PHY701 Mathematical Methods

Prof. Sergei Rakitianski tel. 0124203173 e-mail: rakitsa@up.ac.za

Lecture 01
Overview, Preliminary Calculus, Complex Numbers

30 hours, 15 double lectures, 8 February 13 March (Monday, Wednesday, Friday) Test: 3 hour paper : 5 March Examination: 3 hour paper : 4 June Lectures: Final mark: 50% test + 50% exam = (test + exam)/2

The purpose of this course is twofold: To refresh and systematize your knowledge of mathematics To give you a working knowledge of mathematical methods that were not covered in the underground courses, such as Fourier series and transforms Ordinary and partial differential equations Operators and their eigenfunctions Complex analysis Calculus of variations Integral equations Group theory Probability and statistics Numerical methods

Prescribed textbook:

K. F. Riley, M. P. Hobson, S. J. Bence

Mathematical Methods for Physics and Engineering Cambridge University Press (any available edition) Recommended books:

Mary L. Boas
Mathematical Methods in the Physical Sciences John Wiley & Sons (any available edition)

G. B. Arfken, H. J. Weber Mathematical Methods for Physicists Elsevier Academic Press (any available edition)
Mathematical Methods for Physics and Engineering Now: R 330.95 Subtitle: A Comprehensive Guide Author : M. P. Hobson; K. F. Riley Format : Softcover

Where to buy a textbook:

http://www.kalahari.net

Preliminary Calculus I am sure all of you are familiar with the basic concepts of calculus, such as the derivatives and integrals. However, in order to have a complete picture, I will remind you the basic definitions. Mathematical sets

Sequences

It can be rigorously proved that a bounded monotone sequence is converging. We are not concerned here with mathematical subtleties, and can be satisfied with the intuitive reasoning. If, for example, an increasing sequence is bounded from above, i.e.

then there is no way this sequence can diverge. Indeed, for a divergent sequence the Cauchy criterion is not valid, which means that the difference

remains nonzero and positive for any m and n, but this implies that at some stage can go above the bound A. This contradicts the condition that the sequence is bound. Similarly a decreasing sequence converges if it is bounded from below.

Suppose that ( an ) and ( bn ) are convergent sequences with limits A and B respectively; then the following rules apply: Sum rule

( an

bn )

A B AB A / B,
if

Product rule

(an bn ) ( an / bn )

Quotient rule

B0

Scalar product rule

(kan )

kA

10

Functions A function is defined as a rule that makes a correspondence between the numbers belonging to different sets.
Such a correspondence is not necessarily unique. The simplest example, which is our main object of study, is the correspondence between two intervals of real numbers

domain

co-domain 11

12

13

Differentiation

If the derivative is positive, the function is increasing. If it is negative, the function is decreasing. The absolute value of the first derivative tells us how fast the function increases or decreases.
14

Stationary points

If at some point the derivative is zero, the function is horizontal in the vicinity of that point, which is called stationary.

It is not difficult to see that the derivative is always zero at the points of extrema, i.e. at the points of maxima and minima. However there are cases when the first derivative is zero but the point is not an extremum. In other words, the condition

is necessary but not sufficient for being the point of an extremum.

15

16

Useful theorems

In principle, the definition of the derivative allows us to calculate it for any function. Actually, this is how the derivatives are numerically calculated by computers. This, however, may become a very lengthy and tedious derivation. Instead, there are tables of the derivatives for all elementary functions and simple rules for differentiating their combinations

17

We are not mathematicians. For us these statements become obvious when we look at the figures. So, we skip formal proofs.

18

Integration

19

20

21

22

23

24

Multiple integrals

25

For the two- and three-dimensional integrals in the Cartesian coordinates, the products dS = dxdy and dV = dxdydz are the surface and volume elements. When we use the polar, cylindrical, or spherical coordinates, these elements look differently and are not the same everywhere in the space.

26

27

These special coordinates are usually used when there is certain symmetry of the physical system under consideration. In many cases the function you need to integrate depends only on the radius, which means that the integration over the angles gives simple factor.

28

29

Methods of integration In many cases the problems of physics are reduced to evaluating integrals. Of course we can always use a computer and calculate the sum

with practically any accuracy we need. This however will give us just an accurate number. If f(x) depends on some parameters, we will not see that dependence in that number. For each new choice of the parameters, we will have to repeat the calculations.
It is more desirable to perform the integration analytically. In most of the methods of integration the integrand f(x) is transformed to such a form that it becomes a derivative of another function

30

Variable change

31

Integration by parts

32

Few non-standard tricks

33

34

35

36

37

Infinite and improper integrals Infinite integrals

38

Therefore an infinite integral can converge if the function vanishes at infinity fast enough. Dividing the integration interval in a finite and infinite parts, we see that to answer the question if the integral converges, we can ignore any finite part and consider only the asymptotic tail of the function

It does not matter how the function behaves at finite distances. It is however crucial how it behaves when x . Let us consider a function with the asymptotic tail of an arbitrary power of x The corresponding integral over the asymptotic interval is As we see, the integral converges only if the function vanishes at infinity faster than 1/x

39

Improper integrals

40

Similarly to the infinite integrals, the improper integrals may converge or not. Let us consider an important particular case when the singularity is at x = 0 and this is the lower limit of the integration. Similarly to the infinite integrals, we can split the integration in two intervals: one which is problematic (near the singularity) and the other which is finite

The crucial is how the function behaves near x = 0. Let us assume that

and find out when the integral is convergent. The integral over the interval near the singularity is

41

Relation between the infinite and improper integrals

42

43

Some applications of integration Integrals are ubiquitous in physics. Let us refresh our memory about few basic, simple applications of integration. Length of a curve

Therefore the length of the curve between the points x = a and x = b is

44

Surfaces of revolution

45

46

47

Complex numbers

48

49

Such a representation of the complex numbers is called the Argand diagram.

So, when we dealt with the real numbers only, we moved along the straight line and like blinds did not see the vast plane on both sides of our road.

50

Arithmetic operations with complex numbers

The numbers which are symmetric relative to the real axis are called complex conjugate to each other

51

we notice that the real and imaginary components of the numbers are added separately. This is the same as with the addition of two vectors. So, the complex numbers may be viewed as vectors directed from the origin of the plane towards the points represented by these numbers. Then the addition of complex numbers can be done using the triangular or parallelogram rule which we know from vector algebra.

52

we can use its polar representation

where arg z is the angle, counted in the anticlockwise direction, from the positive real axis towards the line connecting the origin and the point that represents the number z.

53

54

55

56

57