Академический Документы
Профессиональный Документы
Культура Документы
Paul Metcalfe
Summer 1998
Introduction v
1 Fourier series 1
1.1 Properties of sine and cosine . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Definition of Fourier series . . . . . . . . . . . . . . . . . . . . . . . 1
1.2.1 The meaning of good behaviour . . . . . . . . . . . . . . . . 2
1.3 Complex Fourier series . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.4 Sine and cosine series . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.5 Parseval’s theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
3 Green’s Functions 11
3.1 The Dirac delta function . . . . . . . . . . . . . . . . . . . . . . . . 11
3.1.1 Representations . . . . . . . . . . . . . . . . . . . . . . . . . 11
3.2 Second order linear ODEs . . . . . . . . . . . . . . . . . . . . . . . 12
3.3 Definition of Green’s function . . . . . . . . . . . . . . . . . . . . . 12
3.3.1 Defining properties . . . . . . . . . . . . . . . . . . . . . . . 13
3.4 Constructing G(x, ξ): boundary value problems . . . . . . . . . . . . 13
3.4.1 Derivation of jump conditions . . . . . . . . . . . . . . . . . 13
3.4.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
3.5 Constructing G(x, ξ): initial value problems . . . . . . . . . . . . . . 14
3.5.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
4 Sturm-Liouville Theory 17
4.1 Self-adjoint form and boundary values . . . . . . . . . . . . . . . . . 17
4.2 Eigenfunction expansions . . . . . . . . . . . . . . . . . . . . . . . . 18
4.2.1 Real eigenvalues . . . . . . . . . . . . . . . . . . . . . . . . 18
4.2.2 Orthogonal eigenfunctions . . . . . . . . . . . . . . . . . . . 18
4.2.3 Complete eigenfunctions . . . . . . . . . . . . . . . . . . . . 18
4.3 Example: Legendre polynomials . . . . . . . . . . . . . . . . . . . . 19
4.4 Inhomogeneous boundary value problem . . . . . . . . . . . . . . . . 19
iii
iv CONTENTS
6 Calculus of Variations 25
6.1 The problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
6.2 Euler-Lagrange equations . . . . . . . . . . . . . . . . . . . . . . . . 25
6.3 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
6.4 Principle of Least Action . . . . . . . . . . . . . . . . . . . . . . . . 27
6.5 Generalisations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
6.6 Integral constraints . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
7 Cartesian Tensors in R3 29
7.1 Tensors? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
7.2 Transformation laws . . . . . . . . . . . . . . . . . . . . . . . . . . 29
7.3 Tensor algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
7.4 Quotient Laws . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
7.5 Isotropic tensors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
7.5.1 Spherically symmetric integrals . . . . . . . . . . . . . . . . 31
7.6 Symmetric and antisymmetric tensors . . . . . . . . . . . . . . . . . 32
7.7 Physical Applications . . . . . . . . . . . . . . . . . . . . . . . . . . 32
Introduction
These notes are based on the course “Methods” given by Dr. E.P. Shellard in Cam-
bridge in the Michælmas Term 1996. These typeset notes are totally unconnected with
Dr. Shellard. They are more vaguely based on the course than my notes usually are,
and I have mainly used Dr. Shellard’s notes to get a sense of ordering and content.
Other sets of notes are available for different courses. At the time of typing these
courses were:
Probability Discrete Mathematics
Analysis Further Analysis
Methods Quantum Mechanics
Fluid Dynamics 1 Quadratic Mathematics
Geometry Dynamics of D.E.’s
Foundations of QM Electrodynamics
Methods of Math. Phys Fluid Dynamics 2
Waves (etc.) Statistical Physics
General Relativity Dynamical Systems
Combinatorics Bifurcations in Nonlinear Convection
v
vi INTRODUCTION
Chapter 1
Fourier series
with n ∈ N. These functions are periodic on [0, 2L] and are also mutually orthog-
onal:
(
2L
m, n 6= 0
Z
nπx mπx Lδmn
sin sin dx =
0 L L 0 m = n = 0.
Z 2L
nπx mπx
cos
sin dx = 0
0 L L
Z 2L (
nπx mπx Lδmn m, n 6= 0
cos cos dx =
0 L L 2Lδ0n m = 0.
where an and bn are constants such that the series is convergent for all x. They are
called Fourier coefficients and can be found using the results on orthogonality of sin
and cos:
1
2 CHAPTER 1. FOURIER SERIES
Z 2L ∞
mπx X
f (x) sin dx = bn δnm = Lbm
0 L n=1
Z 2L
mπx
f (x) cos dx = Lam .
0 L
1
Note that the 2 a0is (1.1) is not a typo, but the 12 is required for the above integral
to work for all n. Note also that the particular interval used doesn’t matter, provided it
is of length 2L.
2 L
Z
nπx 2L
bn = x sin dx = (−1)n+1 (integrate by parts).
L 0 L nπ
Therefore the Fourier series is
2L πx 1 2πx 1 3πx
f (x) = sin − sin + sin + ... .
π L 2 L 3 L
We can plot the approximation
N
2L X iπx
f (x) ≈ (−1)i+1 sin .
π i=1 L
This is shown in figure 1.1. We see that as N increases the following occurs.
• The approximation improves away from the discontinuity — it is convergent
where f is continuous.
• The Fourier series tends to 0 at x = L — the midpoint of the discontinuity.
• The Fourier series has a persistent overshoot at x = L of approximately 9%
(Gibbs’ phenomenon).
1.5
exact
N=10
N=20
N=50
1
0.5
-0.5
-1
-1.5
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
Proof. Omitted.
Note that these are very weak conditions (compare Taylor’s theorem). Pathological
functions (e.g. x−1 , sin x−1 ) are excluded. The converse to this theorem is not true:
sin x−1 has a convergent Fourier series.
in (1.1).
If we make it even then bn = 0 and
Z L
2 nπx
an = f (x) cos dx.
L 0 L
∞ ∞
!2
Z 2L Z 2L
2 1 X πnx X πnx
f (x) dx = a0 + an cos + bn sin dx
0 0 2 n=1
L n=1
L
∞ ∞
!
Z 2L
1 2 X 2 πnx X 2 πnx
= a0 + an cos2 + bn sin2 dx
0 4 n=1
L n=1
L
∞
!
a20 X 2
an + b2n .
=L +
2 n=1
T1 cos θ1 = T2 cos θ2 .
∂y 2
Now for small θ, cos θ ≈ 1 − 21 θ2 , and so T1 = T2 with error O( ∂x ) .
Resolving vertically,
!
∂2y
∂y ∂y
FT = T1 sin θ1 + T2 sin θ2 = T − = T 2 dx.
∂x x+dx
∂x x ∂x
∂2y ∂2y
µdx = T dx,
∂t2 ∂x2
and so
∂2y T ∂2y
= .
∂t2 µ ∂x2
q
This is the wave equation, with c = Tµ . In general, the 1D wave equation is
∂2y 2
2∂ y
= c . (2.1)
∂t2 ∂x2
5
6 CHAPTER 2. THE WAVE EQUATION
y(0, t) = 0 y(L, t) = 0
and the initial conditions
∂y
y(x, 0) = p(x) = q(x).
∂t (x,0)
We try a substitution y = X(x)T (t) in (2.1). This gives
T̈ X 00
c−2 = .
T X
Since the LHS depends only on t and the RHS only on x they must both be equal
to a constant λ.
We have therefore split the PDE into two ODEs:
X 00 − λX = 0 and T̈ − c2 λT = 0.
We solve the x equation first:
X 00 − λX = 0 X(0) = X(L) = 0.
Since we don’t know anything about λ we have to learn something...
√ √
• If λ > 0 the solution is X = A cosh λx + B sinh λx. If we apply the
boundary values now we see that A = B = 0 — so this is not a useful solution.
• If λ = 0 the solution is X = A + Bx, and as before A = B = 0 on substituting
the boundary values.
n2 π 2 c2
T̈ + T = 0.
L2
This has a general solution
nπct nπct
Tn = Cn cos + Dn sin .
L L
2.3. OSCILLATION ENERGY 7
∞
X nπct nπct nπx
y(x, t) = Cn cos + Dn sin sin . (2.2)
n=1
L L L
This satisfies the boundary values by construction. The only thing left to do is to
satisfy the initial conditions:
∞
X nπx
y(x, 0) = p(x) = Cn sin
n=1
L
∞
∂y X Dn nπc nπx
= q(x) = sin .
∂t (x,0)
n=1
L L
Cn and Dn can now be found using the orthogonality relations for sin. They turn
out to be
Z L Z L
2 nπx 2 nπx
Cn = p(x) sin dx Dn = q(x) sin dx.
L 0 L nπc 0 L
Z L
1
µ ẏ 2 dx
2 0
and the PE is
Z L Z L
p 1
T 02
1 + y − 1 dx ≈ T y 02 dx.
0 2 0
∂2y 2
−2 ∂ y
− c =0
∂x2 ∂t2
and make the change of variables ξ = x + ct, η = x − ct. Using the chain rule this
becomes
∂2y
4 = 0,
∂ξ∂η
with a general solution y(ξ, η) = f (ξ) + g(η). Thus the general solution to (2.1) is
Consider a given harmonic incident wave A exp ıω t − cx− . We want to find the
reflected wave B exp ıω t + cx− and the transmitted wave C exp ıω t − cx+ .
The string does not break at x = 0, so that y is continuous for all t. This gives
A + B = D.
We further want the forces to balance at x = 0:
∂y ∂y
T =T ,
∂x x=0− ∂x x=0+
∂y
and so ∂x is continuous for all time. This condition gives
A B D
− + =− .
c− c− c+
2.5. WAVE REFLECTION AND TRANSMISSION 9
Note that the phase of the wave can (and generically does) change.
10 CHAPTER 2. THE WAVE EQUATION
Chapter 3
Green’s Functions
Note that
3.1.1 Representations
We can represent the delta function as some sort of functional limit. A discontinuous
representation is
0
x < − 2
−1
δ (x) = − 2 ≤ x ≤ 2
x > 2 ,
0
11
12 CHAPTER 3. GREEN’S FUNCTIONS
Thus (in some suitably refined sense) H 0 (x) = δ(x). We can also define the deriva-
tive of the delta function such that we can integrate it by parts:
Z ∞ Z ∞
0
f (x)δ (x − ξ) dx = [f (x)δ(x − ξ)]∞
−∞ − f 0 (x)δ(x − ξ) dx = −f 0 (ξ).
−∞ −∞
We know that the homogeneous equation (with f ≡ 0) has two linearly independent
solutions y1 and y2 , which give the homogeneous equation the complementary function
solution yc = Ay1 + By2 . The inhomogeneous equation also has a particular solution
yp . The general solution of (3.1) is then yc + yp . Two boundary values (or initial
conditions) are required to find A and B.
We hope to solve the boundary value problem. We will restrict to homogeneous
boundary values: y(a) = y(b) = 0. More general values can be turned into homoge-
neous ones by judicious use of the complementary function.
LG(x, ξ) = δ(x, ξ)
Now y clearly satisfies the homogeneous boundary values, and it is also easy to see
that Ly = f .
3.4. CONSTRUCTING G(X, ξ): BOUNDARY VALUE PROBLEMS 13
0 0
Dy+ (ξ) − Cy− (ξ) = 1.
We can solve these equations to give
y+ (ξ) y− (ξ)
C= D= ,
W (ξ) W (ξ)
0 0
W (ξ) = y− (ξ)y+ (ξ) − y+ (ξ)y− (ξ).
Thus
(y
− (x)y+ (ξ)
W (ξ) x<ξ
G(x, ξ) = y+ (x)y− (ξ)
W (ξ) x > ξ,
Therefore
ξ+
[G0 ]ξ− = 1.
3.4.2 Example
Suppose we wish to solve
Cξ = D(ξ − L)
3.5.1 Example
Solve y 00 − y = f (x), x > 0, y(0) = y 0 (0) = 0.
In x < ξ, G(x, ξ) = 0 and in x > ξ we have
Z x
y(x) = f (ξ) sinh(x − ξ) dξ.
0
16 CHAPTER 3. GREEN’S FUNCTIONS
Chapter 4
Sturm-Liouville Theory
~2 2
∂ψ
− ∇ + V (x) ψ = ı~ .
2m ∂t
ıEt
We try a solution ψ = U (x)e− ~ . Substituting into the Schrödinger equation
gives
~2 2
− ∇ + V (x) U = EU.
2m
E is the energy eigenvalue.1
The analysis greatly simplifies is L is in self-adjoint form: that is if (4.1) can be
re-expressed in Sturm-Liouville form:
If we substitute (4.2) into (4.3) we see that “appropriate boundary values” means
b
[−y1 py20 + y2 py10 ]a = 0,
which includes y(a) = y(b) = 0, y 0 (a) = y 0 (b) = 0, y + ky 0 = 0, y(a) = y(b),
p(a) = p(b) = 0 or combinations of the above.
1 See the Quantum Mechanics course for more details.
17
18 CHAPTER 4. STURM-LIOUVILLE THEORY
2
and so λ∗n = λn , since
R
w |yn | 6= 0 for non-trivial w, yn .
with
Z b Z b
f (x)yn (x) dx = an wyn2 dx.
a a
∞
!2
Z b X
f− an yn w dx = 0,
a n=1
or
Z b ∞ Z
X b
wf 2 dx = wyn2 dx. (4.4)
a n=1 a
The expansions needed converge if the eigenfunctions are complete. If the eigen-
functions are not complete then the LHS of (4.4) is greater than its RHS. This is Bessel’s
inequality.
4.3. EXAMPLE: LEGENDRE POLYNOMIALS 19
(1 − x2 )y 00 − 2xy 0 + λy = 0, (4.5)
which can be rewritten in Sturm-Liouville form as
d
(1 − x2 )y 0 = λy.
−
dx
It is motivated by separation of variables in spherical polars. The boundary condi-
tions are that y is finite at x = ±1. We try a power series solution about x = 0,
∞
X
y= cn xn ,
n=0
n λ Pn
0 0 1
1 2 x
1 2
2 6 2 (3x − 1)
1 3
3 12 2 (5x − 3x)
where Z b
an = f yn dx
a
20 CHAPTER 4. STURM-LIOUVILLE THEORY
Applications: Laplace’s
Equation
We seek to solve
∇2 φ = 0 (5.1)
5.1 Cartesians
∂2 ∂2 ∂2
In Cartesians, ∇2 = ∂x2 + ∂y 2 + ∂z 2 . We seek a solution φ = X(x)Y (y)Z(z) and
get
X 00 Y 00 Z 00
=− − = λl
X Y Z
00 00
Similarly YY = λm and ZZ = λn , where λl + λm + λn = 0. We can then find
eigenfunction solutions satisfying the given boundary values: φlmn = Xl Ym Zn , so
that then the general solution is
X
φ= clmn Xl Ym Zn .
lmn
21
22 CHAPTER 5. APPLICATIONS: LAPLACE’S EQUATION
∇2 φ = 0 in z > 0
φ=0 x = 0, 1 or y = 0, 1
φ=1 at z = 0
φ→0 as z → ∞.
Z 00
= π 2 (l2 + m2 ),
Z
√
l2 +m2
and so Zl,m = e−πz (to satisfy the bc at infinity). Therefore
X √
l2 +m2
φ= Al,m sin lπx sin mπy e−πz .
l,m
Now Z 1
1
sin lπt sin mπt dt = δlm
0 2
and so
Z 1 Z 1
Al,m
sin lπx sin mπy dxdy = .
0 0 4
Thus
(
16
π 2 lm l, m odd
Al,m =
0 otherwise.
Note that in this case we have degenerate eigenvalues: both X1 Y2 and X2 Y1 give
the same constant in the z equation. Despite this, we can always choose orthogonal
eigenfunctions.
Θ00 + λΘ = 0
and since Θ must be periodic, λ = n2 for n ∈ N.
The solution to this equation is
∂2Φ
1 ∂ 2 ∂Φ 1 ∂ ∂Φ 1
2
r + 2
sin θ + 2 2 = 0. (5.3)
r ∂r ∂r r ∂θ ∂θ r sin θ ∂φ2
We seek separable solution R(r)Θ(θ)ψ(φ) and specialise to the axisymmetric case:
ψ = 1. Then we have
m2
d 2 dΘ
(1 − x ) + l(l + 1) − Θ = 0.
dx dx 1 − x2
We combine the azimuthal and polar eigenfunctions to get the spherical harmonics:
s
(2l + 1)!(l − m)! m
Ylm (θ, φ) = Pl (cos θ)eımφ ,
4π(l + m)!
for −l ≤ m ≤ l. The radial equation is the same as before, giving
Calculus of Variations
Z x2
∂F ∂F
δJ = + δy 0 0 dx
δy
x1 ∂y ∂y
Z x2 x
∂F d ∂F ∂F 2
= δy − dx + δy 0 .
x1 ∂y dx ∂y 0 ∂y x1
| {z }
=0
25
26 CHAPTER 6. CALCULUS OF VARIATIONS
d
To prove this note that dx = ∂x∂
+ y 0 ∂y
∂
+ y 00 ∂y
∂
0.
• y 0 absent gives ∂F
∂y = 0, which can be solved for y.
∂F
• y absent gives ∂y 0 = const.
• x absent gives F − y 0 ∂y
∂F
0 = const (use (6.3)).
6.3 Examples
Geodesics
In Euclidean R2 we have a metric ds2 = dx2 + dy 2 and we seek to minimise
Z x2 Z x2 p
ds = 1 + y 02 dx.
x1 x1
y0
p = const,
1 + y 02
which reduces to y 0 = const and so the geodesics in R2 are straight lines (which is
reassuring, if nothing else).
You can do something similar on the sphere, with
Brachistochrone
Consider a frictionless bead on a wire path y(x) connecting two points A and B. What
path gives the shortest travel time from A to B?
Assume A is at y = 0. The time of travel is then
Z B Z B Z x2 s
ds ds 1 1 + y 02
T [y] = = √ =√ dx.
A V A 2gy 2g x1 y
x is absent and the Euler-Lagrange equations eventually give
y(1 + y 02 ) = const,
or 12
Z
y
x=± dy.
c−y
The substitution y = c sin2 θ
2 = 2c (1 − cos θ) makes this integral doable and gives
c
x = ± (θ − sin θ)2 .
2
6.4. PRINCIPLE OF LEAST ACTION 27
d
(mẋ) = V 0 ,
dt
which ought to be familiar...
Since t is absent, we know that L − ẋ ∂L
∂ ẋ is constant — in fact it is the total energy.
Something similar is Fermat’s principle, that light follows the path of minimum
time.
Least action principles are important all over physics — see the General Relativity
and Electrodynamics courses for more examples.
6.5 Generalisations
The trick with all of these is just to make the variation and see what happens, integrating
by parts where necessary.
The generalisation to several dependent variables is easiest: extremise
Z x2
J[y] = F (x, y, y0 ) dx.
x1
∂F d ∂F
= .
∂yi dx ∂yi0
Generalisations to several dependent variables exist: but it’s easiest just to do the
variation explicitly.
The same is true of generalisations to more derivatives in F — just do the variation
and integrate by parts.
Z
I = F (x, y, y 0 ) + λG(x, y, y 0 ) dx.
Cartesian Tensors in R3
Summation convention is used throughout this chapter unless explicitly stated other-
wise.
7.1 Tensors?
A tensor is an object represented in a particular co-ordinate system by a set of functions
called components such that the components in a new co-ordinate system are related to
the components in the old co-ordinates in a prescribed way.
We will consider only orthogonal co-ordinate systems, and restrict the transforma-
tions to rotations and reflexions. More general transformations and co-ordinate systems
are possible — see the General Relativity course for details.
Consider a vector x with components xi in a given orthogonal basis:
x = xi ei .
Now consider new co-ordinates e0i , such that
e0i = (e0i · ej ) ej ,
δij = e0i · e0j = (lik ek ) · (ljm em ) = lik ljm δkm = lik ljk .
Also,
29
30 CHAPTER 7. CARTESIAN TENSORS IN R3
0
Bq...r = A0pq...r Kp0
= lqj . . . lrk Bj...k
= lqj . . . lrk Aij...k Ki
= lqj . . . lrk Aij...k lpi Kp0 ,
and so, since K is arbitrary, A0pq...r = lpi lqj . . . lrk Aij...k .
7.5. ISOTROPIC TENSORS 31
This theorem generalises to any type of product — inner, outer or a mixture thereof.
The proof is as above.
This can be used to identify the transformation properties of physical quantities, for
instance in Ohm’s law
Ji = σij Ej ,
where J is the current vector and E the electric field vector, then the conductivity σ
must be a tensor.
Theorem 7.2. The most general isotropic second rank tensor in R3 is λδij .
Proof. λδij is clearly isotropic, so we must prove that it the the most general isotropic
second rank tensor in R3 .
Let Aij be isotropic, so that
and then compare components. Do the same thing with the y axis.
Theorem 7.3. The only isotropic third rank tensor is the alternator ijk (or the product
of a scalar with the alternator).
4πa5
Z
3λ = r2 dV = .
r<a 5
Therefore
4πa5
Z
xi xj dV = δij .
r<a 15
This is a surprisingly easy way of doing the above integral!
◦ Arfken and Weber, Mathematical Methods for Physicists, Fourth ed., Academic
Press, 1995.
Quite a lot of people sing Arfken’s praises; I am not one of them. Although it is useful
I think it tries to do too much. If nothing else though it could be used to kill small
mammals and it does have everything in this course in it. A good book to buy if you
only want to buy one book in the next two years. Or if you have a problem with mice.
Related courses
Most of the applied courses over the next two years use this course to some extent. You
have been warned!
33