ζ(3)/8). Our summation therefore has the value 7ζ(3)/8.

1.1.15. (a)

Write ζ(n) 1 as p=2 p n , so our summation is

n=2 p=2

1

p n =

p=2 n=2

1

p n .

The summation over n is a geometric series which evaluates to

p 2

1

1 p 1 = p 2 p .

Summing now over p, we get

p=2

1

p(p 1) =

p=1

1

p(p + 1) = α 1 = 1 .

(b) Proceed in a fashion similar to part (a), but now the geometric series

has sum 1/(p 2 + p), and the sum over p is now lacking the initial term of α 1 , so

p=2

1

p(p + 1) = α 1

(1)(2) = 2 1 .

1

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CHAPTER 3.

EXERCISE SOLUTIONS

1.1.16.

(a) Write

ζ(3) = 1 +

n=2

1

n 3

n=2

1

(n 1)n(n + 1)

+ α 2 = 1 +

n=2

10

1

1

n(n 2 1) + 4

1

n

3

 

1

4

 

1

 

= 1 +

n 3 (n 2 1) .

 
 

n=2

 

 

(b)

Now use α 2 and α

4 =

 

1

1

n(n 2 1)(n 2 4) =

96 :

 
 

n=3

 

ζ(3) = 1 +

= 29

24

29

=

24

1

2

3 +

1

n 3

n(n 2 1) + α

1

2

1

6

 

n=3

n=3

 

B

 

4

B

+ 96 +

B

n=3

n=3

n(n 2 1)(n 2 4) + Bα

n 3 n(n 2 1) n(n 2 1)(n 2 4)

1

1

B

4 (1 + B)n 2

96 +

n=3

n(n 2 1)(n 2 4) .

 

The convergence of the series is optimized if we set B = 1, leading to the final result

ζ(3) = 29

1

24 96 +

n=3

4

n(n 2 1)(n 2 4) .

(c) Number of terms required for error less than 5 × 10 7 : ζ(3) alone, 999;

combined as in part (a), 27; combined as in part (b), 11.

1.2 Series of Functions

1.2.1. (a) Applying Leibniz’ test the series converges uniformly for ε x < no matter how small ε > 0 is.

(b) The Weierstrass M and the integral tests give uniform convergence for

1 + ε x < no matter how small ε > 0 is chosen.

1.2.2. The solution is given in the text.

1.2.3. (a) Convergent for 1 < x < .

(b) Uniformly convergent for 1 < s x < .

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CHAPTER 3.

EXERCISE SOLUTIONS

11

1.2.4.

1.2.5.

1.2.6.

1.2.7.

1.2.8.

From | cos nx| ≤ 1, | sin nx| ≤ 1 absolute and uniform convergence follow

for s < x < s for any s > 0.

Since | u j+2 | ∼ |x| 2 , |x| < 1 is needed for convergence.

u

j

The solution is given in the text.

The solution is given in the text.

(a) For n = 0, 1, 2,

we find

d 4n+1 sin x

dx

4n+1

d 4n+2 sin x

dx

4n+2

d 4n+3 sin x

dx

4n+3

d 4n sin x

dx

4n

0

0

0

0

=

=

=

cos x| 0 = 1,

sin x| 0 = 0,

cos x| 0 = 1,

= sin x| 0 = 0.

Taylor’s theorem gives the absolutely convergent series

sin x =

n=0

(1) n

x 2n+1

(2n + 1)! .

(b) Similar derivatives for cos x give the absolutely convergent series

1.2.9.

1.2.10.

cos x =

n=0

(1) n x 2n

(2n)! .

cot x =

1

x x 3

x 3

2x 5

45

945 − ··· , π < x < π.

From coth y = η 0 = e e y y + e e y y

= e 2y + 1

e 2y 1 we extract y =

1 ln η 0 + 1

2

η 0 1 .

To check this we substitute this into the first relation, giving

The series coth 1 η 0 =

n=0

η 0 + 1

η 0

1

+ 1

η 0 + 1

η 0

1

1

= η 0 .

(η )

0

2n1

2n + 1

follows from Exercise 1.6.1.

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CHAPTER 3.

EXERCISE SOLUTIONS

12

1.2.11.

(a)

Since d x

dx

0

=

1

2

x

0

does not exist, there is no Maclaurin expan-

sion.

(b) |x x 0 | < x 0 because the origin must be excluded.

1.2.12.

1.2.13.

lim

xx 0

f(x)

= f(x + (x 0 x)) g(x + (x 0 x)

g(x)

=

lim

xx 0

f(x) + (x 0 x)f (x) + ···

g(x) + (x 0 x)g (x) + ···

=

lim

xx 0

f (x)

g (x)

, where the intermediate formal expression f(x + (x 0 x))

g(x + (x 0 x)

may be dropped.

(a) ln

n 1 = ln 1 n =

n

1

1

Hence n ln

n

n 1 =

ν=2

1

νn ν

ν=1

< 0.

1

νn ν .

ln n + 1

n

1

= ln(1 + n ) =

ν=2

(1) ν1

,

=

n ln n + 1

n

n

1

1

ν=2

(1)

ν

ν

1

R .

νn

(b)

νn ν

=

Summing (a) yields

0 >

n

m=2

1

2 · 3··· n

1 · 2 · · · (n 1)

m ln

m=2

m ln n γ 1.

n1

m=2

1

m ln n γ.

Thus, γ < 1. Summing (b) yields

0 <

n1

m=2

1

m ln

Hence 0 < γ < 1.

2 · 3··· n

1 · 2 · · · (n 1) =

1.2.14. The solution is given in the text.

1.2.15. The solutions are given in the text.

If

a

R and

1.2.16.

n+1

a n

1

R then

(n + 2)a n+1

(n + 1)a n

1

a n+1 /(n + 2)

a n /(n +

1)

> 0.

1.3 Binomial Theorem

1.3.1. x

45

P (x) = C x

3

3

+ ··· .

1.3.2. Integrating termwise tan 1 1 = π

4 =

n=0 (1) n 1 x 2n dx =

0

n=0

(1) n

2n + 1 .

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CHAPTER 3.

EXERCISE SOLUTIONS

13

1.3.3.

1.3.4.

1.3.5.

1.3.6.

1.3.7.

1.3.8.

1.3.9.

1.3.10.

1.3.11.

1.3.12.

1.3.13.

1.3.14.

The solution is given in the text. Convergent for 0 x < . The upper limit x does not have to be small, but unless it is small the convergence will be slow and the expansion relatively useless.