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Coleccin De Problemas

Resueltos
Mtodos matemticos para fsicos
- George B. Arfken
Solved Exercises Collection
Mathematical Methods for
Physicists - George B. Arfken
By
SARB
Assignment 1
Arfken 1.1.6 Show

A =

B is three scalar equations.
Write

A =

B in a coordinate system as

iA
x
+ A
y
+

kA
z
=

iB
x
+ B
y
+

kB
z
Since the basis vectors , ,

k are linearly independent, the components of each on one side must equal the
corresponding components on the other. Hence:
A
x
= B
x
A
y
= B
y
A
z
= B
z
and we have three scalar equations.
Arfken 1.2.1 (a) Show that the magnitude of a vector

A is invariant.
In one coordinate system,

A is (A
x
, A
y
). In a rotated (transformed) system, it is (A

x
, A

y
). The magnitude
of

A in the rst is |A| = (A
x
2
+ A
y
2
)
1/2
. Assume in the rotated system, the magnitude in the transformed
coordinates is
|A

| = (A

x
2
+ A

y
2
)
1/2
=
_
(A
x
cos + A
y
sin)
2
+ (A
x
sin + A
y
cos )
2

1/2
=
_
A
x
2
cos
2
+ 2A
x
A
y
cos sin + A
y
2
sin
2

+A
x
2
sin
2
2A
x
A
y
cos sin + A
y
2
cos
2

1/2
=
_
A
x
2
+ A
y
2

1/2
= |A|
and the magnitude is invariant (i.e. its a scalar) under coordinate transformations (rotations).
(b) Show that

A =

A

denes the same direction in space.


To begin, it is important to understand what this innocuous seeming statement is saying. It is that
the vector is the same vector regardless of the coordinate system in which it is expressed. Note that we can
write both vector expressions as

A = A
x
+ A
y

= |A| cos +|A| sin

= A

+ A

= |A

| cos

+|A

| sin

We have the same vector in two dierent coordinate systems. Note that both the components and the basis
vectors are dierent. However, if we use the relation between the basis vectors

= cos + sin

= sin + cos
and the fact that the magnitude of the vector must be the same in both coordinate systems, we can write
|A|
_
cos + sin
_
= |A

|
_

cos

sin

_
= |A

|
_

_
cos

cos sinsin
_
+
_
sin

cos + cos

sin
_
_
= |A

|
_
cos(

+ ) + sin(

+
_
1
Because the unit vectors are independent, we have that
cos = cos(

+ )
sin = sin(

+ )
or

= . This implies what we wanted, namely that the expression



A =

A

denes the same direction


in space.
Arfken 1.3.3 Find the surface swept out by r if (a) (r a) a = 0 and (b) (r a) r = 0.
Let r = (x, y, z) and a = (a
1
, a
2
, a
3
). Then we have for (a):
(r a) a = a
1
(x a
1
) + a
2
(y a
2
) + a
3
(z a
3
)
which is the plane perpendicular to the vector a and passing through the point (a
1
, a
2
, a
3
).
Likewise, for (b):
(r a) r = (x a
1
)x + (y a
2
)y + (z a
3
)z
=
_
x
a
1
2
_
2
+
_
y
a
2
2
_
2
+
_
z
a
3
2
_
2

1
4
_
a
1
2
+ a
2
2
+ a
3
2
_
which, when set to zero, is the usual equation for a sphere centered at
1
2
(a
1
, a
2
, a
3
) with radius one half the
magnitude of a.
Arfken 1.4.8 Find some trigonometric identities.
First note that each of the three vectors,

P,

Q,

R has a magnitude of one. Also note that

P is the unit vector
drawn from the origin to the point (x, y, 0) and makes an angle of with the x-axis. Similarly,

Q is the unit
vector extending from the origin to a point below the x-axis (y < 0). Thinking of it another way, it is a
vector rotated an angle below the x-axis. We only need these two now. Calculate

P

Q = |

P| |

Q| cos( + )
= cos( + )
= cos cos sin sin
where in the last line we have used the component denition of the dot product.
Likewise, we have
|

P

Q| = |

P| |

Q| sin( + )
= sin( + )
= sin cos + sincos
Arfken 1.5.5 Find an expression for the angular momentum in terms of angular velocity.

L = r p
= mr v
= mr ( r)
= m [ (r r) r (r ) ]
= mr
2
[ r ( r )]
where we have used the BAC CAB rule. Or, if you want to use index notation,
L
i
= m
ijk
r
j
(
klm

l
r
m
)
= m
kij

klm
r
j

l
r
m
= m (
il

jm

im

jl
) r
j

l
r
m
= m (
i
r
j
r
j
r
i
r
j

j
)
which gives exactly as above when put back into the usual vector notation.
2
Arfken 1.5.18 Consider the force(s) due to moving charges.
The magnetic induction due to a single moving charge is

B =

0
4
q
1
r
2
v
1
r
Recall that the force on another charge, q
2
, due to a magnetic induction is

F
2
= q
2
v
2


B
1
where the 1 has been appended to

B
1
to emphasize that it is the induction due to the rst charge, q
1
.
Putting this together, we get

F
2
=

0
4
q
1
q
2
r
2
v
2
(v
1
r)
Correspondingly, the force on charge, q
1
, due to the eld produced by q
2
is

F
1
= q
1
v
1


B
2
= q
1
v
1

0
4
q
2
r
2
v
2
( r)
_
=

0
4
q
1
q
2
r
2
v
1
(v
2
r)
where we have used r to emphasize that the force now points from q
2
to q
1
.
In the event the two charges are moving in parallel directions and with the same speed: |v
1
| = |v
2
| = v,

F
1
becomes

F
1
=

0
4
q
1
q
2
r
2
(v
2
(v
2
r) r(v
1
v
2
))
=

0
4
q
1
q
2
r
2
v
2
r
Similarly,

F
2
gives the same thing with an extra negative sign.
Arfken 1.6.2 Find the normal and tangent plane to a sphere.
To form the normal vector, take the gradient of the function f(x, y, z) = x
2
+ y
2
+ z
2
3 and then divide
by the magnitude of the gradient. We get

f
|

f|
=
x + y +

kz
_
x
2
+ y
2
+ z
2
=
+ +

k

3
where in the last line we have evaluated at the point (1, 1, 1).
Now consider the plane tangent to the sphere at the same point. Its equation will be
a(x x
0
) + b(y y
0
) + c(z z
0
) = 0
where the point (x
0
, y
0
, z
0
) is the point of tangency, (1, 1, 1). The coecients can be determined by calculating
the normal to the plane at the point of tangency and equating this to the normal to the sphere at the same
point.

f
|

f|
=
a + b +

kc

a
2
+ b
2
+ c
2
Equating coecients of the corresponding unit vectors, it is now straightforward to show that a = b = c = 1
and that the equation of the tangent plane is x + y + z = 3.
3
Arfken 1.6.4 Find the total dierential of a vector function

F.
One way to do this is to use index notation. Note that

F is a vector and we represent it as F
i
. Taking the
total dierential we get (and remembering that

F depends on t as well as x, y, and z)
dF
i
=
j
F
i
dx
j
+
t
F
i
dt
= dx
j

j
F
i
+
t
F
i
dt
Returning to vector notation, this is just
d

F =
_
dr

_

F +
t

F dt
Arfken 1.7.6 Find the divergence of the electric eld of a point charge.


E =
q
4
0

_
r
r
3
_
=
q
4
0
_
( r)
1
r
3
+r
_
1
r
3
__
=
q
4
0
_
3
1
r
3
+r (3)
x + y +

kz
r
5
_
=
3q
4
0
1
r
3
_
1
r r
r
2
_
= 0
where this argument is valid only for r = 0 for at r = 0, these expressions are undened (and we have to use
Dirac -functions).
Arfken 1.8.2 Show u v is solenoidal if u = v = 0
One way to do this is to use index notation:

i
(
ijk
u
j
v
k
) =
ijk
(
i
u
j
v
k
+ u
j

i
v
k
)
= v
k

kij

i
u
j
u
j

jik

i
v
k
where, returning to vector notation, the last two terms include u and v which are, by assumption,
zero. Therefore, the whole expression is zero as desired.
Arfken 1.9.1 Show

(

V ) =

(

V ) (

V .
We will do this two ways. First, using components, let

A =

V then we have

A = (
y
V
z

z
V
y
) + (
z
V
x

x
V
z
) +

k (
x
V
y

y
V
x
)
Now evaluate (

V ):
(

V ) =

A
= (
y
A
z

z
A
y
) + (
z
A
x

x
A
z
) +

k (
x
A
y

y
A
x
)
= [
y
(
x
V
y

y
V
x
)
z
(
z
V
x

x
V
z
)]
[
z
(
y
V
z

z
V
y
)
x
(
x
V
y

y
V
x
)]

k [
x
(
z
V
x

x
V
z
)
y
(
y
V
z

z
V
y
)]
= [
x

y
V
y
+
x

z
V
z

y
V
x

z
V
x
]
[
y

x
V
x
+
y

z
V
z

x
V
y

z
V
y
]

k [
z

x
V
x
+
z

y
V
y

x
V
z

y
V
z
]
=
_

x
_

V
_

2
V
x
_
+
_

y
_

V
_

2
V
y
_
+

k
_

z
_

V
_

2
V
z
_
=
_

V
_

2
(

V )
4
Or, doing it in index notation, we get

ijk

j
(
klm

l
V
m
) =
kij

klm

j
(
l
V
m
)
= (
il

jm

im

jl
)
j

l
V
m
=
j

i
V
j

j

j
V
i
=
i
(
j
V
j
) (
j

j
) V
i
where we have, in the last line, commuted partial derivatives. Converting to the usual vector notation, this
is, of course, exactly the above expression and what we wanted to show.
Arfken 1.9.11 Show (i

A) (i

) reduces to ie

B and other stu.


Using index notation, we get

ijk
(i
j
eA
j
) (i
k
eA
k
) =
ijk
_

k
+ ieA
j

k
+ ie
j
(A
k
) + e
2
A
j
A
k

_
= ie
ijk
(A
j

k
+
j
A
k
+ A
k

j
)
= ie
ijk

j
A
k

where in going from the rst to the second line two terms drop out because they are symmetric and are
multiplying an antisymmetric object,
ijk
. Another way to look at this is to think of the vector version as a
vector crossed into itself. Going from the second to the third line we can cancel the two terms involving the
derivative of . Rewriting in the usual vector notation, the last term becomes just ie

A = ie

B.
The nal part of the problem asks (poorly) for something about the g-factor. What this refers to is a
standard problem in quantum mechanics. In particular, consider a charged particle in a (constant) magnetic
eld,

B. In this case, we must write the Hamiltonian using the above form for the generalized momentum:
H =
_
1
2m
_
p e

A
_

_
p e

A
_
+ V
_

where we will ignore the V from now on. Our primary interest is in the non-kinetic energy terms that involve
the magnetic vector potential,

A and that are linear in the charge, e. So, we can focus on these terms:

e
2m
_
p

A +

A p
_
=
ie
2m
_
(

A) +

A
_
=
ie
2m
_
(

A) + 2

A
_
For the form of

A given in exercise 1.13.7, we have that

A =

Br/2. We can show that for this choice of

A,


A =
1
2

B r
_
=
1
2
r

B
1
2

B r
= 0
because

B is constant and r = 0. What remains in our above expression, then, is (in index notation)
2A
i

i
=
ijk
B
j
x
k

= B
j

jki
x
k

which is just

B (r ). Our nal expression is then

e
2m
_
p

A +

A p
_
=
e
2m

L
where we have used

L = ir . This last term can be interpreted as the interaction energy between a
(charged, massive) particle with angular momentum and an external (constant) magnetic eld. Because of
the classical gyromagnetic ratio, we have the following relation for such a particles magnetic dipole moment:
= g
L
e
2m

L
where g
L
= 1 for classical electrodynamics. We can write our interaction energy then as g
1
L

B . Note
that in this problem, our units have been set to c = h = 1 so a Bohr magneton is
B
= e/2m in these units.
5
Assignment 2
Arfken 1.10.2 Find the work done against the force

F = ( xy + yx) /
_
x
2
+ y
2
_
going around a unit circle
halfway.
W =
_

F dr
Note that the unit vector here points in a purely angular direction: dr =

d and that the force can be
written

F = xsin + y cos =

. So our integral becomes
W =
_
b
a

d
=

b
a
= (b a)
where the limits for part (a) are from 0 to and in (b) are from 0 to . Thus the work in the two cases is
and respectively and the work is path dependent.
In section 1.13, there is a discussion on conservative forces and conditions necessary to have them. One
is the vanishing of the line integral of the force around any closed path in our region (in this case, three
dimensional Euclidean space). Said in an equivalent, but slightly dierent way, the line integral of the force
between two points in the space must not depend on the particular path taken between those two points.
Here it clearly does. So we say that the force is non-conservative. However, note that on taking the curl of
the force eld, we get

F = 0 and the force seems to be conservative after all. Whats going on? The
answer lies in a subtle assumption about dierentiation (the curl) here. The force eld is not dierentiable
(well behaved) on the axis, i.e. x = 0, y = 0. To handle this location correctly, we have to use Dirac delta
functions and the curl turns out not to vanish along the axis. It does vanish everywhere else, just not on the
axis. Said another way, any line integral along a closed path that encircles the axis will not vanish. Thus
this force really is nonconservative.
Arfken 1.10.6 Find the curl from the appropriate integral representation:
lim
d0
_
s
d

V
_
d
=

V
Consider the integrand evaluated on the sides of an innitesimal box of volume dxdydz:
d

V = da n

V
= dydz

i
_

V |
x+dx

V |
x
_
+ dzdx

j
_

V |
y+dy

V |
y
_
+ dxdy

k
_

V |
z+dz

V |
z
_
= dydz

i
_
dx
x

V +
_
+ dzdx

j
_
dy
y

V +
_
+ dxdy

k
_
dz
z

V +
_
= dxdydz
_

i
x

V +

j
y

V +

k
z

V
_
where we have neglected higher order terms in the expectation that we will take the limit in which they go
to zero. Doing that now, we get,
lim
d0
_
s
d

V
_
d
=

i
x

V +

j
y

V +

k
z

V
=
_

k
x
V
y

j
x
V
z
_
+
_

i
y
V
z

k
y
V
x
_
+
_

j
z
V
x

i
z
V
y
_
=

i (
y
V
z

z
V
y
) +

j (
z
V
x

x
V
z
) +

k (
x
V
y

y
V
x
)
=

V
1
Arfken 1.11.4 If satises Laplaces equation, show the surface integral of its normal derivative vanishes.
Using the divergence theorem, we get for the vector ,
_
S
nda =
_
V
() dv
=
_
V

2
dv
= 0
Arfken 1.11.9 Determine the work needed to assemble a local, steady state system of currents and elds.
Using the vector identitiy

_
a

b
_
=

b (a) a
_

b
_
we can write the work as the following (with d the volume element)
W =
1
2
_

H

B d
=
1
2
_

H
_


A
_
d
=
1
2
_
_

A

H
_
+

A

H
_
d
=
1
2
_
_

A

H
_
nda +
1
2
_

A
_


H
_
d
where we have used the divergence theorem for the rst term in the last line. If we argue that our system of
charges and current are localized and that the surface integral is done at very large radius, this surface integral
can be set to zero. Further, using the Maxwell equations with the displacement current zero,

H =

J
and we have
W =
_

A

J d
Arfken 1.11.10 Prove the generalization of Greens theorem.
_
V
(vLu uLv) d =
_
(v (pu) + vqu u (pv) uqv) d
=
_
( [vpu] v pu [upv] +u pv) d
=
_
[vpu upv] d
=
_
S
p (vu uv) nda
where in the second line we have canceled two terms and in the last line we have used the divergence theorem.
Arfken 1.12.5 Show the integral form of Amperes law from its dierential from.
Integrating one of Maxwells equations,

H =

J, over a surface S, we get
_
S


H da =
_
S

J da
_
C

H dr = I
where we have used Stokes theorem and I is the enclosed current.
2
Arfken 1.13.3 Examine the force of gravity within a spherical, massive body.
Using the Poisson equation for a gravitational potential from section 1.14,
2
= 4G, and the fact
that

F =

, we can write down a gravitational analog of Gauss law:


_

F nda =
_
4G dv
Evaluating this on a spherical gaussian surface within a massive, spherical body with constant density,
0
,
and radius a, we get
|

F| 4r
2
= 4G
0
4
3
r
3

F =
4
3
G
0
r r
where we have assumed that the direction of

F was opposite that of the normal, n, to the gaussian surface
of radius r < a. Finally, we note that this is the force on a unit mass, m
0
.
The gravitational potential which corresponds to this force is
=
_
r
0

F dr
=
_
r
0

4
3
G
0
r

dr

=
4
3
G
0
r
2
2
Finally, the equation of motion for a particle traversing the inside of the earth assuming it has constant
density as above is

F =

r =
4G
0
3
r
where, again, we assume that our particle has unit mass, m
0
= 1. This, of course, is the equation for simple
harmonic motion with frequency
_
4G
0
3
. Putting appropriate numerical values in here, we get 2 over this,
the period, to be about 5070 seconds, not quite an hour and a half.
Arfken 1.13.4 Find the potential from the given tidal force:

F = GMm
1
R
3
(x, y, 2z)
The potential is, assuming that R is essentially a constant,
=
_

F dr
=
GMm
R
3
_
xdx + ydy 2zdz
=
GMm
R
3
1
2
(x
2
+ y
2
2z
2
)
Arfken 1.13.5 Find a vector potential,

A, for a magnetic induction B given by

0
I
2
(y, z, 0)/(x
2
+ y
2
)
The equations are for

B =

A:
B
x
=
y
A
z

z
A
y
=

0
I
2
y
x
2
+ y
2
B
y
=
z
A
x

x
A
z
=

0
I
2
x
x
2
+ y
2
B
z
=
x
A
y

y
A
x
= 0
3
As in the text and as we did in class, we will choose A
x
to be zero. This seems odd, but we can do it
because of the arbitrariness of the gauge potential

A. The B
z
equation then implies that A
y
is a function
that depends only on y and z. At the same time we can integrate the B
y
equation with respect to x:

x
A
z
=

0
I
2
x
x
2
+ y
2
A
z
=

0
I
2
_
x
x
2
+ y
2
dx
=

0
I
2
1
2
ln|x
2
+ y
2
| + f(y, z)
where f is an arbitrary function of y and z. Substituting this expression in the B
x
equation, we get

y
A
z

z
A
y
=

0
I
2
y
x
2
+ y
2

0
I
2
1
2
2y
x
2
+ y
2
+
y
f(y, z)
z
A
y
=

0
I
2
y
x
2
+ y
2
leaving us with

z
A
y

y
f(y, z) = 0
which can be integrated to give
A
y
=
_

y
f(y, z)dz + g(y)
where both f and g are arbitrary functions of their arguments. We can witout loss of generality choose
f = g = 0 and our nal solution is then A
x
= A
y
= 0 and
A
z
=

0
I
4
ln|x
2
+ y
2
|
Arfken 1.14.1 Find a two-dimensional Gauss law.
Recall that we originally developed the divergence theorem in class in its two-dimensional form and
showed that it extended to three and other dimensions. We will use that here as well as our derivation of
the usual Gauss law from class and the text.
Imagine a two-dimensional surface, S, bounded by a contour, C. For any vector eld,

V , on that surface,
the divergence theorem in two dimensions is
_
S

V da =
_
C

V ndl
where n is the outward normal to the contour and dl is the integration variable along the contour, C. Now
let

V =

E =
q
2
0

, the electric eld of a point charge, q, placed at the origin in this two-dimensional space.
If our contour, C, does not enclose the origin, the integrals above are zero since we can show that


E
_

_
= 0
However, if the contour, C, encloses the origin, we must make an argument similar to the one we made
in class. Namely, let C be composed of two contours, C
1
and C
2
, with C
1
being the outer contour and
C
2
a small circular contour surrounding the origin and connected to C
1
by a thin passageway whose
thickness will be considered negligible (and whose contributions to the integral will ultimately cancel). Since
4
the contour C does not actually include the origin the integral of

E around it will be zero by our earlier
argument. Thus we have
0 =
q
2
0
_
C
1
+C
2

ndl
=
q
2
0
_
C
1

ndl +
q
2
0
_
2
0

( ) d
=
q
2
0
_
C
1

ndl
q

0
where we have assumed that the contour C
2
around the origin has a radius of with the normal, n, pointed
inward towards the origin (out of the contour of interest).
Putting all of this together, we see that
_
C

E ndl =
q

0
if C encloses charge and zero otherwise.
Arfken 1.15.9 Evaluate the derivative of the delta function.
_

(x)f(x) dx = (x)f(x)

(x)f

(x) dx
= f

(0)
where we have used the assumed properties of f(x), namely that it is smooth and drops to zero at to
eliminate the rst term. Similarly, we can argue that except at x = 0, (x) = 0.
5
Assignment 3
Arfken 2.1.6 The metric or spacetime interval in Minkowski space is
ds
2
= dx
2
0
dx
2
1
dx
2
2
dx
2
3
We can read o the coecients g
ij
as
g
00
= 1 g
11
= g
22
= g
33
= 1
with all the rest (o-diagonal terms) being zero. Putting this into a matrix form, we get
(g
ij
) =
_
_
_
1 0 0 0
0 1 0 0
0 0 1 0
0 0 0 1
_
_
_
Arfken 2.2.2 Find the divergence and curl of the unit vector e
1
in an arbitrary orthogonal coordinate
system.
Using equation 2.21 with

V = (1, 0, 0) we get for the divergence

V (q
1
, q
2
, q
3
) =
1
h
1
h
2
h
3
_

q
1
(h
2
h
3
)
_
with the other terms zero.
Using the determinant form for the curl in equation 2.27, we get

V (q
1
, q
2
, q
3
) =
1
h
1
h
2
h
3
_
e
2
h
2
h
1
q
3
e
3
h
3
h
1
q
2
_
Arfken 2.4.11 Show that (



)(

v) = 0 with v = z v() leads to a third order dierential equation


satised by v = v
0
+ a
2

2
.
First take the curl of our v:

v =
v

Now we must take the vector Laplacian of this vector, call it



V =

v. Note that V

= v/ is the only
nonzero component. Using Eq. 2.37 we get
_
(


)

V
_

=
2
V

2
V

where we are taking the component of the vector Laplacian equation. Now we take the scalar Laplacian
of the component of

V :
_
(


)

V
_

=
1

_
+
1

2
V

2
+

2
V

z
2

1

2
V

=
1

2
v

2
_

2
_

_
Since this is zero by assumption, it is exactly the dierential equation we want (up to a multiplication by
1). It is then straightforward to show that v = v
0
+ a
2

2
satises it.
1
Arfken 2.4.14 Consider TEM waves in a coaxial wave guide.
The electric eld

E =

E(, )e
i(kzt)
and magnetic induction

B =

B(, )e
i(kzt)
are such that

E(, ) and

B(, ) both satisfy the vector Laplacian equation. We want to show that

E(, ) = E
0
a/
and

B(, ) = B
0
a/ satisfy their respective equations.
For

E(, ), the relevant equation is just the component of the vector Laplacian given in equation
2.35 since the other components vanish:
_

_

E =
2
E

2
E

=
1

2
E

=
1

E
0
a
_

2
E
0
a

= 0
For

B(, ), the relevant equation is now the component of the vector Laplacian:
_

_

B =
2
B

2
B

and in an otherwise indentical calculation, this yields 0 for the above form for B

(, ).
Now we must verify that the general solutions satisfy Maxwells equations (for example look at the
equations in the introduction of the text). The two divergence equations are
0 =


E
=
1

(E

) +
1

+
E
z
z
=
1

(E
0
a)
= 0
0 =


B
=
1

(B

) +
1

+
B
z
z
= 0
The curl equations are
0 =

E +


B
t
=
1

(
z
E

) +


B
t
=
1

_
ikE
0
a

e
i(kzt)
0
_
+ (i)B
0
a

e
i(kzt)
=
i

ae
i(kzt)
(kE
0
B
0
)
0 =

B
0


E
t
=
1

( z

(B

)
z
(B

))
0


E
t
=
1

_
0 ikB
0
a

e
i(kzt)
_

0
(i) E
0
a

e
i(kzt)
=
i

ae
i(kzt)
(kB
0
+
0

0
E
0
)
2
This will be consistent provided B
0
/E
0
= k/ =
0

0
/k as demanded.
Arfken 2.4.15 For

B = B

(), nd (

B

)

B
(

B

)

B = (B

+ B

+ B
z

z
)

B
= B

()
1

[ B

()]
=
B

( )
=
B

where in the rst line B

= B
z
= 0 and we have used the result (e.g. from Exercise 2.4.3)

() = in
the last line.
Arfken 2.5.2 Find the partial derivatives of the unit vectors in spherical polar coordinates and use these
to derive the Laplacian in these coordinates.
Using the expressions for r,

and from exercise 2.5.1:
r = xsin cos + y sin sin + z cos

= xcos cos + y cos sin z sin


= xsin + y cos
From these, we see the following
r
,r
=

,r
=
,r
= 0
The derivatives are
r
,
=

,
= r
,
= 0
and the derivatives are
r
,
= sin

,
= cos
,
= (sin r + cos

)
We can now construct the scalar Laplacian


in the following way


=
_
r

r
+

1
r

+
1
r sin

_
r

r
+

1
r

+
1
r sin

_
such that when we apply the second

, we use the dierential operators before nding the scalar product
between the unit vectors. We get


= r
_
r
,r

,r
+ r
,rr
+

,r
1
r

,
+

_
1
r

,
_
,r
+
,r
1
r sin

,
+
_
1
r sin

,
_
,r
_
+


1
r
_
r
,

,r
+ r
,r
+

,
1
r

,
+

1
r

,
+
,
1
r sin

,
+
_
1
r sin

,
_
,
_
+
1
r sin
_
r
,

,r
+ r
,r
+

,
1
r

,
+

1
r

,
+
,
1
r sin

,
+
_
1
r sin

,
_
,
_
=
,rr
+
1
r

,r
+
1
r

,r
+
cot
r

,
+
1
r
2

,
+
1
r
2
sin
2

,
3
which is indeed the Laplacian in spherical coordinates and where we have used the comma notation to denote
partial dierentiation.
Arfken 2.5.10 Find the spherical coordinate components of a particle moving through space with distance
vector r(t) = r(t)r(t)
To do this, we need the time derivatives of the unit vectors:

r = x
_
cos cos

sin sin
_
+ y
_
cos sin

+ sin cos
_
z sin


+ sin

= x
_
sin cos

cos sin
_
+ y
_
sin sin

+ cos cos
_
z cos

= r

+ cos

= xcos y sin
= r sin

cos
The velocity vector is v =

r(t):

r = r(t) r(t) +

r r(t)
= r r + r
_


+ sin
_
The acceleration vector is a =

r(t):

r = r r + r

r + r
_


+ sin
_
+ r
_

+ sin + cos

+ sin


_
= r r + r
_

+ sin
_
+ r
_

+ sin
_
+ r
_

_
r

+ cos
_
+ sin + cos


2
sin
_
r sin +

cos
__
= r
_
r r

2
r sin
2

2
_
+

_
2 r

+ r


2
sin cos
_
+
_
2 r sin + 2r

cos + r sin
_
and for both, one can read o the appropriate components.
Arfken 2.5.11 From Newtons second law, m

r = r f(r), show r

r = c
Cross r into the second law to get
mr

r = r r f(r) = 0
and notice that
d
dt
_
r

r
_
=

r

r +r

r
= r

r
= 0
Integrating this then leads to the desired result r

r = c where c is a constant vector. This is nothing
more than a statement that angular momentum is conserved (i.e. a constant: mc). Geometrically, one can
4
interpret this as the area of the parallelogram formed by r and

r, i.e. the rate at which the radius vector
sweeps out area is a constant.
Arfken 2.5.17 Verify some operator identities with

L = ir

.
ir

L = r (r )
= r
_

1
sin

_
=

r

+
r
sin

= r
2
_
r

r
+

1
r

+
1
r sin

_
r r
2

r
= r
2
r r
2

r
Rearranging this and peeling o the gives us
= r

r
i
r

L
r
2
Now consider
i

L = (r )
=
_

,

1
sin

,
_
=
1
r
2
sin
_
r (r sin
,
)
,
+ r
_
r
sin

,
_
,
r

(r sin
,
)
,r
+ r sin
_

r
sin

,
_
,r
_
= r
_
1
r
2
_
r
2

,r
_
,r
+
1
r
2
sin
(sin
,
)
,
+
1
r
2
sin
2

,
_

r
r
_
r
2

,r
_
,r

1
r

(r
,
)
,r

1
r sin
(r
,
)
,r
= r
2
[ r (
,r
+
,r
+ r
,rr
)
+

1
r
(
,
+ r
,r
)
+
1
r sin
(
,
+ r
,r
) ]
= r
2

_
+

(r
,r
)
_
= r
2

_
1 + r

r
_

5
Assignment 4
Arfken 5.1.2
We have the sum

n=1
1
n(n + 1)
Note that the rst 4 partial sums are
s
1
=
1
2
, s
2
=
2
3
, s
3
=
3
4
, s
4
=
4
5
so we guess that s
n
= n/(n + 1). Proving this by induction, we see it is true for n = 1, we assume it is true
for n and verify it for n + 1
s
n+1
=
n+1

i=1
1
i(i + 1)
=
n
n + 1
+
1
(n + 1)(n + 2)
=
n(n + 2) + 1
(n + 1)(n + 2)
=
n + 1
n + 2
which completes the proof. Now, as n , s
n
1 and we conclude that the sum of our innite series is 1.
Arfken 5.2.7
(a)
u
n
u
n+1
=
(n + 1)(n + 2)
n(n + 1)
= 1 +
2
n
which, by Gauss test converges (h > 1).
(b) Use the integral test:
_
dx
xlnx
= ln| lnx|

x=2
which diverges. Therefore

1
nln n
also diverges.
(c) By the ratio test:
u
n+1
u
n
=
n2
n
(n + 1)2
n+1
=
1
2
n
n + 1
which goes to 1/2 as n and thus the series converges.
(d) Use the integral test:
_

1
ln

1 +
1
x

dx =
_

1
[ln(1 + x) lnx] dx
= (x + 1) ln|x + 1| (x + 1) xlnx + x

1
= ln(x + 1) + xln(1 +
1
x
) 1

1
1
where the last two terms 0 at the upper limit, but notice that the rst term in the last line diverges. Thus
the integral and the sum diverge.
(e) Use comparison with the sum in (b). If
u
n
=
1
nn
1/n
>
1
nlnn
then the sum

u
n
will diverge. Simplifying the inequality, we only need to show (consider n > 1)
lnn > n
1/n
As n , lnn but
n
1/n
= e
1
n
ln n
and the exponent goes to 0 (use, e.g. lHospitals rule), the exponential goes to 1 and the sum diverges.
Arfken 5.2.9
The hypergeometric series has as its n
th
term
u
n
=
x
n
n!
( + n 1)!( + n 1)!( 1)!
( 1)!( 1)!( + n 1)!
To nd the range of convergence, use the ratio test initially
u
n+1
u
n
=
x
n+1
x
n
1
n + 1
( + n)( + n)
+ n
= x
n
2
+ n( + ) +
n
2
+ n( + 1) +
Note, that for |x| > 1, this diverges by the ratio test while for |x| < 1, by the same test, it converges as
n . For x = 1, we must use a more sensitive test such as the Gauss test. For it we need the inverse of
this
u
n
u
n+1
=
1
x
n
2
+ n( + 1) +
n
2
+ n( + ) +
which is convergent for |x| = 1 provided + 1 > + + 1.
Arfken 5.2.19
Anticipating using Gauss test, we construct
u
n
u
n+1
=
(2s 1)!!
(2s)!!(2s + 1)
(2s + 2)!!(2s + 3)
(2s + 1)!!
=
(2s + 2)(2s + 3)
(2s + 1)(2s + 1)
=
s
2
+
5
2
s +
3
2
s
2
+ s +
1
4
Since 5/2 > 1 + 1, Gauss test is satised for convergence.
Arfken 5.3.1
(a) The series is

s=0
(1)
s
(4s + 3)
(2s 1)!!
(2s + 2)!!
2
Testing for absolute convergence, construct

u
n
u
n+1

=
4s + 3
4s + 7
(2s 1)!! (2s + 4)!!
(2s + 1)!! (2s + 2)!!
=
4s + 3
4s + 7
2s + 4
2s + 1
=
s
2
+ 11s/4 + 3/2
s
2
+ 9s/4 + 7/8
Since 11/4 < 9/4 + 1, Gauss test tells us that this series diverges.
However, note that as an alternating series it may converge conditionally if we can show that the terms
in the series are monotonically decreasing. To this end, consider the following innite product denition of
(Eq. 5.214)

2
=

n=1
_
(2n)
2
(2n + 1)(2n 1)
_
= lim
n
_
(2n)!!
(2n 1)!!
_
2
1
2n + 1
which we can interpret in the following way
lim
n
(2n)!!
(2n 1)!!
= lim
n
_

2
(2n + 1)
Using this, we have
lim
s
(4s + 3)
(2s 1)!!
(2s + 2)!!
= lim
s
(4s + 3)
(2s)(2s + 2)
_

2
2s
= 0
Thus terms are monotonically decreasing and the series satises the Leibniz criteria for a conditionally
convergent series.
(b) The series is

s=0
(1)
s
(4s + 3)
(2s 1)!!
(2s)!!
Testing for absolute convergence, construct

u
n
u
n+1

=
4s + 3
4s + 7
(2s 1)!! (2s + 2)!!
(2s + 1)!! (2s)!!
=
4s + 3
4s + 7
2s + 2
2s + 1
=
s
2
+ 7s/4 + 3/4
s
2
+ 9s/4 + 7/8
Since 7/4 < 9/4 + 1, Gauss test tells us that this series diverges.
However, note that as an alternating series it may converge conditionally if we can show that the terms
in the series are monotonically decreasing. Using the argument from part (a), we have
lim
s
(4s + 3)
(2s 1)!!
(2s)!!
= lim
s
(4s + 3)
2s
_

2
2s

Thus it does not satisfy the Leibniz criteria for a conditionally convergent series and hence diverges.
3
Arfken 5.4.3

n=2
[(n) 1] =

n=2
_

k=1
1
k
n
1
_
=

n=2

k=2
1
k
n
=

k=2

n=2
1
k
n
=

k=2
_
1
k
2
+
1
k
3
+
1
k
4
+
_
=

k=2
1
k
2
1
1
1
k
=

k=2
1
k(k 1)
=

l=1
1
(l + 1)l
= 1
where the last line uses the result of problem 5.1.2. Part (b) is virtually the same:

n=2
(1)
n
[(n) 1] =

n=2
(1)
n
_

k=1
1
k
n
1
_
=

n=2

k=2
_

1
k
_
n
=

k=2

n=2
_

1
k
_
n
=

k=2
1
k
2
1
1 +
1
k
=

k=2
1
k(k + 1)
=
1
2
+

k=1
1
k(k + 1)
=
1
2
4
Arfken 5.5.3
For the series,

n=0
1/(1+x
n
), decide for what range of positive x values, it converges and is uniformly
convergent. Use the ratio test,
u
n+1
u
n
=
1 + x
n
1 + x
n+1
If x > 1, this goes to 1/x < 1 as n . On the other hand, if x 1, this ratio will go to 1 as n . So
we conclude that the series is absolutely convergent for x > 1.
For uniform convergence, we must compare this to a series of numbers,

M
n
, which is convergent and
for which M
n
u
n
. Try the following
p x
p
n
< 1 + x
n
1
1 + x
n
<
1
p
n

n=1
1
1 + x
n
<

n=1
1
p
n
Since the series of numbers converges for p > 1 (its just a geometric series), our series of functions, converges
uniformly for all 1 < p x < .
Arfken 5.6.11
(1 + x)
m/2
= 1 +
_

m
2
_
x +
_

m
2
__

m
2
1
_
x
2
2!
+
_

m
2
__

m
2
1
__

m
2
2
_
x
3
3!
+
_

m
2
__

m
2
1
__

m
2
2
__

m
2
3
_
x
4
4!
+
+
_

m
2
__

m
2
1
_

_

m
2
(n 2)
__

m
2
(n 1)
_
x
n
n!
+
=

n=1
(1)
n
x
n
n!
1
2
n
m(m + 2)(m + 4) (m + 2n 4)(m + 2n 2)
=

n=1
(1)
n
x
n
n!
1
2
n
(m + 2n 2)!!
(m2)!!
Arfken 5.6.12
The Doppler shift formulas are

(a)
=
_
1
v
c
+
v
2
c
2

_

(b)
=
_
1
v
c
_

(c)
=
_
1
v
c
+
v
2
2c
2

_
5
Arfken 5.6.18 Two binomial expansions:
x
1 x
=

n=1
x
n
x
x 1
=

n=0
x
n
are added together to give
0 =

n=
x
n
which is obviously false.
The problem comes in the ranges over which the expansions are convergent. The rst expansion con-
verges for |x| < 1 while the second converges for |x| > 1. Thus, to add the resulting expansions together,
dened as they are over dierent ranges, makes no sense; indeed it is an undened operation.
Arfken 5.6.22
The linear combination is
y(x 2h) 8y(x h)
+8y(x + h) y(x + 2h)
=
_
y(x) + 2hy

(x) +
(2h)
2
2!
y

(x) +
(2h)
3
3!
y

(x) +
(2h)
4
4!
y
(4)
(x) +
(2h)
5
5!
y
(5)
(x) +
_
+
_
y(x) 2hy

(x) +
(2h)
2
2!
y

(x)
(2h)
3
3!
y

(x) +
(2h)
4
4!
y
(4)
(x)
(2h)
5
5!
y
(5)
(x) +
_
+ 8
_
y(x) + hy

(x) +
h
2
2!
y

(x) +
h
3
3!
y

(x) +
h
4
4!
y
(4)
(x) +
h
5
5!
y
(5)
(x) +
_
8
_
y(x) hy

(x) +
h
2
2!
y

(x)
h
3
3!
y

(x) +
h
4
4!
y
(4)
(x)
h
5
5!
y
(5)
(x) +
_
= 2
_
2hy

(x) +
(2h)
3
3!
y

(x) +
(2h)
5
5!
y
(5)
(x) +
_
+ 16
_
hy

(x) +
(h)
3
3!
y

(x) +
(h)
5
5!
y
(5)
(x) +
_
= 12hy

(x)
48 h
5
5!
y
(5)
(x) +
so that dividing by 12h gives the answer in the text.
6
Assignment 5
Arfken 5.7.2
We have the quantity L in oblate spheroidal coordinates
L =
1

0
(1 +
2
0
)(1
0
cot
1

0
)
We want the limits of L as the parameter
0
and
0
0. To this end we need an expansion for cot
1

0
for both small and large
0
. The rst of these is
cot
1
x =

2
x +
x
3
3

x
5
5
+
x
7
7

which is valid for x
2
< 1. To get the expansion for large
0
, we need to use the identity cot
1
x = tan
1
(1/x).
This allows us to use the expansion for tan
1
() for small values of the argument to get the expansion for
cot
1
() for large values of its argument:
cot
1
x = tan
1
1
x
=
1
x

1
3x
3
+
1
5x
5

1
7x
7
+
which is valid for 1/x
2
< 1, i.e. x
2
> 1. Using now the appropriate expansions, we nd
lim

L =
1

0
(1 +
2
0
)
_
1
0
_
1

1
3
3
0
+
1
5
5
0

_
_
=
1

0
(1 +
2
0
)
1
3
2
0
+
=
1
3
0
lim

0
0
L =
1

0
(1 +
2
0
)
_
1
0
_

2

0
+

3
0
3

_
_
=
1

0
Arfken 5.7.7
_
x
0
e
t
t
n
dt =
_
x
0
t
n

p=0
(t)
p
p!
dt
=

p=0
(1)
p
p!
_
x
0
t
n+p
dt
=

p=0
(1)
p
p!
x
n+p+1
n + p + 1
The radius of convergence is most easily determined via the ratio test
lim
p
a
n+1
a
n
= lim
p
x
n+p+2
(n + p + 2)(p + 1)!
p!(n + p + 1)
x
n+p+1
= lim
p
x
n + p + 1
(n + p + 2)(p + 1)
= 0
for all values of x. Thus this converges for all x.
1
Arfken 5.7.15
We want the limit as 0 for f()
lim
0
f() = lim
0
(1 + )

2
_
2 + 2
1 + 2

ln(1 + 2)

_
= lim
0
(1 + )

2
_
(2 + 2)
_
1 2 + 4
2
8
3
+
_

_
2
4
2
2
+
8
3
3

__
= lim
0
(1 + )

2
_
2 2 + 4
2
8
3
+ 2 + 2
8
2
3
+
_
= 4
8
3
=
4
3
Arfken 5.8.4
Dropping extra factors for the moment, the integral we need to do is
_

0
cos d
(a
2
+
2
+ z
2
2a cos )
1/2
=
_

0
cos d
(a
2
+ 2a +
2
+ z
2
2a 2a cos )
1/2
=
1
_
(a + )
2
+ z
2
_
1/2
_

0
cos d
_
1
4a cos
2
(/2)
(a+)
2
+z
2
_
1/2
=
k

4a
_

0
cos d
(1 k
2
cos
2
(/2))
1/2
Now let = /2 /2.
_

0
cos d
(a
2
+
2
+ z
2
2a cos )
1/2
=
k

4a
_
0
/2
cos 2 (2d)
_
1 k
2
sin
2

_
1/2
=
1
k

a
_
/2
0
k
2
2k
2
sin
2

_
1 k
2
sin
2

_
1/2
=
1
k

a
_
/2
0
k
2
2 + 2(1 k
2
sin
2
)
_
1 k
2
sin
2

_
1/2
=
1
k

a
_
(k
2
2)K(k
2
) + 2E(k
2
)

Including the multiplicative constants now we get


A

(, , z) =
a
0
I
2
_

0
cos d
(a
2
+
2
+ z
2
2a cos )
1/2
=

0
I
k
_
a

_
1/2
_
(1
k
2
2
)K(k
2
) E(k
2
)
_
2
Arfken 5.8.6
(a)
dE(k
2
)
dk
=
d
dk
_
/2
0
_
1 k
2
sin
2

_
1/2
d
=
_
/2
0
k sin
2

_
1 k
2
sin
2

_
1/2
d
=
_
/2
0
1
k
1 k
2
sin
2
1
_
1 k
2
sin
2

_
1/2
d
=
1
k
_
/2
0
_
_
1 k
2
sin
2

_
1/2

_
1 k
2
sin
2

_
1/2
_
d
=
1
k
_
E(k
2
) K(k
2
)
_
(b)
dK(k
2
)
dk
=
d
dk
_
/2
0
_
1 k
2
sin
2

_
1/2
d
=
_
/2
0
k sin
2

_
1 k
2
sin
2

_
3/2
d
=
_
/2
0
1
k
1 k
2
sin
2
1
_
1 k
2
sin
2

_
3/2
d
=
K(k
2
)
k
+
1
k
_
/2
0
_
1 k
2
sin
2

_
3/2
d
The nal integral we do with help from the hint
_
/2
0
_
1 k
2
sin
2

_
3/2
d =
_
/2
0
_
1 +
_

3
2
_
(k
2
sin
2
) +
_

3
2
__

5
2
_
(k
2
sin
2
)
2
1
2!
+
_

3
2
__

5
2
__

7
2
_
(k
2
sin
2
)
3
1
3!
+
_
d
=
_
/2
0

n=0
k
2n
sin
2n

n! 2
n
(2n + 1)!! d
=

n=0
k
2n
(2n + 1)!!
n! 2
n
_
/2
0
sin
2n
d
=

n=0
k
2n
(2n + 1)!!
n! 2
n

2

(2n 1)!!
(2n)!!
=

2

n=0
_
(2n 1)!!
(2n)!!
_
2
(2n + 1) k
2n
where we have used the trig integral in the text (Eq. 5.135) in going from the third to the fourth line.
3
Multiplying this by (1 k
2
) we get two sums
(1 k
2
)

2

n=0
_
(2n 1)!!
(2n)!!
_
2
(2n + 1) k
2n
=

2
_

n=0
_
(2n 1)!!
(2n)!!
_
2
(2n + 1) k
2n

n=0
_
(2n 1)!!
(2n)!!
_
2
(2n + 1) k
2n+2
_
=

2
_
1 +

n=1
_
(2n 1)!!
(2n)!!
_
2
(2n + 1) k
2n

n=1
_
(2n 3)!!
(2n 2)!!
_
2
(2n 1) k
2n
_
=

2
_
1 +

n=1
_
(2n 1)!!
(2n)!!
_
2
k
2n
_
(2n + 1)(2n 1)
(2n 1)

(2n)
2
2n 1
_
_
=

2
_
1

n=1
_
(2n 1)!!
(2n)!!
_
2
k
2n
2n 1
_
which is exactly the expansion for E(k
2
). Putting it all together, we have
dK(k
2
)
dk
=
K(k
2
)
k
+
1
k
E(k
2
)
1 k
2
Arfken 5.9.8
Evaluate the following
_

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

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

0
x
n
e
x

k=0
(k + 1)e
kx
dx
=

k=0
(k + 1)
_

0
x
n
e
(k+1)x
dx
=

k=0
(k + 1)
_

0
u
n
(k + 1)
n
e
u
du
k + 1
=

k=0
1
(k + 1)
n
n!
=

p=1
1
p
n
n!
= (n) n!
where we used a binomial expansion in the third line and the substitution u = (k +1)x in the fth line. We
have been a bit careless, but note that the Riemann -function is only valid for n > 1. Otherwise, the sum
and integral diverge.
4
Arfken 5.9.16
The Debye functions are (a)
_
x
0
t
n
dt
e
t
1
=
_
x
0

p=0
B
p
t
n+p1
p!
dt
=

p=0
B
p
x
n+p
p! (n + p)
= x
n
_
1
n
+
_

1
2
_
x
n + 1
+

k=1
B
2k
x
2k
(2k)! (2k + n)
_
and (b)
_

x
t
n
dt
e
t
1
=
_

x
t
n
e
t
1
1 e
t
dt
=
_

x
t
n
e
t

p=0
_
e
t
_
p
dt
=

p=0
_

x
t
n
e
t(p+1)
dt
=

k=1
_

x
t
n
e
kt
dt
We now do the remaining integral by parts n times and get
_
x
0
t
n
dt
e
t
1
=

k=1
_

1
k
t
n
e
kt

n
k
2
t
n1
e
kt

n(n 1)
k
3
t
n2
e
kt

n!
k
n
_
e
kt
dt
_

x
0
=

k=1
e
kx
n

l=0
n!
(n l)!
x
nl
k
l+1
Arfken 5.11.2
Write the innite product in standard form

n=1
_
1 + a/n
1 + b/n
_
=

n=1
_
1 +
a/n b/n
1 + b/n
_
=

n=1
_
1 +
a b
n + b
_
Convergence may now be determined by the convergence of the corresponding innite series

n=1
a b
n + b
Using the integral test, we see that
_

1
a b
x + b
dx = (a b) ln|x + b|

1
which will diverge unless a = b. Thus the innite product likewise converges only for a = b.
5
Arfken 5.11.5
Consider the innite product

n=2
_
1
2
n(n + 1)
_
=

n=2
_
n
2
+ n 2
n(n + 1)
_
=

n=2
_
(n + 2)(n 1)
n(n + 1)
_
=

k=1
_
(k + 3)k
(k + 1)(k + 2)
_
consider now the partial product, p
n
p
n
=
(n + 3)! n!
3!
1! 2!
(n + 1)! (n + 2)!
=
n + 3
n + 1
2!
3!
As n , the limit of the partial product becomes the value of the innite product. Thus in this case,

n=2
_
1
2
n(n + 1)
_
=
1
3
6
Assignment 6
Arfken 6.1.7
Do both parts together:
N1

n=0
(cos nx + i sinnx) =
N1

n=0
e
inx
=
N1

n=0
_
e
ix
_
n
=
1 e
iNx
1 e
ix
=
e
iNx/2
e
iNx/2
e
ix/2
e
ix/2
e
iNx/2
e
ix/2
=
2i sinN
_
x/2
_
2i sin
_
x/2
_
_
cos
_
N 1
_
x
2
+ i sin
_
N 1
_
x
2
_
Taking the real and imaginary parts, we have
N1

n=0
cos nx =
sinN
_
x/2
_
sin
_
x/2
_ cos
_
N 1
_
x
2
N1

n=0
sinnx =
sinN
_
x/2
_
sin
_
x/2
_ sin
_
N 1
_
x
2
Arfken 6.1.8
For 1 < p < 1, do both parts together:

n=0
p
n
(cos nx + i sinnx) =

n=0
p
n
e
inx
=

n=0
_
pe
ix
_
n
=
1
1 pe
ix
=
1 pe
ix
(1 pe
ix
)(1 pe
ix
)
=
1 p cos x + i p sinx
1 + p
2
p
_
e
ix
+ e
ix
_
=
1 p cos x + i p sinx
1 + p
2
2p cos x
Taking the real and imaginary parts, we have

n=0
p
n
cos nx =
1 p cos x
1 + p
2
2p cos x

n=0
p
n
sinnx =
p sinx
1 + p
2
2p cos x
1
Arfken 6.1.16
(a) Show sin
1
z = i ln(iz

1 z
2
). Take the sine of both sides and demonstrate equality
z = sin
_
i ln(iz
_
1 z
2
)
_
=
1
2i
_
e
ii ln(iz

1z
2
)
e
ii ln(iz

1z
2
)
_
=
1
2i
_
(iz
_
1 z
2
) (iz
_
1 z
2
)
1
_
=
1
2i
_
(iz
_
1 z
2
)
iz

1 z
2
(iz

1 z
2
)(iz

1 z
2
)
_
=
1
2i
_
(iz
_
1 z
2
) (iz
_
1 z
2
)
_
= z
which demonstrates what we wanted to show.
(f) Show tanh
1
z =
1
2
ln
_
1+z
1z
_
. Do as before:
z = tanh
_
1
2
ln
_
1 + z
1 z
__
=
e
ln(
1+z
1z
)
1/2
e
ln(
1+z
1z
)
1/2
e
ln(
1+z
1z
)
1/2
+ e
ln(
1+z
1z
)
1/2
=
_
1+z
1z
_
1/2

_
1z
1+z
_
1/2
_
1+z
1z
_
1/2
+
_
1z
1+z
_
1/2
=
_
1+z
1z
_
1/2

_
1z
1+z
_
1/2
_
1+z
1z
_
1/2
+
_
1z
1+z
_
1/2
_
1+z
1z
_
1/2

_
1z
1+z
_
1/2
_
1+z
1z
_
1/2

_
1z
1+z
_
1/2
=
_
1+z
1z
_
+
_
1z
1+z
_
2
_
1+z
1z
_

_
1z
1+z
_
=
_
2 + 2z
2
1 z
2
2
_ _
1 z
2
4z
_
= z
Arfken 6.1.21
(a) In general we have
e
ln z
= e
ln r+i+i2n
= r e
i
e
i2n
= r i
= z
(b) To do this problem it is important to realize that we can write a complex function, f(z), in polar-like
coordinates exactly as we do the complex variable z = re
i
. For example, we can write f(z) = R(x, y)e
i(x,y)
.
2
In particular
lne
z
= lnf(z)
= ln
_
R(x, y)e
i(x,y)
_
= lnR + lne
i+i2n
= lnR + i + i2n
= z + i2n
= z
Arfken 6.2.3
If w(z) = u(x, y) + iv(x, y) is analytic, then u and v each satisfy Laplaces equation. (This is done in
6.2.1. Take partial derivatives of the Cauchy Riemann conditions and equate.) This means

2
u
x
2
+

2
u
y
2
= 0 =

2
v
x
2
+

2
v
y
2
Recall that for a function to have a maximum or a minimum, the second derivatives of that function must
be of the same sign (positive for a minimum and negative for a maximum). Because the functions u and
v satisfy the Laplace equation, they cannot satisfy this condition for any point within the region in which
w(z) is analytic. Therefore, u and v (and hence w(z)) cannot have a maximum or a minimum within the
region of analyticity.
Arfken 6.2.5
(a) For u(x, y) = x
3
3xy
2
, the Cauchy Riemann conditions imply
v(x, y) =
_
u
x
dy
=
_
_
3x
2
3y
2
_
dy
= 3x
2
y y
3
+ a
0
(x)
and
v(x, y) =
_
u
y
dx
=
_
(6xy) dx
= 3x
2
y + a
1
(y)
For consistency, this leads to a
0
(x) = 0 and a
1
(y) = y
3
and w(z) = x
3
3xy
2
+ i(3x
2
y y
3
).
(b) For v(x, y) = e
y
sinx, the Cauchy Riemann conditions imply
u(x, y) =
_
v
y
dx
=
_
e
y
sinxdx
= e
y
cos x + a
0
(y)
and
u(x, y) =
_
v
x
dy
=
_
e
y
cos xdy
= e
y
cos x + a
1
(y)
For consistency, this leads to a
0
(x) = 0 and a
1
(y) = 0 and w(z) = e
y
cos x + ie
y
sinx.
3
Arfken 6.2.7
The function f(z) is analytic. The function f(z

) can be thought of as f(z) with y replaced with y.


Likewise f

(z

) can be thought of as f(z

) with i replace with i. So, we have


f

(z

) = u(x, y) iv(x, y)
= u(x, y) + i v(x, y)
If f

(z

) is to be analytic, the Cauchy Riemann conditions must be satised for it


u
x
=
v
y
u
x
= (1)
(v)
y
u
x
=
v
y
and
u
y
=
v
x
(1)
u
y
=
(v)
x

u
y
=
v
x
which are the Cauchy Riemann conditions for f(z) which we know are satised since it is analytic. Therefore,
f

(z

) is analytic.
Arfken 6.3.2
Recall that the denition of a contour integral is
_
c
f(z)dz = lim
n

j=1
f(
j
)(z
j
z
j1
)
where
j
is a point on the contour between z
j
and z
j1
and the contour is assumed specied. We can now
construct the following inequality if we replace the value of the complex function f(
j
) with the maximum
value of f(z) along the curve

_
c
f(z)dz

< lim
n

j=1
|f|
max
(z
j
z
j1
)
= |f|
max
lim
n

j=1
(z
j
z
j1
)
= |f|
max
lim
n
L
= |f|
max
L
where L is the length of the contour, C.
4
Arfken 6.3.4
The integral
_
c
dz/(z
2
+z) cannot be evaluated for any contour enclosing the origin by using the Cauchy
integral theorem because the function being integrated is not analytic at z = 0 (or at z = 1). However, it
is zero if we consider a circle for C with |z| = R > 1:
_
dz
z
2
+ z
=
_
2
0
Re
i
id
R
2
e
i2
+ Re
i
=
_
2
0
iR
i
+ i
(Re
i
+ 1)(Re
i
+ 1)
d
=
_
2
0
Rsin + i(1 + Rcos )
R
2
+ 2Rcos + 1
d
The real part of the integral can be shown to be zero (substitute = and show that it is an odd
integral over a symmetric interval which must be zero) while the imaginary part can be done most easily
by looking it up in a table, or better yet by using Mathematica or Maple. It is then straightforward to show
the integral must also be zero.
You have to be careful with this problem or you can come away with the wrong impression. It is
important to realize that this particular integral is not zero because of the Cauchy integral theorem (after
all, it violates the assumptions of that theorem for any contour, C, that encloses any nonanlytic point of the
integrand, in this case z = 0, 1) but in spite of it.
5
Assignment 7
Arfken 6.4.1
Taking the contour C to be a circle of radius r centered at z
0
, we can use re
i
= z z
0
to calculuate
_
(z z
0
)
n
dz =
_
2
0
r
n
e
in
ire
i
d
= i
_

_
r
n+1
n+1
e
i(n+1)

2
0
n = 1

2
0
n = 1
=
_
0 n = 1
2i n = 1
Note that though we have taken C to be a circle, because (z z
0
)
n
is analytic at all other points in the
plane, C could be deformed to be anything in the complex plane.
Arfken 6.4.2
Evaluate the contour integral with a circular contour, C of radius 1. By the argument from the previous
problem, we can always deform this contour to any in the plane encircling z = 0 (the single point of non-
analyticity). We have
1
2i
_
z
mn1
dz =
1
2i
_
2
0
r
mn1
e
i(mn1)
re
i
id
=
1
2
_

_
r
mn
i(mn)
e
i(mn)

2
0
n = m

2
0
n = m
=
_
0 n = m
1 n = m
=
mn
which is the Kronecker delta.
Arfken 6.4.6
The function f(z) is analytic on and in C. From the Cauchy integral formula, we have
f(z) =
1
2i
_
C
f(z

)
z

z
dz

Taking the derivative of this with respect to z, we get


f

(z) =
1
2i
_
C
f(z

)
(z

z)
2
dz

We will assume that a similar result holds for the n


th
derivative:
f
(n)
(z) =
n!
2i
_
C
f(z

)
(z

z)
n+1
dz

1
Taking another derivative with respect to z (not z

!), we can establish this for n + 1


f
(n+1)
(z) =
(n + 1)!
2i
_
C
f(z

)
(z

z)
n+2
dz

Therefore since it is true for n = 1, assumed for n and shown for n + 1, by induction, this is true.
Arfken 6.4.8
We can use the Cauchy integral formula for the n
th
derivative to convert Rodrigues formulae into
Schlaei integrals.
For the Legendre polynomials, we have
P
n
(x) =
1
2
n
n!
d
n
dx
n
(x
2
1)
n
=
1
2
n
n!
f
(n)
(x)
=
1
2
n
n!
n!
2i
_
C
f(z

)
(z

x)
n+1
dz

=
1
2
n
2i
_
C
(z

2
1)
n
(z

x)
n+1
dz

=
(1)
n
2
n

1
2i
_
C
(1 z

2
)
n
(z

x)
n+1
dz

For the Hermite polynomials, we get


H
n
(x) = (1)
n
e
x
2 d
n
dx
n
e
x
2
= (1)
n
e
x
2
f
(n)
(x)
= (1)
n
e
x
2 n!
2i
_
C
f(z

)
(z

x)
n+1
dz

= (1)
n
e
x
2 n!
2i
_
C
e
z
2
(z

x)
n+1
dz

= (1)
n
e
x
2 n!
2i
_
C
e
(t+x)
2
(t)
n+1
(dt) where t = x z

=
n!
2i
_
C
t
n1
e
t
2
+2tx
dt
For the Laguerre polynomials, we get
L
n
(x) =
e
x
n!
d
n
dx
n
_
x
n
e
x
_
=
e
x
n!
f
(n)
(x)
=
e
x
n!
n!
2i
_
C
f(z

)
(z

x)
n+1
dz

=
e
x
2i
_
C
z

n
e
z

(z

x)
n+1
dz

which, if we use t = 1 x/z

, we can convert into a slightly more standard form


L
n
(x) =
1
2i
_
C
e
xt/(1t)
(1 t) t
n+1
dt
2
Arfken 6.5.3
Our assumptions are that f(z) is analytic and |f(z)| 1 for |z| 1 and that f(0) = 0. First, we have
from the Cauchy integral formula for C the unit circle
_
C
f(z)
z
dz = 2if(0) = 0
Because this will be true for all contours, C, inside the unit circle and encircling the origin z = 0, we conclude
from Moreras theorem that f(z)/z is analytic on |z| 1. Using the Cauchy integral formula again, we have
_
f(z)
z
_
n
=
1
2i
_
C
_
f(z

)
z

_
n
1
z

z
dz

where we again take C to be the unit circle. Taking magnitudes, we can nish our proof

_
f(z)
z
_
n

1
2i
_
C
_
f(z

)
z

_
n
1
z

z
dz

1
2

1
z
n

max

_
C
f(z

)
n
z

z
dz

1
2

1
z
n

max

2if(z)
n

max

_
|f(z)|
max
_
n
1
where in the second line we have used a variant of the Darboux inequality (problem 6.3.2) and in the third
line we have used the fact that the power of an analytic function will also be analytic. Taking the n
th
root
and rearranging, we get our answer
|f(z)| |z|
Arfken 6.5.7
The function f(z) is analytic in a region that includes the real axis and is purely imaginary if z is real.
Because f(z) is analytic, we can express it in terms of a Taylor series around some point on the real axis, x
0
f(z) =

n=0
a
n
(z x
0
)
n
Being purely imaginary on the x-axis yields
f(x) = f

(x) =

n=0
a

n
(x x
0
)
n
=

n=0
a
n
(x x
0
)
n
which implies that the coecients a
n
are purely imaginary. For a general point o the axis, we have
f(z

) =

n=0
a
n
(z

x
0
)
n
=

n=0
a

n
_
(z x
0
)
n
_

=
_

n=0
a
n
(z x
0
)
n
_

= [f(z)]

(b) For f(z) = iz = ixy, it is straightforward to see that f(z

) = iz

= ix+y and f

(z) = iz

= ixy.
3
Arfken 6.5.8
The Laurent series for f(z) = (e
z
1)
1
about the origin is given by
f(z) =

n=
a
n
(z z
0
)
n
a
n
=
1
2i
_
C
f(z

) dz

(z

z
0
)
n+1
Calculating the coecients, a
n
using the unit circle as C with z
0
= 0, we have
a
n
=
1
2i
_
C
dz

n+1
(e
z

1)
=
1
2i
_
C
dz

n+1

k=0
B
k
z

k1
k!
dz

=
1
2i

k=0
B
k
k!
_
C
z

kn11
dz

k=0
B
k
k!

k,n+1
=
_
B
n+1
(n+1)!
n 1
0 n < 1
where we have used the series denition of the Bernoulli numbers and the result of problem 6.4.2 to dene
the Kronecker delta in the last line.
The Laurent expansion is now
1
e
z
1
=

n=1
B
n+1
(n + 1)!
z
n
=
B
0
z
+ B
1
+
B
2
2
z +
=
1
z

1
2
+
z
12
+
taking the rst three terms.
Arfken 6.5.9
We want to prove that a Laurent expansion about a point z
0
is unique. We can do this most easily by
induction. Assuming that
f(z) =

n=N
a
n
(z z
0
)
n
=

n=N
b
n
(z z
0
)
n
multiply both sides by (z z
0
)
N
and set z = z
0
. The result is
a
N
= b
N
Continue this process by multiplying the sums by (z z
0
)
N
, taking a derivative and setting z = z
0
. This
results in
a
N+1
= b
N+1
4
Assume now that a
k
= b
k
for all k N with k > 0, we will show it for a
k+1
= b
k+1
. Because of this
assumption, we can cancel the rst terms up to k + 1. The series then read

n=k+1
a
n
(z z
0
)
n
=

n=k+1
b
n
(z z
0
)
n
Taking k + 1 derivatives and setting z = z
0
, we get
(k + 1)! a
k+1
= (k + 1)! b
k+1
and our proof via induction is done and the Laurent expansions are unique.
Arfken 6.5.10
For the function f(z) = [z(z 1)]
1
the Laurnet expansion about z = 1 for small values of |z 1|
is given by f(z) =

n=
a
n
(z 1)
n
where a
n
is found via a contour integral using a circle of radius r
centered at z = 1 (i.e. z 1 = re
i
) as our contour C.
a
n
=
1
2i
_
C
f(z

) dz

(z

z
0
)
n+1
=
1
2i
_
C
dz

(z

1)
n+2
z

=
1
2i
_
C
1
(z

1)
n+2
1
1 (1 z

)
dz

=
1
2i

k=0
_
C
(1 z

)
k
(z

1)
n+2
=
1
2i

k=0
(1)
k
r
kn2
_
2
0
e
i(kn2)
rie
i
d
=

k=0
(1)
k
r
kn1

k,n+1
=
_
(1)
n+1
n 1
0 n < 1
Thus the Laurent expansion is
1
z (z 1)
=

n=1
(1 z)
n
This expansion will hold up to the next singularity at z = 0. Hence, the radius of convergence of this Laurent
expansion is |z| < 1.
(b) The Laurent expansion for this function around z = 1 but for |z 1| very large can be found in a similar
5
way,
a
n
=
1
2i
_
C
f(z

) dz

(z

z
0
)
n+1
=
1
2i
_
C
dz

(z

1)
n+2
z

=
1
2i
_
C
1
(z

1)
n+2
1
(z

1) + 1
dz

=
1
2i
_
C
1
(z

1)
n+3
1
1 + (z

1)
1
dz

=
1
2i

k=0
_
C
(1 z

)
k
(z

1)
n+3
dz

=
1
2i

k=0
(1)
k
r
kn3
_
2
0
e
i(kn3)
rie
i
d
=

k=0
(1)
k
r
kn2

k,n+2
=
_
(1)
n
n 2
0 n > 2
Thus the Laurent expansion is
1
z (z 1)
=
2

n=
(1 z)
n
=

n=2
1
(1 z)
n
Arfken 6.6.1 A function has a pole of order m at z = z
0
. Find the coecient of (z z
0
)
1
, a
1
.
The Laurent expansion for f(z) near z
0
will be given by
f(z) =

n=m
a
n
(z z
0
)
n
=
a
m
(z z
0
)
m
+
a
m+1
(z z
0
)
m1
+ +
a
1
z z
0
+ a
0
+
To read o any given constant coecient we need to eliminate all of the z dependance. For instance to get
a
m
, multiply by (z z
0
)
m
and set everything to z = z
0
:
(z z
0
)f(z)

z=z
0
= a
m
To get higher order coecients, in addition to the multiplication, we need to take derivatives, e.g.
a
m+1
=
d
dz
_
(z z
0
)f(z)
_

z=z
0
Finally, to get the residue, we take m1 derivatives
a
1
=
1
(n 1)!
d
m1
dz
m1
_
(z z
0
)f(z)
_

z=z
0
6
Arfken 6.6.2 A function f(z) is a quotient of two everywhere analytic functions, f
1
(z) and f
2
(z). Further
there is a pole in f(z) where f
2
(z
0
) = 0. f
1
(z
0
) = 0 and f

2
(z
0
) = 0. Find the residue.
Since f
2
(z
0
) = 0, we can write f
2
(z) = (z z
0
)g(z) where g(z) is some function without a zero at z
0
.
To verify this, take the derivative: f

2
(z) = g(z) +(z z
0
)g

(z). At z = z
0
, this becomes f

2
(z
0
) = g(z
0
)which
by assumption is not zero. Thus f
2
(z) has a single (simple) zero at z
0
and thus f(z) has a simple pole at
z
0
. We can then write f(z) as
f(z) =
f
1
(z)
(z z
0
)g(z)
The residue of this function is just f(z)(z z
0
) evaluated at z = z
0
. Thus we get
a
1
=
f
1
(z
0
)
g(z
0
)
=
f
1
(z
0
)
f

2
(z
0
)
7
Assignment 8
(1) Evaluate I =
_
2
0
(a
2
+ sin
2
)
2
d using contour integrals. Because this is a function of trigonometric
functions, we can take a contour, C, around the unit circle and replace sin with (z 1/z)/(2i). Thus, I is
exactly this contour integral around the unit circle
I =
_
C
1
(a
2
(z 1/z)
2
/4)
2
dz
iz
=
_
C
2
4
z
4
_
4a
2
z
2
(z
2
1)
2
_
2
dz
iz
=
16
i
_
C
z
3
dz
_
(z
2
1) 2az
_
2
_
(z
2
1) + 2az
_
2
=
16
i
_
C
z
3
dz
(z z
1
)
2
(z z
2
)
2
(z z
3
)
2
(z z
4
)
2
where z
1,2
= a

a
2
+ 1 and z
3,4
= a

a
2
+ 1 are all second order poles of our function. Because a > 1,
the poles z
1
= a +

a
2
+ 1 and z
4
= a

a
2
+ 1 lie outside the unit circle and should not be included in
the calculation of the residues. Also, note that z
4
= z
1
and z
3
= z
2
From the residue theorem, this contour integral becomes
I =
16
i
2i
_
d
dz
_
z
3
(z z
1
)
2
(z z
3
)
2
(z z
4
)
2
_

z=z
2
+
d
dz
_
z
3
(z z
1
)
2
(z z
2
)
2
(z z
4
)
2
_

z=z
3
_
= 32
_
3z
2
2
(z
2
z
1
)
2
(z
2
z
3
)
2
(z
2
z
4
)
2
2z
2
3
(z
2
z
1
)
3
(z
2
z
3
)
2
(z
2
z
4
)
2
2z
2
3
(z
2
z
1
)
2
(z
2
z
3
)
3
(z
2
z
4
)
2
2z
2
3
(z
2
z
1
)
2
(z
2
z
3
)
2
(z
2
z
4
)
3
+ 3z
3
2
(z
3
z
1
)
2
(z
3
z
2
)
2
(z
3
z
4
)
2
2z
3
3
(z
3
z
1
)
3
(z
3
z
2
)
2
(z
3
z
4
)
2
2z
3
3
(z
3
z
1
)
2
(z
3
z
2
)
3
(z
3
z
4
)
2
2z
3
3
(z
3
z
1
)
2
(z
3
z
2
)
2
(z
3
z
4
)
3
_
= 32z
2
2
(z
2
z
1
)
2
(2z
2
)
2
(z
2
+ z
1
)
2
_
3 2z
2
(z
2
z
1
)
1
2z
2
(2z
2
)
1
2z
2
(z
2
+ z
1
)
1
+3 + 2z
2
(z
2
z
1
)
1
+ 2z
2
(2z
2
)
1
+ 2z
2
(z
2
+ z
1
)
1
_
=
32
(z
2
2
z
1
2
)
2
_
1
z
2
(z
2
+ z
1
) + z
2
(z
2
z
1
)
(z
2
2
z
1
2
)
_
=
32
(z
2
2
z
1
2
)
3
_
z
2
2
z
1
2

Using z
1
2
+ z
2
2
= 4a
2
+ 2 and z
1
2
z
2
2
= 4a

a
2
+ 1, this becomes
I =
_
2
0
d
(a
2
+ sin
2
)
2
=

a
3
2a
2
+ 1
(a
2
+ 1)
3/2
(2) Evaluate I =
_

0
x/(1 + x
3
) dx. We want a contour that includes the positive half of the real axis. The
denominator has zeros at 1 = e
i
, e
i/3
, and e
i/3
. Note that including the negative real axis will give us
a contribution to the contour integral quite dierent from I, so it would be wise to avoid using that as part of
the contour. We might also imagine that part of our contour will be at least some part of a circle with xed
radius, R, that will eventually go to . The best choice is hinted at by the x
3
in the denominator. Take as
our contour the following three parts: (1) the positive real axis, (2) the large sector from = 0 to = 2/3
and (3) the line or ray with constant = 2/3. This contour encloses a third of the complex plane (in the
limit that the radius, R, in part (2) goes to ) as well as the pole at z = e
i/3
. The reason we take part (3) is
that on the return trip along the ray, the denominator in the complex plane, 1 +z
3
= 1 +(re
i2/3
)
3
= 1 +r
3
1
and we will recover a real integral similar to I. We now have the contour integral
_
C
z
1 + z
3
dz = lim
R
_
_
R
0
r
1 + r
3
dr +
_
2/3
0
Re
i
1 + R
3
e
3i
Rie
i
d +
_
0
R
re
i2/3
1 + (re
i2/3
)
3
e
i2/3
dr
_
=
_

0
r
1 + r
3
dr e
i4/3
_

0
r
1 + r
3
dr
= 2ie
i2/3
sin(2/3) I
where in the second line, the second term goes to zero.
Now using the residue theorem, we evaluate the contour integral
_
C
z
1 + z
3
dz = 2i Res
_
z
1 + z
3
_

e
i/3
= 2i
_
z
3z
2
_

e
i/3
=
2i
3 e
i/3
Combining these results, we get
I =
_

0
x
(1 + x
3
)
dx =

3 sin(2/3)
=
2

3
9

(3) This integral, I =
_

0
sinh(ax)/ sinh(x) dx, can be written with limits from to provided we
multiply the result by 1/2. We can do this since the integrand is an even function. The poles of the function
sit along the imaginary axis at all integer multiples of i with the exception of z = 0. One possibility for
a good contour is a rectangle that extends from (R, 0) to (R, 0) along the real axis, from (R, 0) to (R, 1)
along the line x = R, from (R, 1) to (R, 1) along the line y = 1, and then from (R, 1) to (R, 0) along
the line x = R. Taking this as our contour, we get
_
C
sinh(az)
sinh(z)
dz = lim
R
_
_
R
R
sinh(ax)
sinh(x)
dx +
_
1
0
sinh
_
a(R + iy)
_
sinh
_
(R + iy)
_ dy
+
_
R
R
sinh
_
a(x + i)
_
sinh
_
(x + i)
_ dx +
_
0
1
sinh
_
a(R + iy)
_
sinh
_
(R + iy)
_ dy
_
The integrals over y which are the vertical end pieces of the contour, C, with R xed go to 0 as R
provided a < . This is seen by considering only the integrands
lim
R
sinh
_
a(R + iy)
_
sinh
_
(R + iy)
_ = lim
R
e
a(R+iy)
e
a(R+iy)
e
(R+iy)
e
(R+iy)
= lim
R
e
R(a)
= 0 if a <
Our contour integral now is
_
C
sinh(az)
sinh(z)
dz =
_

sinh(ax)
sinh(x)
dx +
_

sinh
_
a(x + i)
_
sinh
_
(x + i)
_ dx
=
_

sinh(ax)
sinh(x)
dx +
_

sinh(ax) cosh(ia) + cosh(ax) sinh(ia)


sinh(x) cosh(i) + cosh(x) sinh(i)
dx
=
_

sinh(ax)
sinh(x)
dx + cos(a)
_

sinh(ax)
sinh(x)
dx + i sin(a)
_

cosh(ax)
sinh(x)
dx
2
where we have used cosh(i) = 1 and sinh(i) = 0. Now note that the third integral is zero because we are
integrating an odd function over a symmetric interval. The second integral is just some constant times I.
Now, using the residue theorem, we can evaluate the contour integral. The only pole that we need consider is
that at z = i. In fact, it sits on the contour; and as a simple pole, we need take only half of its contribution.
The point z = 0, it should be mentioned, is not a pole. This can be seen by taking the limit of the function
as z 0. The result is a nite value, a/. The contour integral is then
_
C
sinh(az)
sinh(z)
dz = i Res
_
sinh(az)
sinh(z)
_

z=i
= i
sinh(ia)
cosh(i)
= sin(a)
Putting it all together, we have
I =
_

0
sinh(ax)
sinh(x)
dx =
1
2
sina
1 + cos a
(4) The integral, I =
_

e
ax
/ cosh(x) dx, with 0 < a < 1 is very similar to the previous problem since both
deal with exponentials. Since the poles of the function lie at half integer multiples of on the imaginary
axis: z = i(2n + 1)/2, we can use a contour similar to that in problem 3. The only dierence will be to
take the top of the contour to run from (R, ) to (R, ) along the line y = instead of using y = 1. In
this case only a single pole is entirely enclosed in the contour. Taking this as our contour, we get
_
C
e
az
coshz
dz = lim
R
_
_
R
R
e
ax
coshx
dx +
_
/2
0
e
a(R+iy)
cosh
_
R + iy
_ dy
+
_
R
R
e
a(x+i)
cosh
_
x + i
_ dx +
_
0
1
e
a(R+iy)
cosh
_
R + iy
_ dy
_
As in the previous problem, the integrals over y which are the vertical end pieces of the contour, C, with R
xed go to 0 as R provided a < 1. The proof of this is exactly as before.
The contour integral is now
_
C
e
az
coshz
dz =
_

e
ax
coshx
dx +
_

e
a(x+i)
cosh
_
x + i
_ dx
=
_

e
ax
coshx
dx + e
ia
_

e
ax
coshxcosh(i) sinhxsinh(i)
dx
=
_

e
ax
coshx
dx + e
ia
_

e
ax
coshx
dx
where we have used cosh(i) = 1 and sinh(i) = 0. The second integral is just some constant times I.
Now, using the residue theorem, we can evaluate the contour integral. The only pole that we need consider
is that at z = i/2. The contour integral is then
_
C
e
az
coshz
dz = 2i Res
_
e
az
coshz
_

z=i
= 2i
e
ia/2
sinh(i/2)
= 2 e
ia/2
Putting it all together, we have
I =
_

e
ax
coshx
dx =

cos
_
a/2
_
3
(5) To nd the sum, S =

n=1
(n
2
a
2
)
1
, use a contour, C, as from class, that avoids all the poles on
the positive and negative real axis. The contour integral with this contour can be considered in four parts:
(1) a semicircle in the upper half plane, (2) a contour (closed) around the poles at negative integers, (3) a
semicircle in the lower half plane, and (4) a contour (closed) around the poles at the positive integers. Parts
(1) and (3) will go to zero in the limit the radii of the semicircles go to . Parts (2) and (4) give sums over
all the integers because the function cot(z) is chosen to give poles with residue 1 at all integer values (in
addition to the contribution from the poles at z = a. So we get
_
C
1
z
2
a
2
cos(z)
sin(z)
dz = 2i
1

n=
1
n
2
a
2
2i Res
_
1
z
2
a
2
cot(z)
_

z=a
2i

n=1
1
n
2
a
2
2i Res
_
1
z
2
a
2
cot(z)
_

z=a
= 4i

n=1
1
n
2
a
2
2i
2 cot(a)
2a
Evaluating the original contour integral with the residue theorem, the only pole we need consider is that at
z = 0. No other poles are contained within the full contour, C. Thus we have
_
C
1
z
2
a
2
cos(z)
sin(z)
dz = 2i Res
_
1
z
2
a
2
cos(z)
sin(z)
_

z=0
=
2i
a
2
Equating these two results we nd

n=1
1
n
2
a
2
=
1
2a
2


2a
cot(a)
(6) To nd the sum, S =

n=1
(1)
n
(n
2
a
2
)
1
, use the same contour from (5) but drop the cos(z) in the
contour integral since we want an alternating series. Otherwise, this is very similar to the previous problem.
Applying it here, we get
_
C
1
z
2
a
2

sin(z)
dz = 2i
1

n=
(1)
n
n
2
a
2
2i Res
_
1
z
2
a
2
csc(z)
_

z=a
2i

n=1
(1)
n
n
2
a
2
2i Res
_
1
z
2
a
2
csc(z)
_

z=a
= 4i

n=1
(1)
n
n
2
a
2
2i
2 csc(a)
2a
Evaluating the original contour integral with the residue theorem, the only pole we need consider is that at
z = 0. No other poles are contained within the full contour, C. Thus we have
_
C
1
z
2
a
2

sin(z)
dz = 2i Res
_
1
z
2
a
2

sin(z)
_

z=0
=
2i
a
2
Equating these two results we nd

n=1
(1)
n
n
2
a
2
=
1
2a
2


2a sin(a)
4
(7) The sum S =

n=1
(1)
n
(n
2
a
2
)
p
will, of course, be similar to the previous problem. The twist here
is that the poles at z = a will be poles of order p. But, otherwise, we can take over our approach from the
previous problem. We have
_
C
1
(z
2
a
2
)
p

sin(z)
dz = 2i
1

n=
(1)
n
(n
2
a
2
)
p
2i Res
_
1
(z
2
a
2
)
p

sin(z)
_

z=a
2i

n=1
(1)
n
(n
2
a
2
)
p
2i Res
_
1
(z
2
a
2
)
p

sin(z)
_

z=a
= 4i

n=1
(1)
n
(n
2
a
2
)
p
2i

2a sin(a)
= 4i

n=1
(1)
n
(n
2
a
2
)
p

2
2
i
(p 1)!
_
d
p1
dz
p1
_
csc(z)
(z a)
p
_

z=a
+
d
p1
dz
p1
_
csc(z)
(z + a)
p
_

z=a
_
Evaluating the original contour integral with the residue theorem, the only pole we need consider is that at
z = 0. No other poles are contained within the full contour, C. Thus we have
_
C
1
(z
2
a
2
)
p

sin(z)
dz = 2i Res
_
1
(z
2
a
2
)
p

sin(z)
_

z=0
=
2i
(a
2
)
p
Equating these two results we nd

n=1
(1)
n
(n
2
a
2
)
p
=
(1)
p+1
2a
2p


2(p 1)!
_
d
p1
dz
p1
_
csc(z)
(z a)
p
_

z=a
+
d
p1
dz
p1
_
csc(z)
(z + a)
p
_

z=a
_
This is a general formula which we could work out for general p. But to save on the headache, lets take
p = 2. Working this out, we nd

n=1
(1)
n
(n
2
a
2
)
2
=
1
2a
4
+

4a
3
1
sin(a)
_
1 + a cot(a)
_
(8) For the sum, S =

n=1
(n
2
a
2
)
1
(n
2
b
2
)
1
, use the usual contour for the integral
_
C
cot(z) dz
(z
2
a
2
) (z
2
b
2
)
=
1

n=
2i
(n
2
a
2
) (n
2
b
2
)
Res
_
2
2
i cot(z)
(z
2
a
2
) (z
2
b
2
)

a
+
2
2
i cot(z)
(z
2
a
2
) (z
2
b
2
)

b
_
+

n=1
2i
(n
2
a
2
) (n
2
b
2
)
Res
_
2
2
i cot(z)
(z
2
a
2
) (z
2
b
2
)

a
+
2
2
i cot(z)
(z
2
a
2
) (z
2
b
2
)

b
_
= 4i

n=1
1
(n
2
a
2
)(n
2
b
2
)
2i
2 cot(a)
2a(a
2
b
2
)
2i
2 cot(b)
(b
2
a
2
)2b
Evaluating the original contour integral with the residue theorem, the only pole we need consider is that at
z = 0. No other poles are contained within the full contour, C. Thus we have
_
C
cot(z)
(z
2
a
2
) (z
2
b
2
)
dz = 2i Res
_
cot(z)
(z
2
a
2
) (z
2
b
2
)
_

z=0
=
2i
a
2
b
2
5
Equating, we nd

n=1
1
(n
2
a
2
) (n
2
b
2
)
=
1
2a
2
b
2
+

2(a
2
b
2
)
_
1
b
cot(b)
1
a
cot(a)
_
Arfken 7.1.1 Find the residues of the following functions.
(a) 1/(z
2
+ a
2
) has simple poles at z = ia. The residues are
1
z
2
+ a
2
(z ia)

z=ia
=
1
z ia

z=ia
=
1
2ia
(b) 1/(z
2
+ a
2
)
2
has second order poles at z = ia. The residues are
d
dz
_
1
(z
2
+ a
2
)
2
(z ia)
2
_

z=ia
=
2
(z ia)
3

z=ia
=
1
4ia
3
(c) z
2
/(z
2
+ a
2
)
2
has second order poles at z = ia. The residues are
d
dz
_
z
2
(z
2
+ a
2
)
2
(z ia)
2
_

z=ia
=
_
2z
(z ia)
2
+ z
2
2
(z ia)
3
_

z=ia
=
i
4a
(d) sin(1/z)/(z
2
+ a
2
) has simple poles at z = ia and an essential singularity at z = 0. The residues are
sin(1/z)
z
2
+ a
2
(z ia)

z=ia
=
sin(1/z)
z ia

z=ia
=
sinh(1/a)
2a
.
For z = 0 there are no convenient tricks and we must use the full Laurent expansion given by
sin
_
1
z
_
1
z
2
+ a
2
=

n=
a
n
z
n
where
a
n
=
1
2i
_
C
sin
_
1
z
_
1
z
2
+ a
2
dz
z
n+1
=
1
2i
_

k=0
(1)
k
(2k + 1)!
_
1
z
_
(
2k + 1)

p=0
(1)
p
z
2p
a
2p+2
dz
z
n+1
=

k=0

p=0
(1)
k+p
(2k + 1)! a
2p+2
1
2i
_
z
2p2kn2
dz
=

k=0

p=0
(1)
k+p
(2k + 1)! a
2p+2

2p2kn2,1
=

k=0
(1)
2k+(n+1)/2
(2k + 1)! a
2k+n+3
=
_
i
a
_
n+1 1
a

k=0
1
(2k + 1)!
1
a
2k+1
=
_
i
a
_
n+1 1
a
sinh
1
a
6
Reading o the residue, a
1
, we get a
1
sinh(a
1
) for the essential singularity at z = 0.
(e) ze
iz
/(z
2
+ a
2
) has simple poles at z = ia The residues are
ze
iz
z
2
+ a
2
(z ia)

z=ia
=
ze
iz
z ia

z=ia
=
1
2
e
a
The point at z = (let w = 1/z) is an essential singularity. To get its residue, we must be a bit creative.
Transforming to w, our function is
f(z) = f(
1
w
) = g(w) =
we
i/w
1 + a
2
w
2
If we ask for the Laurent series of g(w) around w = 0, the a
1
term of that series, will be the a
1
term of the
Laurent series for f(z) around z = . So lets nd a
1
of g(w):
a
1
(w = 0) =
1
2i
_
we
i/w
1 + a
2
w
2
dw
w
2
=
1
2i

k=0

l=0
i
k
k!
(a
2
)
l
_
w
k+2l1
dw
=

k=0
i
k
(1)
k/2
(a
2
)
k/2
k!
=

k=0
(a)
k
k!
= e
a
This, then, is the residue of our original function at the essential singularity at z = .
(f ) ze
iz
/(z
2
a
2
) has simple poles at z = a The residues are
ze
iz
z
2
a
2
(z a)

z=a
=
ze
iz
z a

z=a
=
1
2
e
ia
As in (e), there is an essential singularity as well at z = . The only dierence here from the previous
problem is the sign of the denominator. Applying that here, we have (skipping some steps)
a
1
(w = 0) =

k=0
i
k
(a
2
)
k/2
k!
=

k=0
(ia)
k
k!
= e
ia
(g) e
iz
/(z
2
a
2
) has simple poles at z = a The residues are
e
iz
z
2
a
2
(z a)

z=a
=
e
iz
z a

z=a
=
1
2a
e
ia
7
Again, we also have an essential singularity at z = . Following the two previous examples, we write
f(z) = f(
1
w
) = g(w) =
w
2
e
i/w
1 a
2
w
2
and we nd the n = 1 term of the Laurent series of g(w) expanded about w = 0 since it corresponds to the
a
1
term of the Laurent series of f(z) expanded about z = :
a
1
(w = 0) =
1
2i
_
w
2
e
i/w
1 a
2
w
2
dw
w
2
=
1
2i

k=0

l=0
i
k
k!
(a
2
)
l
_
w
k+2l
dw
=

k=0

l=0
i
k
k!
a
2l

2l,k1
=
1
a

k=1
(ia)
k
k!
=
1
a
_

k=0
(ia)
k
k!
1
_
=
1
a
_
e
ia
1

This, then, is the residue of our original function at the essential singularity at z = .
(h) z
k
/(z + 1) (with 0 < k < 1) has a simple pole at z = 1 and a branch point at z = 0. The residue at
z = 1 is (taking the positive real axis as our cut line thus 0 < arg z < 2)
z
k
z + 1
(z + 1)

z=1
= (1)
k
= (e
i
)
k
= e
ik
At the branch point at z = 0, no residue is dened. The point at z = is also a branch point.
8
Arfken 7.1.6 Find the generating function for the Bessel and Hermite functions given g(t, x) =

n
f
n
(x)t
n
where f
n
(x) is the integral representation of the function.
(a) Bessel function, J
n
(x)
g(t, x) =

n=0
t
n
1
2i
_
e
(x/2)(t

1/t

)
t

n1
dt

n=0
t
n
1
2i
_

k=0
1
k!
_

x
2t

_
1 t

2
_
_
k
t

n1
dt

=
1
2i

n=0
t
n

k=0
1
k!
_

x
2
_
k
_
k

m=0
k!
m! (k m)!
(t

2
)
m
t

kn1
dt

n=0
t
n

k=0
1
k!
_

x
2
_
k
k

m=0
k!
m! (k m)!
(1)
m
1
2i
_
t

2mkn1
dt

n=0
t
n

k=0
1
k!
_

x
2
_
k
k

m=0
k!
m! (k m)!
(1)
m

n,2mk
=

k=0
1
k!
_

x
2
_
k
k

m=0
k!
m! (k m)!
(1)
m
t
2mk
=

k=0
1
k!
_

x
2t
_
k
k

m=0
k!
m! (k m)!
(t
2
)
m
=

k=0
1
k!
_

x
2t
_
k
(1 t
2
)
k
=

k=0
1
k!
_
x
2t
(t
2
1)
_
k
= e
(x/2)(t1/t)
There is another way to do this problem (as well as part d). One can view f
n
(x) = J
n
(x) as the x-dependent
coecients of a Laurent expansion for the complex (in t) function g(t, x):
g(t, x) =

a
n
(x)(t t
0
)
n
where
a
n
(x) =
1
2i
_
C
g(t

, x) dt

(t

t
0
)
n+1
Because we are given
a
n
(x) = J
n
(x) =
1
2i
_
e
(x/2)(t

1/t

)
t

n1
dt

if we set t
0
= 0, on comparing this with the general form for a
n
(x), we can just read o the interior function
as g(t, x)
g(t, x) = e
(x/2)(t1/t)
9
(d) Hermite function, H
n
(x) (NOTE: There is a mistake in the problem: there should be no n!.)
g(t, x) =

n=0
t
n
1
2i
_
e
t
2
+2t

x
t

n1
dt

n=0
t
n
e
x
2
2i
_
e
(t

x)
2
t

n1
dt

n=0
t
n
e
x
2
2i
_

k=0
1
k!
_
(t

x)
2
_
k
t

n1
dt

n=0
t
n
e
x
2
2i

k=0
(1)
k
k!
_
2k

m=0
(2k)!
m! (2k m)!
t

2km
(x)
m
t

n1
dt

n=0
t
n
e
x
2
2i

k=0
(1)
k
k!
2k

m=0
(2k)!
m! (2k m)!
(x)
m
_
t

2kmn1
dt

n=0
t
n
e
x
2

k=0
(1)
k
k!
2k

m=0
(2k)!
m! (2k m)!
(x)
m

n,2km
= e
x
2

k=0
(1)
k
k!
2k

m=0
(2k)!
m! (2k m)!
t
2km
(x)
m
= e
x
2

k=0
(1)
k
k!
(t x)
2k
= e
t
2
+2tx
Arfken 7.1.14
(a) Evaluate I
a
=
_

cos x/(x
2
+ a
2
) dx for a > 0. First, note that cos z in the corresponding contour
integral will diverge for a contour with semi-circle that closes in either the upper or lower half planes. The
trick is to do
_

e
ix
/(x
2
+a
2
) dx and take only the real part at the end. If our contour is the real axis and
a semi-circle in the upper half plane, the integral along the semi-circle will go to zero by Jordans Lemma
and we need only evaluate the residue at z = ia. thus
_
e
iz
z
2
+ a
2
dz =
_

e
ix
x
2
+ a
2
dx
= 2i
e
i(ia)
2ia
=

a
e
a
This is real, so I
a
equals this. If we change things to include cos kx, we have to be more careful how we close
the contour. Doing the same trick, and considering e
ikz
in the contour integral, note that the exponential
can be written e
ikr cos kr sin
and will decay (and the corresponding integral in ) in the upper half plane
if k > 0. If k < 0, then decay will occur only if we close the contour in the lower half plane. The latter case
means that we would encircle the pole at z = ia instead of z = ia. This would give
_
e
ikz
z
2
+ a
2
dz =
_

e
ikx
x
2
+ a
2
dx
=
_
2i
e
i(ika)
2ia
k > 0
2i
e
i(ika)
2ia
k < 0
=

a
e
|k|a
10
(b) Evaluate I
b
=
_

xsinx/(x
2
+ a
2
) dx for a > 0. Taking the same approach as in part (a), do
_

xe
ix
/(x
2
+ a
2
) dx and take only the imaginary part at the end of the calculation. If our contour is
the real axis and a semi-circle in the upper half plane, the integral along the semi-circle will go to zero by
Jordans Lemma and we need only evaluate the residue at z = ia. thus
_
ze
iz
z
2
+ a
2
dz =
_

xe
ix
x
2
+ a
2
dx
= 2i
iae
i(ia)
2ia
= ie
a
This is imaginary, so I
b
= e
a
. If we change things to include sinkx, we follow the same reasoning as
before and close our contour in the upper half plane if k > 0 and for k < 0, we close our contour in the lower
half plane. Again, the latter case means that we calculate the residue at z = ia. Putting it all together,
we get
_
ze
ikz
z
2
+ a
2
dz =
_

xe
ikx
x
2
+ a
2
dx
=
_
2i
iae
i(ika)
2ia
k > 0
2i
iae
i(ika)
2ia
k < 0
= ie
|k|a
_
1 k > 0
1 k < 0
Since this is imaginary, we drop the i, and the result is what we want for I
b
.
Arfken 7.1.17 Evaluate I =
_

0
(lnx)
2
/(1 + x
2
) dx
Let x = e
y
and the integral becomes
I =
_

y
2
e
y
dy
1 + e
2y
=
_

y
2
dy
e
y
+ e
y
which, because the denominator is 2 coshy demonstrates the integrand is an even function of y and allows
us to take the limits from 0 to and multiply by 2. This leads to a simpler expansion
I = 2
_

0
y
2
dy
e
y
+ e
y
= 2
_

0
y
2
e
y
1 + e
2y
dy
= 2
_

0
y
2
e
y

n=0
(1)
n
e
2ny
dy
= 2

n=0
(1)
n
_

0
y
2
e
y(2n+1)
dy
= 2

n=0
(1)
n
(2n + 1)
3
_

0
w
2
e
w
dw where w = y(2n + 1)
= 2

n=0
(1)
n
(2n + 1)
3
2!
= 4

n=0
(1)
n
(2n + 1)
3
11
as desired.
(b) Now, using contour integration, we take
I =
1
2
_

x
2
dx
coshx
as the integral we want. In the z plane the contour integral should be this with x z and the contour we
want to use is a rectangle lying on the real axis with top at y = i. This way, we enclose a simple pole at
y = i/2. Note that, as in some earlier problems, the integrals along the vertical sides go to zero, so we
wont consider them further. Our contour integral becomes
_
C
z
2
2 coshz
= I +
_

(x + i)
2
2 cosh(x + i)
dx
= I +
_

x
2
+ 2ix
2
2 coshx
dx
where we have expanded cosh(x +i) and used cosh(i) = 1 and sinh(i) = 0. Note that the middle term
in the numerator goes to zero because the integral is of an odd function over a symmetric interval. The last
term in the denominator gives another integral. We could do this by another contour integration, but to
save on work we can also recall that this is just the integral of 1/ coshx which is 2 arctan(sinhx) evaluated
between 0 and . This yields . So we have
_
C
z
2
2 coshz
= 2I

3
2
from the residue theorem the contour integral is
_
C
z
2
2 coshz
= 2i
z
2
2 sinhz

z=i/2
=

3
4
giving, nally,
I =
_

0
x
2
dx
coshx
=

3
8
Arfken 7.1.19 Evaluate I =
_

0
x
a
/(x + 1) dx where 0 < a < 1.
We will have a branch point at z = 0 so we will use the positive x-axis as the branch cut. There will be
a pole at z = 1 of order 1. The contour we will take will include (1) a horizontal line just above the x-axis
from 0 to , (2) a circle with radius R that will eventually , (3) a horizontal line from to 0 just
below the positive real axis, and (4) a tiny circle of radius around the branch point at z = 0. The contour
integral thus becomes
_
C
z
a
z + 1
dz = lim
R
lim
0
_
_
R

x
a
x + 1
dx +
_
2
0
(Re
i
)
a
Re
i
+ 1
Re
i
id
+
_

R
(re
i2
)
a
re
i2
+ 1
dre
i2
+
_
0
2
(e
i
)
a
e
i
+ 1
e
i
id
_
= I
_
1 e
i2a
_
12
Note that the angular integral with R large only vanishes if a > 0. The other angular integral around the
small circle of radius vanishes provided a < 1. Hence, we have the bounds on a as stated in the problem.
The residue theorem gives, for the contour integral,
_
C
z
a
z + 1
dz = 2i (1)
a
= 2i e
ia
Putting this together, we get
I =
_

0
x
a
x + 1
dx =

sina
13
Assignment 9
(1) Evaluate the asymptotic dependance of I(x) =
_

0
e
x(te
t
)
dt for x >> 1.
Note rst that the integrand goes to zero as t since e
t
will dominate t. However, the integrand
goes to e
x
as t 0. This could potentially be bad as the assumptions on our integral are that the integrand
must go to zero at the limits of integration. Otherwise steepest descents may not work. Proceeding naively
for the moment, the function f(t) = t e
t
has saddle points at t
0
= 0, thus the lower limit of integration
ends on the saddle point. If our integrand were even, we could simply extend the integral to and divide
by two, but here we have to be more careful. However, since the major contribution to the asymptotic
dependance will come from the vicinity of the saddle point, we can make the following argument. Near
t
0
= 0, the function can be expanded to be t (1 + t + t
2
/2 + ) 1 t
2
/2 which is even. Now, since the
saddle point and its vicinity give the integral its value, we will say that in the region of main interest, the
integrand is eectively even extend our integration to and then divide by two.
The phase of f

(t) = e
t
at the saddle point is = thus = 0. Putting it all together,
I(x)
1
2

2 e
x
|x(1)|
1/2
=
_

2x
e
x
(2) Evaluate the asymptotic dependance of I(x) =
_

0
t
2
e
t
2
xt
4
dt for x << 1.
Note that the integral goes to zero in both integration limits. To make use of steepest descents, we need
a large parameter, so we will use 1/x. Factoring it out of the exponential we have
I(x) =
_

0
t
2
e
1
x
(xt
2
x
2
t
4
)
dt
and can now make the substitution u
2
= xt
2
. (Note, you could also substitute u = xt
2
and though the
subsequent details will be a bit dierent, the answer will be exactly the same.) This transforms the integral
to
I(x) =
1
x
3/2
_

0
u
2
e
1
x
(u
2
u
4
)
du
The function f(u) = u
2
u
4
has saddle points at u = 0, 1/

2. Thus an endpoint of our integral sits on one


of the saddle points. In this case, we can extend the integration to without worry since the integrand
is even. However, with three saddle points, we need to consider, in general, the contribution to the integral
from each. We will denote them as u
0
and u

. The second derivative of f(u) is f

(u) = 2 12u
2
with the
phase,
0
, of f

(0) = 2 being 0. The phases,

, of f

(1/

2) = 4 are both . In addition, f(0) = 0,


f(1/

2) = 1/4, g(0) = 0 and g(1/

2) = 1/2.
Putting it all together, we have
I(x)
1
2
1
x
3/2
_

2(1/2)e
(1/4x)
|
1
x
(4)|
1/2
+

2(0)e
(0x)
e
i/2
|
1
x
2|
1/2
+

2(1/2)e
(1/4x)
|
1
x
(4)|
1/2
_
=

2
e
1/4x
4x
Note that g(0) = 0 actually violates one of our assumptions regarding the use of steepest descents namely
that g(t
0
) should not be zero near the saddle point. However, in this case, one can check that the contribution
from the saddle point at u
0
= 0 is indeed negligible in higher orders of the asymptotic series thus verifying
that this is the leading order contribution.
1
Arfken 7.2.1
A function f(z) satises the conditions for the dispersion relations as well as the Schwarz reection
principle: f(z) = f

(z

). Begin with the same derivation of the dispersion relations as in the text. We
assume that lim
|z|
|f(z)| = 0 in the upper half plane. Therefore, Cauchys integral formula (or similarly
the residue theorem) gives, for any point z
0
in the upper half plane
f(z
0
) =
1
2i
_
C
f(z)
z z
0
dz
=
1
2i
_

f(x)
x z
0
dx
where we have closed C in the upper half plane and hence that part of the contour integral 0. Note that
our results gives us the value of f anywhere in the upper half plane via an integral along only the real axis.
At this point, the usual dispersion relations were derived by letting z
0
move onto the real axis, i.e. become
real. Dont do that here. Instead, lets derive new dispersion relations from the above by just taking real
and imaginary parts
u(x
0
, y
0
) + iv(x
0
, y
0
) =
1
2i
_

u(x, 0) + iv(x, 0)
__
x x
0
+ iy
0
)
(x x
0
iy
0
)(x x
0
+ iy
0
)
dx
=
1
2
_

y
0
u(x, 0) + (x x
0
)v(x, 0)
(x x
0
)
2
+ y
2
0
i
(x x
0
)u(x, 0) y
0
v(x, 0)
(x x
0
)
2
+ y
2
0
dx
The Schwarz reection principle is nothing more than a symmetry statement about the real and imagi-
nary parts of f(z). In particular, it states u(x, y) +iv(x, y) = u(x, y) iv(x, y), or that u(x, y) is an even
function of y and that v(x, y) is an odd functions of y. As such, v(x, 0) = 0, and terms above containing it
go to zero. Then we have
u(x
0
, y
0
) =
1
2
_

y
0
u(x, 0)
(x x
0
)
2
+ y
2
0
dx
v(x
0
, y
0
) =
1
2
_

(x x
0
)u(x, 0)
(x x
0
)
2
+ y
2
0
dx
Now, since u is even with respect to y, it must satisfy u(x
0
, y
0
) = u(x
0
, y
0
) and we have
u(x
0
, y
0
) =
1
2
_

y
0
u(x, 0)
(x x
0
)
2
+ (y
0
)
2
dx
but this will only be true provided u(x
0
, y
0
) = 0. Similarly, v being odd with respect to y, it must satisfy
v(x
0
, y
0
) = v(x
0
, y
0
) or
v(x
0
, y
0
) =
1
2
_

(x x
0
)u(x, 0)
(x x
0
)
2
+ (y
0
)
2
dx
which, again, will only be true if v(x
0
, y
0
) = 0. Since both real and imaginary parts of f(z
0
) are zero, it is
identically zero.
2
Arfken 7.2.4
Find the asymptotic behavior of the dispersion relations with f(x) = f

(x) symmetry. The dispersion


relations are
u(x
0
) =
2

P
_

0
xv(x)
x
2
x
2
0
dx
v(x
0
) =
2

P
_

0
x
0
u(x)
x
2
x
2
0
dx
In both we can expand the denominator for large x
0
as
1
x
2
x
2
0
=
1
x
2
0
1
1 (x/x
0
)
2
=
1
x
2
0
_
1 +
x
2
x
2
0
+
x
4
x
4
0
+
_
Note that this expansion will be strictly valid only for x < x
0
while the integral actually extends to
in x. Thus, there will be a region where the expansion will not converge. This makes the resulting series
asymptotic rather than convergent. Provided x
0
is large enough the contributions from the nonconvergent
region will be taken as negligible. Taking this expansion and keeping only the rst terms in each yields
u(x
0
)
2
x
2
0
P
_

0
xv(x) dx
v(x
0
)
2
x
0
P
_

0
u(x) dx
Arfken 7.2.5
Using the dispersion relations (Hilbert transforms) with the integral equation
1
1 + x
2
0
=
1

P
_

u(x)
x x
0
dx
allows us to identify v(x
0
) (the imaginary part of a function) with the left hand side. Using the second
Hilbert transform (or solution to the real part), we have
u(x
0
) =
1

P
_

v(x)
x x
0
dx
=
1

P
_

dx
(1 + x
2
)(x x
0
)
For our purposes, evaluating the principal value equates to using the residue theorem with simple poles on
the contour contributing half their normal value. We will do the above integral via contour methods by
evaluating
_
C
dz
(1 + z
2
)(z z
0
)
with C running along the real axis and closed as a large semi-circle in the upper half plane. The angular
part goes to zero and the real part is the integral we want. So
u(x, 0) =
1

2i
_
1
2z
1
z x
0

z=i
+
1
2
1
1 + z
2

z=x
0
_
=
x
0
1 + x
2
0
3
(b) Substituting this back into the integral equation, we have (using the same contour as in (a))
1
1 + x
2
0
=
1

P
_

x
1 + x
2
1
x x
0
dx
=
1

P
_
C
z
1 + z
2
1
z x
0
dz
= 2i
_
z
2z
1
z x
0

z=i
+
1
2
z
1 + z
2

z=x
0
_
=
1
1 + x
2
0
which checks out.
(c) Since f(z)|
y=0
= u(x) + iv(x), we can let x z and get
f(z) =
z
1 + z
2
i
1
1 + z
2
=
1
z + i
(d) The crossing conditions are the symmetry relations, u(x) +iv(x) = u(x) iv(x). Since here, u(x) is
odd and v(x) is even, the crossing conditions are not satised.
Arfken 7.2.6
The Kronig-Kramers optical dispersion relations are
[n
2
(
0
) 1] =
2

P
_

0
[n
2
() 1]

2
0
d
[n
2
(
0
) 1] =
2

P
_

0

0
[n
2
() 1]

2
0
d
If, in the second equation, the real part n
2
1 is a constant, that can be pulled out of the integral and we
have
[n
2
(
0
) 1] =
2

[n
2
1] P
_

0
1

2
0
d
=

[n
2
1]
_
C
1
z
2

2
0
dz
=
2

[n
2
1]
1
2
2i
_
1
2z

z=
0
+
1
2z

z=
0
_
= 0
and the imaginary part (absorptive part) is zero. Note that in the second line, before going to the contour
integral, we extend the limits of integration to include the entire real axis as the integrand is an even function
of .
(b) Now assume that the absorptive part of the index of refraction is not zero. We could make the assumption
that the absorptive part is constant, but we can make our argument more general. Note that the above
form of the optical dispersion relations require that the real part of n
2
1 be an even function of and
the imaginary part be an odd function. The integrand for the calculation of the real part is now an even
function, with poles on the real axis. Turning this into a contour integral, we need to consider the imaginary
part as a function itself of the complex variable z, but it is not necessarily analytic. Recall, it was n
2
() 1
which was assumed analytic in the upper half plane, but we have no such condition on the imaginary part
4
of n
2
1 as a separate function of some new complex variable z. Indeed, if (n
2
(z) 1) is not to be a
constant, it will certainly have poles in the z plane. However, we are assured that it 0 as |z| . Thus
we can write
[n
2
(
0
) 1] =
2

P
_

0
[n
2
() 1]

2
0
d
=
1

_
C
z[n
2
(z) 1]
z
2

2
0
dz
=
1

1
2
2i
_
z[n
2
(z) 1]
2z

z=
0
+
z[n
2
(z) 1]
2z

z=
0
_
+
1

2i

poles
Res
z[n
2
(z) 1]
z
2

2
0
= 2i

poles
Res
z[n
2
(z) 1]
z
2

2
0
where the sum over the poles is only of the poles of the numerator. The poles at z =
0
are taken care
of and in fact cancel since (n
2
(z) 1) is odd.
Arfken 7.3.1. Evaluate, using steepest descents, the second Hankel function.
The contour that makes the integrand 0 at both limits is one that comes in from (just below a
branch cut from z = 0 to z = ), encircles the origin in a positive sense and then extends out to z =
(now just above the branch cut). We then have
H
(2)

(s) =
1
i
_
C
e
(s/2)(z1/z)
dz
z
+1
The function is f(z) = (z 1/z)/2. The locations of its saddle points are at z
0
= i = e
i/2
and
f

(z
0
) = z
3
0
= e
i/2
. We will take the z
0
= i saddle point as the other saddle point contributes to the
rst Hankel function. Thus the phase of the second derivative, = /2 and the phase of the path through
the contour is = ( )/2 = /4. Putting all this together, we can use our formula
H
(2)

(s)
1
i

2g(z
0
)e
sf(z
0
)
e
i
_
|sf

(z
0
)|
=
_
2
s
1
(i)

e
is
e
i/4
=
_
2
s
e
i(s/2/4)
Arfken 7.3.4 Evaluate the asymptotic dependence of the modied Bessel functions
I

(x) =
1
2i
_
C
e
(x/2)(t+1/t)
dt
t
+1
with a contour, C, which starts at , (just below a branch cut from z = 0 to z = ), encircles the origin
in a positive sense and then extends out to z = (now just above the branch cut). It is straightforward
to verify that the integrand goes to zero in both of these limits. The function f(t) = (t + 1/t)/2 has saddle
points at t = 1. With a branch cut along the negative x-axis, we need only include the saddle point at
t = 1. So f(1) = 1 and f

(1) = 1 with phase = 0. The phase of the contour through the saddle point is
= /2. Putting it together, we have
I

(x)
1
2i

2e
x
e
i/2

x
=
e
x

2x
5
Arfken 7.3.5 Evaluate the asymptotic dependence of the modied Bessel function of the second kind,
K

(x) =
1
2
_

0
e
(x/2)(s+1/s)
ds
s
1
This is a real integral but letting s become complex, we can deform the original path from the positive real
axis into the complex plane in order to pass through any saddle points to give us the asymptotic expansion
for the integral. In general, there will be a branch point at s = 0 for noninteger and a branch cut that
extends from s = 0 to s = which we will take to be along the negative real axis. The saddle points of the
function f(s) = (s + 1/s)/2 are at s
0
= 1. We need consider only s = 1. The second derivative at the
saddle point is f

(1) = 1 with phase = . The phase of the contour through the saddle point is 0 and
f(1) = 1. Putting it all together,
K

(x)
1
2

2e
x

x
6
Assignment 10
Arfken 5.10.1
Show that Stirlings formula is an asymptotic expansion. The remainder term is
R
N
(x) =

n=N+1
B
2n
2n(2n 1)
x
12n
for some N 1. The condition for an asymptotic series,
lim
x
x
N
R
N
= lim
x

n=N+1
B
2n
2n(2n 1)
1
x
2n1N
= 0
is thus met. We should also check that the series formally diverges. We can do that using lim
N
x
N
R
N
(x)
or just use the ratio test on the series (and using the representation of the Bernoulli numbers given in
equation 5.152)

a
n+1
a
n

=
B
2n+2
x
12n
(2n + 2)(2n + 1)
2n(2n 1)
B
2n
x
12n
=
(2n + 2)! (2)
2n
(2n + 2)
(2n)! (2)
2n+2
(2n)
2n(2n 1)
(2n + 2)(2n + 1)
1
x
2
=
1
(2)
2
(2n + 2)
(2n)
2n(2n 1)
1
x
2
which obviously as n (note that lim
n
(n) = 1). Thus the Stirling series is an asymptotic
expansion.
Arfken 5.10.2
Lets do both Fresnel integrals together. But rst note that the innite version of both of these integrals
is
_

0
cos u
2
/2 du = 1/2 (getting this from a table). So use this to dene an asymptotic series
C(x) + iS(x) =
_
x
0
cos
u
2
2
+ i
_
x
0
sin
u
2
2
du
=
_

0
e
iu
2
/2
du
_

x
e
iu
2
/2
du
=
1
2
(1 + i)
1

2
_

x
2
/2
e
iz

z
dz
=
1
2
(1 + i)
1

2
_
e
iz
iz
1/2
+
1
2i
_
e
iz
z
3/2
dz
_

x
2
/2
=
1
2
(1 + i)
1

2
_
e
iz
iz
1/2
+
1
2i
2
e
iz
z
3/2
+
3
4i
2
_
e
iz
z
5/2
dz
_

x
2
/2

1
2
(1 + i) +
1
x
__
i cos
x
2
2
+ sin
x
2
2
_

1
2x
2
/2
_
cos
x
2
2
+ i sin
x
2
2
_

3
4
2
x
4
/4
_
i cos
x
2
2
+ sin
x
2
2
_
+
15
8
3
x
6
/8
_
cos
x
2
2
+ i sin
x
2
2
_
+
_

1
2
+
1
x
_
sin
x
2
2

1
x
2
cos
x
2
2

3

2
x
4
sin
x
2
2
+
15

3
x
6
cos
x
2
2
+
_
+
i
2
+
i
x
_
cos
x
2
2

1
x
2
sin
x
2
2
+
3

2
x
4
cos
x
2
2
+
15

3
x
6
sin
x
2
2
+
_
1
Thus the real part of this is C(x) and the imaginary part is S(x).
Arfken 5.10.5
For the series
P

(z) 1 +

n=1
(1)
n

2n
s=1
_
4
2
(2s 1)
2

(2n)! (8z)
2n
Q

(z)

n=1
(1)
n+1

2n1
s=1
_
4
2
(2s 1)
2

(2n 1)! (8z)


2n1
the remainder terms are, respectively,
R
P
n
(z) =

k=n+1
(1)
k

2k
s=1
_
4
2
(2s 1)
2

(2k)! (8z)
2k
R
Q
n
(z) =

k=n+1
(1)
k+1

2k1
s=1
_
4
2
(2s 1)
2

(2k 1)! (8z)


2k1
and both quantities, z
n
R
n
(z), approach zero as z since the z terms go like z
2k+n
and z
2k+1+n
and
k > n.
To demonstrate that both are formally divergent series, use the ratio test for P

(z)

a
n+1
a
n

2n+2
s=1
_
4
2
(2s 1)
2

(2n + 2)! (8z)


2n+2
(2n)! (8z)
2n

2n
s=1
[4
2
(2s 1)
2
]
=
_
4
2
(4n 3)
2
_ _
4
2
(4n 1)
2
_
(2n + 1)(2n + 2)(8z)
2
which, for a xed z, goes to as n . A similar calculation follows for Q

(z).
Arfken 5.10.8
We want to expand the integral
_

0
e
xv
_
1 + v
2
)
2
dv =
_

0
e
u
_
1 +
u
2
x
2
_
2
1
x
du where u = xv
=
1
x
_

0
e
u

k=0
(1)
k
(k + 1)
_
u
2
x
2
_
k
du

1
x
n

k=0
(1)
k
(k + 1)
1
x
2k
_

0
e
u
u
2k
du

k=0
(1)
k
(k + 1)
(2k)!
x
2k+1
Note that the book would seem to have an error. My guess is that the 2 in the exponent of the integral
was really supposed to be 1.
2
Arfken 3.1.1
(a)

1 0 1
0 1 0
1 0 0

= 1
(b)

1 2 0
3 1 2
0 3 1

= 1 (1 1 3 2) 2 (3 1 2 0) + 0 (3 3 0 1) = 11
(c)
1

0

3 0 0

3 0 2 0
0 2 0

3
0 0

3 0

=
_
3
2

3 2 0
0 0

3
0

3 0

=
_
3
2
(

3)
3
=
9

2
2
Arfken 3.1.6a
D
1
= | 1 | = 1
D
2
=

1
1
2
1
2
1
3

=
1
3

1
4
=
1
12
D
3
=

1
1
2
1
3
1
2
1
3
1
4
1
3
1
4
1
5

= 1
_
1
15

1
16
_

1
2

_
1
10

1
12
_
+
1
3
_
1
8

1
9
_
=
1
2160
Arfken 3.2.4
(a) If complex numbers can be represented by 2 2 matrices, then we should be able to reproduce the basic
arithmetic operations in a consistent manner. For instance addition of two complex numbers: (a+ib)+(c+id)
becomes
_
a b
b a
_
+
_
c d
d c
_
=
_
a + c b + d
(b + d) a + c
_
which, translated back to complex numbers, is (a + c) + i(b + d) as we would expect for an isomorphic
representation.
Likewise, multiplication of two complex numbers (a + ib) (c + id) becomes
_
a b
b a
_

_
c d
d c
_
=
_
ac bd bd + ac
(bc + ad) bd + ac
_
3
which, translated back to complex numbers, is (ac bd) + i(bd + ac) and which is complex mutiplication.
Thus the algebra of complex numbers is isomorphic to the algebra of matrices which have the form
_
a b
b a
_
(b) The matrix corresponding to (a + ib)
1
is just the inverse of the standard matrix. Finding the inverse,
we get
1
a
2
+ b
2
_
a b
b a
_
which in complex notation is
aib
a
2
+b
2
as expected.
Arfken 3.2.6a
Starting with a general 2 2 matrix
A =
_
x y
z w
_
the demand that A A = 0 leads to four equations:
x
2
= yz
y(x + w) = 0
z(x + w) = 0
w
2
= yz
One solution is the trivial solution: x = y = z = w = 0 which we discard. The other solution is w = x and
y = x
2
/z with x and z arbitrary. The matrix becomes
A =
_
x x
2
/z
z x
_
and if we make the redenitions x = ab and z = a
2
, we get the form in the text.
Arfken 3.2.14
From the previous problem, we have the anti-commutation relations and can deduce the commutation
relations between the Pauli matrices:

i

j
+
j

i
= 2
ij
1

i

j

j

i
= 2i
ijk

k
Adding these equations and dividing by 2 we get

i

j
=
ij
1 + i
ijk

k
Since is a matrix-valued vector (this is the same language as when we speak of a real-valued function) we
can dot an ordinary vector (i.e. a real-valued vector) into it
(
i
a
i
) (
j
a
j
) = a
i
b
j

ij
1 + i
kij

k
a
i
b
j
or in traditional vector notation,
( a)
_

b
_
= a

b 1 + i
_
a

b
_
4
Arfken 3.2.16
(a)
[M
x
, M
y
] =
_
_
0 0 0
0 0 i
0 i 0
_
_
_
_
0 0 i
0 0 0
i 0 0
_
_

_
_
0 0 i
0 0 0
i 0 0
_
_
_
_
0 0 0
0 0 i
0 i 0
_
_
=
_
_
0 0 0
1 0 0
0 0 0
_
_

_
_
0 1 0
0 0 0
0 0 0
_
_
= i
_
_
0 i 0
i 0 0
0 0 0
_
_
= iM
z
with similar calculations for [M
y
, M
z
] = iM
x
and [M
z
, M
x
] = iM
y
.
(b)
M
2
M
x
2
+ M
y
2
+ M
z
2
=
_
_
0 0 0
0 0 i
0 i 0
_
_

_
_
0 0 0
0 0 i
0 i 0
_
_
+
_
_
0 0 i
0 0 0
i 0 0
_
_

_
_
0 0 i
0 0 0
i 0 0
_
_
+
_
_
0 i 0
i 0 0
0 0 0
_
_

_
_
0 i 0
i 0 0
0 0 0
_
_
=
_
_
0 0 0
0 1 0
0 0 1
_
_
+
_
_
1 0 0
0 0 0
0 0 1
_
_
+
_
_
1 0 0
0 1 0
0 0 0
_
_
= 2 1
(c) Using just the commutation relations we get
[M
2
, M
i
] = [2 1, M
i
]
= 2 [1, M
i
]
= 0
since the identity matrix commutes with everything.
[M
z
, L
+
] = [M
z
, M
x
+ iM
y
]
= [M
z
, M
x
] + i[M
z
, M
y
]
= iM
y
+ i (iM
x
)
= L
+
Lastly,
[L
+
, L

] = [M
x
+ iM
y
, M
x
iM
y
]
= [M
x
, M
x
] i[M
x
, M
y
] + i[M
y
, M
x
] + [M
y
, M
y
]
= 0 i (iM
z
) + i (iM
z
) + 0
= 2M
z
5
Arfken 3.2.23 The matrix A is diagonal and commutes with the matrix B. Show B is diagonal.
The commutator in index notation is
0 = A
ij
B
jk
B
ij
A
jk
= A
ii
B
i

k
B
ik
A
k

k
where our notation is a bit strange here. We are summing over i

and k

, however, since A is diagonal, there


is only a single term in each of these sums. The notation is to emphasize the fact that i

= i and k

= k,
again, because A is diagonal. Therefore, since i

= i and k

= k, B
i

k
= B
ik
and we can write
0 = B
i

k
(A
ii
A
k

k
)
which, if the diagonal elements of A are distinct (assumed) implies that what is in parentheses is nonzero
for i = k and hence B
i

k
= 0 for i

= k and B is diagonal.
Arfken 3.2.28
The matrices A and B satisfy A
2
= B
2
= 1 and
{A, B} AB + BA = 0
Multiply the above anti-commutation relation by A and take the trace:
0 = tr (AAB + ABA)
= tr (B + AAB)
= 2 tr (B)
where we have used A
2
= 1 and the cyclic property of the trace.
A virtually identical calculation shows the same thing for tr (A).
Arfken 3.3.1
The matrices A and B are orthogonal: A
T
= A
1
and B
T
= B
1
. Consider the transpose of their
product in index notation
_
(AB)
T
_
ij
= (A
ik
B
kj
)
T
= A
jk
B
ki
= B
ki
A
jk
= (B
ik
)
T
(A
kj
)
T
=
_
B
T
A
T
_
ij
Thus we can now write
(AB)
T
= B
T
A
T
= B
1
A
1
If we multiply this by AB from the left, we get the identity, 1 which establishes (AB)
T
as the inverse of AB
and hence AB as an orthogonal matrix.
Arfken 3.3.8
In index notation, we can write our symmetric matrix as (S)
ij
= s
ij
= s
ji
and the anti-symmetric
matrix as (A)
ij
= a
ij
= a
ji
. The trace is then
tr (S A) = s
ij
a
ji
= (s
ji
) (a
ij
)
= s
ji
a
ij
= tr (S A)
and we have the trace equal to its negative, thus it is zero.
6
Arfken 3.3.9
For a similarity transformation, we have A

= B AB
1
. Taking the trace of this, we have
trA

= tr
_
B AB
1
_
= tr
_
B
1
B A
_
= tr (A)
and the trace of a matrix is invariant under similarity transformations.
Arfken 3.3.10
For a similarity transformation, we have A

= B AB
1
. Taking the determinant of this, we have
det A

= det
_
B AB
1
_
= (det B) (det A)
_
det B
1
_
= (det B) (det A) (det B)
1
= det A
and the determinant of a matrix is invariant under similarity transformations.
7
Assignment 11
Arfken 3.4.6
Matrix C is not Hermition. But
(C + C

= (C

+ C

)
= (C

+ C)
which is Hermitian. Likewise,

i(C C

= i(C

)
= i(C

C)
= i

C C

Arfken 3.4.9
The matrices A and B are both Hermitian: A = A

and B = B

. The adjoint of their product is


(AB)

= (AB)

= B

= BA
For the product then to be Hermitian, we must have AB = (AB)
ger
= BA, i.e. A and B must commute.
Thus, this shows that if AB = (AB)

, then [A, B] = 0. To go the other way,


0 = [A, B]
= [A, B]

= (AB BA)

= (AB)

= (AB)

AB
and AB = (AB)

and is Hermitian.
1
Arfken 3.4.12
(a) Two matrices U and H are related by
U = e
iaH
1 + iaH +
(ia)
2
2
H
2
+
(ia)
3
3!
H
3
+
First assume H = H

and take the adjoint of the above relation


U

= 1

iaH

+
(ia)
2
2!

H
2

+
(ia)
3
3!

H
3

+
It should be clear that we need to show (H
n
)

= H
n
. Briey, for n = 1 and n = 2, this is straightforward
to show. By induction we can then demonstrate the general case. Taking it as a result, we have
U

= 1 iaH +
(ia)
2
2!
H
2

(ia)
3
3!
H
3
+
= e
iaH
By now multiplying on the left by U = e
iaH
, we can see that U

must equal U
1
and therefore U is unitary.
(b) Now assume U

= U
1
. We know that U = e
iaH
. Its inverse is U
1
which we might guess is e
iaH
.
But we need to show this:
U U
1
= e
iaH
e
iaH
= e
iaHiaH
= 1
and we have veried it. Being unitary, we have
U

= e
iaH
=

e
iaH

= e
iaH

where we have two (matrix-valued) Taylor series which are equal: e


iaH
= e
iaH

. If the Taylor series are


to be equal, we must have, in general, H
n
= (H
n
)

= (H

)
n
. This will be true provided, H = H

, i.e. H is
Hermitian.
Arfken 3.5.4
Assume the matrix A is not symmetric but that it can be diagonalized by an orthogonal similarity
transformation. We then have
A

il
= R
ij
A
jk
(R
T
)
kl
= R
ij
A
jk
R
lk
= R
lk
A
jk
R
ij
where R is the appropriate orthogonal matrix. Since A

is diagonal, it is symmetric: A

il
= A

li
. This implies
A

il
= R
ik
A
jk
R
lj
= R
ik
A
jk
(R
T
)
jl
Relabeling indices so that k j and j k above, it become clear that this can only equal the rst line
if A
jk
= A
kj
, i.e. A is symmetric. This is a contradiction and we conclude that a non-symmetric matrix
cannot be diagonalized.
2
Arfken 3.5.8
Two matrices, A and B, are diagonalized by the same transformation:
A

= RAR
T
B

= RBR
T
These two diagonal matrices now commute:
0 = A

= RAR
T
RBR
T
RBR
T
RAR
T
= RABR
T
RBAR
T
= R(AB BA)R
T
which will be true if and only if AB = BA.
Arfken 3.5.12
For a rigid body dened by m
1
= 1 at (1, 1, 2), m
2
at (1, 1, 0), and m
3
at (1, 1, 2), the components
of the inertia matrix are
I
xx
=
3

i=1
m
i
(r
2
i
x
2
i
)
= m
1
(r
2
1
x
2
1
) + m
2
(r
2
2
x
2
2
) + m
3
(r
2
3
x
2
3
)
= 1 (6 1) + 2 (2 1) + 1 (6 1)
= 12
with similar calculations leading to I
yy
= 12, I
zz
= 8, I
xy
= 4, and I
xz
= I
yz
= 0. Putting it together,
I =

12 4 0
4 12 0
0 0 8

(b) Getting the eigenvalues and eigenvectors requires the secular equation
0 = det(I 1)
= (8 )

(12 )
2
16

= ( 8)
2
( 16)
Solving the eigenvalue equations for = 16 gives the equations x = y and z = 0 so we pick a normalized
eigenvector of (1, 1, 0)/

2. The degenerate eigenvalue = 8 gives the equations x = y and z can be


anything. So one eigenvector associated with = 8 is (1, 1, 1)/

3. Another eigenvector which would go


with the = 8 eigenvalue is (1, 1, 2)/

6 which, one can readily check, is orthogonal to both the other


eigenvectors.
Arfken 3.5.20
Diagonalize
A =

1 0 0
0 1 1
0 1 1

The secular equation is


0 = det(A1)
= (1 )

(1 )
2
1

= ( 1)( 2)
3
with eigenvalues = 0, 1, 2. The eigenvector associated with the rst eigenvalue can be found from the
equations x = 0 and y + z = 0. It is (0, 1, 1)/

2. For the second eigenvalue, the eigenvector can be


determined from the equations z = 0 and y = 0 with x anything. The second eigenvector is thus (1, 0, 0).
For = 2, the equations for the eigenvector are x = 0 and y = z. Thus we have (0, 1, 1)/

2.
Arfken 3.5.27
Diagonalize
A =

5 0 2
0 1 0
2 0 2

The secular equation is


0 = det(A1)
= (5 )(1 )(2 ) + 2(1 ) 2
= (1 )

2
7 + 6

= ( 1)
2
( 6)
with eigenvalues = 1, 1, 6. The eigenvector associated with the last eigenvalue = 6 can be found from
the equations y = 0 and x = 2z. It is (2, 0, 1)/

5. For the degenerate eigenvalue, the eigenvectors can be


determined from the equations 2x = z and with y anything. Thus one eigenvector is (1, 0, 2)/

6. To get
another, just notice that (0, 1, 0) satises the equations and is orthogonal to the other two eigenvectors.
Arfken 3.6.3
The secular equation for the matrix
A =

a b
c d

is
0 = det(A1)
= (a )(d ) bc
=
2
(a + d) + ad bc
=
2
TrA + det A
4
Arfken 3.6.7
In bra-ket notation
A|r
i
=
i
|r
i
(1)
A|r
j
=
j
|r
j
(2)
Taking the adjoint of Eq. (2), we get
(A|r
j
)

= (
j
|r
j
)

r
j
|A

r
j
| (3)
Now multiply by r
j
| on the left of Eq. (1) and by |r
i
on the right of Eq.(3). Finally, subtract the two
r
j
|AA

|r
i
= (
i

j
)r
j
|r
i

The left hand side is zero for a Hermitian matrix (A = A

). For i = j (and no degeneracy) the eigenvectors


are orthogonal. For i = j, the eigenvalues must be real:
i
=

i
.
Now take Eq. (1) and multiply by A
1
A
1
A|r
i
=
i
A
1
|r
i

which can be re-written


A
1
|r
i
=
1

i
|r
i

Multiply this by r
j
| on the left and subtract from this Eq. (3)
r
j
|A
1
A

|r
i
= (
1

j
)r
j
|r
i

For a unitary matrix, the left hand side is zero and for i = j, we must have

i
= 1
Thus if a matrix is both Hermitian and unitary,
i

i
= 1 and the eigenvalues can only be 1.
Arfken 3.6.14
We have
A =
1

2 2
1 4

The transpose,

A together with A

A and

AA are

A =
1

2 1
2 4

A

A =
1
5

8 6
6 17

AA =
1
5

5 0
0 20

1 0
0 4

5
(b) The eigenvalues of A

A come out of the secular equation:
0 = det(A

A1)
= (
8
5
)(
17
5
)
36
25
= ( 4)( 1)
Thus,
2
n
= 1, 4. The eigenvectors, |g
n
, associated with these are (2, 1)/

5 and (1, 2)/

5, respectively.
(c) The eigenvalues of

AA are simple since it is a diagonal matrix. They are as before:
2
n
= 1, 4. However,
the eigenvectors, |f
n
, are (1, 0) and (0, 1).
(d) Note that
A|f
1
=
1

2 2
1 4

1
0

=
1

2
1

=
1
|g
1

A|f
2
=
1

2 2
1 4

0
1

=
1

2
4

=
2
|g
2

A|g
1
=
1

2 1
2 4

2
1

=
1
5

5
0

=
1
|f
1

A|g
2
=
1

2 1
2 4

1
2

=
1
5

0
10

=
2
|f
2

(e) By construction, we nd
A =

n
|g
n
f
n
|
=
1
|g
1
f
1
| +
2
|g
2
f
2
|
= 1
1

2
1

( 1 0 ) + 2
1

2
4

( 0 1 )
=
1

2 2
1 4

6
Assignment 12
Arfken 4.1.1 Show that the group of nn orthogonal matrices (O(n)) has n(n1)/2 independent param-
eters.
First we need to realize that a general orthogonal matrix, O, has n
2
elements or parameters, not all of
which are independent. The condition that it be orthogonal is OO
T
= 1, or in component notation,

ik
= O
ij

O
T

jk
= O
ij
O
kj
= O
kj
O
ij
thus the product of an orthogonal matrix and its transpose must by symmetric. This says that all the
equations implied by the above matrix condition are not independent. There are n equations which come
from the diagonal terms that must equal 1. However, the o diagonal terms in the upper right corner of
the matrix are identical to those o-diagonal terms in the lower left corner of the matrix, so the resulting
conditions are identical. The number of these conditions is (n
2
n)/2 (half the total number of matrix
elements minus the diagonal terms).* Thus the total number of conditions from the orthogonality conditions
are n +(n
2
n)/2 = (n
2
+n)/2 and so the total number of independent parameters of a general orthogonal
matrix is n
2
(n
2
+n)/2 = n(n 1)/2.
Arfken 4.1.2 Show that the group of n n unitary matrices (U(n)) has n
2
1 independent parameters.
As with the previous problem, we must realize that a general nn unitary matrix, U, has 2n
2
parameters
since each entry is complex and counts twice. The condition that the matrix be unitary is U U

= 1 or

ik
= U
ij

jk
= U
ij
U

kj
= U
kj
U

ij
showing that the product of a unitary matrix and its adjoint must be Hermitian. Again, this says that
the resulting equations implied in the above matrix condition are not all independent. Being Hermitian,
each of the diagonal components of A UU

must be real and equal to one. This gives n conditions. The


Hermiticity of A UU

means that o-diagonal components in the upper right of the matrix are complex
conjugates of the o-diagonal components in the lower left of the matrix. Thus these conditions are not
independent, but in fact, the same. The number of these conditions is twice that of the real orthogonal case:
2 (n
2
n)/2.
The total number of conditions is now n+(n
2
n) = n
2
and the total number independent parameters is
2n
2
n
2
= n
2
. Of course this seems wrong. However, there is an error in the statement of the problem. The
problem ostensibly asks for the parameters describing the group U(n), but I am almost certain they intended
to ask about SU(n), the group of all unitary matrices with determinant equal to one (sometimes called
unimodular). In this case there is an extra (unstated) condition, that of det U = 1. With this condition, the
number of independent parameters is now n
2
1.
* We could also have gotten this number by adding up the number of independent terms in each row of
the matrix:
1 + 2 + 3 + +n 1 =
1
2
(n 1)n.
1
Arfken 4.1.3 Show that the matrix representation of SL(2) forms a group.
A general element, A, of SL(2) will be
A =

a b
c d

where a, b, c and d are complex and such that ad bc = 1. To show that SL(2) is a group, we must assure
ourselves that this and like elements satisfy the group axioms with matrix multiplication being our putative
group operation. Closure implies that if A
1
and A
2
are elements of the group, their product will be as well:
A
1
A
2
=

a
1
b
1
c
1
d
1

a
2
b
2
c
2
d
2

a
1
a
2
+b
1
c
2
a
1
b
2
+b
1
d
2
c
1
a
2
+d
1
b
2
c
1
b
2
+d
1
d
2

which is a complex 2 2 matrix since each of its elements is complex. However, we must check that its
determinant is 1. This is most easily done by taking the determinant
det

A
1
A
2

= det A
1
det A
2
= 1
where we have used the fact that since A
1
and A
2
are elements of the group, their individual determinants
must be 1.
Associativity is shown after some algebra:

A
1
A
2

A
3
=

a
1
a
2
+b
1
c
2
a
1
b
2
+b
1
d
2
c
1
a
2
+d
1
b
2
c
1
b
2
+d
1
d
2

a
3
b
3
c
3
d
3

(a
1
a
2
+b
1
c
2
)a
3
+ (a
1
b
2
+b
1
d
2
)c
3
(a
1
a
2
+b
1
c
2
)b
3
+ (a
1
b
2
+b
1
d
2
)d
3
(c
1
a
2
+d
1
b
2
)a
3
+ (c
1
b
2
+d
1
d
2
)c
3
(c
1
a
2
+d
1
b
2
)b
3
+ (c
1
b
2
+d
1
d
2
)d
3

and
A
1

A
2
A
3

a
1
b
1
c
1
d
1

a
2
a
3
+b
2
c
3
a
2
b
3
+b
2
d
3
c
2
a
3
+d
2
b
3
c
2
b
3
+d
2
d
3

a
1
(a
2
a
3
+b
2
c
3
) +b
1
(c
2
a
3
+d
2
b
3
) a
1
(a
2
b
3
+b
2
d
3
) +b
1
(c
2
b
3
+d
2
d
3
)
c
1
(a
2
a
3
+b
2
c
3
) +d
1
(c
2
a
3
+d
2
b
3
) c
1
(a
2
b
3
+b
2
d
3
) +d
1
(c
2
b
3
+d
2
d
3
)

which is equal to the rst.


The inverse is found by recalling from Chapter 3 the inverse for a 2 2 matrix
A
1
=

d b
c a

Note that A A
1
= 1 as required and that the elements of A
1
are indeed complex. Finally, det

A
1

=
(det A)
1
= 1. However, we have not yet proved a unique inverse. This is done by assuming there is another
inverse, B. If that is the case, then in addition to A A
1
= 1, we have A B = 1 such that B is an inverse.
Now multiply that last equation by A
1
on the left. We get A
1
A B = A
1
, i.e. B = A
1
and A
1
is
unique.
The identity element of the group is obviously the unit matrix
1 =

1 0
0 1

as can be seen by multiplying this by A and getting A back. But again, we have the question of the unique
identity. In a similar argument as before, assume B is another identity element, then A B = A. Multiply
2
on the left by A
1
, the inverse of A, and get A
1
A B = A
1
A = 1 and we get that B = 1 and 1 is the
unique identity element.
Arfken 4.2.2 Find the general form of a 2 2 unitary, unimodular matrix.
A general 2 2 complex matrix can be written as
U =

a b
c d

where a, b, c, and d are complex. That it must be unitary means that we must have U
1
= U

, or
1
ad bc

d b
c a

As unimodular simply means the determinant must be one, we can let ad bc = 1 and we have the relations
d = a

c = b

so that
U =

a b
b

In this case, we also must have |a|


2
+ |b|
2
= 1.
Arfken 3.2.7 We have three matrices
A =

1 0
0 1

, B =

0 1
1 0

, C =

0 1
1 0

Their products are


AA = 1, AB = C, AC = B
BA = C, BB = 1, BC = A
CA = B, CB = A, CC = 1
Arfken 4.7.2 Rotations by , reections and inversions are represented by A

, m and i respectively. Their


combinations (multiplications), when including the identity, 1, are governed by the multiplication table
1 A

m i
1 1 A

m i
A

1 i m
m m i 1 A

i i m A

1
On comparison with the multiplication table for the vierergruppe (in Arfken Table 4.3), we see that they
are identical with the replacements A

V
1
, m V
2
and i V
3
. In consequence, the two groups are the
same, i.e. they are isomorphic.
Arfken 4.7.5 Explore the vierergruppe.
(a) We have the multiplication table (again) for the vierergruppe
1 A B C
1 1 A B C
A A 1 C B
B B C 1 A
C C B A 1
3
To nd the classes, we need to know the mutually conjugate elements of the group. Note that every element
is its own inverse and that the group is Abelian or commutative. For the element A, we have
AAA
1
= A
BAB
1
= CB = A
CAC
1
= BC = A
Without doing the others, we note that for this group, if g and X are elements of this group, then gXg
1
=
gg
1
X = X and each element is only self-conjugate. Thus there are as many classes as there are group
elements, in this case four. Each class has only one element of the group in it.
(b) The character of a class is given by ({X}) = tr(X). We have
({1}) = 2
({A}) = 2
({B}) = 0
({C}) = 0
Note that two dierent classes may have the same character (in this case, 0).
(c) With regard to subgroups, because each member of the group its own inverse, each member of the group
that is not the identity when paired with the identity must form a subgroup. For example, {1, A} forms a
subgroup as closure is satised, associativity is satised, there is an identity element and an inverse. Hence
there are three two-element subgroups of the vierergruppe, namely
{1, A}, {1, B}, {1, C}
Arfken 4.7.6 Explore the 2 2 matrix representation of the cyclic group, C
4
.
The matrices are given by
A =

0 1
1 0

, B =

1 0
0 1

, C =

0 1
1 0

together with the identity, the unit matrix. The multiplication table is
1 A B C
1 1 A B C
A A B C 1
B B C 1 A
C C 1 A B
This group, as can be seen, is also Abelian. However, only B (and the identity) is its own inverse. Indeed,
A and C are inverses of each other.
(a) Finding mutually conjugate elements of the group, we have
AAA
1
= A
BAB
1
= CB = A
CAC
1
= 1A = A
and A is in a class by itself. Doing this for B, we get
ABA
1
= CC = B
BBB
1
= B
CBC
1
= AA = B
4
and B is in a class by itself. For C, we nd
ACA
1
= 1C = C
BCB
1
= AB = C
CCC
1
= BA = C
and we round out the set. Thus there are four classes each with one of the group elements.
(b) The character, (X), is
(1) = 2
(A) = 0
(B) = 2
(C) = 0
(c) In terms of subgroups, in looking at the multiplication table, there are no blocks that would suggest a
subgroup. However, we do know that B is its own inverse. Hence there is one subgroup, namely {1, B}.
And thats it. We might be tempted to try {1, A, C} but because A
2
= B, for example, that wont work.
5
Assignment 13
Arfken 4.2.1 First show that the Pauli matrices are the generators of SU(2) without using the general
parametrization of the general unitary 2 2 matrix.
Instead of working with the unitary matrices, lets work with the generators themselves in order to see
if we can deduce them from general properties. We know that the generators must by Hermitian, traceless,
2 2 and that there should be n
2
1 = 3 of them (since the number of generators of a group is equivalent
to the number of free parameters describing a general matrix in the group). Such a matrix might be
H =
_
a b
c d
_
The Hermiticity condition for the generators, namely that H = H

, imply that a and d are real and that


c and b are complex conjugates of each other. Tracelessness says that a = d. Such a matrix can now be
parametrized by
H =
_
a b
1
ib
2
b
1
+ ib
2
a
_
with three free parameters. Setting each value in turn to one while the others are zero gives us a basis of
generators
_
1 0
0 1
_
,
_
0 1
1 0
_
,
_
0 i
i 0
_
which are indeed the Pauli spin matrices,
z
,
x
, and
y
.
Doing a similar thing for SU(3), we have
H =
_
_
a b c
l m n
x y z
_
_
where each entry is complex. The conditions for the generators now say that the diagonal elements, a, m,
and z are all real and sum to zero. The o-diagonal elements are complex conjugates of their transposed
elements. Our general generator is now
H =
_
_
a b
1
ib
2
c
1
ic
2
b
1
+ ib
2
a z n
1
in
2
c
1
+ ic
2
n
1
+ in
2
z
_
_
which has eight free (real) parameters as demanded by n
2
1. Again, setting each value in turn to one while
the others are zero gives us a basis of generators

1
=
_
_
0 1 0
1 0 0
0 0 0
_
_
,
2
=
_
_
0 i 0
i 0 0
0 0 0
_
_
,
3
=
_
_
1 0 0
0 1 0
0 0 0
_
_
,
4
=
_
_
0 0 1
0 0 0
1 0 0
_
_
,

5
=
_
_
0 0 i
0 0 0
i 0 0
_
_
,
6
=
_
_
0 0 0
0 0 1
0 1 0
_
_
,
7
=
_
_
0 0 0
0 0 i
0 i 0
_
_
,
8
=
_
_
0 0 0
0 1 0
0 0 1
_
_
which, except for the last one, are exactly the generators given in the text on page 258 for SU(3). The
rst seven are called
i
with i ranging from 1 to 7. The generator
8
in the text is obtained by using the
normalization given in the problem: Tr(
i

j
) = 2
ij
. Alternatively, we can get Arfkens version of
8
from
our matrices by subtracting twice our last matrix from the rst and dividing by

3.
At this point, you are to nd the structure constants for SU(3). This is a tedious part left to the diligent
student.
1
(c) The Casimir invariant for SU(3), in analogy with
2
1
+
2
2
+
2
3
for SU(2) is

2
1
+
2
2
+
2
3
+
2
4
+
2
5
+
2
6
+
2
7
+
2
8
=
16
3
_
_
1 0 0
0 1 0
0 0 1
_
_
where we have used

8
=
1

3
_
_
1 0 0
0 1 0
0 0 2
_
_
Arfken 4.2.3 Determine three SU(2) subgroups of SU(3).
We need only work with the generators. Using the denitions of the Pauli matrices and the
i
generators,

i
, from 4.2.1, we can make the following observation (already made in the text):

1
=
_

x
0
0 0
_
,
2
=
_

y
0
0 0
_
,
3
=
_

z
0
0 0
_
,
where, hopefully, the extra 0s in the above 3 3 matrices make sense. Importantly, note that every product
of these three matrices amongst themselves produces one of them (perhaps multiplied by a constant scalar
factor) or the matrix
_
1 0
0 0
_
.
Said another way, there is no combination of these four matrices that leads to any of the other
i
matrices.
While this set of four matrices are not elements of a group, they are some of the generators of SU(3). In
particular, they form a subset of those generators and when only this set of generators are exponentiated
they create elements of the group SU(3) which are themselves a subgroup of SU(3).
To see this, note that the elements of this subgroup take the general form
U = exp
_
i
3

i=1

i
_
where the
i
s are arbitrary constants. The actual Taylor series dening the exponentiation will be a compli-
cated mess involving powers of the combination of generators given by

i
, but the point is that none of
those powers will ever give a 3 3 matrix which has anything but a nonzero block of elements in the upper
left hand corner. The third row and column will always contain only 0s. Nevertheless, the resulting group
elements retain their unitary and unimodular character. Including the identity with them, it is clear that we
have a set of matrices that remain closed under multiplication. We have a subgroup. It should be obvious
that the subgroup is SU(2) with a funny representation by 3 3 matrices. Nonetheless, it is SU(2).
We can repeat this process two more times with the following sets of generators:
{
6
,
7
,
8
} and {
4
,
5
,
3

8
}
where we have used our denition (and not Arfkens) above n 4.2.1 for
8
. Both of these sets produce
combinations among themselves that never leave the set. The resulting exponentiated combinations produce
group elements that likewise form subgroups that are SU(2).
Arfken 4.2.4 Find the translation operator T(a) that converts (x) into (x + a).
Starting with a Taylor series, we can write
(x + a) = (x) + a

(x) +
a
2
2

(x) +
=
_
1 + a
d
dx
+
a
2
2
d
2
dx
2
+
_
(x)
=
_
1 + iap
x
+ i
2
a
2
2
p
2
x
+
_
(x)
= e
iap
x
(x)
2
where we have used the momentum operator p
x
= id/dx. We can now identify T(a) = e
iap
x
.
Arfken 4.2.5 Consider the general SU(2) element to be built up of three Euler rotations.
From Eq. 4.38 we see that a generic element of SU(2) can be written as
U(, , ) =
_
e
i
cos e
i
sin
e
i
sin e
i
cos
_
This is what we want to arrive at. The point of the problem is to build this up from three (Euler) rotations.
The rst is a rotation of a/2 about the z-axis. This is produced by the unitary operator
U
1
= e
ia
z
/2
while the subsequent rotations are b/2 about the x-axis followed by another about the z-axis of c/2. The
combined operator is thus
U = U
3
U
2
U
1
= e
ic
z
/2
e
ib
x
/2
e
ia
z
/2
where, of course, the
i
are the Pauli matrices.
It is now worthwhile to see what these rotations are. In particular,
U
1
= e
ia
z
/2
= 1 +
ia
2

z
+
1
2!
_
ia
2
_
2

2
z
+
1
3!
_
ia
2
_
3

3
z
+
= 1

n=0
1
(2n)!
_
ia
2
_
2n
+
z

n=0
1
(2n + 1)!
_
ia
2
_
2n+1
= 1 cos
a
2
+ i
z
sin
a
2
=
_
e
ia/2
0
0 e
ia/2
_
A similar calculation will hold for the c/2 rotation. Likewise, one can show that
U
2
= e
ib
x
/2
= 1 cos
b
2
+ i
x
sin
b
2
=
_
cos(b/2) i sin(b/2)
i sin(b/2) cos(b/2)
_
Combining these now, we get
U = U
3
U
2
U
1
=
_
e
ic/2
0
0 e
ic/2
__
cos(b/2) i sin(b/2)
i sin(b/2) cos(b/2)
__
e
ia/2
0
0 e
ia/2
_
=
_
e
i(a+c)/2
cos(b/2) ie
i(ac)/2
sin(b/2)
ie
i(ac)/2
sin(b/2) e
i(a+c)/2
cos(b/2)
_
=
_
e
i(a+c)/2
cos(b/2) e
i(ac)/2+i/2
sin(b/2)
e
i(ac)/2i/2
sin(b/2) e
i(a+c)/2
cos(b/2)
_
Making the straight across comparison, we note that
=
1
2
_
a + c
_
=
1
2
_
c a
_
+

2
=
b
2
Inverting, we get
a = +

2
b = 2
c = +

2
which is what was asked for.
3
Physics 451 Fall 2004
Homework Assignment #1 Solutions
Textbook problems: Ch. 1: 1.1.5, 1.3.3, 1.4.7, 1.5.5, 1.5.6
Ch. 3: 3.2.4, 3.2.19, 3.2.27
Chapter 1
1.1.5 A sailboat sails for 1 hr at 4 km/hr (relative to the water) on a steady compass heading
of 40

east of north. The saiboat is simultaneously carried along by a current. At the


end of the hour the boat is 6.12 km from its starting point., The line from its starting
point to its location lies 60

east of north. Find the x (easterly) and y (northerly)


components of the water velocity.
This is a straightforward relative velocity (vector addition) problem. Let v
bl
denote the velocity of the boat with respect to land, v
bw
the velocity of the boat
with respect to the water and v
wl
the velocity of the water with respect to land.
Then
v
bl
= v
bw
+v
wl
where
v
bw
= 4 km/hr @ 50

= (2.57 x + 3.06 y) km/hr


v
bl
= 6.12 km/hr @ 30

= (5.3 x + 3.06 y) km/hr


Thus
v
wl
= v
bl
v
bw
= 2.73 x km/hr
1.3.3 The vector r, starting at the origin, terminates at and species the point in space
(x, y, z). Find the surface swept out by the tip of r if
(a) (r a ) a = 0
The vanishing of the dot product indicates that the vector r a is perpendicular
to the constant vector a. As a result, r a must lie in a plane perpendicular
to a. This means r itself must lie in a plane passing through the tip of a and
perpendicular to a
ra
a
r
(b) (r a ) r = 0
This time the vector r a has to be perpendicular to the position vector r itself.
It is perhaps harder to see what this is in three dimensions. However, for two
dimensions, we nd
ra
r
a
which gives a circle. In three dimensions, this is a sphere. Note that we can also
complete the square to obtain
(r a ) r = |r
1
2
a |
2
|
1
2
a |
2
Hence we end up with the equation for a circle of radius |a |/2 centered at the
point a/2
|r
1
2
a |
2
= |
1
2
a |
2
1.4.7 Prove that (

A

B) (

A

B) = (AB)
2
(

A

B )
2
.
This can be shown just by a straightforward computation. Since

A

B = (A
y
B
z
A
z
B
y
) x + (A
z
B
x
A
x
B
z
) y + (A
x
B
y
A
y
B
x
) z
we nd
|

A

B|
2
= (A
y
B
z
A
z
B
y
)
2
+ (A
z
B
x
A
x
B
z
)
2
+ (A
x
B
y
A
y
B
x
)
2
= A
2
x
B
2
y
+ A
2
x
B
2
z
+ A
2
y
B
2
x
+ A
2
y
B
2
z
+ A
2
z
B
2
x
+ A
2
z
B
2
y
2A
x
B
x
A
y
B
y
2A
x
B
x
A
z
B
z
2A
y
B
y
A
z
B
z
= (A
2
x
+ A
2
y
+ A
2
z
)(B
2
x
+ B
2
y
+ B
2
z
) (A
x
B
x
+ A
y
B
y
+ A
z
B
z
)
2
where we had to add and subtract A
2
x
B
2
x
+A
2
y
B
2
y
+A
2
z
B
2
z
and do some factorization
to obtain the last line.
However, there is a more elegant approach to this problem. Recall that cross
products are related to sin and dot products are related to cos . Then
|

A

B|
2
= (AB sin)
2
= (AB)
2
(1 cos
2
) = (AB)
2
(AB cos )
2
= (AB)
2
(

A

B )
2
1.5.5 The orbital angular momentum

L of a particle is given by

L = r p = mr v where p
is the linear momentum. With linear and angular velocity related by v = r, show
that

L = mr
2
[ r( r )]
Here, r is a unit vector in the r direction.
Using

L = mr v and v = r, we nd

L = mr ( r )
Because of the double cross product, this is the perfect opportunity to use the
BACCAB rule:

A(

B

C) =

B(

A

C)

C(

A

B)

L = m[ (r r ) r(r )] = m[ r
2
r(r )]
Using r = r r, and factoring out r
2
, we then obtain

L = mr
2
[ r( r )] (1)
1.5.6 The kinetic energy of a single particle is given by T =
1
2
mv
2
. For rotational motion
this becomes
1
2
m( r )
2
. Show that
T =
1
2
m[r
2

2
(r )
2
]
We can use the result of problem 1.4.7:
T =
1
2
m( r )
2
=
1
2
m[(r)
2
( r )
2
] =
1
2
m[r
2

2
(r )
2
]
Note that we could have written this in terms of unit vectors
T =
1
2
mr
2
[
2
( r )
2
]
Comparing this with (1) above, we nd that
T =
1
2

L
which is not a coincidence.
Chapter 3
3.2.4 (a) Complex numbers, a + ib, with a and b real, may be represented by (or are
isomorphic with) 2 2 matrices:
a + ib

a b
b a

Show that this matrix representation is valid for (i) addition and (ii) multiplica-
tion.
Let us start with addition. For complex numbers, we have (straightforwardly)
(a + ib) + (c + id) = (a + c) + i(b + d)
whereas, if we used matrices we would get

a b
b a

c d
d c

(a + c) (b + d)
(b + d) (a + c)

which shows that the sum of matrices yields the proper representation of the
complex number (a + c) + i(b + d).
We now handle multiplication in the same manner. First, we have
(a + ib)(c + id) = (ac bd) + i(ad + bc)
while matrix multiplication gives

a b
b a

c d
d c

(ac bd) (ad + bc)


(ad + bc) (ac bd)

which is again the correct result.


(b) Find the matrix corresponding to (a + ib)
1
.
We can nd the matrix in two ways. We rst do standard complex arithmetic
(a + ib)
1
=
1
a + ib
=
a ib
(a + ib)(a ib)
=
1
a
2
+ b
2
(a ib)
This corresponds to the 2 2 matrix
(a + ib)
1

1
a
2
+ b
2

a b
b a

Alternatively, we rst convert to a matrix representation, and then nd the inverse


matrix
(a + ib)
1

a b
b a

1
=
1
a
2
+ b
2

a b
b a

Either way, we obtain the same result.


3.2.19 An operator

P commutes with J
x
and J
y
, the x and y components of an angular
momentum operator. Show that

P commutes with the third component of angular
momentum; that is,
[

P, J
z
] = 0
We begin with the statement that

P commutes with J
x
and J
y
. This may be
expressed as [

P, J
x
] = 0 and [

P, J
y
] = 0 or equivalently as

PJ
x
= J
x

P and

PJ
y
= J
y

P. We also take the hint into account and note that J
x
and J
y
satisfy
the commutation relation
[J
x
, J
y
] = iJ
z
or equivalently J
z
= i[J
x
, J
y
]. Substituting this in for J
z
, we nd the double
commutator
[

P, J
z
] = [

P, i[J
x
, J
y
]] = i[

P, [J
x
, J
y
]]
Note that we are able to pull the i factor out of the commutator. From here,
we may expand all the commutators to nd
[

P, [J
x
, J
y
]] =

PJ
x
J
y


PJ
y
J
x
J
x
J
y

P + J
y
J
x

P
= J
x

PJ
y
J
y

PJ
x
J
x

PJ
y
+ J
y

PJ
x
= 0
To get from the rst to the second line, we commuted

P past either J
x
or J
y
as
appropriate. Of course, a quicker way to do this problem is to use the Jacobi
identity [A, [B, C]] = [B, [A, C]] [C, [A, B]] to obtain
[

P, [J
x
, J
y
]] = [J
x
, [

P, J
y
]] [J
y
, [

P, J
x
]]
The right hand side clearly vanishes, since

P commutes with both J
x
and J
y
.
3.2.27 (a) The operator Tr replaces a matrix A by its trace; that is
Tr (a) = trace(A) =

i
a
ii
Show that Tr is a linear operator.
Recall that to show that Tr is linear we may prove that Tr (A+B) = Tr (A)+
Tr (B) where and are numbers. However, this is a simple property of
arithmetic
Tr (A + B) =

i
(a
ii
+ b
ii
) =

i
a
ii
+

i
b
ii
= Tr (A) + Tr (B)
(b) The operator det replaces a matrix A by its determinant; that is
det(A) = determinant of A
Show that det is not a linear operator.
In this case all we need to do is to nd a single counterexample. For example, for
an n n matrix, the properties of the determinant yields
det(A) =
n
det(A)
This is not linear unless n = 1 (in which case A is really a single number and
not a matrix). There are of course many other examples that one could come up
with to show that det is not a linear operator.
Physics 451 Fall 2004
Homework Assignment #2 Solutions
Textbook problems: Ch. 3: 3.3.1, 3.3.12, 3.3.13, 3.5.4, 3.5.6, 3.5.9, 3.5.30
Chapter 3
3.3.1 Show that the product of two orthogonal matrices is orthogonal.
Suppose matrices A and B are orthogonal. This means that A

A = I and B

B = I.
We now denote the product of A and B by C = AB. To show that C is orthogonal,
we compute C

C and see what happens. Recalling that the transpose of a product


is the reversed product of the transposes, we have
C

C = (AB)(

AB) = AB

A = A

A = I
The statement that this is a key step in showing that the orthogonal matrices form
a group is because one of the requirements of being a group is that the product
of any two elements (ie A and B) in the group yields a result (ie C) that is also
in the group. This is also known as closure. Along with closure, we also need
to show associativity (okay for matrices), the existence of an identity element
(also okay for matrices) and the existence of an inverse (okay for orthogonal
matrices). Since all four conditions are satised, the set of n n orthogonal
matrices form the orthogonal group denoted O(n). While general orthogonal
matrices have determinants 1, the subgroup of matrices with determinant +1
form the special orthogonal group SO(n).
3.3.12 A is 2 2 and orthogonal. Find the most general form of
A =

a b
c d

Compare with two-dimensional rotation.


Since A is orthogonal, it must satisfy the condition A

A = I, or

a b
c d

a c
b d

a
2
+ b
2
ac + bd
ac + bd c
2
+ d
2

1 0
0 1

This gives three conditions


i) a
2
+ b
2
= 1, ii) c
2
+ d
2
= 1, iii) ac + bd = 0
These are three equations for four unknowns, so there will be a free parameter
left over. There are many ways to solve the equations. However, one nice way is
to notice that a
2
+ b
2
= 1 is the equation for a unit circle in the ab plane. This
means we can write a and b in terms of an angle
a = cos , b = sin
Similarly, c
2
+ d
2
= 1 can be solved by setting
c = cos , d = sin
Of course, we have one more equation to solve, ac + bd = 0, which becomes
cos cos + sin sin = cos( ) = 0
This means that = /2 or = 3/2. We must consider both cases
separately.
= /2: This gives
c = cos( /2) = sin, d = sin( /2) = cos
or
A
1
=

cos sin
sin cos

(1)
This looks almost like a rotation, but not quite (since the minus sign is in the
wrong place).
= 3/2: This gives
c = cos( 3/2) = sin, d = sin(theta 3/2) = cos
or
A
2
=

cos sin
sin cos

(2)
which is exactly a rotation.
Note that we can tell the dierence between matrices of type (1) and (2) by
computing the determinant. We see that det A
1
= 1 while det A
2
= 1. In fact,
the A
2
type of matrices form the SO(2) group, which is exactly the group of
rotations in the plane. On the other hand, the A
1
type of matrices represent
rotations followed by a mirror reection y y. This can be seen by writing
A
1
=

1 0
0 1

cos sin
sin cos

Note that the set of A


1
matrices by themselves do not form a group (since they
do not contain the identity, and since they do not close under multiplication).
However the set of all orthogonal matrices {A
1
, A
2
} forms the O(2) group, which
is the group of rotations and mirror reections in two dimensions.
3.3.13 Here |x and |y are column vectors. Under an orthogonal transformation S, |x

=
S|x, |y

= S|y . Show that the scalar product x|y is invariant under this orthog-
onal transformation.
To prove the invariance of the scalar product, we compute
x

|y

= x|

SS|y = x|y
where we used

SS = I for an orthogonal matrix S. This demonstrates that the
scalar product is invariant (same in primed and unprimed frame).
3.5.4 Show that a real matrix that is not symmetric cannot be diagonalized by an orthogonal
similarity transformation.
We take the hint, and start by denoting the real non-symmetric matrix by A.
Assuming that A can be diagonalized by an orthogonal similarity transformation,
that means there exists an orthogonal matrix S such that
= SA

S where is diagonal
We can invert this relation by multiplying both sides on the left by

S and on
the right by S. This yields
A =

SS
Taking the transpose of A, we nd

A = (

SS) =

S

S
However, the transpose of a transpose is the original matrix,

S = S, and the
transpose of a diagonal matrix is the original matrix,

= . Hence

A =

SS = A
Since the matrix A is equal to its transpose, A has to be a symmetric matrix.
However, recall that A is supposed to be non-symmetric. Hence we run into a
contradiction. As a result, we must conclude that A cannot be diagonalized by
an orthogonal similarity transformation.
3.5.6 A has eigenvalues
i
and corresponding eigenvectors |x
i
. Show that A
1
has the
same eigenvectors but with eigenvalues
1
i
.
If A has eigenvalues
i
and eigenvectors |x
i
, that means
A|x
i
=
i
|x
i

Multiplying both sides by A


1
on the left, we nd
A
1
A|x
i
=
i
A
1
|x
i

or
|x
i
=
i
A
1
|x
i

Rewriting this as
A
1
|x
i
=
1
i
|x
i

it is now obvious that A


1
has the same eigenvectors, but eigenvalues
1
i
.
3.5.9 Two Hermitian matrices A and B have the same eigenvalues. Show that A and B are
related by a unitary similarity transformation.
Since both A and B have the same eigenvalues, they can both be diagonalized
according to
= UAU

, = V BV

where is the same diagonal matrix of eigenvalues. This means
UAU

= V BV

B = V

UAU

V
If we let W = V

U, its Hermitian conjugate is W

= (V

U)

= U

V . This means
that
B = WAW

where W = V

U
and WW

= V

UU

V = I. Hence A and B are related by a unitary similarity


transformation.
3.5.30 a) Determine the eigenvalues and eigenvectors of

1
1

Note that the eigenvalues are degenerate for = 0 but the eigenvectors are or-
thogonal for all = 0 and 0.
We rst nd the eigenvalues through the secular equation

1
1

= (1 )
2

2
= 0
This is easily solved
(1 )
2

2
= 0 ( 1)
2
=
2
( 1) = (3)
Hence the two eigenvalues are
+
= 1 + and

= 1 .
For the eigenvectors, we start with
+
= 1 + . Substituting this into the eigen-
value problem (AI)|x = 0, we nd

a
b

= 0 (a b) = 0 a = b
Since the problem did not ask to normalize the eigenvectors, we can take simply

+
= 1 + : |x
+
=

1
1

For

= 1 , we obtain instead

a
b

= 0 (a + b) = 0 a = b
This gives

= 1 : |x

1
1

Note that the eigenvectors |x


+
and |x

are orthogonal and independent of . In


a way, we are just lucky that they are independent of (they did not have to turn
out that way). However, orthogonality is guaranteed so long as the eigenvalues
are distinct (ie = 0). This was something we proved in class.
b) Determine the eigenvalues and eigenvectors of

1 1

2
1

Note that the eigenvalues are degenerate for = 0 and for this (nonsymmetric)
matrix the eigenvectors ( = 0) do not span the space.
In this nonsymmetric case, the secular equation is

1 1

2
1

= (1 )
2

2
= 0
Interestingly enough, this equation is the same as (3), even though the matrix is
dierent. Hence this matrix has the same eigenvalues
+
= 1 + and

= 1 .
For
+
= 1 + , the eigenvector equation is

a
b

= 0 a + b = 0 b = a
Up to normalization, this gives

+
= 1 + : |x
+
=

(4)
For the other eigenvalue,

= 1 , we nd

a
b

= 0 a + b = 0 b = a
Hence, we obtain

= 1 : |x

(5)
In this nonsymmetric case, the eigenvectors do depend on . And furthermore,
when = 0 it is easy to see that both eigenvectors degenerate into the same

1
0

.
c) Find the cosine of the angle between the two eigenvectors as a function of for
0 1.
For the eigenvectors of part a), they are orthogonal, so the angle is 90

. Thus
this part really refers to the eigenvectors of part b). Recalling that the angle can
be dened through the inner product, we have
x
+
|x

= |x
+
| |x

| cos
or
cos =
x
+
|x

x
+
|x
+

1/2
x

|x

1/2
Using the eigenvectors of (4) and (5), we nd
cos =
1
2

1 +
2

1 +
2
=
1
2
1 +
2
Recall that the Cauchy-Schwarz inequality guarantees that cos lies between 1
and +1. When = 0 we nd cos = 1, so the eigenvectors are collinear (and
degenerate), while for = 1, we nd instead cos = 0, so the eigenvectors are
orthogonal.
Physics 451 Fall 2004
Homework Assignment #3 Solutions
Textbook problems: Ch. 1: 1.7.1, 1.8.11, 1.8.16, 1.9.12, 1.10.4, 1.12.9
Ch. 2: 2.4.8, 2.4.11
Chapter 1
1.7.1 For a particle moving in a circular orbit r = xr cos t + y r sint
(a) evaluate r

r
Taking a time derivative of r, we obtain

r = xr sint + y r cos t (1)


Hence
r

r = ( xr cos t + y r sint) ( xr sint + y r cos t)
= ( x y)r
2
cos
2
t ( y x)r
2
sin
2
t
= z r
2
(sin
2
t + cos
2
t) = z r
2

(b) Show that



r +
2
r = 0
The acceleration is the time derivative of (1)

r = xr
2
cos t y r
2
sint =
2
( xr cos t + y r sint) =
2
r
Hence

r +
2
r = 0. This is of course the standard kinematics of uniform circular
motion.
1.8.11 Verify the vector identity

A

B) = (

B

)

A(

A

)

B

B(


A) +

A(


B)
This looks like a good time for the BACCAB rule. However, we have to be
careful since

has both derivative and vector properties. As a derivative, it
operates on both

A and

B. Therefore, by the product rule of dierentiation, we
can write

A

B) =

A

B) +

A

B)
where the arrows indicate where the derivative is acting. Now that we have
specied exactly where the derivative goes, we can treat

as a vector. Using the
BACCAB rule (once for each term) gives

A

B) =

A(


B)

B(


A) +

A(


B)

B(


A) (2)
The rst and last terms on the right hand side are backwards. However, we can
turn them around. For example

A(


B) =

A(

B ) =

B

)

A
With all the arrows in the right place [after ipping the rst and last terms in
(2)], we nd simply

A

B) = (

B

)

A

B(


A) +

A(


B) (

A

)

B
which is what we set out to prove.
1.8.16 An electric dipole of moment p is located at the origin. The dipole creates an electric
potential at r given by
(r ) =
p r
4
o
r
3
Find the electric eld,

E =

at r.
We rst use the quotient rule to write

E =

=
1
4
0

p r
r
3

=
1
4
0
r
3

( p r ) ( p r )

(r
3
)
r
6
Applying the chain rule to the second term in the numerator, we obtain

E =
1
4
0
r
3

( p r ) 3r
2
( p r )

(r)
r
6
We now evaluate the two separate gradients

( p r ) = x
i

x
i
(p
j
x
j
) = x
i
p
j
x
j
x
i
= x
i
p
j

ij
= x
i
p
i
= p
and

r = x
i

x
i

x
2
1
+ x
2
2
+ x
2
3
= x
i
1
2

x
2
1
+ x
2
2
+ x
2
3
2x
i
=
x
i
x
i
r
=
r
r
= r
Hence

E =
1
4
0
r
3
p 3r
2
( p r ) r
r
6
=
1
4
0
p 3( p r) r
r
3
Note that we have used the fact that p is a constant, although this was never
stated in the problem.
1.9.12 Show that any solution of the equation


A) k
2

A = 0
automatically satises the vector Helmholtz equation

2

A + k
2

A = 0
and the solenoidal condition


A = 0
We actually follow the hint and demonstrate the solenoidal condition rst. Taking
the divergence of the rst equation, we nd


A) k
2


A = 0
However, the divergence of a curl vanishes identically. Hence the rst term is
automatically equal to zero, and we are left with k
2


A = 0 or (upon dividing
by the constant k)


A = 0.
We now return to the rst equation and simplify the double curl using the BAC
CAB rule (taking into account the fact that all derivatives must act on

A)

A) =

(


A)
2

A (3)
As a result, the rst equation becomes


A)
2

Ak
2

A = 0
However, we have shown above that


A = 0 for this problem. Thus (3) reduces
to

2

A + k
2

A = 0
which is what we wanted to show.
1.10.4 Evaluate

r dr
We have evaluated this integral in class. For a line integral from point 1 to point
2, we have

2
1
r dr =
1
2

2
1
d(r
2
) =
1
2
r
2

2
1
=
1
2
r
2
2

1
2
r
2
1
However for a closed path, point 1 and point 2 are the same. Thus the integral
along a closed loop vanishes,

r dr = 0. Note that this vanishing of the line
integral around a closed loop is the sign of a conservative force.
Alternatively, we can apply Stokes theorem

r dr =

r d
It is easy to see that r is curl-free. Hence the surface integral on the right hand
side vanishes.
1.12.9 Prove that

u

v d

u d

This is an application of Stokes theorem. Let us write

(u

v + v

u) d

(u

v + v

u) d (4)
We now expand the curl using

(u

v) = (

u) (

v) + u


v = (

u) (

v)
where we have also used the fact that the curl of a gradient vanishes. Returning
to (4), this indicates that

(u

v + v

u) d

S
[(

u) (

v) + (

v) (

u)] d = 0
where the vanishing of the right hand side is guaranteed by the antisymmetry of
the cross-product,

A

B =

B

A.
Chapter 2
2.4.8 Find the circular cylindrical components of the velocity and acceleration of a moving
particle
We rst explore the time derivatives of the cylindrical coordinate basis vectors.
Since
= (cos , sin, 0), = (sin, cos , 0), z = (0, 0, 1)
their derivatives are

= (sin, cos , 0) = ,

= (cos , sin, 0) =
Using the chain rule, this indicates that

= ,

=

= (5)
Now, we note that the position vector is given by
r = + zz
So all we have to do to nd the velocity is to take a time derivative
v =

r = + z z +

+

zz = + z z +
Note that we have used the expression for

in (5). Taking one more time deriva-
tive yields the acceleration
a =

v = + z z + ( + ) +

+

z z +


= + z z + ( + ) +
2
= (
2
) + z z + ( + 2 )
2.4.11 For the ow of an incompressible viscous uid the Navier-Stokes equations lead to

(v (

v )) =

2
(

v )
Here is the viscosity and
0
the density of the uid. For axial ow in a cylindrical
pipe we take the velocity v to be
v = zv()
From Example 2.4.1

(v (

v )) = 0
for this choice of v. Show that

2
(

v) = 0
leads to the dierential equation
1

d
d

d
2
v
d
2

2
dv
d
= 0
and that this is satised by
v = v
0
+ a
2

2
This problem is an exercise in applying the vector dierential operators in cylin-
drical coordinates. Let us rst compute

V =

v

V =

v =
1

z
0 0 v()

=
dv
d
V

=
dv
d
Note that, since v() is a function of a single variable, partial derivatives of v are
the same as ordinary derivatives. Next we need to compute the vector Laplacian

2
(

v ) =
2

V . Using (2.35) in the textbook, and the fact that on the V

component is non-vanishing, we nd
(
2

V )

=
2

2
V

= 0
(
2

V )

=
2
(V

)
1

2
V

=
2

dv
d

+
1

2
dv
d
(
2

V )
z
= 0
This indicates that only the component of the vector Laplacian gives a non-
trivial equation. Finally, we evaluate the scalar Laplacian
2
(dv/d) to obtain
(
2

V )

=
1

d
d

d
2
v
d
2

+
1

2
dv
d
(6)
Setting this equal to zero gives the equation that we were asked to prove.
To prove that v = v
0
+ a
2

2
satises the (third order!) dierential equation, all
we have to do is substitute it in. However, it is more fun to go ahead and solve
the equation. First we notice that v only enters through its derivative f = dv/d.
Substituting this into (6), we nd
1

d
d

df
d

2
f = 0
Expanding the derivatives in the rst term yields
d
2
f
d
2
+
1

df
d

1

2
f = 0
Since this is a homogeneous equation, we may substitute in f =

to obtain the
algebraic equation
( 1) + 1 = 0 = 1
This indicates that the general solution for f() is of the form
f = 2a + b
1
where the factor of 2 is chosen for later convenience. Integrating f once to obtain
v, we nd
v =

f d = v
0
+ a
2
+ b log
which agrees with the given solution, except for the log term. However, now we
can appeal to physical boundary conditions for uid ow in the cylindrical pipe.
The point = 0 corresponds to the central axis of the pipe. At this point, the
uid velocity should not be innite. Hence we must throw away the log, or in
other words we must set b = 0, so that v = v
0
+ a
2
.
Incidentally, the uid ow boundary conditions should be that the velocity van-
ishes at the wall of the pipe. If we let R be the radius of the pipe, this means
that we can write the solution as
v() = v
max

1

2
R
2

where the maximum velocity v


max
is for the uid along the central axis (with the
velocity going to zero quadratically as a function of the radius).
Physics 451 Fall 2004
Homework Assignment #4 Solutions
Textbook problems: Ch. 2: 2.5.11, 2.6.5, 2.9.6, 2.9.12, 2.10.6, 2.10.11, 2.10.12
Chapter 2
2.5.11 A particle m moves in response to a central force according to Newtons second law
m

r = r f(r )
Show that r

r = c, a constant, and that the geometric interpretation of this leads
to Keplers second law.
Actually, r

r is basically the angular momentum,

L = r p = mr

r. To show
that

L is constant, we can take its time derivative

L =
d
dt
(mr

r ) = m

r

r + mr

r
The rst cross-product vanishes. So, by using Newtons second law, we end up
with

L = r r f(r ) = (r r )
f(r )
r
= 0
This indicates that the angular momentum

L is a constant in time (ie that it is
conserved). The constant vector c of the problem is just

L/m. Note that this
proof works for any central force, not just the inverse square force law.
For the geometric interpretation, consider the orbit of the particle m
dr
r
The amount of area swept out by the particle is given by the area of the triangle
dA =
1
2
|r dr |
So the area swept out in a given time dt is simply
dA
dt
=
1
2

r
dr
dt

=
1
2
|r

r |
Since this is a constant, we nd that equal areas are swept out in equal times.
This is just Keplers second law (which is also the law of conservation of angular
momentum).
2.6.5 The four-dimensional, fourth-rank Riemann-Christoel curvature tensor of general
relativity R
iklm
satises the symmetry relations
R
iklm
= R
ikml
= R
kilm
With the indices running from 0 to 3, show that the number of independent compo-
nents is reduced from 256 to 36 and that the condition
R
iklm
= R
lmik
further reduces the number of independent components to 21. Finally, if the com-
ponents satisfy an identity R
iklm
+ R
ilmk
+ R
imkl
= 0, show that the number of
independent components is reduced to 20.
Here we just have to do some counting. For a general rank-4 tensor in four
dimensions, since each index can take any of four possible values, the number of
independent components is simply
independent components = 4
4
= 256
Taking into account the rst symmetry relation, the rst part
R
iklm
= R
ikml
indicates that the Riemann tensor is antisymmetric when the last pair of indices
is switched. Thinking of the last pair of indices as specifying a 44 antisymmetric
matrix, this means instead of having 4
2
= 16 independent elements, we actually
only have
1
2
(4)(3) = 6 independent choices for the last index pair (this is the
number of elements in an antisymmetric 44 matrix). Similarly, the second part
of the rst symmetry relation
R
iklm
= R
kilm
indicates that the Riemann tensor is antisymmetric in the rst pair of indices. As
a result, the same argument gives only 6 independent choices for the rst index
pair. This accounts for
independent components = 6 6 = 36
We are now able to handle the second condition
R
iklm
= R
lmik
By now, it should be obvious that this statement indicates that the Riemann
tensor is symmetric when the rst index pair is interchanged with the second
index pair. The counting of independent components is then the same as that for
a 6 6 symmetric matrix. This gives
independent components =
1
2
(6)(7) = 21
Finally, the last identity is perhaps the trickiest to deal with. As indicated in the
note, this only gives additional information when all four indices are dierent.
Setting iklm to be 0123, this gives
R
0123
+ R
0231
+ R
0312
= 0 (1)
As a result, this can be used to remove one more component, leading to
independent components = 21 1 = 20
We can, of course, worry that a dierent combination of iklm (say 1302 or some-
thing like that) will give further relations that can be used to remove additional
components. However, this is not the case, as can be seen by applying the rst
to relations.
Note that it is an interesting exercise to count the number of independent com-
ponents in the Riemann tensor in d dimensions. The result is
independent components for d dimensions =
1
12
d
2
(d
2
1)
Putting in d = 4 yields the expected 20. However, it is fun to note that putting
in d = 1 gives 0 (you cannot have curvature in only one dimension) and putting
in d = 2 gives 1 (there is exactly one independent measure of curvature in two
dimensions).
2.9.6 a) Show that the inertia tensor (matrix) of Section 3.5 may be written
I
ij
= m(r
2

ij
x
i
x
j
) [typo corrected!]
for a particle of mass m at (x
1
, x
2
, x
3
).
Note that, for a single particle, the inertia tensor of Section 3.5 is specied as
I
xx
= m(r
2
x
2
), I
xy
= mxy, etc
Using i = 1, 2, 3 notation, this is the same as indicating
I
ij
=

m(r
2
x
2
i
) i = j
mx
i
x
j
i = j
We can enforce the condition i = j by using the Kronecker delta,
ij
. Similarly,
the condition i = j can be enforced by the opposite expression 1
ij
. This
means we can write
I
ij
= m(r
2
x
2
i
)
ij
mx
i
x
j
(1
ij
) (no sum)
distributing the factors out, and noting that it is safe to set x
i
x
j

ij
= x
2
i

ij
, we
end up with
I
ij
= mr
2

ij
mx
2
i

ij
mx
i
x
j
+ mx
2
i

ij
= m(r
2

ij
x
i
x
j
)
Note that there is a typo in the books version of the homework exercise!
b) Show that
I
ij
= M
il
M
lj
= m
ilk
x
k

ljm
x
m
where M
il
= m
1/2

ilk
x
k
. This is the contraction of two second-rank tensors and
is identical with the matrix product of Section 3.2.
We may calculate
M
il
M
lj
= m
ilk
x
k

ljm
x
m
= m
lki

ljm
x
k
x
m
Note that the product of two epsilons can be re-expressed as

lki

ljm
=
kj

im

km

ij
(2)
This is actually the BACCAB rule in index notation. Hence
M
il
M
lj
= m(
kj

im

km

ij
)x
k
x
m
= m(
kj
x
k

im
x
m

km
x
k
x
m

ij
)
= m(x
j
x
i
x
k
x
k

ij
) = m(r
2

ij
x
i
x
j
) = I
ij
Note that we have used the fact that x
k
x
k
= x
2
1
+ x
2
2
+ x
2
3
= r
2
.
2.9.12 Given A
k
=
1
2

ijk
B
ij
with B
ij
= B
ji
, antisymmetric, show that
B
mn
=
mnk
A
k
Given A
k
=
1
2

ijk
B
ij
, we compute

mnk
A
k
=
1
2

mnk

kij
B
ij
=
1
2

kmn

kij
B
ij
=
1
2
(
mi

nj

mj

ni
)B
ij
=
1
2
(B
mn
B
nm
) = B
mn
We have used the antisymmetric nature of B
ij
in the last step.
2.10.6 Derive the covariant and contravariant metric tensors for circular cylindrical coordi-
nates.
There are several ways to derive the metric. For example, we may use the relation
between Cartesian and cylindrical coordinates
x = cos , y = sin, z = z (3)
to compute the dierentials
dx = d cos sind, dy = d sin + cos d, dz = dz
The line element is then
ds
2
= dx
2
+ dy
2
+ dz
2
= (d cos sind)
2
+ (d sin + cos d)
2
+ dz
2
= d
2
+
2
d
2
+ dz
2
Since ds
2
= g
ij
dx
i
dx
j
[where (x
1
, x
2
, x
3
) = (, , z)] we may write the covariant
metric tensor (matrix) as
g
ij
=

1 0 0
0
2
0
0 0 1

(4)
Alternatively, the metric is given by g
ij
= e
i
e
j
where the basis vectors are
e
i
=
r
x
i
Taking partial derivatives of (3), we obtain
e

= xcos + y sin
e

= ( xsin + y cos )
e
z
= z
Then
g

= e

= ( xcos + y sin) ( xcos + y sin) = cos


2
+ sin
2
= 1
g

= e

= ( xcos + y sin) ( xsin + y cos )


= (cos sin + sincos ) = 0
etc . . .
The result is the same as (4).
The contravariant components of the metric is given by the matrix inverse of (4)
g
ij
=

1 0 0
0
2
0
0 0 1

(5)
2.10.11 From the circular cylindrical metric tensor g
ij
calculate the
k
ij
for circular cylindrical
coordinates.
We may compute the Christoel components using the expression

ijk
=
1
2
(
k
g
ij
+
j
g
ik

i
g
jk
)
However, instead of working out all the components one at a time, it is more e-
cient to examine the metric (4) and to note that the only non-vanishing derivative
is

= 2
This indicates that the only non-vanishing Christoel symbols
ijk
are the ones
where the three indices ijk are some permutation of . It is then easy to see
that

= ,

=
Finally, raising the rst index using the inverse metric (5) yields

= ,

=
1

(6)
Note that the Christoel symbols are symmetric in the last two indices.
2.10.12 Using the
k
ij
from Exercise 2.10.11, write out the covariant derivatives V
i
;j
of a
vector

V in circular cylindrical coordinates.
Recall that the covariant derivative of a contravariant vector is given by
V
i
;j
= V
i
,j
+
i
jk
V
k
where the semi-colon indicates covariant dierentiation and the comma indicates
ordinary partial dierentiation. To work out the covariant derivative, we just
have to use (6) for the non-vanishing Christoel connections. The result is
V

;
= V

,
+

k
V
k
= V

,
V

;
= V

,
+

k
V
k
= V

,
+

V

= V

,
+
1

V

V
z
;
= V
z
,
+
z
k
V
k
= V
z
,
V

;
= V

,
+

k
V
k
= V

,
+

V

= V

,
V

V

;
= V

,
+

k
V
k
= V

,
+

V

= V

,
+
1

V

V
z
;
= V
z
,
+
z
k
V
k
= V
z
,
V

;z
= V

,z
+

zk
V
k
= V

,z
V

;z
= V

,z
+

zk
V
k
= V

,z
V
z
;z
= V
z
,z
+
z
zk
V
k
= V
z
,z
Note that, corresponding to the three non-vanishing Christoel symbols, only
three of the expressions are modied in the covariant derivative.
Physics 451 Fall 2004
Homework Assignment #5 Solutions
Textbook problems: Ch. 5: 5.1.1, 5.1.2
Chapter 5
5.1.1 Show that

n=1
1
(2n 1)(2n + 1)
=
1
2
We take the hint and use mathematical induction. First, we assume that
s
m
=
m
2m + 1
(1)
In this case, the next partial sum becomes
s
m+1
= s
m
+ a
m+1
=
m
2m + 1
+
1
(2(m + 1) 1)(2(m + 1) + 1)
=
m
2m + 1
+
1
(2m + 1)(2m + 3)
=
m(2m + 3) + 1
(2m + 1)(2m + 3)
=
2m
2
+ 3m + 1
(2m + 1)(2m + 3)
=
(m + 1)(2m + 1)
(2m + 1)(2m + 3)
=
(m + 1)
2(m + 1) + 1
which is of the correct form (1). Finally, by explicit computation, we see that
s
1
= 1/(1 3) = 1/3 = 1/(2 1 + 1), so that (1) is correct for s
1
. Therefore, by
induction, we conclude that the mth partial sum is exactly s
m
= m/(2m + 1).
It is now simple to take the limit to obtain
S = lim
m
s
m
= lim
m
m
2m + 1
=
1
2
Note that we could also have evaluated this sum by partial fraction expansion

n=1
1
(2n 1)(2n + 1)
=

n=1

1
2(2n 1)

1
2(2n + 1)

Since this is a telescoping series, we have


s
m
=
1
2(2 1 1)

1
2(2m + 1)
=
m
2m + 1
which agrees with (1).
5.1.2 Show that

n=1
1
n(n + 1)
= 1
This problem may be solved in a similar manner. While there is no hint of for
the partial sum, we may try a few terms
s
1
=
1
2
, s
2
= s
1
+
1
2 3
=
2
3
, s
3
= s
2
+
1
3 4
=
3
4
This suggests that
s
m
=
m
m + 1
(2)
We now prove this statement by induction. Starting from s
m
, we compute
s
m+1
= s
m
+ a
m+1
=
m
m + 1
+
1
(m + 1)(m + 2)
=
m(m + 2) + 1
(m + 1)(m + 2)
=
(m + 1)
2
(m + 1)(m + 2)
=
m + 1
m + 2
=
(m + 1)
(m + 1) + 1
Therefore if (2) holds for m, it also holds for m + 1. Finally, since (2) is correct
for s
1
= 1/2, it must be true for all m by induction.
Taking the limit yields
S = lim
m
s
m
= lim
m
m
m + 1
= 1
The partial fraction approach to this problem is to note that

n=1
1
n(n + 1)
=

n=1

1
n

1
n + 1

Hence
s
m
=
1
1

1
m + 1
=
m
m + 1
which reproduces (2).
Additional Problems
1. The metric for a three-dimensional hyperbolic (non-Euclidean) space can be written
as
ds
2
= L
2
dx
2
+ dy
2
+ dz
2
z
2
where L is a constant with dimensions of length. Calculate the non-vanishing Christof-
fel coecients for this metric.
We rst note that the metric is given in matrix form as
g
ij
=

L
2
/z
2
0 0
0 L
2
/z
2
0
0 0 L
2
/z
2

so the non-zero components are


g
xx
=
L
2
z
2
, g
yy
=
L
2
z
2
, g
zz
=
L
2
z
2
(3)
The covariant components of the Christoel connection are obtained from the
metric by

ijk
=
1
2
(g
ij,k
+ g
ik,j
g
jk,i
)
where the comma denotes partial dierentiation. According to (3), the only non-
zero metric components have repeated indices. In addition, only the z-derivative
is non-vanishing. Hence we conclude that the only non-vanishing Christoel sym-
bols must have two repeated indices combined with a z index. Recalling that
ijk
is symmetric in the last two indices, we compute

zxx
=
1
2
g
xx,z
=
L
2
z
3
,
xzx
=
xxz
=
1
2
g
xx,z
=
L
2
z
3

zyy
=
1
2
g
yy,z
=
L
2
z
3
,
yzy
=
yyz
=
1
2
g
yy,z
=
L
2
z
3

zzz
=
1
2
g
zz,z
=
L
2
z
3
Raising the rst index using the inverse metric g
ij
= (z
2
/L
2
)
ij
nally yields

z
xx
=
1
z
,
x
zx
=
x
xz
=
1
z

z
yy
=
1
z
,
y
zy
=
y
yz
=
1
z

z
zz
=
1
z
(4)
2. The motion of a free particle moving along a path x
i
(t) in hyperbolic space is governed
by the geodesic equation
x
i
(t) +
i
jk
x
j
(t) x
k
(t) = 0
Taking (x
1
, x
2
, x
3
) to be (x, y, z), and using the Christoel coecients calculated
above, show that the geodesic equation is given explicitly by
x
2
z
x z = 0
y
2
z
y z = 0
z +
1
z
( x
2
+ y
2
z
2
) = 0
Using the Christoel coecients in (4), we compute the three components of the
geodesic equation
x +
x
xz
x z +
x
zx
z x = 0 x
2
z
x z = 0 (5)
y +
y
yz
y z +
y
zy
z y = 0 y
2
z
y z = 0 (6)
z +
z
xx
x x +
z
yy
y y +
z
zz
z z = 0 z +
1
z
( x
2
+ y
2
z
2
) = 0 (7)
The geodesic equation is important because it describes the motion of free parti-
cles in curved space. However, for this problem, all that is necessary is to show
that it gives a system of coupled ordinary dierential equations (5), (6), (7).
3. Show that a solution to the geodesic equation of Problem 2 is given by
x = x
0
+ Rcos tanh(v
0
t)
y = y
0
+ Rsintanh(v
0
t)
z = Rsech(v
0
t)
where x
0
, y
0
, R, and v
0
are constants. Show that the path of the particle lies on a
sphere of radius R centered at (x
0
, y
0
, 0) in the Cartesian coordinate space given by
(x, y, z). Note that this demonstrates the non-Euclidean nature of hyperbolic space;
in reality the sphere is at, while the space is curved.
It should be a straightforward exercise to insert the x, y and z equations into (5),
(6) and (7) to show that it is a solution. However it is actually more interesting
to solve the equations directly. We start with the x equation, (5). If we are
somewhat clever, we could rewrite (5) as
x
x
= 2
z
z

d
dt
log x = 2
d
dt
log z
Both sides of this may be integrated in time to get
x = a
x
z
2
(8)
where a
x
is a constant. It should be clear that the y equation, (6) can be worked
on in similar manner to get
y = a
y
z
2
(9)
Of course, we have not yet completely solved for x and y. But we are a step closer
to the solution. Now, inserting (8) and (9) into the z equation, (7), we obtain
z + (a
2
x
+ a
2
y
)z
3

z
2
z
= 0
This non-linear dierential equation can be simplied by performing the substi-
tution z(t) = 1/u(t). Noting that
z =
u
u
2
, z =
u
u
2
+ 2
u
2
u
3
the z equation may be rewritten as
u u u
2
= (a
2
x
+ a
2
y
)
While this equation is still non-linear, it is possible to obtain a general solution
u(t) =
1
v
0

a
2
x
+ a
2
y
cosh(v
0
(t t
0
))
where v
0
and t
0
are constants.
Given the solution for z = 1/u, we now insert this back into (8) to obtain
x =
a
x
u
2
=
v
2
0
a
x
a
2
x
+ a
2
y
sech
2
(v
0
(t t
0
))
which may be integrated to yield
x(t) = x
0
+
v
0
a
x
a
2
x
+ a
2
y
tanh(v
0
(t t
0
))
Similarly, for y, we integrate (9) to nd
y(t) = y
0
+
v
0
a
y
a
2
x
+ a
2
y
tanh(v
0
(t t
0
))
Note that the three (coupled) second order dierential equations give rise to six
constants of integration, (x
0
, y
0
, a
x
, a
y
, v
0
, t
0
). The expressions may be simplied
by dening
a
x
=
v
0
R
cos , a
y
=
v
0
R
sin
in which case we see that
x = x
0
+ Rcos tanh(v
0
(t t
0
))
y = y
0
+ Rsintanh(v
0
(t t
0
))
z = Rsech(v
0
(t t
0
))
which is the answer we wanted to show, except that here we have retained an
extra constant t
0
related to the time translation invariance of the system.
Finally, to show that the path of the particle lies in a sphere, all we need to
demonstrate is that
(x x
0
)
2
+ (y y
0
)
2
+ z
2
= R
2
cos
2
tanh
2
(v
0
t) + R
2
sin
2
tanh
2
(v
0
t) + R
2
sech
2
(v
0
t)
= R
2
(tanh
2
(v
0
t) + sech
2
(v
0
t)) = R
2
This is indeed the equation for a sphere, (x x
0
)
2
+ (y y
0
)
2
+ z
2
= R
2
.
Physics 451 Fall 2004
Homework Assignment #6 Solutions
Textbook problems: Ch. 5: 5.2.6, 5.2.8, 5.2.9, 5.2.19, 5.3.1
Chapter 5
5.2.6 Test for convergence
a)

n=2
(lnn)
1
As in all these convergence tests, it is good to rst have a general idea of whether
we expect this to converge or not, and then nd an appropriate test to conrm
our hunch. For this one, we can imagine that lnn grows very slowly, so that its
inverse goes to zero very slowly too slowly, in fact, to converge. To prove this,
we can perform a simple comparison test. Since lnn < n for n 2, we see that
a
n
= (lnn)
1
> n
1
since the harmonic series diverges, and each term is larger than the corresponding
harmonic series term, this series must diverge.
Note that in this and all subsequent tests, there may be more than one way to
prove convergence/divergence. Your solution may be dierent than that given
here. But any method is okay, so long as the calculations are valid.
b)

n=1
n!
10
n
In this case, when n gets large (which is the only limit we care about), the factorial
in the numerator will start to dominate over the power in the denominator. So
we expect this to diverge. As a proof, we can perform a simple ratio test.
a
n
=
n!
10
n

a
n
a
n+1
=
10
n + 1
Taking the limit, we obtain
lim
n
a
n
a
n+1
= 0
hence the series diverges by the ratio test.
c)

n=1
1
2n(2n + 1)
We rst note that this series behaves like 1/4n
2
for large n. As a result, we expect
it to converge. To see this, we may consider a simple comparison test
a
n
=
1
2n(2n + 1)
<
1
2n 2n
=
1
4
_
1
n
2
_
Since the series (2) =

n=1
(1/n
2
) converges, this series converges as well.
d)

n=1
[n(n + 1)]
1/2
This series behaves as 1/n for large n. Thus we expect it to diverge. While
the square root may be a bit awkward to manipulate, we can actually perform a
simple comparison test with the harmonic series
a
n
=
1
_
n(n + 1)
>
1
_
(n + 1)(n + 1)
=
1
n + 1
Because the harmonic series diverges (and we do not care that the comparison
starts with the second term in the harmonic series, and not the rst) this series
also diverges.
e)

n=0
1
2n + 1
Since this behaves as 1/2n for large n, the series ought to diverge. We may either
compare this with the harmonic series or perform an integral test. Consider the
integral test
_

0
dx
2x + 1
=
1
2
ln(2x + 1)

0
=
Thus the series diverges
5.2.8 For what values of p and q will the following series converge?

n=2
1/ [n
p
(lnn)
q
]
Since the lnn term is not as dominant as the power term n
p
, we may have some
idea that the series ought to converge or diverge as the 1/n
p
series. To make this
more precise, we can use Raabes test
a
n
=
1
n
p
(lnn)
q

a
n
a
n+1
=
(n + 1)
p
(ln(n + 1))
q
n
p
(lnn)
q
=
_
1 +
1
n
_
p
_
1 +
ln(1 +
1
n
)
lnn
_q
=
_
1 +
1
n
_
p
_
1 +
1
nlnn
+
_
q
=
_
1 +
p
n
+
__
1 +
q
nlnn
+
_
=
_
1 +
p
n
+
q
nlnn
+
_
Note that we have Taylor (or binomial) expanded the expressions several times.
Raabes test then yields
lim
n
n
_
a
n
a
n+1
1
_
= lim
n
_
p +
q
lnn
+
_
= p
This gives convergence for p > 1 and divergence for p < 1.
For p = 1, Raabes test is ambiguous. However, in this case we can perform an
integral test. Since
p = 1 a
n
=
1
n(lnn)
q
we evaluate
_

2
dx
x(lnx)
q
=
_

ln 2
du
u
q
where we have used the substitution u = lnx. This converges for q > 1 and
diverges otherwise. Hence the nal result is
p > 1, any q converge
p = 1, q > 1 converge
p = 1, q 1 diverge
p < 1, any q diverge
5.2.9 Determine the range of convergence for Gausss hypergeometric series
F(, , ; x) = 1 +

1!
x +
( + 1)( + 1)
2!( + 1)
x
2
+
We rst consider non-negative values of x (so that this is a positive series). More
or less, this is a power series in x. So as long as , , are well behaved, this
series ought to converge for x < 1 (just like an ordinary geometric series). To see
this (and to prepare for Gauss test), we compute the ratio
a
n
=
( + 1) ( + n 1)( + 1) ( + n 1)
n!( + 1) ( + n 1)
x
n

a
n
a
n+1
=
(n + 1)( + n)
( + n)( + n)
x
1
This allows us to begin with the ratio test
lim
n
a
n
a
n+1
= lim
n
(n + 1)( + n)
( + n)( + n)
x
1
= x
1
Hence the series converges for x < 1 and diverges for x > 1. However, the ratio
test is indeterminate for x = 1. This is where we must appeal to Gauss test.
Setting x = 1, we have
a
n
a
n+1
=
(n + 1)( + n)
( + n)( + n)
Since this approaches 1 as n , we may highlight this leading behavior by
adding and subtracting 1
a
n
a
n+1
= 1 +
_
(n + 1)( + n)
( + n)( + n)
1
_
= 1 +
( + 1)n +
( + n)( + n)
We can now see that the fraction approaches (+1)/n as n gets large. This
is the h/n behavior that we need to extract for Gauss test: a
n
/a
n+1
= 1+h/n+
B(n)/n
2
. In principle, we may add and subtract h/n where h = +1 in
order to obtain an explicit expression for the remainder term B(n)/n
2
. However,
it should be clear based on a power series expansion that this remainder will
indeed behave as 1/n
2
, which is the requirement for applying Gauss test.
Thus, with h = +1, we see that the hypergeometric series F(, , ; 1)
converges for > + (h > 1) and diverges otherwise.
To summarize, we have proven that for non-negative x, the hypergeometric series
converges for x < 1 (any , , ) and x = 1 if > +, and diverges otherwise.
In fact, for negative values of x, we may consider the series for |x|. In this case,
we have absolute convergence for |x| < 1 and |x| = 1 if > + . Based on
the ratio test, it is not hard to see that the series also diverges for |x| > 1 (for
negative x, each subsequent term gets larger than the previous one). However,
there is also conditional convergence for + 1 < + (this is harder to
show).
5.2.19 Show that the following series is convergent.

s=0
(2s 1)!!
(2s)!!(2s + 1)
It is somewhat hard to see what happens when s gets large. However, we can
perform Raabes test
a
s
=
(2s 1)!!
(2s)!!(2s + 1)

a
s
a
s+1
=
(2s 1)!!
(2s)!!(2s + 1)

(2s + 2)!!(2s + 3)
(2s + 1)!!
=
(2s 1)!!(2s + 2)!!(2s + 3)
(2s + 1)!! (2s)!! (2s + 1)
=
(2s + 2)(2s + 3)
(2s + 1)(2s + 1)
By adding and subtracting 1, we obtain
a
s
a
s+1
= 1 +
_
(2s + 2)(2s + 3)
(2s + 1)
2
1
_
= 1 +
6s + 5
(2s + 1)
2
Then
lim
s
s
_
a
s
a
s+1
1
_
= lim
s
s
_
6s + 5
(2s + 1)
2
_
=
3
2
Since this is greater than 1, the series converges.
5.3.1 a) From the electrostatic two hemisphere problem we obtain the series

s=0
(1)
s
(4s + 3)
(2s 1)!!
(2s + 2)!!
Test it for convergence.
Since this is an alternating series, we may check if it is monotonic decreasing.
Taking the ratio, we see that
|a
s
|
|a
s+1
|
=
(4s + 3)(2s 1)!!(2s + 4)!!
(4s + 7)(2s + 1)!!(2s + 2)!!
=
(4s + 3)(2s + 4)
(4s + 7)(2s + 1)
=
8s
2
+ 22s + 12
8s
2
+ 18s + 7
= 1 +
4s + 5
8s
2
+ 18s + 7
> 1
As a result
|a
s
| > |a
s+1
|
and hence the series converges based on the Leibniz criterion. (Actually, to be
careful, we must also show that lim
s
a
s
= 0. However, I have ignored this
subtlety.)
b) The corresponding series for the surface charge density is

s=0
(1)
s
(4s + 3)
(2s 1)!!
(2s)!!
Test it for convergence.
This series is rather similar to that of part a). However the denominator is
missing a factor of (2s + 2). This makes the series larger (term by term) than
the above. To see whether the terms get too large, we may take the ratio
|a
s
|
|a
s+1
|
=
(4s + 3)(2s 1)!!(2s + 2)!!
(4s + 7)(2s + 1)!! (2s)!!
=
(4s + 3)(2s + 2)
(4s + 7)(2s + 1)
=
8s
2
+ 14s + 6
8s
2
+ 18s + 7
= 1
4s + 1
8s
2
+ 18s + 7
< 1
In this case
|a
s
| < |a
s+1
|
and the series diverges since the terms get larger as s .
Physics 451 Fall 2004
Homework Assignment #7 Solutions
Textbook problems: Ch. 5: 5.4.1, 5.4.2, 5.4.3, 5.5.2, 5.5.4
Chapter 5
5.4.1 Given the series
ln(1 + x) = x
x
2
2
+
x
3
3

x
4
4
+ , 1 < x 1
show that
ln

1 + x
1 x

= 2

x +
x
3
3
+
x
5
5
+

, 1 < x < 1
We use the property ln(a/b) = lna lnb to write
ln

1 + x
1 x

= ln(1 + x) ln(1 x) =

n=1
(1)
n+1
x
n
n

n=1
(1)
n+1
(x)
n
n
=

n=1
((1)
n+1
+ 1)
x
n
n
= 2

n odd
x
n
n
Note that, since we use the ln(1 + x) series for both +x and x, the common
range of convergence is the intersection of 1 < x 1 and 1 < x 1, namely
|x| < 1.
5.4.2 Determine the values of the coecients a
1
, a
2
, and a
3
that will make (1+a
1
x+a
2
x
2
+
a
3
x
3
) ln(1 + x) converge as n
4
. Find the resulting series.
Using the expansion for ln(1 + x), we write
(1 + a
1
x + a
2
x
2
+a
3
x
3
) ln(1 + x)
=

n=1
(1)
n+1

x
n
n
+
a
1
x
n+1
n
+
a
2
x
n+2
n
+
a
3
x
n+3
n

We want to collect identical powers of x on the right hand side. To do this, we


must shift the index n according to n n 1, n n 2 and n n 3 for
the second, third and last terms on the right hand side, respectively. After doing
so, we may combine terms with powers x
4
and higher. The rst few terms (x, x
2
and x
3
) may be treated as exceptions. The result is
(1 + a
1
x + a
2
x
2
+a
3
x
3
) ln(1 + x)
= (x
1
2
x
2
+
1
3
x
3
) + a
1
(x
2

1
2
x
3
) + a
2
x
3
+

n=4
(1)
n+1

x
n
n

a
1
x
n
n 1
+
a
2
x
n
n 2

a
3
x
n
n 3

= x + (a
1

1
2
)x
2
+ (a
2

1
2
a
1
+
1
3
)x
3
+

n=4
(1)
n+1

1
n

a
1
n 1
+
a
2
n 2

a
3
n 3

x
n
(1)
Combining the terms over a common denominator yields

1
n

a
1
n 1
+
a
2
n 2

a
3
n 3

=
(n 1)(n 2)(n 3) a
1
n(n 2)(n 3) + a
2
n(n 1)(n 3)
a
3
n(n 1)(n 2)
n(n 1)(n 2)(n 3)
=
(1 a
1
+ a
2
a
3
)n
3
+ (6 + 5a
1
4a
2
+ 3a
3
)n
2
+(11 6a
1
+ 3a
2
2a
3
)n 6
n(n 1)(n 2)(n 3)
To make this converge as n
4
, we need to cancel the coecients of n
3
, n
2
and n
in the numerator. Solving for
1 a
1
+a
2
a
3
= 0, 6 +5a
1
4a
2
+3a
3
= 0, 11 6a
1
+3a
2
2a
3
= 0
yields the solution
a
1
= 3, a
2
= 3, a
3
= 1
Finally, inserting this back into (1), we obtain
(1+3x+3x
2
+x
3
) ln(1+x) = x+
5
2
x
2
+
11
6
x
3
+6

n=4
(1)
n
x
n
n(n 1)(n 2)(n 3)
or
ln(1 + x) =
x +
5
2
x
2
+
11
6
x
3
+ 6

n=4
(1)
n x
n
n(n1)(n2)(n3)
(1 + x)
3
5.4.3 Show that
a)

n=2
[(n) 1] = 1
Using the sum formula for the Riemann zeta function, we have

n=2
[(n) 1] =

n=2

p=1
1
p
n

n=2

p=2
1
p
n

p=2

n=2
1
p
n

where in the last step we have rearranged the order of summation. In doing so,
we have now changed this to a geometric series, with sum

n=2
p
n
=
p
2
1 p
1
=
1
p(p 1)
In this case

n=2
[(n) 1] =

p=2
1
p(p 1)
=

p=2

1
p 1

1
p

= 1
since this is a telescoping series.
b)

n=2
(1)
n
[(n) 1] =
1
2
The solution to this is similar to that of part a). The addition of (1)
n
yields

n=2
(1)
n
[(n) 1] =

n=2
(1)
n

p=2
1
p
n

n=2

p=2
1
(p)
n

p=2

n=2
1
(p)
n

The sum over n is still a geometric series, this time with

n=2
(p)
n
=
(p)
2
1 (p)
1
=
1
p(p + 1)
In this case

n=2
(1)
n
[(n) 1] =

p=2
1
p(p + 1)
=

p=2

1
p

1
p + 1

=
1
2
5.5.2 For what range of x is the geometric series

n=0
x
n
uniformly convergent?
We use the Weierstrass M test. We rst note that the geometric series

n=0
x
n
is absolutely convergent for |x| < 1. This means that the series

n=0
s
n
is
convergent for 0 s < 1. While this is all very obvious, the introduction of
this convergent series in s allows us to bound the x series by an x-independent
convergent one. This is precisely the setup of the Weierstrass M test.
We simply choose M
n
= s
n
. Then, so long as |x|
n
M
n
(ie |x| s), the
geometric series is uniformly convergent. Therefore we have shown that

n=0
x
n
is uniformly convergent provided |x| s < 1.
5.5.4 If the series of the coecients

a
n
and

b
n
are absolutely convergent, show that
the Fourier series

(a
n
cos nx + b
n
sinnx)
is uniformly convergent for < x < .
This is also a case for the Weierstrass M test. Note that, if we let (x) =
a
n
cos nx + b
n
sinnx denote the n-th element of the series, then
|(x)| = |a
n
cos nx + b
n
sinnx| |a
n
cos nx| +|b
n
sinnx| |a
n
| +|b
n
|
for the entire domain x (, ). Since the problem states that

a
n
and

b
n
are absolutely convergent, we now take simply M
n
= |a
n
| + |b
n
|. Clearly,

M
n
converges, and since |(x)| M
n
, we conclude that

(x) is uniformly
convergent for x (, ).
Physics 451 Fall 2004
Homework Assignment #8 Solutions
Textbook problems: Ch. 5: 5.6.2, 5.6.19, 5.7.4, 5.7.15, 5.9.11, 5.10.1, 5.10.7
Chapter 5
5.6.2 Derive a series expansion of cot x by dividing cos x by sinx.
Since cos x = 1
1
2
x
2
+
1
24
x
4
and sinx = x
1
6
x
3
+
1
120
x
5
, we divide
to obtain
cot x =
1
1
2
x
2
+
1
24
x
4

x
1
6
x
3
+
1
120
x
5

=
1
1
2
x
2
+
1
24
x
4

x(1
1
6
x
2
+
1
120
x
4
)
We now run into an issue of dividing one series by another. However, instead of
division, we may change this into a multiplication problem by using (1 r)
1
=
1 + r + r
2
+ r
3
+ to rewrite the denominator
(1
1
6
x
2
+
1
120
x
4
)
1
= 1 + (
1
6
x
2

1
120
x
4
+ ) + (
1
6
x
2

1
120
x
4
+ )
2
+
= 1 +
1
6
x
2
+ (
1
120
+
1
36
)x
4
+
= 1 +
1
6
x
2
+
7
360
x
4
+
where we have only kept terms up to O(x
4
). Returning to cot x, we now nd
cot x = x
1
(1
1
2
x
2
+
1
24
x
4
)(1 +
1
36
x
2
+
7
360
x
4
+ )
= x
1
(1 + (
1
2
+
1
6
)x
2
+ (
1
24

1
12
+
7
360
)x
4
+ )
= x
1
(1
1
3
x
2

1
45
x
4
+ )
In principle, we could work this out to higher orders by keeping more powers of
x in the series expansions.
Note that there is a nice expression for cot x in terms of the Bernoulli numbers.
This may be obtained by noting that the generating function denition of B
n
is
x
e
x
1
=

n=1
B
n
n!
x
n
=
1
2
x +

p=0
B
2p
(2p)!
x
2p
where we have used the fact that all odd Bernoulli numbers vanish except for
B
1
=
1
2
. Moving the
1
2
x to the left hand side, and using the identity
x
e
x
1
+
1
2
x =
x
2

e
x
+ 1
e
x
1
=
x
2
coth
x
2
we obtain
x
2
coth
x
2
=

p=0
B
2p
(2p)!
x
2p
or, by substituting x 2x and dividing through by x
cothx =

p=0
2B
2p
(2p)!
(2x)
2p1
Finally, to change coth into cot, we may work in the complex domain and note
that cothiz = i cot z. Therefore we make the substitution x ix to yield
i cot x =

p=0
2B
2p
(2p)!
(2ix)
2p1
Multiplying through by i and simplifying then gives the expression
cot x =

p=0
(1)
p
2
2p
B
2p
(2p)!
x
2p1
5.6.19 a) Plancks theory of quandized oscillators leads to an average energy
=

n=1
n
0
exp(n
0
/kT)

n=0
exp(n
0
/kT)
where
0
is a xed energy. Identify the numerator and denominator as binomial
expansions and show that the ratio is
=

0
exp(
0
/kT) 1
To simplify the expressions, we begin with the substitution r = exp(
0
/kT).
This yields = N/D where the numerator and denominator are
N =

n=1
n
0
r
n
, D =

n=0
r
n
We now see that the denominator is a simple geometric series. Hence D =
1/(1 r). For the numerator, we note that nr
n
= r
d
dr
(r
n
). Hence we may write
N =
0
r
d
dr
_

n=1
r
n
_
=
0
r
d
dr
r
1 r
=

0
r
(1 r)
2
Dividing the numerator and denominator nally yields
=

0
r
1 r
=

0
r
1
1
=

0
exp(
0
/kT) 1
b) Show that the of part (a) reduces to kT, the classical result, for kT
0
.
In this limit,
0
/KT 1, we may expand the exponential in the denominator
exp(
0
/kT) 1 +

0
kT
+
As a result


0

0
/kT +
kT
5.7.4 The analysis of the diraction pattern of a circular opening involves
_
2
0
cos(c cos ) d
Expand the integrand in a series and integrate by using
_
2
0
cos
2n
d =
(2n)!
2
2n
(n!)
2
2,
_
2
0
cos
2n+1
d = 0
Setting x = c cos , we expand
cos x =

n=0
(1)
n
(2n)!
x
2n
so that
_
2
0
cos(c cos ) d =
_
2
0

n=0
(1)
n
(2n)!
c
2n
cos
2n
d
=

n=0
(1)
n
c
2n
(2n)!
_
2
0
cos
2n
d
=

n=0
(1)
n
c
2n
(2n)!
2(2n)!
2
2n
(n!)
2
=

n=0
2(1)
n
(n!)
2
_
c
2
_
2n
5.7.15 The Klein-Nishina formula for the scattering of photons by electrons contains a term
of the form
f() =
(1 + )

2
_
2 + 2
1 + 2

ln(1 + 2)

_
Here = h/mc
2
, the ratio of the photon energy to the electron rest mass energy.
Find
lim
0
f()
This problem is an exercise in taking Taylor series. Note that, if we simply set
= 0 in f(), the rst term (1 +)/
2
would diverge as
2
. Hence this provides
a hint that we should keep at least two powers of in any series expansion we
perform. Keeping this in mind, we rst work on the fraction
2 + 2
1 + 2
= 2(1+)(1+2)
1
= 2(1+)(12+4
2
) = 2(1+2
2
+ ) (1)
next we turn to the log
ln(1 + 2)

=
1
ln(1+2) =
1
(2
1
2
(2)
2
+
1
3
(2)
3
+ ) = (22+
8
3

2
)
(2)
Subtracting (2) from (1), and combining with the prefactor (1 + )/
2
, we nd
f() =
(1 + )

2
[2(1 + 2
2
+ ) (2 2 +
8
3

2
)]
=
(1 + )

2
[4
2

8
3

2
+ ] =
(1 + )

2
[
4
3

2
+ ] =
4
3
(1 + )[1 + ]
We are now in a position to take the limit 0 to obtain
lim
0
f() =
4
3
5.9.11 The integral
_
1
0
[ln(1 x)]
2
dx
x
appears in the fourth-order correction to the magnetic moment of the electron. Show
that it equals 2(3).
We begin with the variable substitution
1 x = e
t
, dx = e
t
dt
to obtain
_
1
0
[ln(1 x)]
2
dx
x
=
_

0
t
2
e
t
1 e
t
dt
This integral involves powers and exponentials, and is not so easy to do. Thus
we expand the fraction as a series
e
t
1 e
t
= e
t
(1 e
t
)
1
= e
t
(1 + e
t
+ e
2t
+ e
3t
+ ) =

n=1
e
nt
This gives
_
1
0
[ln(1 x)]
2
dx
x
=
_

0
t
2
_

n=1
e
nt
_
dt =

n=1
_

0
e
nt
t
2
dt
This integral may be evaluated by integration by parts (twice). Alternatively, we
make the substitution s = nt to arrive at
_
1
0
[ln(1 x)]
2
dx
x
=

n=1
n
3
_

0
e
s
s
2
ds =

n=1
n
3
(3) = 2(3)
Here we have used the denition of the Gamma function
(z) =
_

0
e
s
s
z1
dz
as well as the zeta function
(z) =

n=1
n
z
5.10.1 Stirlings formula for the logarithm of the factorial function is
ln(x!) =
1
2
ln2 +
_
x +
1
2
_
lnx x
N

n=1
B
2n
2n(2n 1)
x
12n
The B
2n
are the Bernoulli numbers. Show that Stirlings formula is an asymptotic
expansion.
Instead of using the textbook denition of an asymptotic series

a
n
(x), we aim
to demonstrate the two principle facts; i) that the series diverges for xed x when
N , and ii) that the remainder vanishes for xed N when x . To do
so, we rst examine the form of a
n
(x)
a
n
(x) =
B
2n
2n(2n 1)
x
12n
Using the relation
B
2n
=
(1)
n+1
2(2n)!
(2)
2n
(2n)
we nd
|a
n
(x)| =
2(2n 2)!(2n)
(2)
2n
x
12n
For condition i), in order to show that the series diverges for xed x, we may
perform the ratio test
|a
n
|
|a
n+1
|
=
2(2n 2)!(2n)
(2)
2n
(2)
2n+2
2(2n)!(2n + 2)
x
2
=
(2)
2
2n(2n 1)
(2n)
(2n + 2)
x
2
(3)
Since lim
n
(n) = 1, and since there are factors of n in the denominator, we
see that
lim
n
|a
n
|
|a
n+1
|
= 0 (for xed x)
and hence the ratio test demonstrates that the series diverges.
For showing condition ii), on the other hand, we suppose the series stops at term
n = N. Then the error or remainder is related to the subsequent terms a
N+1
,
a
N+2
, etc. However, according to (3), if we take the limit x for xed N we
have
lim
x
|a
N
|
|a
N+1
|
= |a
N+1
|
|a
N
|

= 0 as x
Hence the remainder terms fall o suciently fast to satisfy the criteria for an
asymptotic series. We thus conclude that Stirlings formula is an asymptotic
expansion.
5.10.7 Derive the following Bernoulli number asymptotic series for the Euler-Mascheroni
constant
=
n

s=1
s
1
lnn
1
2n
+
N

k=1
B
2k
(2k)n
2k
Let us start by recalling the useful denition of the Euler-Mascheroni constant
= lim
n
_
n

s=1
s
1
lnn
_
Essentially, the constant is the dierence between the sum and the integral
approximation. This suggests that we begin by inserting the function f(x) = 1/x
into the Euler-Maclauren sum formula
n

x=1
f(x) =
_
n
1
f(x)dx +
1
2
f(1) +
1
2
f(n) +
N

p=1
1
(2p)!
B
2p
[f
(2p1)
(n) f
(2p1)
(1)]

1
(2N)!
_
1
0
B
2N
(x)
n1

=1
f
(2N)
(x + )dx
(4)
However, we rst note that, for f(x) = 1/x we have
_
n
1
f(x)dx =
_
n
1
dx
x
= lnn
as well as
f
(k)
(x) = (1)
k
k!
x
k+1
Using these results, and returning to (4), we nd
n

s=1
s
1
= lnn +
1
2
+
1
2n

N

p=1
B
2p
2p
[n
2p
1]
_
1
0
B
2N
(x)
n1

=1
(x + )
2N+1
dx
or
n

s=1
s
1
lnn =
1
2
+
1
2n

N

p=1
B
2p
2p
[n
2p
1] + R
N
(n) (5)
where the remainder R
N
(n) is given by
R
N
(n) =
_
1
0
B
2N
(x)
n1

=1
(x + )
2N+1
dx (6)
At this point, may note that the left hand side of (5) is close to the expression
we want for the Euler-Mascheroni constant. However, we must recall that the
sum formula (4) generally yields an asymptotic expansion (since the Bernoulli
numbers diverge). Thus we have to be careful about the remainder term.
Of course, we can still imagine taking the limit n in (5) to obtain
= lim
n
_
n

s=1
s
1
lnn
_
=
1
2
+
N

p=1
B
2p
2p
+ R
N
() (7)
Noting that the remainder (6) is a sum of terms
R
N
(n) =
_
1
0
B
2N
(x)
_
1
(x + 1)
2N+1
+
1
(x + 2)
2N+1
+ +
1
(x + n 1)
2N+1
_
dx
and that the rst few terms in the sum dominate, we may eliminate most (but
not all) of the remainder by subtracting (5) from (7)

n

s=1
s
1
+ lnn =
1
2n
+
N

p=1
B
2p
2p
1
n
2p
+ [R
N
() R
N
(n)]
Finally, dropping the dierence of remainders, we obtain the result
=
n

s=1
s
1
lnn
1
2n
+
N

p=1
B
2p
2p
1
n
2p
Physics 451 Fall 2004
Homework Assignment #9 Solutions
Textbook problems: Ch. 6: 6.1.3, 6.1.7, 6.2.5, 6.2.6, 6.3.3, 6.4.3, 6.4.4
Chapter 6
6.1.3 Prove algebraically that
|z
1
| |z
2
| |z
1
+ z
2
| |z
1
| +|z
2
|
Interpret this result in terms of vectors. Prove that
|z 1| < |
_
z
2
1| < |z + 1|, for (z) > 0
We start by evaluating |z
1
+ z
2
|
2
|z
1
+ z
2
|
2
= (z
1
+ z
2
)(z

1
+ z

2
) = |z
1
|
2
+|z
2
|
2
+ z
1
z

2
+ z

1
z
2
= |z
1
|
2
+|z
2
|
2
+ (z
1
z

2
) + (z
1
z

2
)

= |z
1
|
2
+|z
2
|
2
+ 2(z
1
z

2
)
(1)
We now put a bound on the real part of z
1
z

2
. First note that, for any complex
quantity , we have ||
2
= ()
2
+ ()
2
()
2
. Taking a square root gives
|| || or || ||. For the present case (where = z
1
z

2
) this gives
|z
1
||z
2
| (z
1
z

2
) |z
1
||z
2
|. Using this inequality in (1), we obtain
|z
1
|
2
+|z
2
|
2
2|z
1
||z
2
| |z
1
+ z
2
|
2
|z
1
|
2
+|z
2
|
2
+ 2|z
1
||z
2
|
or
(|z
1
| |z
2
|)
2
|z
1
+ z
2
|
2
(|z
1
| +|z
2
|)
2
Taking the square root then proves the triangle inequality. The reason this is
called the triangle inequality is that, in terms of vectors, we can think of z
1
, z
2
and z
1
+ z
2
as the three sides of a triangle
2 1
z2
+
z
z
1
z
Then the third side (|z
1
+ z
2
|) of a triangle can be no longer than the sum of
the lengths of the other two sides (|z
1
| + |z
2
|) nor shorter than the dierence of
lengths (|z
1
| |z
2
|).
Finally, for the second inequality, we start by proving that
|z + 1|
2
= |z|
2
+ 1 + 2z = (|z|
2
+ 1 2z) + 4z = |z 1|
2
+ 4z > |z 1|
2
for z > 0. This implies that |z + 1| > |z 1| for z > 0. The picture here is
that if z is on the right half of the complex plane then it is closer to the point 1
than the point 1.
z
1
+

z
1
z
z
Given this result, it is simple to see that
|z 1|
2
< |z 1||z + 1| < |z + 1|
2
or, by taking a square root
|z 1| < |
_
(z 1)(z + 1)| < |z + 1|
which is what we set out to prove.
6.1.7 Prove that
a)
N1

n=0
cos nx =
sin(Nx/2)
sinx/2
cos(N 1)
x
2
b)
N1

n=0
sinnx =
sin(Nx/2)
sinx/2
sin(N 1)
x
2
We may solve parts a) and b) simultaneously by taking the complex combination
S =
N1

n=0
cos nx + i
N1

n=0
sinnx =
N1

n=0
(cos nx + i sinnx) =
N1

n=0
e
inx
The real part of S gives part a) and the imaginary part of S gives part b). When
written in this fashion, we see that S is a terminating geometric series with ratio
r = e
ix
. Thus
S =
N1

n=0
r
n
=
1 r
N
1 r
=
1 e
Nix
1 e
ix
=
e
1
2
Nix
(e
1
2
Nix
e

1
2
Nix
)
e
1
2
ix
(e
1
2
ix
e

1
2
ix
)
We performed the last step in order to balance positive and negative exponentials
inside the parentheses. This is so that we may relate both the numerator and
denominator to sin = (e
i
e
i
)/2i. The result is
S = e
1
2
(N1)ix
sin(Nx/2)
sinx/2
=
_
cos
1
2
(N 1)x + i sin
1
2
(N 1)x
_
sin(Nx/2)
sinx/2
It should now be apparent that the real and imaginary parts are indeed the
solutions to parts a) and b).
6.2.5 Find the analytic function
w(z) = u(x, y) + iv(x, y)
a) if u(x, y) = x
3
3xy
2
We use the Cauchy-Riemann relations
v
x
=
u
y
= 6xy v = 3x
2
y + C(y)
v
y
=
u
x
= 3x
2
3y
2
v = 3x
2
y y
3
+ D(x)
In order for these two expressions to agree, the functions C(y) and D(x) must
have the form C(y) = y
3
+c and D(x) = c where c is an arbitrary constant. As
a result, we nd that v(x, y) = 3x
2
y y
3
+ c, or
w(z) = (x
3
3xy
2
) + i(3x
2
y y
3
) + ic = z
3
+ ic
The constant c is unimportant.
b) v(x, y) = e
y
sinx As above, we have
u
x
=
v
y
= e
y
sinx u = e
y
cos x + C(y)
u
y
=
v
x
= e
y
cos x u = e
y
cos x + D(x)
Thus we must have C(y) = D(x) = c with c a constant. The complex function
w(z) is
w(z) = c + e
y
cos x + ie
y
sinx = c + e
y
(cos x + i sinx) = c + e
ixy
= c + e
iz
6.2.6 If there is some common region in which w
1
= u(x, y) + iv(x, y) and w
2
= w

1
=
u(x, y) iv(x, y) are both analytic, prove that u(x, y) and v(x, y) are constants.
If u + iv and u iv are both analytic, then they must both satisfy the Cauchy-
Riemann equations. This corresponds to
u
x
=
v
y
,
u
y
=
v
x
(from u + iv) and
u
x
=
v
y
,
u
y
=
v
x
(from u iv). Clearly this indicates that
u
x
=
u
y
= 0,
v
x
=
v
y
= 0
Since all partial derivatives vanish, u and v can only be constants.
6.3.3 Verify that
_
1+i
0
z

dz
depends on the path by evaluating the integral for the two paths shown in Fig. 6.10.
2
x
+ 1 i
y
z
2
1
1
We perform this integral as a two-dimensional line integral
_
z

dz =
_
(x iy)(dx + idy)
For path 1, we rst integrate along the x-axis (y = 0; dy = 0) and then along the
y-axis (x = 1; dx = 0)
_
1+i
0
z

dz =
_
1
0
(x iy)

y=0
dx +
_
1
0
(x iy)

x=1
idy
=
_
1
0
xdx +
_
1
0
(i + y)dy =
1
2
x
2

1
0
+ (iy +
1
2
y
2
)

1
0
= 1 + i
Similarly, for path 2, we nd
_
1+i
0
z

dz =
_
1
0
(x iy)

x=0
idy +
_
1
0
(x iy)

y=1
dx
=
_
1
0
ydy +
_
1
0
(x i)dx =
1
2
y
2

1
0
+ (
1
2
x
2
ix)

1
0
= 1 i
So we see explicitly that the integral depends on the path taken (1 + i = 1 i).
6.4.3 Solve Exercise 6.3.4 [
_
C
dz/(z
2
+z) where C is a circle dened by |z| > 1] by separating
the integrand into partial fractions and then applying Cauchys integral theorem for
multiply connected regions.
Note that, by applying Cauchys integral formula to a constant function f(z) = 1,
we may derive the useful expression
_
C
dz
z z
0
= 2i (2)
provided point z
0
is contained inside the contour C (it is zero otherwise). Then,
using partial fractions, we see that
_
C
dz
z
2
+ z
=
_
C
dz
z(z + 1)
=
_
C
_
1
z

1
z + 1
_
dz =
_
C
dz
z

_
dz
z + 1
Since C is a circle of radius greater than one, it encompasses both points z
0
= 0
and z
0
= 1. Thus, using (2), we nd
_
C
dz
z
2
+ z
= 2i 2i = 0
Note that, if the radius of C is less than one, we would have encircled only the
pole at z
0
= 0. The result would then have been 2i instead of zero.
6.4.4 Evaluate
_
C
dz
z
2
1
where C is the circle |z| = 2.
Again, we use partial fractions and (2)
_
C
dz
z
2
1
=
_
C
dz
(z + 1)(z 1)
=
_
C
_
1/2
z 1

1/2
z + 1
_
dz
=
1
2
_
C
dz
z 1

1
2
_
C
dz
z + 1
= i i = 0
Here it is important that the contour of radius 2 encircles both points z
0
= 1
and z
0
= 1.
Physics 451 Fall 2004
Homework Assignment #10 Solutions
Textbook problems: Ch. 6: 6.5.2, 6.5.8, 6.6.2, 6.6.7
Ch. 7: 7.1.2, 7.1.4
Chapter 6
6.5.2 Derive the binomial expansion
(1 + z)
m
= 1 + mz +
m(m1)
1 2
z
2
+ =

n=0

m
n

z
n
for m any real number. The expansion is convergent for |z| < 1. Why?
To derive the binomial expansion, consider generating the Taylor series for f(z)
around z = 0 where f(z) = (1 + z)
m
. Taking derivatives of f(z), we nd
f

(z) = m(1 + z)
m1
,
f

(z) = m(m1)(1 + z)
m2
,
f

(z) = m(m1)(m2)(1 + z)
m3
,
etc.
In general, the n-th derivative is given by
f
(n)
(z) = m(m1)(m2) (mn + 1)(1 + z)
mn
=
m!
(mn)!
(1 + z)
mn
where the factorial for non-inteter m may be dened by the Gamma function,
or by the expression indicated. In particular, f
(n)
(0) = m!/(mn)!. Hence the
Taylor series has the form
f(z) =

n=0
1
n!
f
(n)
(0)z
n
=

n=0
m!
n!(mn)!
z
n
=

n=0

m
n

z
n
For non-integer m (but integer n), the binomial coecient may be dened by the
Gamma function, or alternately by

m
n

=
m(m1)(m2) (mn + 1)
1 2 3 n
=
n

k=1
mk + 1
k
Note that, for non-integer m, the expression (1+z)
m
has a branch point at z = 1.
(This is explored in problem 6.6.7 below.) Since the radius of convergence of the
Taylor series is the distance to the nearest singularity, this explains why |z| < 1
is necessary for convergence. For negative integer m, there is no branch point,
but there is still a pole (of order |m|) at z = 1. The pole also results in a radius
of convergence of |z| < 1. On the other hand, for m a non-negative integer, the
series terminates (giving a traditional binomial expansion for (1 +z) raised to an
integer power), and the radius of convergence is innite. This is consistent with
the absence of any singularity in this case.
6.5.8 Develop the rst three nonzero terms of the Laurent expansion of
f(z) = (e
z
1)
1
about the origin.
Since the Laurent expansion is a unique result, we may obtain the expansion any
way we wish. What we can do here is to start with a Taylor expansion of the
denominator
e
z
1 = z +
1
2
z
2
+
1
6
z
3
+ = z(1 +
1
2
z +
1
6
z
+
)
Hence
f(z) = (e
z
1)
1
= z
1
(1 +
1
2
z +
1
6
z
2
+ )
1
For small z, we invert the series using (1 + r)
1
= 1 r + r
2
where r =
1
2
z +
1
6
z
2
+ . This gives
f(z) = z
1

1 (
1
2
z +
1
6
z
2
+ ) + (
1
2
z +
1
6
z
2
+ )
2

= z
1

1
1
2
z +
1
12
z
2
+

=
1
z

1
2
+
1
12
z +
(1)
Of course, we could also take the hint and use the generating function of Bernoulli
numbers to write
f(z) =
1
e
z
1
= z
1

z
e
z
1

= z
1

n=0
B
n
n!
z
n
=
B
0
z
+B
1
+
1
2
B
2
z+
1
6
B
3
z
2
+
Inserting B
0
= 1, B
1
=
1
2
and B
2
=
1
6
then immediately yields the last line of
(1). However, this method requires us to either remember or look up the values
of the Bernoulli numbers.
6.6.2 What part of the z-plane corresponds to the interior of the unit circle in the w-plane
if
a) w =
z 1
z + 1
Note that, by trying a few numbers, we can see that z = 0 gets mapped to w = 1
and z = 1 gets mapped to w = 0
1 z
+1 z
1 z
+
1
z
z
z w
w =

In fact, the unit circle in the w-plane is given by the equation |w| = 1, which
maps to |z 1| = |z + 1| in the z-plane. Geometrically, this is saying that the
point z is equidistant to both +1 and 1. This can only happen on the imaginary
axis (x = 0). Hence the imaginary axis maps to the circumference of the circle.
Furthermore, since z = 1 gets mapped into the interior of the circle, we may
conclude that the right half (rst and fourth quadrants) of the complex z-plane
gets mapped to the interior of the unit circle.
b) w =
z i
z + i
This map is similar to that of part a), except that the distances are measured to
the points +i and i instead. Thus in this case the real axis (y = 0) gets mapped
to the circle. The upper half plane (rst and second quadrants) gets mapped to
the interior of the unit circle.
6.6.7 For noninteger m, show that the binomial expansion of Exercise 6.5.2 holds only for
a suitably dened branch of the function (1 + z)
m
. Show how the z-plane is cut.
Explain why |z| < 1 may be taken as the circle of convergence for the expansion of
this branch, in light of the cut you have chosen.
Returning to the binomial expansion of f(z) = (1+z)
m
, we note that if w = 1+z,
we end up with a function f(w) = w
m
which is multi-valued under w we
2i
whenever m is nonintegral. This indicates that w = 0 is a branch point, and a
suitable branch must be dened. We take the branch cut to run from w = 0
along the negative real axis in the w-plane. However, the simple transformation
z = w 1 allows us to return to the original z-plane. In this case, w = 0 is the
same as z = 1, so the branch point is at z = 1, with a cut running to the left.
The picture of the cut z-plane is then as follows
1
+
z
1
z
cut

z
where the principle value is taken to be < . In this case, f(z) =
|1 + z|
m
e
im
. Since the Taylor series is expanded about z = 0, the radius of
convergence is |z| < 1, which is the distance to the nearest singularity (the branch
point at z = 1). This is why it is desired to take the branch cut running along
the left (otherwise, if it goes inside the unit circle, it will reduce or eliminate the
radius of convergence).
Chapter 7
7.1.2 A function f(z) can be represented by
f(z) =
f
1
(z)
f
2
(z)
in which f
1
(z) and f
2
(z) are analytic. The denominator f
2
(z) vanishes at z = z
0
,
showing that f(z) has a pole at z = z
0
. However, f
1
(z
0
) = 0, f

2
(z
0
) = 0. Show that
a
1
, the coecient of (z z
0
)
1
in a Laurent expansion of f(z) at z = z
0
, is given by
a
1
=
f
1
(z
0
)
f

2
(z
0
)
Since f
1
(z) and f
2
(z) are both analytic, they may be expanded as Taylor series
f
1
(z) = f
1
(z
0
) + f

1
(z
0
)(z z
0
) + ,
f
2
(z) = f

2
(z
0
)(z z
0
) +
1
2
f

2
(z
0
)(z z
0
)
2
+
Here we have already set f
2
(z
0
) = 0 since the function vanishes at z = z
0
. As a
result, we have
f(z) =
f
1
(z)
f
2
(z)
=
f
1
(z
0
) + f

1
(z
0
)(z z
0
) +
f

2
(z
0
)(z z
0
) +
1
2
f

2
(z
0
)(z z
0
)
2
+
=
f
1
(z
0
)/f

2
(z
0
)
z z
0
1 + (f

1
/f
1
)(z z
0
) +
1 +
1
2
(f

2
/f

2
)(z z
0
) +
For z z
0
, the denominator 1 +
1
2
(f

2
/f

2
)(z z
0
) + may be inverted using
the geometric series relation 1/(1 +r) = 1 r +r
2
. The result is a Laurent
series of the form
f(z) =
f
1
(z
0
)/f

2
(z
0
)
z z
0

1 + (
f

1
f
1

2
2f

2
)(z z
0
) +

This expansion has a single pole, and its residue is simply


a
1
=
f
1
(z
0
)
f
2
(z
0
)
7.1.4 The Legendre function of the second kind Q

(z) has branch points at z = 1. The


branch points are joined by a cut line along the real (x) axis.
a) Show that Q
0
(z) =
1
2
ln((z + 1)/(z 1)) is single-valued (with the real axis
1 x 1 taken as a cut line).
Because lnw has a branch point at w = 0, this ratio of logs has branch points at
z = 1 as promised. Joining the branch points by a cut line along the real axis
gives the picture
z
1
+
z
1 1

1
z

Of course, to make this picture well dened, we provide a principle value for the
arguments
z + 1 = |z + 1|e
i
, < ,
z 1 = |z 1|e
i
, <
Thus
Q
0
(z) =
1
2
ln(z + 1)
1
2
ln(z 1) =
1
2
ln

z + 1
z 1

+
i
2
( ) (2)
It is the manner in which the arguments and show up in (2) that indicate the
branch cut is as written. For x > 1 on the real axis, both and are smooth,
0 and 0 for going either a little bit above or below the axis. Hence there
is no discontinuity in Q
0
(x > 1) and thus no branch cut. For 1 < x < 1, on the
other hand, the argument 0 is smooth innitesimally above or below the axis,
but the argument is discontinuous: above the axis, but below
the axis. This shows that the value of Q
0
changes by i when crossing the real
axis. For x < 1, the situation is more interesting, as both and jump when
crossing the axis. However the dierence () is unchanged. In this sense, the
two branch cuts cancel each other out, so that the function Q
0
(x < 1) is well
dened without a cut.
Essentially, the branch cut prevents us from going around either of the points
z = 1 or z = 1 individually. However, we can take a big circle around both
points. In this case, + 2 and + 2, but once again the dierence
( ) in (2) is single-valued. So this is an appropriate branch cut prescription.
b) For real argument x and |x| < 1 it is convenient to take
Q
0
(x) =
1
2
ln
1 + x
1 x
Show that
Q
0
(x) =
1
2
[Q
0
(x + i0) + Q
0
(x i0)]
The branch cut prescription described in part a) is somewhat unfortunate for real
arguments |x| < 1, since those values of x sit right on top of the cut. To make
this well dened for real x, we must provide a prescription for avoiding the cut.
This is what the x +i0 (above the cut) and x i0 (below the cut) prescription is
doing for us. Noting that (for |x| < 1) the arguments have the following values
x + i0 (above the cut) : 0, ,
x i0 (below the cut) : 0,
The expression of (2) yields
Q
0
(x + i0) =
1
2
ln

x + 1
x 1

i
2
,
Q
0
(x i0) =
1
2
ln

x + 1
x 1

+
i
2
(3)
Taking the average gives
Q
0
(x) =
1
2
[Q
0
(x + i0) + Q
0
(x i0)] =
1
2
ln

x + 1
x 1

=
1
2
ln
1 + x
1 x
where we have used the fact that |x 1| = 1 x for |x| < 1. In this case, we see
that averaging the function below and above the cut cancels the imaginary parts,
i/2 in (3).
Physics 451 Fall 2004
Homework Assignment #11 Solutions
Textbook problems: Ch. 7: 7.2.5, 7.2.7, 7.2.14, 7.2.20, 7.2.22
Chapter 7
7.2.5 The unit step function is dened as
u(s a) =
_
0, s < a
1, s > a
Show that u(s) has the integral representations
a) u(s) = lim
0
+
1
2i
_

e
ixs
x i
dx
Let us rst suppose we may close the contour with a semi-circle in the upper half
plane

z
u(s)
C
I
R
R
i
Always assuming the limit 0
+
, we see that the real integral for u(s) may be
promoted to a closed contour integral
1
2i
_
C
e
izs
z i
dz = u(s) + I
R
(1)
where I
R
denotes the integral along the semi-circle at innity. We now show that,
at least for s > 0, the integral I
R
vanishes. To do so, we make an explicit variable
substitution
z = Re
i
, dz = iRe
i
d
so that
I
R
=
1
2i
_

0
e
isRe
i
Re
i
i
iRe
i
d =
1
2
_

0
e
isR(cos +i sin )
d
where we have safely taken the limit 0
+
. Expanding out the exponent, we
nd
I
R
=
1
2
_

0
e
isRcos
e
sRsin
d (2)
This vanishes by Jordans lemma provided sRsin > 0 so that the real exponen-
tial is suppressed instead of blowing up (in fact, this is Jordans lemma). Since
R is positive and sin > 0 in the upper half plane, this corresponds to the
requirement s > 0 (as alluded to above). In this case, since I
R
= 0, (1) simplies
to
u(s) =
1
2i
_
C
e
izs
z i
dz = residue of
e
izs
z i
at z = i (s > 0)
The residue at i is simply lim
0
+ e
s
= 1. Hence we have conrmed that
u(s) = 1 for s > 0.
For s < 0, on the other hand, Jordans lemma makes it clear that we should
instead close the contour with a semi-circle in the lower half plane

I
R
z
u(s)
i
C
Since there are no residues inside the contour, we simply obtain u(s) = 0 for
s < 0. Although the problem does not discuss the case when s = 0, it is worth
considering. In this case, we might as well close the contour in the upper half
plane. Then I
R
can be directly evaluated by inserting s = 0 into (2). The result
is simply I
R
=
1
2
. Since the contour integral still has the value of 1 (residue at
the pole at i), inserting I
R
=
1
2
into (1) gives
1 = u(0) +
1
2
u(0) =
1
2
which is a nice result indicating that the step function is given completely by
u(s a) =
_
0, s < a
1
2
, s = a
1, s > 1
at least using this denition.
b) u(s) =
1
2
+
1
2i
P
_

e
ixs
x
dx
The principal value integral can be evaluated by deforming the contour above
and below the pole and then taking the average of the results. For s > 0, this
corresponds to something like
z
u(s)
C
I
R
or
z
u(s)
C
I
R
As in part a), the residue of the pole at z = 0 is simply 1. So for the contour on
the left we have
1
2i
_
e
izs
z
dz = 1, while for the one on the right (no poles inside)
we have 0. The principal value then gives 1/2 (the average of 1 and 0). This
indicates that
u(s) =
1
2
+
1 + 0
2
= 1, (s > 0)
For s < 0, on the other hand, we close the contour on the lower half plane. Again,
we average between the case when the pole is inside and when it is outside the
contour. However, it is important to realize that by closing the contour on the
lower half plane, we are actually choosing a clockwise (wrong direction) contour.
This means the contour integral gives either 1 or 0 depending on whether the
pole is inside or outside. The principal value prescription then yields
u(s) =
1
2
+
1 + 0
2
= 0, (s < 0)
If we wanted to be careful, we could also work this out for s = 0 to nd the same
answer u(0) =
1
2
.
7.2.7 Generalizing Example 7.2.1, show that
_
2
0
d
a b cos
=
_
2
0
d
a b sin
=
2
(a
2
b
2
)
1/2
for a > |b|. What happens if |b| > |a|?
Since this integral is over a complete period, we note that we would get the
same answer whether we integrate cos or sin. Furthermore, it does not matter
whether we integrate a + b cos or a b cos . This can be proven directly by
considering the substitutions

2
or + into the integral. In any
case, this means we only need to consider
I =
_
2
0
d
a + b cos
where we assume a > b > 0. For these types of trig integrals, we make the
substitutions
z = e
i
, dz = ie
i
d = izd, cos =
z + z
1
2
to change the real integral into a contour integral on the unit circle |z| = 1
I =
_
C
dz
iz(a +
b
2
(z + z
1
))
=
2i
b
_
C
dz
z
2
+
2a
b
z + 1
Since the contour is already closed, we do not need to worry about nding a way
to close the contour. All we need is to identify the poles inside the contour and
their residues. To do this, we solve the quadratic equation in the denominator to
obtain
I =
2i
b
_
C
dz
(z z
+
)(z z

)
where
z

=
a
b

_
a
2
b
2
1 (3)
Since we have assumed a > b > 0, the two zeros of the denominator, z

and z
+
are located as follows
z
C
z

z
+
In particular, it is not hard to check that the pole at z
+
lies inside the circle of
unit radius. As a result
I = (2i)
2i
b
_
residue of
1
(z z
+
)(z z

)
at z = z
+
_
=
4
b
1
(z
+
z

)
=
4
2b
_
a
2
/b
2
1
=
2

a
2
b
2
Note that, for a < 0, the integrand would always be negative. In this case, I
would be negative. Thus the complete answer is
I =
2

a
2
b
2
sign(a)
For |b| > |a|, the integrand would blow up when = cos
1
(a/b) so the integral
is not dened. What happens in this case is that, on the complex plane, the two
poles z
+
and z

, which still solve (3), move o the real axis but stay on the unit
circle contour itself.
z
+
z

C
z
So the complex integral is just as bad as the real integral. This is an example
where we could consider using a principal value prescription to make the integral
well dened.
7.2.14 Show that (a > 0)
a)
_

cos x
x
2
+ a
2
dx =

a
e
a
How is the right-hand side modied if cos x is replaced by cos kx?
For these types of integrals with sin or cos in the numerator, it is best to consider
sinx or cos x as the imaginary or real part of the complex exponential e
ix
. In
this case, we write
I =
_

cos x
x
2
+ a
2
dx =
_

e
ix
x
2
+ a
2
dx
Using Jordans lemma, we may close the contour using a semi-circle in the upper
half plane.
ia
z
C
I
R
Since I
R
= 0 (by Jordans lemma), we have simply
I =
_
e
iz
z
2
+ a
2
dz =
_
e
iz
(z ia)(z + ia)
dz =
_
2i
e
a
2ia
_
=

a
e
a
(for a positive).
If cos x is replaced by cos kx, we would write the numerator as e
ikx
. In this
case, for k > 0 we would close the contour in the upper half plane as before.
In addition, the exponential factor in the residue would be e
ka
, so for cos kx,
the integral would be (/a)e
ka
. For k < 0, on the other hand, we could close
the contour in the lower half plane. However, it is actually easier to see that
cos(kx) = cos kx, so the answer should be independent of the sign of k. Hence
_

cos kx
x
2
+ a
2
dx =

|a|
e
|ka|
is valid for any sign of k and a.
b)
_

xsinx
x
2
+ a
2
dx = e
a
How is the right-hand side modied if sinx is replaced by sinkx?
As above, we write sinx = e
ix
. Closing the contour in the same manner, and
using Jordans lemma to argue that I
R
= 0, we obtain
_

xsinx
x
2
+ a
2
dx =
_
ze
iz
z
2
+ a
2
dz =
_
ze
iz
(z ia)(z + ia)
dz
=
_
2i
iae
a
2ia
_
= e
a
If sinx is replaced by sinkx, the residue would get modied so that e
a
is replaced
by e
ka
. As a result
_

xsinkx
x
2
+ a
2
dx = e
|ka|
The reason for the absolute value is the same as for part a) above.
7.2.20 Show that
_

0
dx
(x
2
+ a
2
)
2
=

4a
3
, a > 0
This problem involves a double pole at z = ia. Choosing to close the contour in
the upper half plane
ia
z
C
I
R
we obtain
I =
_

0
dx
(x
2
+ a
2
)
2
=
1
2
_

dx
(x
2
+ a
2
)
2
=
1
2
_
C
dz
(z
2
+ a
2
)
2
= i (residue at z = ia)
(4)
Although this is a double pole, it may still have a residue. To see this, imagine
expanding the integrand in a power series near the pole at z = ia
1
(z
2
+ a
2
)
2
= (z ia)
2
(z + ia)
2
= (z ia)
2
[2ia + (z ia)]
2
= (z ia)
2
(2ia)
2
_
1 +
z ia
2ia
_
2
=
1
4a
2
(z ia)
2
_
1 2
_
z ia
2ia
_
+
2 3
2
_
z ia
2ia
_
2

_
=
1/4a
2
(z ia)
2
+
i/4a
3
(z ia)
+ (3/16a
4
) +
Here we have used the binomial expansion for (1 + r)
2
. This shows that, in
addition to the obvious double pole, there is a single pole hidden on top of it
with residue a
1
= i/4a
3
. Alternatively, we could have computed the residue
much more quickly by noting that for a double pole in f(z) = 1/(z
2
+ a
2
)
2
, we
form the non-singular function g(z) = (z ia)
2
f(z) = 1/(z + ia)
2
. The residue
is then the derivative
a
1
= g

(ia) =
d
dz
1
(z + ia)
2

z=ia
=
2
(z + ia)
3

z=ia
=
2
(2ia)
3
=
i
4a
3
In either case, using this residue in (4), we nd
I = i
_
i
4a
3
_
=

4a
3
or more precisely I = /4|a|
3
, which is valid for either sign of a.
It is worth noting that, for this problem, the integrand falls o suciently fast at
innity that we could choose to close the contour either in the upper half plane
or the lower half plane. Had we worked with the lower half plane, we would
have found a pole at ia with opposite sign for the residue. On the other hand,
the clockwise contour would have contributed another minus sign. So overall we
would have found the same result either way (which is a good thing).
7.2.22 Show that
_

0
cos(t
2
)dt =
_

0
sin(t
2
)dt =

2
Again, when we see sin or cos, it is worth considering this as the imaginary or real
parts of the complex exponential. Hence we rst choose to evaluate the integral
I =
_

0
e
it
2
dt
Taking the hint into account, we write down a (closed) contour integral using the
contour
I
/2
z
C
I
I
R
2
Thus
_
C
e
iz
2
dz = I + I
R
+ I
2
We start by evaluating the contour integral on the left. Although e
iz
2
has an
essential singularity at innity, that actually lies outside the contour (this is
certainly true for any xed large radius R; it also remains outside the contour
in the limit R ). Since there are no poles and no singularities inside the
contour, the contour integral vanishes. As a result,
0 = I + I
R
+ I
2
I = I
R
I
2
We now show that the integral on I
R
vanishes as well by a simple modication
to Jordans lemma. For I
R
, we let z = Re
i
, so that
I
R
=
_
/2
0
e
iR
2
e
2i
iRe
i
d = iR
_
/2
0
e
iR
2
cos 2
e
R
2
sin 2
e
i
d
Hence
|I
R
| = R
_
/2
0
e
R
2
sin 2
d
Using the same argument as in Jordans lemma, we can show that the integral
_
/2
0
e
R
2
sin 2
d may be bounded by 1/R
2
. Hence |I
R
| itself falls o as 1/R, and
vanishes when we take R . As a result, we are left with the observation
I = I
2
To examine I
2
, we note that the path of integration is a line of constant slope in
the complex plane
z = e
i/2
, dz = e
i/2
d
Thus
I
2
=
_
0

e
i(e
i/2
)
2
e
i/2
d = e
i/2
_

0
e

2
d
Note that the minus sign came from consideration of the direction of integration
along the I
2
contour. At this point, complex analysis does not really help us, and
we must recall (or look up) the gaussian integral
_

0
e

2
d =
1
2
_

2
d =

2
Thus
I = I
2
= e
i/2

2
= (cos(/2) + i sin(/2))

2
= (1 + i)

2
Since I =
_

0
e
it
2
dt, we may now take the real (cos) and imaginary (sin) parts of
I to obtain
_

0
cos(t
2
)dt =
_

0
sin(t
2
)dt =

2
This is a curious result, as it is not directly obvious why integrating cos(t
2
) and
sin(t
2
) would give identical results.
Physics 451 Fall 2004
Homework Assignment #12 Solutions
Textbook problems: Ch. 8: 8.2.2, 8.2.5, 8.2.6, 8.2.10, 8.2.16
Chapter 8
8.2.2 The Laplace transform of Bessels equation (n = 0) leads to
(s
2
+ 1)f

(s) + sf(s) = 0
Solve for f(s)
This equation is amenable to separation of variables
df
f
=
s
s
2
+ 1
ds

df
f
=

s
s
2
+ 1
ds
lnf =
1
2
ln(s
2
+ 1) + c
Exponentiating this and redening the consant, we obtain
f(x) =
C

s
2
+ 1
8.2.5 A boat, coasting through the water, experiences a resisting force proportional to v
n
,
v being the instantaneous velocity of the boat. Newtons second law leads to
m
dv
dt
= kv
n
With v(t = 0) = v
0
, x(t = 0) = 0, integrate to nd v as a function of time and then
the distance.
This equation is separable
dv
v
n
=
k
m
dt
For n = 1, this may be integrated to give

v
v
0
dv

v
n
=
k
m

t
0
dt


1
n 1

1
v
n1

1
v
n1
0

=
k
m
t
v(t) =

v
(n1)
0
+
(n 1)k
m
t

1/(n1)
(1)
This may be integrated once more to obtain x as a function of t
x(t) =

t
0
v(t

)dt

t
0

v
(n1)
0
+
(n 1)k
m
t

1/(n1)
dt

Although this may look somewhat scary, it is in fact trivial to integrate, as it is


essentially t

(plus a constant) to some fractional power. The only diculty is


bookkeeping the various constants. For n = 2, the result is
x(t) =
1
1 1/(n 1)
m
(n 1)k

v
(n1)
0
+
(n 1)k
m
t

11/(n1)

t
0
=
m
(n 2)k

v
(n1)
0
+
(n 1)k
m
t

(n2)/(n1)
v
(n2)
0

(2)
If desired, the position and velocity, (2) and (1) may be rewritten as
x(t) =
m
(n 2)kv
n2
0

1 +
(n 1)kv
n1
0
m
t

(n2)/(n1)
1

v(t) = v
0

1 +
(n 1)kv
n1
0
m
t

1/(n1)
As a result, it is possible to eliminate t and obtain the velocity as a function of
position
v = v
0

1 +
(n 2)kv
n2
0
x
m

1/(n2)
(3)
Note that we may dene
x
k
=
m
(n 2)kv
n2
0
which represents a length scale related to the resisting force and initial velocity.
In terms of x
k
, the velocity and position relation may be given as
v
v
0
=

1 +
x
x
k

1/(n2)
or

v
0
v

n2
= 1 +
x
x
k
Note that, in fact, it is possible to obtain (3) directly from Newtons second law
by rewriting it as
dv
v
n1
=
k
m
v dt =
k
m
dx
and then integrating

v
v
0
dv

v
n1
=
k
m

x
0
dx


1
n 2

1
v
n2

1
v
n2
0

=
k
m
x

v
0
v

n2
= 1 +
(n 2)kv
n2
0
m
x
So far, what we have done does not apply to the special cases n = 1 or n = 2.
For n = 1, we have
dv
v
=
k
m
dt ln

v
v
0

=
k
m
t v(t) = v
0
e
(k/m)t
Integrating once more yields
x(t) =
mv
0
k
(1 e
(k/m)t
)
v
v
0
= 1
kx
mv
0
which is in fact consistent with setting n = 1 in (3).
For n = 2, we have
dv
v
2
=
k
m
dt
1
v
+
1
v
0
=
k
m
t v(t) =
v
0
1 + (kv
0
/m)t
Integrating this for position yields
x(t) =
m
k
ln

1 +
kv
0
m
t


kx
m
= ln

v
0
v

8.2.6 In the rst-order dierential equation dy/dx = f(x, y) the function f(x, y) is a function
of the ratio y/x:
dy
dx
= g

y
x

Show that the substitution of u = y/x leads to a separable equation in u and x.


If we let u = y/x, this means that y = xu. So, by the product rule
dy
dx
= x
du
dx
+ u
The above dierential equation now becomes
x
du
dx
+ u(x) = g(u)
du
g(u) u
=
dx
x
which is separated in u and x.
8.2.10 A certain dierential equation has the form
f(x)dx + g(x)h(y)dy = 0
with none of the functions f(x), g(x), h(y) identically zero. Show that a necessary
and sucient condition for this equation to be exact is that g(x) = const.
The check for exactness is

y
f(x) =

x
(g(x)h(y))
or
0 =
dg(x)
dx
h(y)
Since h(y) is not identically zero, we may divide out by h(y) (at least in any
domain away from isolated zeros of h), leading to dg(x)/dx = 0, which indicates
that g(x) must be constant.
8.2.16 Bernoullis equation
dy
dx
+ f(x)y = g(x)y
n
is nonlinear for n = 0 or 1. Show that the substitution u = y
1n
reduces Bernoullis
equation to a linear equation.
For n = 1, the substitution u = y
1n
is equivalent to y = u
1/(1n)
. Thus
dy
dx
=
1
1 n
u
1/(1n)1
du
dx
=
1
1 n
u
n/(1n)
du
dx
Bernoullis equation then becomes
1
1 n
u
n/(1n)
du
dx
+ f(x)u
1/(1n)
= g(x)u
n/(1n)
Multiplying by u
n/(1n)
gives
1
1 n
du
dx
+ f(x)u = g(x)
or
du
dx
+ (1 n)f(x)u = (1 n)g(x)
Physics 451 Fall 2004
Homework Assignment #13 Solutions
Textbook problems: Ch. 8: 8.4.1, 8.4.3, 8.5.6, 8.5.11, 8.5.14, 8.5.17
Chapter 8
8.4.1 Show that Legendres equation has regular singularities at x = 1, 1, and .
Legendres equation may be written as
y

2x
1 x
2
y

+
l(l + 1)
1 x
2
y = 0
so that
P(x) =
2x
1 x
2
=
2x
(x 1)(x + 1)
, Q(x) =
l(l + 1)
1 x
2
=
l(l + 1)
(x 1)(x + 1)
Written in this fashion, we see that both P(x) and Q(x) have simple poles at
x = 1 and x = 1. This is sucient to indicate that these two points are regular
singular points.
For the point at , we make the substitution x = 1/z. As worked out in the
text, we end up with

P(z) =
2z P(z
1
)
z
2
=
2z + 2z
1
/(1 z
2
)
z
2
=
2
z
+
2
z(z
2
1)
=
2z
z
2
1
and

Q(z) =
Q(z
1
)
z
4
=
l(l + 1)/(1 z
2
)
z
4
=
l(l + 1)
z
2
(z
2
1)
Examining the behavior of

P and

Q as z 0, we see that

P is regular, while

Q
has a double pole. Because of the double pole in

Q, Legendres equation also has
a regular singularity at x = .
8.4.3 Show that the substitution
x
1 x
2
, a = l, b = l + 1, c = 1
converts the hypergeometric equation into Legendres equation.
Making the above substitution (along with dx
1
2
dx which implies y

(2)y

and y

(2)
2
y

) into the Hypergeometric equation, we nd


x(x 1)y

+ [(1 + a + b)x c]y

+ aby = 0

1 x
2

1 x
2
1

(2)
2
y

(1 l + (l + 1))
1 x
2
1

(2)y

l(l + 1)y = 0
(1 x
2
)y

+ 2xy

l(l + 1)y = 0
Changing an overall sign yields Legendres equation
(1 x
2
)y

2xy

+ l(l + 1)y = 0
This indicates that Legendres equation is in fact a special case of the more general
Hypergeometric equation.
8.5.6 Develop series solutions for Hermites dierential equation
a) y

2xy

+ 2y = 0
Since x = 0 is a regular point, we develop a simply Taylor series solution
y =

n=0
a
n
x
n
, y

n=0
na
n
x
n1
, y

n=0
n(n 1)a
n
x
n2
Substituting this in to Hermites equation, we nd

n=0
[n(n 1)a
n
x
n2
2na
n
x
n
+ 2a
n
x
n
] = 0

n=0
[(n + 2)(n + 1)a
n+2
+ 2( n)a
n
]x
n
= 0
To obtain the second line, we had made the substitution n n + 2 in the rst
term of the series so that we could collect identical powers of x
n
. Since this series
vanishes for all values of x, each coecient must vanish. This yields the recursion
relation
a
n+2
=
2(n )
(n + 2)(n + 1)
a
n
(1)
which determines all higher a
n
s, given a
0
and a
1
as a starting point.
In fact, we obtain two series, one for n even and one for n odd. For n even, we
set a
0
= 1 and nd
a
0
= 1, a
2
=
2()
2!
, a
4
=
2(2 )
4 3
a
2
=
2
2
()(2 )
4!
, etc.
This gives the even solution
y
even
= 1 + 2()
x
2
2!
+ 2
2
()(2 )
x
4
4!
+ 2
3
()(2 )(4 )
x
6
6!
+ (2)
For n odd, we set a
1
= 1 and nd
a
1
= 1, a
3
=
2(1 )
3!
, a
5
=
2(3 )
5 4
a
3
=
2
2
(1 )(3 )
5!
, etc.
This results in the odd solution
y
odd
= x+2(1)
x
3
3!
+2
2
(1)(3)
x
5
5!
+2
3
(1)(3)(5)
x
7
7!
+ (3)
Note that, and an ordinary point, we did not have to solve the indicial equation.
However, if we had chosen to do so, we would have found k = 0 or k = 1, yielding
the even and odd solutions, respectively.
b) Show that both series solutions are convergent for all x, the ratio of successive
coecients behaving, for large index, like the corresponding ratio in the expansion
of exp(2x
2
).
To test for convergence, all we need is to use the ratio test
lim
n
a
n
x
n
a
n+2
x
n+2
= lim
n
(n + 2)(n + 1)
2(n )x
2
= lim
n
n
2x
2
= (4)
Since this is larger than 1, the series converges for all values of x. Note that
the ratio a
n
/a
n+2
was directly obtained from the recursion relation (1), and this
result is valid for both y
even
and y
odd
. Furthermore, if we compared this with
exp(2x
2
), we would see that the n-th term in the Taylor series of the exponential
is b
n
= (2x
2
)
n
/n!, which leads to a ratio
b
n1
b
n
=
n
2x
2
in direct correspondence with that of (4). Hence the solutions to Hermites equa-
tions are (generically) asymptotic to exp(2x
2
).
c) Show that by appropriate choice of the series solutions may be cut o and
converted to nite polynomials.
Examination of the series solutions (2) and (3) indicates that y
even
terminates
for = 0, 2, 4, . . . and y
odd
terminates for = 1, 3, 5, . . .. This means the for
a non-negative integer either y
even
or y
odd
(depending on being even or odd)
terminates, yielding a nite Hermite polynomial.
8.5.11 Obtain two series solutions of the conuent hypergeometric equation
xy

+ (c x)y

ay = 0
Test your solutions for convergence.
We rst observe that this equation has a regular singular point at x = 0 and an
irregular one at x = . We would like to develop a series solution around the
regular singular point at x = 0. Thus we start with the indicial equation
y

+
c x
x
y

a
x
y = 0 p
0
= c, q
0
= 0
and
k(k 1) +p
0
k +q
0
= 0 k(k 1) +ck = 0 k(k +c 1) = 0
This shows that the indices at x = 0 are k
1
= 0 and k
2
= 1 c. We start with
k
1
= 0. Since the index vanishes, we attempt an ordinary Taylor series solution
y =

n=0
a
n
x
n
, y

n=0
na
n
x
n1
, y

n=0
n(n 1)a
n
x
n2
Substituting this into the conuent hypergeometric equation, we obtain

n=0
[n(n 1)a
n
x
n1
+ nca
n
x
n1
na
n
x
n
aa
n
x
n
] = 0
Making the substition n n + 1 in the rst two terms and simplifying gives

n=0
[(n + 1)(c + n)a
n+1
(a + n)a
n
]x
n
= 0
Therefore we have a recursion relation of the form
a
n+1
=
a + n
(n + 1)(c + n)
a
n
(5)
Setting a
0
= 1, the rst few terms in the series becomes
a
0
= 1, a
1
=
a
c
, a
2
=
a + 1
2(c + 1)
a
1
=
a(a + 1)
2!c(c + 1)
,
a
3
=
a + 2
3(c + 2)
a
2
=
a(a + 1)(a + 2)
3!c(c + 1)(c + 2)
This indicates that
y = 1 +
a
c
x +
a(a + 1)
c(c + 1)
x
2
2!
+
a(a + 1)(a + 2)
c(c + 1)(c + 2)
x
3
3!
+
=

n=0
(a)
n
(c)
n
x
n
n!
(6)
where the notation (a)
n
is given by
(a)
n
= a(a + 1)(a + 2) (a + n 2)(a + n 1) =
(a + n)
(a)
(7)
This is the regular solution of the conuent hypergeometric equation. We now
test this series for convergence using the ratio test. Given the recursion relation
(5), we nd
lim
n
a
n
x
n
a
n+1
x
n+1
= lim
n
(n + 1)(c + n)
(a + n)x
= lim
n
n
x
=
Therefore this series converges for all values of x, unless c is a non-positive integer,
in which case the denominators in (6) will eventually all blow up.
Turning next to k
2
= 1 c, we seek a series solution of the form
y = x
1c

n=0
a
n
x
n
, y

= x
c

n=0
(n + 1 c)a
n
x
n
,
y

= x
1c

n=0
(n + 1 c)(n c)a
n
x
n
Substituting this into the conuent hypergeometric equation, we nd
x
1c

n=0
[(n+1c)(nc)a
n
x
n1
+c(n+1c)a
n
x
n1
(n+1c)a
n
x
n
aa
n
x
n
] = 0
Performing the shift n n + 1 in the rst two terms and simplifying, we obtain
x
1c

n=0
[(n + 2 c)(n + 1)a
n+1
(n + 1 + a c)a
n
]x
n
= 0
which yields the recursion relation
a
n+1
=
n + 1 + a c
(n + 2 c)(n + 1)
a
n
Supposing that a
0
= 1, the rst few terms in this series are given by
a
0
= 1, a
1
=
1 + a c
2 c
, a
2
=
2 + a c
2(3 c)
a
1
=
(1 + a c)(2 + a c)
2!(2 c)(3 c)
,
a
3
=
3 + a c
3(4 c)
a
2
=
(1 + a c)(2 + a c)(3 + a c)
3!(2 c)(3 c)(4 c)
Following the notation of (7), we may write the series solution as
y
new
= x
1c

n=0
(1 + a c)
n
(2 c)
n
x
n
n!
(8)
This series is rather similar to the standard one (6). In fact, the solution of (6)
may be converted into y
new
by making the substitions a a+1c and c 2c
and multiplying y by the prefactor x
1c
. [Why this works may be seen by making
the substitutions directly into the conuent hypergeometric equation itself.] As
a result, by the same ratio test argument as before, y
new
converges for all values
of x, except when c = 2, 3, 4, . . . where the denominators in (8) would eventually
all blow up.
To summarize, for non-integer values of c, the two solutions (6) and (8) form
a complete linearly independent set. For c = 1, both (6) and (8) are precisely
the same, and we have found only one solution. For other integer values of c,
only one of (6) or (8) makes sense (and the other one blows up because of a bad
denominator). So in fact for all integer c, we have only obtained one solution
by the series method, and the second solution would be of the irregular form
(which is not fun at all).
8.5.14 To a good approximation, the interaction of two nucleons may be described by a
mesonic potential
V =
Ae
ax
x
attractive for A negative. Develop a series solution of the resultant Schrodinger wave
equation
h
2
2m
d
2

dx
2
+ (E V ) = 0
We begin by substituting the explicit potential in the Schrodinger equation
d
2

dx
2
+

2mE
h
2

2mAe
ax
h
2
x

= 0
As in the text, it would be convenient to dene
E =
2mE
h
2
, A =
2mA
h
2
In this case, we want to solve the second order equation

E A
e
ax
x

= 0 (9)
which has a regular singular point at x = 0 and an irregular one at x = . We
now develop a series solution around x = 0. Noting that
P(x) = 0, Q(x) =
e
ax
x
p
0
= 0, q
0
= 0
the indicial equation is trivial, k(k 1) = 0. Since we have k
1
= 1 and k
2
= 0,
we look for the k
1
= 1 series (the larger index one always works). Here we have
to worry that e
ax
is non-polynomial. As a result, we will not be able to obtain
a simple recursion relation. We thus content ourselves with just working out a
few terms in the series. Normalizing the rst term in the series to be x, we take
y = x+a
2
x
2
+a
3
x
3
+ , y

= 1+2a
2
x+3a
3
x
2
+ , y

= 2a
2
+6a
3
x+
Substitution into (9) gives
2a
2
+ 6a
3
x + + (Ex Ae
ax
)(1 + a
2
x + a
3
x
2
+ ) = 0
Since we have used a series for the wavefunction (x), we ought to also expand
the exponential as a series, e
ax
= 1 ax +
1
2
a
2
x
2
. Keeping appropriate
powers of x, we nd
0 = 2a
2
+ 6a
3
x + + (Ex A(1 ax + ))(1 + a
2
x + )
= 2a
2
+ 6a
3
x + + (A+ (aA+E)x + )(1 + a
2
x + )
= 2a
2
+ 6a
3
x + + (A) + (aA+E a
2
A)x +
= (2a
2
A) + (6a
3
+ aA+E a
2
A)x +
Setting the coecients to zero gives
a
2
=
1
2
A, a
3
=
1
6
(a
2
AE aA) =
1
6
(
1
2
A
2
E aA)
The series solution is the of the form
= x +
1
2
Ax
2
+
1
6
(
1
2
A
2
E aA)x
3
+
8.5.17 The modied Bessel function I
0
(x) satises the dierential equation
x
2
d
2
dx
2
I
0
(x) + x
d
dx
I
0
(x) x
2
I
0
(x) = 0
From Exercise 7.4.4 the leading term in an asymptotic expansion is found to be
I
0
(x)
e
x

2x
Assume a series of the form
I
0
(x)
e
x

2x
(1 + b
1
x
1
+ b
2
x
2
+ )
Determine the coecients b
1
and b
2
The (modied) Bessel equation has a regular singular point at x = 0 and an
irregular one at x = . Here we are asked to develop an asymptotic expansion
around x = . Although this is an irregular one (witness the essential singularity
e
x
), we are given the form of the series. As a result, all we have to do is to take
derivatives and insert the expressions into the dierential equation. To make it
easier to obtain the derivatives, we write
I
0
(x)
e
x

2
(x

1
2
+ b
1
x

3
2
+ b
2
x

5
2
+ b
3
x

7
2
+ )
The derivative d/dx acts either on the e
x
factor or the series in the parentheses.
The resulting rst derivative is
I

0
(x)
e
x

2
(x

1
2
+ (b
1

1
2
)x

3
2
+ (b
2

3
2
b
1
)x

5
2
+ (b
3

5
2
b
2
)x

7
2
+ )
Taking one more derivative yields
I

0
(x)
e
x

2
(x

1
2
+(b
1
1)x

3
2
+(b
2
3b
1
+
3
4
)x

5
2
+(b
3
5b
2
+
15
4
b
1
)x

7
2
+ )
Substituting the above into the modied Bessel equation and collecting like pow-
ers of x, we nd
0
e
x

2
(x
3
2
+ (b
1
1)x
1
2
+ (b
2
3b
1
+
3
4
)x

1
2
+ (b
3
5b
2
+
15
4
b
1
)x

3
2
+
+ x
1
2
+ (b
1

1
2
)x

1
2
+ (b
2

3
2
b
1
)x

3
2
+
x
3
2
b
1
x
1
2
b
2
x

1
2
b
3
x

3
2
)

e
x

2
((2b
1
+
1
4
)x

1
2
+ (4b
2
+
9
4
b
1
)x

3
2
+ )
Setting the coecients to zero gives
b
1
=
1
8
, b
2
=
9
16
b
1
=
9
128
so that the asymptotic series develops as
I
0
(x)
e
x

2x
(1 +
1
8
x
1
+
9
128
x
2
+ )
Note that, in order to nd b
1
and b
2
, we needed to keep track of the b
3
coecient,
even though it dropped out in the end.
r e
1")
IT Y 1
r
av,1 Ptf. 1 I , v e .
Math
15 . Se e r 19 9 7
. I 5c\

FkiAct GPI tke _. 2 e 6)30 1


.rt-
=LEr r j
-e
=LALF4i

r1

42 1
e =
1
TrkL.4rl
kvi
wX 2
c4
x
Z
z
r t
ni
A
-r 0
A
A
0
rcQse
Jr c. c. . c' r 5, C .
( Ai
t 0
6. ;
c a t
rs
j
`` : c t
w
bcw,JPerkA;e11
kIC; 110f-r e 7
c
t c.
cu4 -7
re/f-c., a (c +c t +i ocoor d. ; , ic, . f-e s tj Lte fr yn as

Y Y I j217 1 "i41 Gt x(-(:)x);') -x


x
G
tt5
,

.C. oo . de

toe C- 1. r X+c,).7- (A)


t-ck,

Sc1/4 1- the r tig icice w, -e 4 t

r XX4-3 ,j
Art.
L a1Paas
z,
tLouk'
-
r-r /2 .
ckt


c"\v11 od. e t
ct /_ t-:1 x(L,t a l
C
q.,Iz
(JLA:,
, 0
r cc,e ri. . ,00
R
-->(. . . . . % . , . . . . \
0
LAJy, k.i....; Az j_ _
11
A
- r S; 0 0 L; e Cc,,,eI
r.:
( A) r'. n 0 +0
Y'S.,6 '
r e r

-
-r
,,(6t).1tn)
e
i=re
L61( a /-2 ..1iK)
re
,1(0-arm)
I
Dcw. , (Afie.vu,t)e)l
; vi
tut1; ( . 1, t
coo +01, , r
C is AC i r cie ciie -4 , 0-2 c1/, _J
1
zl. 1Z>1, I L, , d-: 1 , y -fc ..} - U( St 04 7 1-he C clt, i cit, j
vl 'te@r AtflAeort b-) n sme j. -ti. Ti, 1, ; 0 t.e 5,-,:, 1AA ct jile
ev,..1'1,46,1.4
c
-1-Ycle16--ccr AA;A6). -ii..) p,I , r
Ce;',.;rit, "
1.:Are' .3'ot c .1,t,,,. tA<,.)
1
.i,,,ie.>-
(6,-)+2 .rt'
daLct(0-t.)
z 2L
A(64.i.11,/t)
r c e

r eire
here r 7-:
1coo
G(3 z- e;
e
gr 2 1r'7 )) =

L(e2 -fro)
e -thEe' 1J1
5/4
.2 /1

0
..r--
ir,

CZ t 11-
e+11] - - .)- ../.,,, L2 3 - e, 1 v. - O
r- 7
t- ,4
2
e-. -I.1
J
Tr/i.
r
3
3 ,j3 :1r
e1. 4 1_ e
e/e fi jCLAL'- e+(J
r
eLiLe
d
+-
O
3i ( . 4 0c)
t. `2
. . . . 0
ZL1-2 .
.i
bay: e e r t, , Je
cr Alc, k, s
f r e . s4 Le s us,
1; ( z - a )/ '
I 1
2 ( tr i
1.3
; 5 1- ;

C
Zt i
c 2(es
t osed)
-1. 1=cR
(L) -----0
[ (-2 -L)Af.()
, Zo
( v 1 -))ckz4
Ferne

e 9ra.clbras p,tese-IG( 0
c' f2 or,:te r S:r1Ce

CA. n 1)(.1
A4.
4 -
-r -
A
r
re
e
x
evl
( Lcinti
#it
.2 I,
.1

2
3

4_
( 6 0.)
3 !
Li
-=A
-
I_bevi
(GA)
I ' Lle 1C . : +; 04 C:( a.)ccw,
e ApclAde d, c
1. 0, r e v d-ser ,e,s(. 1,:u}

e or 1/1tin Vie co
tsctr e cA1,
Srk
t ec-
C(-7 n -n c-
fe
c1-11, S fLoic+0). 1
2
; 5 theaim e
c1-e c

3 re

t: s-
40 ,4t- e 4E r
f(i)
r"
_ .
I +66+ 1,1
( : ( 04 )LI (eh)
t
a !
I
( .,c44)((' 00)4
)
5 -t--
i ,
Y,1
S

prt
ill
=0 m.c., _ 17

1),c\v,J
Pert e 11
c c4
Z =F-fr=-Rea I
f(Z )S'l
IRLC3 ,T-t*CO S ft\) 5,4Z
-F() =
-
P
\
1 - I r
1,
I
.
5 i
71
/\i6i
-
3
(-7 T
r- t
e e
'11
7 !
fz
I
R .., ,
Li
1 +3 1 ,_ IR
,v,- 1 )
4_ R,
,1
(/ RZ
R
_ 3
-1-R.
5-
4 - I
j-
+
. 1
fIC,-,3
-7= 3
I-4er e z ref)fesev, ij1-14 47 4c-1-ci; Al"`I a r.1)
r%t yAln e
C .
;n
. ALAto
el I
t-st
fctheti3 .1,e

C 5
47
7

7 ;
fi
-4--
( 5
' 7

K -IR- I- th- R.4.


3 ; 5i'7 !
\'1
A
c1zk
3 _ 3
55.
7
E l
7 1

)!,
iC ;
t_ r \
n
tic
=cU
,
Ja v d
i'oiL,;e:11
,
thus:

(,..c.-1-)
av ; C i ?e 01, , , e , "
, (i-)
-i)
r Le
-0)
. ,,

1- 4 . r ue , . r
&Pt /A
r ( 0)
to
ire
( r
/2
I
( )3
+r
P1
F( 7)-
( a, =
Le
re
tL)it-re -mod

-r r e I L
.4
)).
l2 )=i. r - -r e -k- L-r ( . 92

r 3
ar
2
,
3
rr0
r0
4 -re -L: r ___QZ-
r 13

V
=
AtLI (N.
V X. X
11. '"iL
l. LLViC t
. ";
ir.. (A c e f( 3 e O1 - ke r ci4
tke
z -pitto
041.3 I C : is n -EC r
n At-C e c=61t
c
k the n - sr ^ ; .. . 4t vt r 7 -p'ciiie
L7 -12 X
1 LI L
-2 .\
=
I XV =
\/
( 44C?1 ---:rlri
t'l

c) te fr Aal--co( rI A >X
r
v <
r < I vj > Ik.

iN4z

11
As1 . 7 1 c
W, (2).=x
o.
t-c; rc(cK tile
1 -
Ltie'r;t h."),C`ckNete
4-1-tctS tr,A. j.1,1.!CAth-k,;(.5vt J Et-
ieA)tha
Jt'
2. 7 .

A
r I X
(-I
v =(
(2 +1.
\
HQd0(2 .4-cles _ i-e(e(i
_
(Jr,
} -rcios
2 t, 1Lj
sA/2 _ (2 ) =
zz
(A-,:n)

X 4 -
L

c
c e,,f er ec t t. tt t he;
r2
Liz

--
rrv
kitkta
1
U < X

r -e ci; LI n
r
)
we _ , e.t
0fri.,>2
ilA6jc, , te -kAtfsLti4e
2 ..),

r LA, ec t
C I .
Sfr . 5 kt
IA The
kl3T
-t-ke
fr av iSfcr
1))Ma Ft (1,...;e11
e we
t
-a
iir
e
(ezi.() =
(e
iv =

-1
C'
La
to
zn
( e ( 3-e 3)

e
Zx
a z

Z W AA(2 2 2 e:j
1 4- e
a
-e
2 x
- )cex 5:4
4.)ex cc-
- e -
teA)co,
/ xX
:01 e - e- LS,A
(e x4-e-')

2
k o..;
ccor J, A. de
+liep4t a e
let av e
oa c o A s- +r c A ci- ed .
/
e (at(.0)
- (A)
(A ) - ex e' ' )
(e'e
p
2 . x
i(- t ex '
(A)-e2 xe x
-e `y )
eE (e +e
z
i e-ee
IL-1 t
fix/
e'
i-e")
w-:. e xS Ay
_ t -te z-tJe 4 ca. ; i
-xx
-e(.
- XA
evs y
Ck 5, V del
CC-AA--
CI t2
a-2

CL.:n Lrt.
X=
a Sn II 'Z
CC:;C0t)
7 . 3
CA 1

- 5,4k X 5,.1
t COS ..j
aA

s, k

nt eCc4t1 Z
co, A t
X 4L. e l
A3
s n y
a s,
co. in
C-CS

c ost . X. "C"3
C . t". .
We ,1 ( ..\.v e

r e ( 2 ,4 -e ck ck 8. ( Oar C c, : r ct;
nate _ S^Ste w1, .
rea(
'tit'
C v r e
Kitc, . . , 4 ti, e
cccr,-t,/tAke.-+k
re )? ct
itAe
CA(
. 1-11etrailry K at 611

e ii4 c4 ; OA5(Are
e
L
V`- LA
2
( a 1" IA )V
\ V
-r,.)1-#%/1
Re( e
e
X
- v
1 2
_
(at.)t-rvi
1.ne
,e. X=G}
P
(..\v, atev, .e.t1
(2 , ' 7 3c, , t)
I A Grj
e r
-1-tSe e ko, . . cccr -cl^ -a-te .AeS -Fr -A A. >-f-v r i, 1
t:Ae
X Co:rd.t,61 =G) cl, . 1( 4 . -e 4 t13
e
=
CA
+v . -61 v
(citu-
(Oci-LA -iv
.2 . 2 .
(..%V -LA--V -
Z

C. n -tau tau
A-LA-A-

2 .
(Cy r,.t1
.2 1.Z
; 1. /cti41-L4*V =CA-vLA.
2 .1
Aco4-4Dv2 -0
2
Ain
\ z
/=
(^1;.ci)iS fife e fctqfic63
C ; -ce C e il. +e r e 61 e n 4- i1 e 4 -C XX n S
V


bav , 61 Pet,A;e0
CIALA

Livc
--'
cos t:

x
.11 't
s.-n 17 .5-r,-h4fe
/
e l. . . , ; 4 , 4 +; x 9 1.
1 3
c S:
k-
5, 4
\ 2
x
C 1C c4 ( -12 - C Scl
Lk): ckt
cosAr 6e are cir cle sce v i ffe r -e 61 0. 4 tV cvxrs.
C1rl fe V AA+
, 2

(xccik r1-)kj-ctZ csch


-.

1)a 4( . 1 ?e n
well
eLCAtj\400.1e
fOia r".rikelS
r

1-14e 01-e c, A: t; c4 .

LCLA,lo5Ct-t-
Tkey ,

ecsve11' P4 4 4 - r ilnayt, c-cSr k6v 1Sn : A.


a-2
C-,Ar4 2 e 6. . , , it, CA.s"forw%
1 0. 5
I CtAi

4i4)
ktsptEct-;0,,we sec
--1-ke (A; reLt;c4A
,App;, Aver,k,4
0A-1" fr"Ip 45
ver( rl.ck g,ec.wr
T W C. Ss AcI N; e GeS
aus
,r2
,&s
rc,5;0AAik
ot.

2 .9 BIPOLAR COORDINATES (,5, z)8 7


v<

EXERCISES
2 . 7. 1 Let coshuiii, cos v - - - - - (12, -.:q3. Find the newscale factors hq, and h".
.,.,
' qi 1 1 72'
It " - a ,)
(qi - 1
h. , -- a
or --11,
2 . 8 Par abolicC ylindr icalC oor dinate s ( , : =, q,
The transformation equations,
X =
=)0/2

(2 .7 9)
Z=
generate twosets of orthogonalparabolic cy linders (Fig. 2 .6). By solvin g, Eq. 2 .7 9
for and t i we obtain the following:
I. Parabolic cy linders, ; =constant.' Co< <

(2 .7 4)

2 . Parabolic cy linders, iI =constant,0tl<


(2 .7 5)

3 . Planes paralleltothe .vi-plane, =constant, Co< < CO.


(2 .7 6)

From Eq. 2 .6 the scale factors are


=h 4
+ /12 )12 ,
(2 .7 7 )

h
+
11 2 ) 1 2

(2 .8 0)

the major one.


II,It,. - =
li \ -/1 \
V =
=

(
(2 .7 8 )
hapter 6 ^ s hen
41)
2.9 Bipol a r Coordin a tes
This is an oddballcoordinate sy stem. It is not a degenerate case of the confocal
ellipsoidalcoordinates. Equation 2 .1 is not completely separable in this sy stem
even for k 2 =0 (cf. Exercise 2 .9.2 ). It is included here as an example or howan
unusualcoordinate sy stem may be chosen tolit a problem.
The parabolic e N lindcr c.);constant is invariant tothe sign ofWe must le t , ; ( or id go
negative tocover negative values of .v.
8 8

2 C OORDI NATE SYSTEMS


FI G. 2 . 6Par aboliccylindr icalcoor dinate s. ( Top)C r oss se ction
The transf(
Dividing Eq.
Using Eq. 2 .
Usin g Eq. 2 .
From Eqs
I. Circula
2 . CircuL
3 . Planes
W hen 17 -
y =0. Simil
toa point, t
Eq. 2 .8 4pa
y =0are s(
The scale
Tosee h
(a, 0), ( a
=constant,
3 . Planes parallelto.vy -plane,
=constant,
-CC< 1/ < CC.
-SO < < Cf-
2 . 9BI POLARC OORDI NATES(5, 77 , z) 8 9
The transformation equations are
a sinh
(2 .8 1a)
(2 .8 1b)
(2 .8 1c)
x=
cosh cos 'C.
a sin' C
=
coshq cos
z =z.
Dividing Eq. 2 .8 1a by 2 .8 1h, we obtain
xsinh
(2 .8 2 )
y sin;
Usin g Eq. 2 .8 2 toeliminate Cfrom Eq. 2 .8 1a, we have
)2 +y2
=C / 2 C SC 112 (x a coth
(2 .8 3 )
Eq. 2 .8 2 toeliminate qfrom Eq. 2 .8 1h, we have
X2 +(3 ' -a cot ,;)2 =a2 csc2 (2 .8 4)

From Eqs. 2 .8 3 and 2 .8 4we may identify the coordinate surfaces as follows:
I. Circular cy linders, center at i=a cot *C,
=constant,
05 C
2 7 t.
2 . Circular cy linders, center at .v =a coth
whencothq *I and cschq0. Equation 2 .8 3 has a solution x=a,
y =0. Similarly , when qcr.>, a solution is .v = a, r =0, the circle degenerating
toa point, the cy linder toa line. The family of circles (in the .vy -plane) described by
Eq. 2 .8 4passes throughbothof these points. This follows from noting that .v =+a,
y =0are solutions of Eq. 2 .8 4for any value of C.
The scale factors for the bipolar sy stem are
a
h ,h:=
coshq cos c
11, =
a
=(2 .8 5)
coshq cos c
11 3 =- =1.
Tosee howthe bipolar sy stem may be usefullet us start withthe three points
(a, 0), ( a, 0), and (.v, y )and the twodistance vectorsand i),_ at angles of 0,

90

2 C OORDI NATE SYSTEMS


FI G. 2 . 7 Bipolar coor dinate s
FI G. 2 . 8
W e define'
and 02 from the positive .v-axis. From Fig.2 .8
Pi =(x a)2 +y2 ,
2 .8 6
=(x +a)2 +y2
( )

and
tan 0, =
x
(2 .8 7 )
tan 02 =
x+a
012 =in
P2
Pi
=Ol
02 .
By taking tan 5 I2 and Eq. 2 .8 7
tan 0, tan 02
tan C, 2 =
+ tan 01 tan 02
1 , /( xa)y/( Va)
I + y 2 /( X(1
)(
x +(1)
1 The notation I n is use d to indicate loge .
(2 .8 8 a)
(2 .8 8 b)
(2 .8 9)
2 . 9BI POLARC OORDI NATES(6, 7 ), z)
91
From Eq. 2 .8 9, Eq. 2 .8 4follows directly . This identifies ,; as 5 12 =0 , 0 2. Solving
Eq. 2 .8 8 a for p2/p, and combining this withEq. 2 .8 6, we get
oz,++y 2
v -
pi(x +y 2
Multiplication by e - " 2 and use of the definitions of hy perbolic sine and cosine
produces Eq. 2 .8 3 , whichidentifies qas th, =In (0,1p,). The following example
exploits this identification.
EXAMPLE 2 .9.1
An infinitely long straight wire carries a
current Iin the negative :-direction. Asecond
wire, paralleltothe first, carries a current / in
the positive z-direction. Using
dA=
dk
(2 .91)
47 rr
find A, the magnetic vector potential, and B,
the magnetic inductance.
From Eq. 2 .91 Ahas only a z-component.
Integrating over eachwire from 0toP and
taking the limit as Poo, we obtain
c l z
A_ =-- 11 1 lim( j.
47 r p.
(),//); +z2
.8
(2 .90)
FI G.
r e nts
2
PCI= \
J o \ / +Z2
2 . 9Antipar alle le le ctr ic C ur -
(2 .92 )
/ 2
P ++Pp,

Poi
( lirn 2 In2 In.
47 p P +p2
Pi.
This reduces to
P0 I , 1 1 2/10 1
.- 1_= i 11 =il.(2 .94)

1
_7pi2 7
Sofar there has been noneed for bipolar coordinates. Now. however. let us
calculate the magnetic inductance B from B =V xA. From
Eqs. 2 .2 2 and 2 .8 5
1l440 Ito k
B=

(coshii cos(;)2c , il
--7 .
u22(IL, '"(.
_ .
11('.7
(2 .93 )
00
(cosh cos
= %,o
a
)TE
I11
(2 .95)
Rol
A-
"
47 t 1"--

lim +\/1):1, +z2 )1 1

n-1
0' In(z ++
92

2 C OORDI NATE SYSTEMS


The magne ticfie ld has only a 4 0 -compone nt. . The r e ade r is ur ge d to tr y to compute
B in some othe r coor dinate syste m.
We shallr e tur n to bipolar coor dinate s in Se ctions 2 . 13and 2 . 14 to de r iv e the
tor oidaland bisphe r icalcoor dinate syste ms.
EXERC I SES
2 . 9. 1 Ve r ify that the sur face s 6hi andc ; ar e or thogonalby the followingme thods:
( a) Showthat the slope of one sur face ( the inte r se ction witha=constant)-plane )is the
ne gativ e r e cipr ocalof the slope of the othe r sur face .
( b) C alculate q.
2 . 9. 2 ( a)Showthat Laplace ' s e quation, V0( 6, 7), 0 is not comple te ly se par able in bipolar
coor dinate s.
( b)Showthat acomple te se par ation is possible if we r e quir e that tb 0( 6, 7)), that is, if
we r e str ict our se lv e s to atwo-dime nsionalsyste m.
2 . 9. 3Find the capacitance pe r unit le ngthof two conductingcylinde r s of r adii b and cand of
infinite le ngth, withax e s par alle land adistance apar t.
2 77E0

C -
- 7/2
2.9.4As alimitingcase of Ex e r cise 2 . 9. 3, find the capacitance pe r unit le ngthbe twe e n aconduct-
ingcylinde r and aconductin ginfinite plane par alle lto the axis of the cylinde r .
2 7r e o
n
2.1 0 Prol a te Spheroida l Coordin a tes (a , 1,, (p)
Le t us star t with the e llipticcoor dinate s of Se ction 2 . 7 as a two-dime nsional
syste m. We can ge ne r ate a thr e e -dime nsionalsyste m by r otatingabout the major
or minor e llipticax e s and intr oducing(I) as an azimuth angle ( Fig. 2 . 10). Rotating
fir st about the major ax is giv e s us pr olate sphe r oidalcoor dinate s with the following
coor dinate nate sur face s :
1. Pr olate sphe r oids,
= constant, 0 u < v4.
2 .
Hype r boloids of two she e ts,
c=constant, 0
3.
Half plane s thr ough the . 7-ax is,
=constant, 02 n.
ft,. 3I - 0 2 2 Z z b
D,Ji (A
re
l(
1\.
oc-+
1 i ' J .-2 .
..)efect4,,ti e
1- ifi cItcvesv 1 G,n4(,r t ti esnGZ
re. - ckes4,42
s7 -
(711" al)
z 2 -
( 2 L .2 ) ` ,.
z
( 2 t ai l( 2 . - ca.V 2 Cti 2
tc,)`Ca--,-,)1.

erc,-stkev ,
41 ( )
c.,

X +0,0 (,)( Li
(aan )1

L i
L 2 -- c.3Z 2 _
_

x_,)1` r.
4;46-..5 a,-,4
[ (2 -z ,C (:( a) I
_
- (az
6 (c.,=ii" i cL
2

(
2 1
\
(2 -t4i )
Z i
\ L I
ail I
b L z ism
z a-.z
3
3
-
16 6-q
,; -44i)

-
`14L

bckvi
0
ell

D (A N . ' i ck
7 ,3)T
tkckt

e.v k+ er6.

CtrOA ,tc(
Ovle kti le. ;4-t-ev-al
Ne_ L A .;rcvs-e&
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o

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f.,
A =6
a
- 0

sQvieaC .1.4.1(2 4:r -"e Se co, G I


,r2 zo
C ;.t2 .
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t-
T he ceeff;c;en- 1- 5Cs- x
k

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e
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(3eveK)
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F0.-t:=1
a C A,

It-
("N+1) (-t5)

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Iel-Gil 7: - 0 ,5c
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f
3= evel,

V-0r=
1

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4

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o. SL, +k, t c
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ese r;es ccAhexrrt%ia t c
C j4 vn4 e
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3 57)
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A=0
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a cxj
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ie ro
c+.4
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cl' A(
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e rre's
1es

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veto? Serie.SSoitiro,i
Selec t; e1 5eckromei- er r)
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"
I
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;.
A:=6
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C I, C A,

D C ^shE
6 ,elct,the
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cr,4 co.1
seco.tok

?s

c v
iv, eCelL1-5 n
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SerreN, C le--AX =0secccl
T- rr-
coeg iceaisoe rc
C k, +Q0 (Y1 - K -0) =0
S:A ce

Q, =- C te (v1)
1.1
aC d e r +0 g
et

rec.rvIce.

re.A .0.- }- - ; ce kipwe tel


A :ztiter,

ie +- A z'S, sec4 ) ;, t/e


a,

C t; C el
=
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n
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- )
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---
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yi- 1)- - ()(h 2) x3


L
T J le+3 I =0, I, 2, e-te sci.bcAs
(A x` it.,
i`2 1
Lig. .1) ./4 ;7
Ley rrlPS
f; 4 n 14,4Li- S, et5R r, cy.4 e's 1-e rmoki tvick
e

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(k) -

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4
C )ti- - )0 -t- C( In t - 1A +6
= eg (X A -4 1
r.

ft) cx)- 1)
`410
ee clct
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- F(A v,cf,' 04s
.py;
s1,4- 4, 045rAe

s
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C 3 ,6 ,3 )Us, c.) tkeIresk, ;


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e t04' finA ct) eelS
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00
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tX
crn
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fr,c1 - 1- ccthe.
e le ime.1-.r.
5;vicede
f.cf
e 1s1 ,cAie
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ra a ta l
t4 e f-D rm

citV(r) t(r) E
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T he poiewl-;a 1ener5V (r) ma i 'be expa ndeda a A- tLe or-,- 9;v1 (AS
V(r)
r
a
(a )
3.k, ; .T -1, , -}.Nue
coe (re- tsc
furl-) ` 1 ! -) w:tk
(b)

rrcv-o

x

etsx,

2.
[(kz)]
s\ ,n 0;,.;

tke lirre3 s.d arsct,t- i' 071

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a , ba 4 r
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ii(r) - (3
C ( X) ) 1QGc) y - 7)

e(A ) 0
, , , , e1.z, rkeVirr.,A 4 - 1.;cin
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4 2-1;0.74 1SIT -in
1- t ere
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r
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2._
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C IA(tn T A)
- 1 -
(1< t:A )(\ in +;k - 1) )(;C

K tA-2
z-2
t, ay.
forkAvAA.ck= LA ,
we get
/
K
i
a
1
; f - s) t- i(-it-A_6 )

ccoe
t4 -15-
rZ - okr
K- 2
Ikelowest po,,erx, c crre.sroA ctA ' 117 =0se..tile
first se;in th e se, 4010,403t-
e
c oe C,,e4
be ze
cloC K 10(--1) - +
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n'te IC A, r 5erc orre
iueocernt.+
Ike K nck.e y-.e s
corre se c,ta ,/t1 )-1 3ro, fi=, e, I
ti , ckAwr,rfe a s
ro
7
A
L3 r. XX
A :0
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00
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=r
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dr
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r
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A
cl,
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OA

X
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f
'a --1(A * 2 +1 ) H
C lA
bosv, , , 1Feviwell
co
1+1
I_C AA r
_I__A
- (A A x G j 2.fix) =
1(- 0)

Scf 1, 1e;,,, r() 5, 1s1, 4 ; 00fertjel

cktT t, C
crn c) ;tr,tiS
/)p( ri)(,ie(r1)
C) ut45.Ses
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e rn
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c17, -a

p ( r-, ) f- (3 - z
coo :) e seeo 1/.j
ba viciPert
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see, 6 ,...s pec- bek)- )


1. For r,

G C r, fa.)

Ss

the 14 c
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q
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ra

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,) .7 ; C ( y. t- ,)(rir,)
(r(,)
1)
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c\ .a)
1. 6:k
p
7+`6 (rte rl(ri,f4) - =
e( (iffr, - 7,1)
k2
32- 1;-', 770
- 6`iT i3
K. 11' ,
IA
a frri2-r,
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1) , ., 6 T r? ex
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f

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t
3
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sAce

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\
-
d.r., I
1
riI
kc4 r,
a 'IT
2 .
(
\ 2_
a -7, , \i,
1 i1 ;-',1
we let

\zt- C 3 ,
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K i(IL)
-e2, 1
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3
1 17? , -1;;I 41T
3
0
( //'
( 1{I< C t
c leiArft,e, fe rms14 ;j1n, .7r- G rier.%
ctC oalT rL /.4citot , anjwe etre le++ (..J A ih
vitC o(r,,(2 )
v1,,,J et1
eA r ("(
fr1
- rzl
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ive ca ti set, -fka 4 oLs rttiefora pprcke_s
2, T kesec_0;,,;lcr; e
(r , rL1
w,u, r
s4 -;
(r, r,)

R S
r,r,
yriitr-Oitae ctet,ca ? pr,k e
f,re
VVin,e cS u1la ciobs. C tS r,rz
2-Pro
rrZ
r, , f
LiTT11- - ",- - r,
There +tee.
. i
(-0eeetrove

fikepe, sPer6) (ev.


L-
,

cd ,' "), 3c, , i


OkA ct,4- 1-- ,,,ticko, Ls" aSiL loieE4r- 4- ,e1
w
t Cavt ,,t
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tc
iic91,9ctkr
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e
(A ,k e
ClV,; ctPc w.A.de
)
Z -
r
z
fK, (&,(t)) e
r

e(.(r)
so
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ti,t- t-}
(

G I( r)e' " Le- Ufr)(1/


U(r) ,V(r)
(V
4- id ifs
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"Ike_
cffer, t

jevierAlcs

C yl,+; A K 4/

se f
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L(r)- j1
Tx(r)

? 1%4 -};(-) visfoo, "


ct
C
oAf, vla c'viS6 ritta
11.1s
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e

ese'19- tb 04-rive
t,(rz) A(Y- z) e'I'v'ct3(,
(ri)
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r.,(r)L;1r
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scv" f) , 4 we C C 4 14 yet
T i":,(AU(C ) .e` r1.11ctlr,(r1) a3 g z
Hett(x

vs' t cG t., ftcvie114 e-se4,


C r,) ,r,)(r,1
QL( r, ,r 2)
=
ee-s
PIT Y
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K
Z
Klcuf,
d4)5.,,edeK'a K
k,(rr2 )
( Y.j
si
2
tc
Vr(2 .)- =
c lL I
z
e
Z .t.
5-1-
i- 7- 4- ci3 A
7, 3
iAS;A5 or e`t9eA 4- 144ci- cd A N 1.4.d d3 K
s.1 61 61 0 4461
i4ere

rep(r,- (L)

r - ,
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T ke sy L'OS0-0) ) ref_jo C 4 K f reift, c

sPOV.
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kree ctmPqs, 6.44: I
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exr- r2
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wi
teLAt1e wea ve isa s-f7, 166:4
19) 14 4 lk
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h e Fo,r,er
se rig ht- k1,01 si'ae
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G(i= 7(6(1- ,- 11c(scE- 61))
cye (. 0;y2 1

i..."" kC
ciln
we
(03
dK
ra , (0
Q ugAt, ,
17-
a '17
r, r ;(t(t- {' ))
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D iest(x)
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2- C .j.) 1
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e Xi2
p,( N)
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4
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Mat
ts "

b I ct
4 0 , . ; e t..ta -4-,-o,,,a j pct
se c,c?;
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we ; t9 Iti-; jVC+Ciir0
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b,.fe re .4;co
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( A )p, (x ) d (.4(..\ )(x )C A )4 , /0, (,x ) C .4(..X)
ANL

pc(..)((x ) -, r2.(x ) =
exp( x)] ex ( [ 1
X
-X
e X e e ,
e -x lA
c(x
xe ( 0/

-/ 2
-x
e ,),(A C K)Xe
-k
dt4(X)+( i-x ) e-x ci Lk(X)e( x)
(A y
z.
C it X
e - I L,( x)
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xe u

i 0
I L) 001 , 0 I L' A Vi e k I
ci - x)
( l- x) e "%4' +Ae -
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u(Xe - (.4
cTx
Xe ,k,0
clearly
A 53`i
Xe
(1-x ) c-xul'1 ( . 4 - pi e u-{Xe ue
- x,( - x0
. . x
g
-X1 " A
cx.e_
--
- xe-4- e -
-X
- x-
-x - v
e uu+xe e
no-or
)
(AIGO + A 1,,,(x ),A 6 0
x e( i-x) e 4 G i i i - vie -2 1 (.4
-x
X e
,A )e - x = 0
x (A " +CI - A) ( - 4 1 4- r 1 /4 ,ti = 0
; ors,-h

ex(
t)(
X
1 7.ey [- xi]
VV(
e xp
= IL{(A
J ) (
p( A _14 66rA )
p41fvi,) vA ), p 46c)
okx
v d. , ,: e. 1 1
k c
e
erw ,ite goc(4, 04
way
be
p-4-
d',c/ C ti15.1,,,,Hipty;,9b y
c- xlflAaf-tirs
=
e XL
.; v es ct5 1 - 1 4 e Qiy rzp r, a- fevis,ti- 1 - 1 4 0
b, 4erev-i-
E % ; ,,,,d -rc :
X L3 "T)11 L6 0 "0 C 4(X)Li
CX )( . 1 s ) ( . 4 " (X)p ( %) u ' ( )Pt( x) Acx)
w tterep,CA)- ' , p. ( x), ay l
-xa
=e
5 ( 1 c( I d' 64 4 e i_S
J'
hwie -e

e I(A C .$ )

p, LE)
d
PC6ti
I LA) e 1/ 41)
cA x
P.(x )
p,(i)
eA t o
L-
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b cvot ( )cow ed
ke h
se ic-adio;A t
XL
e0/xe( A -2tie X u-
l X,2

_xi-I( -x \ 1

- ocx e e - e u eax- C
X LtiA tit
e (.4- e- e x
x:ThrieA IL4
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L( 1.4(A )

1 4460 A w6 ) ,t(x )
_x x t.
z x
e ,-4-2,,e "
e x,
0
tA A
t- SO N r(te rmt2
,n =0

WJ-tle
0110;v,..
Ce rafc
C
1-.14e
- Co iio
A le cka K,cse s"
a re
14-e r-141;iici 1,1
ve 7 C,Adt:
- 111 +
.sk0 v.
-t.4: V-
a IT
( c4 )
F
AI. rv. C orfe 5,44A -6 rwa L
P1 O
crerafcrs.
; 5tfe r
kl),*e tcc
I I el ec.,-
_7
S
T, *(- i-t;t..4z-
4t2.
-Y, kf,,A

- r_
= 4

ck vctt4 2. v 4 c`ii `fz


VctA
ba vicl F e oi,)e nn
(0 ) O kJur

L
-
x G

- LV
2:11
GnI
1), (4V) `F 2,=
Y,*(--e ti)
+
(..117te ,kfiz.

cy,46 ,dj, di
- (` 3,a tk
,
b av; ct
C 1,1cff4f..)
A
s_ (1- )C 4) 1
^
a 1
.1r
.5,1, 6 i a m
x r) z--0
x 6 )
= j;a
a
a cs
4))
_
c.
a.toe
- ob
3. . NI Lie s,
6L6k C
-t-e .s4c1 t, I,c, L
36,e,46 / .44)/ /r
(i&
)*f 11.17

ay ; c
Isc r p r-S:e c f; b . l
re lviu,;_kk
)

F i r
c6t. tc\Atw iivi
ec rAlc. teAlov, 5

f) 0+e fri-b LA 1
Will
y ( x )
=

'"' k; - xL, fil e St


era- 004 rs
kLC t I qt X)
^ ,,,L tit()E4 1 (x ) .
A x
or
(1 2( 6)
z-Lci*(z)
4i(Z)
ci z

t ra ce 1- 14;5 ore rater ; 5 CVEA ) v4 e exeect


( ; ,. . }c, pC ,A rd -j,Vcr; . 1 . cc2,06/; +,
cf-; 1 IC Gv
A fe 9rojecre ., O r-1' 9; 1.1c1 1 d de 1 - e, 0., ;";ie

, c. 1 ,3
t,- J 1 Y( ab ) . - . : 0
eac ccxs eYa. flak e y ( . . . tifir- C,A vt 4

1 4
cts
F or

eve,)
Y ( 0), 1
( c) =
)

a
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7, (x)- 6 1+r 72C,c).2


(- 1) 3.- .
()()- E.(- 0 3- , (A)- t3(x ) T Z. , (x)- e /- 32 Wet
- S2 G .) + 30(X)1(X) - t1 t.(x ) 6
.(x )- tr )
z
(x )- C2b - ,Q ()Oct - *To(x ) f .
zj,KJ CL 71(x ) .f.: 1 - (,,) C' Tb () +
3..0(x)

31(dk
Z
- s,60t 4 3- .6) +
- LS,CA)t- 3, CA) t" - +.36(4 t
Tt,LKI t-
- 1)"3-
- 4
,(x )- c)
(x )
1
(x ) Sz(x )S2(X) '30(x ) f 2 4- - (x d
1 1 _ 2
,(X)(k)- E 3 6(U+G o c,C )()Es,coi
G o- CI - 7, CO
'31(x )31(- X)
41,(7.1] 2
Ali

"tie 4- er cv,,,ce chAiep+

[ /*/
er r Y t
2 (- if 3 (A) c) 0 (x) ]0111
4
16()1
' 1' a( )1
31)i - a[5, (4]
+- )Es.2 (x)]1
t. 1.3) o
c3en er - a - Vioc)
c"v,
TS (X)
(1Xt
e
)
)
0v; 61,
(44n o+ the ex / 9 1; c, +e rnies ; )r n ,,:S,(x )
s
4DL4
J
- y ,(x )ha s_ 001 0 or even par;ty a ccor cr ,n 5 h
s o ctGl, o r eve4Ir k
;
C - I),- x )
(7- 2
`)(- ttt)
(- x ,- t)e
e
= 6,t)
a, we
3(- x i- ti
2 S (- )0 (-t) 4 = 2 (--ir
2 3- ,(x )
- )C
e Je ff ode oce ti e CC 'l
R(r ) 2() ka ve
+1112
-2 ot e
r K at \r
S^ vi cee,, f, eci
,0
.rkli ct
ot, zt
cAnd
kLgz- 0
a
A, 0
00\v; c1 C' ey R, J e.11
Ar

'kJ
cmr - - c.la r

c. ,6 1,0der Q v,elec- 1- 1- 6si- A- 1- c


I 0.1- ,e(y,) b otli
potemi- ; a 1
o n
c,Ar ved _ cb n ,,, der ; ca l

s ze r
o.F; n d - tie
Poi - e
vI tcd
of
a Hrnter, or po'iots,
choose . ,
l eer coc rd.; ai - e sy steckL.1
1- yot4 r
.2 - peoc l e..e - 1- 0 _ ex
eSyrimeery Qokr

P Cfen
sole s
L I ,
I a ce'. ega u^ oh

c0; ,,c1 ,- ; (.1


(311-
r ar
Jr/r at9 z(32 2
QaNV.i= r )NioCK- r ) An re
ca
r Q .
14 v(41; 0kf- Dr 44s,
1711; s_ ; s til e, gess- el eg, k4- : .e, ' , 4-e = oThe . s 0i,,,-. V6ms are
(=- t<4 - 50(.k.r ).
r cA r
tZ . 0
_ T (r) ).- 7
_ Am e ; 370 C' r)
(r jo) = I(r ,2= b )
T (./ .
, $) =
kck; si rro of Vie t11) Eesset
cle-Arle aS
kM
c Ao ,0r'tAL."
r
Aim
_ A._ cfs- -
r 0) - _ _
A4, _ ay ,
OP- )
- .A.,
e Z. (A., r 1(1)AQ, -e--(7 -)
5 1 (A . ,)

,qvo
b ck\ha Penwell

(Q ) r a vis1- 1(0(x ), Ei,(11.101)


_ Iri 0" 60 _ 1 e!Accsh s ot s
(- ir
_ ctili er e _ e c totAr C r iAn S
_
the
0 ri` giv i
s- f ictvie
(10)
r e 44 r ; + vl 0,14 oNX )S
co+
(1)

eoks
(c) Vey- 43
- Nod t- iiLs
re e re se nfati/ov i a c- hka lly

Besseh ot . % e re vd- i ct egt. ,,a+-;00 ,(


T- h ee 11? ?
the Li t
y er 1; mi i - js40- i - esse.4, a . 1+serves
as
co
overeoce ' CAcl- ar_ _ _ , \Ate can rcela,Cey
ci vta
t
or
11, 1 0i )
_ H, (y)It_
. to
e t I
Let -6=(; e5
LQot5
5= Li tt]
1 0 (X1. =eI)(
,, to, \
(
J)
ce'"
(s
Tr i
c.(tee)-
ce' ci s
ots
T T ('
C.
ces
_ ,.,s
o - e

L.00.36rre

t4r- - = S

ca - 4- 6 5- r S
ct,
ots
cc(
a
So
Da r r i- c] r e jet/
10.5 Co.4.)
.1.
O.-
oo t
2
e
, ..xCostI s
oLs
iii
2
cos If s
COs IA 5 s c4 K eieei 4-'ket- C+. CH5 0 e(3" an even - 1- 14"c- h- or t
a
, : xecsks-

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ots
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)

s; vtce
400)(x) cao.

rc Ken. i d f

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-sei of/
er4- fa
epteh' oel )14, 6)(X )
S a- 11, s4es
e3- y e
(kfrerewkaI et,,,fra
CI )\
t+
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x j
=
b ow; (1 Peliwe
h, r1.d1)
a t, f wpar+;irc,ppe a
lt
S %L4Ore\\We
11
Cr f
1- - Q A; v
^
S'lie
epa A- Too po+ei4^
; a ls
\\/ (r) - \/ / ,

0r <
0

r >cn
e
rer 9y
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(a vl
Qi ci envalve),
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jy , ( ki r) 1- or C L r<On avi ckK1 (K2 _ r) - 6r r- >a.
We
r evr e +k,a +(0) end, 4'() b e
14er e
; ,) m(E- r\' , )

Kz

arlE
)- 1
a' a Jis the ahgular 61 omen- Loi n l Vl i h Et.(I I , I 30),
.(b) T hebooi i otory cood; +- ;
00 ar = o, is tilk- F fi ve wa ve
0, ' V( r)hd
- Vs
oler ; vir l- ; ve be
_
coq - rnk6uS .
S l ow- I - 1104+VI r vl Pa lls
ci (.1;
Ck ( 1(2 r)
r r
(1(4 r)
(12, r)
ck-t-erm;iles tLle ey,er 5j C3er IvcdueS,
. 1\)ies
a .5er ter a ot+j cv) _ Exo, , , ei e
I I ,
e , - i _ 00 bas
- 1- 1, e - Coy wi
bow:aPenwell
2

R +2 , (e1 6100
Ot r Ld r
r ci r
e S olr

be c cot", G- 1- - 64 of
the redLi t, r
Ov t,r r eo.la r sclIA- 1- ; eks

0 - F the - frYee - P, e101 ebL,ki-fo3


1R, e(f- g)k(k(r
(kr)
se .1.-Voo - Pr
MNS - t
b
e e re, 9.1ar
2r-=
A j. Q
ke re

kVO

a s 6 e - G or e
v?1- 1- cin ',n 9e
c.pill
d r
5 ve_ s
ran C
8
i 2 (Kr)
r
r=0,

_ _ L

tza
182 CHAPT ER 10 T HE S CHRODI NGER EQUAT I ON I N T HREE DI MENS I ONS I I
2 8, 50, 82 , 12 6, . . . , these nuclei exhi bi t speci al characteri sti cs that can be associ ated
wi th fi lled levels, that i s, closed shells. T he di fference between the real "magi c"
numbers, and those obtai ned i n our pri mi ti ve model comes about because there
i s an addi ti onal potenti al that depends on the spi n and that shi fts the levels about
somewhat, thus reorderi ng the numbers. T he shell model of the nucleus, when
properly constructed, explai ns many of the properti es of nuclei .
I t may seem a bi t my steri ous why treati ng nuclei as i ndependent parti cles i n a
box should provi de a good approxi mati on, when we knowthat the forces between
nucleons are very strong. T he explanati on li es i n the exclusi on pri nci ple. Nuclei
i n a box i nteract by colli di ng wi th each other. A colli si on i n general leads the
nucleon to be scattered i nto a di fferent q uantum state. I n the ground state, scat-
teri ng i s i nhi bi ted because all the low- ly i ng levels are occupi ed, and thus cannot
serve as avai lable fi nal states.
We next consi der another example, analogous to the transmi ssi on and reflecti on
by sq uare wells or barri ers i n the one- di mensi onal case.
CONTINUUM SOLUTIONS
FOR A SQUARE WELL
Consi der the potenti al
V(r) =Vo
=0
r<a
(10- 80)
r>a
T hen the radi al eq uati on has the form
d 2R2 dR1 (1 + 1)2 , u
R+
h2
(Vo+E) R=0r<a

dr' + r drr
2

d2r'
R2 dR1 (1 + 1 ) 2E
R +R 0r>a
drdrr2
2
T he soluti on for r> awi ll be a combi nati on of the regular and i rregular soluti ons
of the free fi eld eq uati on
(10- 81)
R I (r) =Bil (kr) + Cni(kr)
whi le the soluti on for r < amust be the regular soluti on, that i s,
R, (r) =A ji(Kr)
where
K
2
=
2 , u(E +V0)
h2
(10- 82 )
(10- 83)
(10- 84)
as before.
T he matchi ng of 1 /R, dR,/drat r = agi ves the rati o C/B from
[dh(p) /dpi[Bdadp+ Cdni/dp
K=k
1 . 1 (P) p=.
Bji(p) + Cni (p) p= ka
(10- 85)
u(r) S oluti on for V= 0
ENS I ONS I I
e asiiiiated
al upgi c"
cause there
levels about
cleus, when
arti cles i n a
ces between
i ple. Nuclei
al leads the
state, scat-
thus cannot
nd reflecti on
(10- 80)
CONT I NUUMS OLUT I ONS FOR A S QUARE WELL
Asy mptoti cally
Rni(r)
B ,
e
i(kr-I n/2)
e
-l(kr-1 7 7 1 2) )
2 i kr
-
C
(ei(kr-I irn) e-,(kr-I ni2) )
2kr
-C + iB [
e
-i(kr-1 7 ,. /2)
CiB
e
gkr-1 7 r/21
2krC - iB
T he factor i n front, other than i ts necessary 1 / r dependence i s i rrelevant, si nce the
ampli tude i s fi xed by the normali zati on condi ti on. T he relati onshi p between the
two exponenti als does have phy si cal si gni fi cance. Fi rst of all, we note that the two
terms represent spheri cal waves, an i ncomi ng one and an outgoi ng one. When
there i s no potenti al, C = 0, and the factor i n front of the outgoi ng spheri cal wave
i s - 1. Wi th the potenti al there, the factor has the property that i ts absolute sq uare
i s uni ty . T hi s i s easy to check, si nce from (10- 85) we see that B /C i s real. T hus
T he factor i s conventi onally
C + iB
2
1 + iB/C 1 - iB/C
1 (10- 87)
(10- 88)
C - iB 1 - iB/C
wri tten as
C + iB
1 +iB/C=
e2i6i(k) =
CiB
(eq ui valently C/B =- tan 8 1 (k) ) so that the asy mptoti c form of the radi al soluti on
R, (r) i s
R I (r)

constant si n (kr -
2
+81(k))

(10- 89)
T he q uanti ty 8 1 (k) i s called a phaseshift for thi s reason. Actually , (10- 89) i s the
asy mptoti c form for anyreal potential. T he reason i s that the absolute sq uare of the
coeffi ci ent of the i ncomi ng spheri cal wave must eq ual the absolute sq uare of
183
(10- 86)
a
(10- 81)
a
ular soluti ons
(10- 82 )
(10- 84)
(10- 83)
(10- 85)
Fi gure 10- 3. Conti nuum soluti on u(r) =rR(r) for attracti ve potenti al
(1 =0).

8/ k
I s- - .1
111111111 1
Solution f or V = 0
u(r)
e- ar
184CHAPT ER 10 T HE S CHRODI NGER EQUAT I ON I N T HREE DI MENS I ONS I I
Fi gure 10- 4. Conti nuum soluti on u(r) =rR(r) for repulsi ve potenti al (1 =0).
the coeffi ci ent of the outgoi ng spheri cal wave. T hi s i s just a statement of flux
conservati on: for a real potenti al, parti cles are nei ther created nor absorbed by the
potenti al.
T he actual computati on of C/B from (10- 85) i s tedi ous, except for 1 =0. As for
the bound state problem, the use u(r) =rR(r) si mpli fi es the calculati on greatly .
One only needs to match A si n Krto B si n kr+ C cos krat r = ato obtai n an
expressi on for tan 50. T he results for thi s case are schemati cally drawn i n Fi gs.
10- 3and 10- 4. T hey showthat an attracti ve potenti al tends to "drawi n" the wave
functi on, whi le a repulsi ve potenti al tends to push i t out. We wi ll return to these
matters i n Chapter 2 4, when we di scuss colli si on theory .
THE SQUARE WELL, BOUND STATES
We lookfor bound state soluti ons, for whi ch E <0. We wri te

2
(Vo +E) = K2
(10- 90)
2 / 1
2 E = a2
f i
sin Kr
Figure 10-5. T he shape of the wave functi on u(r) =
rR(r) for an attracti ve sq uare well when there exi sts
one bound state (1 =0).
' al (1 =0).
tement of flux
bsorbed by the
Dr I =0. As for
elati on greatly .
ato obtai n an
drawn i n Fi gs.
iv i n" the wave
return to these

(10- 90)
185 3I MENS I ONS I I PROBLEMS

Figure 10-6. T he shape of the wave functi on u(r) =


rR(r) for an attracti ve sq uare well when there exi st
two bounded states (1 = 0). Only the wave functi on
for the second bound state i s sketched i n thi s fi gure.
T he soluti on for r<a, whi ch must be regular at the ori gi n, i s
R(r) =A h(Kr) (10- 91)
T he soluti on for r > amust vani sh as r-->0. T he second of the eq uati ons (10- 81)
i s just the eq uati on for the spheri cal Bessel functi on, except that k i s replaced by
ia. T he soluti on that behaves li ke ekrnowbecomes the exponenti ally falli ng one,
that i s, we have
R(r) =(iar) (10- 92 )
for r>a. T he two soluti ons must match at r=aand so must the deri vati ves. T hi s
leads to the condi ti on

db(p) /. [d1 41 ) (p) / dp


K [. =ta

MP )
hp) (09)
L.
pKa
(10- 93)
T hi s i s a very compli cated transcendental eq uati on i nvolvi ng 1 , V0, and E. For I =
0 the problem i s very si mple. I n terms of u(r) =rR(r) we agai n have a si tuati on
i denti cal to a one- di mensi onal potenti al wi th V(x) =00 for x <0. T here we know
from Chapter 5 [(5- 69)1 that there wi ll be one or more bound states only i f
2 m1702 712

h2 >
4
Fi gures 10- 5 and 10- 6 showthe wave functi ons for the fi rst two bound states for
I =0.
Problems
1. Checkthat P,, R,, p,, r, obey the commutati on relati ons gi ven i n (10- 7).
2 . Assume that the deuteron (consi sti ng of a neutron and a proton, eq ual i n
mass) i s a bound state wi th I =0, and the potenti al i s a sq uare well of range
1 ' 0 =2 .8 X 10- 13cm. Gi ven that the bi ndi ng energy i s 2 .18 MeV, fi nd the
depth of the potenti al.
506CHAPTER VIII Pa r tia l Dif f er en tia l Equa tion s a n d Boun da r y Va lue Pr ob lems
I t i s known that Ji (kr) has an i nfi ni te number of zeros.
T hus, let J1 (ka) be a zero of J1 at r=a. T hen defi ne Ai , to
be the mth zero of J1 such that ka=A im, or k A im/ a. T hat
i s,
J i (A
tm) = 0 for m = 1, 2 , 3, .
T hen, followi ng the deri vati on of eq uati on (94) i n S ecti on 8.4,
we have
ix2
[rJi (A imrI a)
dr
. 1 1 (A imr/ a) rJi (A imr/ a)
drJ
i (A lmr/ a)
xi
X 2
= (k;2nrJi(A imr/ a) Ji (A in rI a) dr. (182 )
I f we choose x 1 =0, then the left- hand si de of eq uati on (182 ) i s
zero, si nce MO) = 0. I f we choose x2 = a, then the left- hand
si de wi ll be zero si nce A lmaand A in aare zeros of J1 . S o i f
kn 0 km, we have
f ad
i (A imr/ a) . 1 1 (A in r/ a) dr=0mn. (183)
o
I f m=n, we have
foa
a2
[J i +i (Ai m)]2 .
r[Ji (A imr/ a) ]
2
dr=
2

Ex a mple
A semi - i nfi ni te ri ght ci rcular cy li nder whose axi s li es along the z - axi s i s shown
i n Fi gure 8.9. T he base that li es i n the x-yplane i s mai ntai ned at a constant
potenti al Vo and the si de of the cy li nder i s mai ntai ned at zero potenti al. Fi nd
V(r,, 0, z) insidethe cy li nder.
We must solve Laplace' s eq uati on i n cy li ndri cal coordi nates:
72 , , 1 dav) 1 o2vo2v =0
v v =r++
rardrr2
0 02oz2
(184)
(185)
FIGURE 8.9
Ase mi-infinite right
circular cylinde r with
surface s maintaine d at
the constant pote ntials
shown.
8.6. The Besse! Equa tion
507
z
S i nce we expect no 0 dependence. we wri te V(r, z) =R(r) Z(z) and obtai n
upon substi tuti on i nto eq uati on (185)
1 d . . c1 R1 d 2Zn
rR drdr) Z dz2
We anti ci pate that, si nce V(r, z- +
x) > 0, the soluti on i n the z- di recti on
should be exponenti al. T hen we take the separati on constant such that
I .)
n
i t
d
d2Z
d (rdR)
=k2Z+ =O. (186) and
rdrdr
dz2
T he soluti on of the fi rst eq uati on (186) i s
Z(z) =+
whi ch must have A = 0 so that Vgoes to zero at i nfi ni ty . T he second eq uati on
(186) can be rewri tten as
d 2R 1 dR
dr2
+ -
r

dr
+ k-R =0,
rJo(A o,rI a) Vodr=
m= 1
. 1
.
a
rJ 0(Aon
ra) Jo(A 0mr/ a) dr, 0
Or
508
CHAPTER VIII Pa r tia l Dif f er en tia l Equa tion s a n d Boun da r y Va lue Pr ob lems
whi ch i s the Bessel eq uati on wi th 1 =0. T he soluti ons are Jo(kr) and No(kr) .
But No(kr) di verges at r=0, so only Jo(kr) i s allowed. T hen the soluti on i s
V(r,=A e-k` Jo(kr) .
Step 3: We fi rst req ui re that V(a, z) =0; that i s, the potenti al i s zero on
the si de of the cy li nder. T hen
V(a, z) =A e-kz
Jo(ka
) =0.
kai s a zero of the 1 =0 Bessel functi on, whi ch we defi ne as
k,a=A ljm, or k, =A0, , , / a. A li near combi nati on of soluti ons
i s then
V(r,, z) e-A ("zi Jo(A onir/ a) .
We then apply the boundary condi ti on i n the x-yplane:
V(r, =0) = Vo =A ,,,J0(A o,r/ a) .
m
From the orthogonali ty properti es of J0 (wi th wei ghti ng factor r) ,
we get
a2[J i(kna) ]2Jo

2 170
A rJo(kr) .
We can use the recurrence relati on, eq uati on (179), to determi ne
the i ntegral i n eq uati on (187). T hi s i s left as an exerci se. T he
result i s
(187)
8.6. The Bessel Equa tion 509
aa2
rJo(A orI a) dr=
J i (Aon),
/ ton
so eq uati on (187) becomes
2 V0

Aoni i (Aonr
and
V(r, z) = 2 VoAom
JI (A om)
,,, J o(A, r I a) .
m
Example
I n thi s example we consi der Laplace' s eq uati on i nsi de a two- di mensi onal re-
gi on wi th ci rcular boundary condi ti ons. T herefore, we are goi ng to solve the
followi ng boundary value problem:
r2 A, 2 do1 a20
=0 wi th 4 ) (a , 0) =f (0) . (188)
var2

+ T. drr2 (902
S tep 1: We try a soluti on of the form
ci5 (r,, 0) =R(r) 0(0) .
When thi s i s substi tuted i nto eq uati on (188), we get
0
dr2
+
r

dr
+
r2d0
=0
.
d 2R 0 dR R d2 0

(189)
Di vi di ng both si des of eq uati on (189) by R(r) 0(0) and multi ply -
i ng by r 2 gi ves
1 d 2 0r 2 d 2R rdR
0 d02R dr2+ R dr

(190)
108Classical Electrodynamics
are, assumi ng real va- O:
S ect. 3. 8
x<<1
1(xy
v=0
(3.102 ) / (x)- 0
F(v+1) \2 )
[I n0.5772
x>>1, v
Kw(x)
r(v)(\"
v00
(3.103)
2 \x/ '
I , , (x).1 ei l+0(1)]
(3.104)
K(x)- - *Vi T - rx e[1+0(- 1i )]
3. 8 Boundary-Value Problems in Cylindrical Coordinates
T he soluti on of the Laplace eq uati on i n cy li ndri cal coordi nates i s c1)- - -
R(p)Q(4)Z(z), where the separate factors are gi ven i n the previ ous secti on.
Consi der nowthe speci fi c boundary - value problem shown i n Fi g. 3.9. T he
cy li nder has a radi us a and a hei ght L, the top and bottom surfaces bei ng at z = L
and z = 0. T he potenti al on the si de and the bottom of the cy li nder i s zero, whi le
the top has a potenti al D= V(p, 0) . We want to fi nd the potenti al at any poi nt
i nsi de the cy li nder. I n order that (I ) be si ngle valued and vani sh at z = 0,
Q(cb)= A si n / 710+B cos md)
Z(z) = si nh kz
}
Fig. 3. 9
(3.105)
rdinates
dri cal coordi nates i s 1 =
en i n the previ ous secti on.
m shown i n Fi g. 3.9. T he
ttom surfaces bei ng at z = L
of the cy li nder i s zero, whi le
d the potenti al at any poi nt
(3.105)
10}
ed . a vani sh at z = 0,
Sect. 3.8
Sect. 3. 8
Boundary-Value Problems in Electrostatics: II 1 09
(3.104)
where v=m i s an i nteger and ki s a constant to be determi ned. T he radi al factor
i s
R(p) =CJ,(kp) +Disl,(kp) (3.106)
I f the potenti al i s fi ni te at p=0, D=0. T he req ui rement that the potenti al vani sh
at p=a
means that kcan take on only those speci al values:
x,
k, = , n=1, 2 , 3, ...(3.107)
a
where x, are the roots of . 1 -,(x,) =O.
Combi ni ng all these condi ti ons, we fi nd that the general form of the soluti on i s
( 1 )( p, z)= E E J,(k,p) si nh (k, z)(A, si n mcP+B, cos m4>) (3.108)
m=0n=1
At z L, we are gi ven the potenti al as V(p, 4) ) . T herefore we have
V(p, 4) ) E si nh (k,L) J,,,(1 c,p) (A , si n m4:) + B, cos m4) )
m, n
T hi s i s a Fouri er seri es i n cp. and a Fouri er- Bessel seri es i n p. T he coeffi ci ents are,
from (2 .37) and (3.97),
=2 2 4) pV(p, 4) ) -1 m(kp) si n m4>
2 cosech (k, L) 2 "
d
r
dP O
iraJ , , i (k, a) 00
(3.109)
za
B, =dqh4) ) . 1 ,,,(krp) cos mcP
2 cosech (k, L) j"
TraJr. ,-1 (k,a) 0
dppV(p,

wi th the provi so that, for m =0, we use 1B 0, i n the seri es.
T he parti cular form of expansi on (3.108) i s di ctated by the req ui rement that
the potenti al vani sh at z = 0 for arbi trary p and at p=a for arbi trary z. For
di fferent boundary condi ti ons the expansi on would take a di fferent form. An
example where the potenti al i s zero on the end faces and eq ual to V(4>, z) on the
si de surface i s left as Problem 3.8 for the reader.
T he Fouri er- Bessel seri es (3.108) i s appropri ate for a fi ni te i nterval i n p,
1:1- p_-5_a. I f a , the seri es goes over i nto an i ntegral i n a manner enti rely
analogous to the transi ti on from a tri gonometri c Fouri er seri es to a Fouri er
i ntegral. T hus, for example, i f the potenti al i n charge- free space i s fi ni te for z
and vani shes for z- - x), the general form of the soluti on for z must be
(3.102 )
v = 0
(3.103)
0
and
y
(1)(p, 4, z)=dke'. 1 ,cP (kp) [A ,(k) si n m+B, (k) cos m4>](3.110)
.1 - k
m=00
I f the potenti al i s speci fi ed over the whole plane z = 0 to be V(p, 4) ) the
coeffi ci ents are determi ned by
V(p, 41 ) =Eo I dk J,(kp) [A ,(k) si n mcP+B, (k) cos m4)]
110Classical ElectrodynamicsSect. 3. 9
Sect.
T he vari ati on i n
4
i s just a Fouri er seri es. Conseq uently the coeffi ci ents A, , (k)
and B, (k) are separately speci fi ed by the i ntegral relati ons:
1 f
2 , ,
v(p 0) isin mcl) 1 dit, _ f j,(k,_1 f A, (101 dk'
(3.111)
7r J o
lcosni ct) J . '1 1 1 3,(ki) )
T hese radi al i ntegral eq uati ons of the fi rst ki nd can be easi ly solved, si nce they
are Hankel transforms. For our purposes, the i ntegral relati on,
1
xJ , , , (kx)J , (lex) dx =
k
6(1c 1 k)
can be exploi ted to i nvert eq uati ons (3.111). Multi ply i ng both si des by
pJ,(kp)
and i ntegrati ng over p, we fi nd wi th the help of (3.112 ) that the coeffi ci ents are
determi ned by i ntegrals over the whole area of the plane z = 0:
A, (k) 1 = krmdp p 2 ' dct) v(p, domtk.11 si n m
B, (k)1JoJoi cos mch

(3.113)
As usual, for m =0, we must use 1B 0(k) i n seri es (3.110).
3. 9 Expansion of Green Functions in Spherical Coordinates
I n order to handle problems i nvolvi ng di stri buti ons of charge as well as
boundary values for the potenti al (i .e., soluti ons of the Poi sson eq uati on) i t i s
necessary to determi ne the Green functi on G(x, x' ) whi ch sati sfi es the appro-
pri ate boundary condi ti ons. Often these boundary condi ti ons are speci fi ed on
surfaces of some separable coordi nate sy stem, e.g., spheri cal or cy li ndri cal
boundari es. T hen i t i s conveni ent to express the Green functi on as a seri es of
products of the functi ons appropri ate to the coordi nates i n q uesti on. We fi rst
i llustrate the ty pe of expansi on i nvolved by consi deri ng spheri cal coordi nates.
For the case of no boundary surfaces, except at i nfi ni ty , we already have the
expansi on of the Green functi on, namely (3.70):
1 =4 .7r v 1 r.c n, ,
i x xi l
t&o
2 / +1 r>
i
w',11-01,
S uppose that we wi sh to obtai n a si mi lar expansi on for the Green functi on
appropri ate for the "exteri or" problem wi th a spheri cal boundary at r= a. T he
result i s readi ly found from the i mage form of the Green functi on (2 .16). Usi ng
expansi on (3.70) for both terms i n (2 .16), we obtai n:
G(x, x' )=47r E
1 rj<1 (a2 )11, 4,
2 1+1 I r`; ' a \rr' /
b- (0' , 40Y 1 ,,,(0, 4) )

(3.114)
T o see clearly the structure of (3.114) and to veri fy that i t sati sfi es the bounclati
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Physics 451, 452, 725: Mathematical Methods
Russell Bloomer
1
University of Virginia
Note: There is no guarantee that these are correct, and they should not be copied
1
email: rbloomer@virginia.edu
Contents
1 451: Problem Set 2 1
1.1 Mathematical Methods for Physicists 1.4.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Mathematical Methods for Physicists 1.4.10 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.3 Mathematical Methods for Physicists 1.4.16 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.4 Mathematical Methods for Physicists 1.5.7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.5 Mathematical Methods for Physicists 1.5.8 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.6 Mathematical Methods for Physicists 1.5.9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.7 Mathematical Methods for Physicists 1.5.12 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2 451: Problem Set 5 5
2.1 Problem 1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.2 Problem 2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.3 Problem 3. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2.4 Problem 4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2.5 Problem5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
3 451: Problem Set 6 9
3.1 Mathematical Methods for Physicists 3.2.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
3.2 Mathematical Methods for Physicists 3.2.5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
3.3 Mathematical Methods for Physicists 3.2.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
3.4 Mathematical Methods for Physicists 3.2.15 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
3.5 Mathematical Methods for Physicists 3.2.24 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
3.6 Mathematical Methods for Physicists 3.2.33 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
3.7 Mathematical Methods for Physicists 3.2.36 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
4 725: Problem Set 4 17
4.1 Problem 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
4.2 Problem 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
4.3 Problem 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
4.4 Problem 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
5 725: Problem Set 5 21
5.1 Problem 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
5.2 Problem 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
5.3 Problem 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
5.4 Problem 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
i
6 725: Problem Set 6 25
6.1 Problem 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
6.2 Problem 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
6.3 Problem 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
6.4 Problem 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
A Special Functions 29
ii
Chapter 1
451: Problem Set 2
1.1 Mathematical Methods for Physicists 1.4.6
Prove:
(AB) (AB) = (AB)
2
(A B)
2
We know AB from Eq. 1.36c and 1.38
1
:
AB = (AyBz AzBy) x + (AzBx AxBz) y + (AxBy AyBx) z
We also know A B from Eq. 1.24
1
:
A B = AxBx + AyBy + AzBz
This same equation can be used to nd the magnitude of each of the vectors.
We will now examine the left side of this equation.
(AB) (AB) = (AyBz AzBy)
2
+ (AzBx AxBz)
2
+ (AxBy AyBx)
2
(AB) (AB)
= A
2
y
B
2
z
+ AzB
2
y
2AyBzAzBy + A
2
z
B
2
x
+
AxB
2
z
2AzBxAxBz + A
2
x
B
2
y
+ AyB
2
x
2AxByAyBx
(1.1)
Now that the left side has been examined, we can look at the right side of the equation.
(AB)
2
= A
2
B
2
= A
2
x
B
2
x
+ A
2
x
B
2
y
+ A
2
x
B
2
z
+ A
2
y
B
2
x
+ A
2
y
B
2
y
+
A
2
y
B
2
z
+ A
2
z
B
2
x
+ A
2
z
B
2
y
+ A
2
z
B
2
z
(1.2)
(A B)
2
= A
2
x
B
2
x
+ A
2
y
B
2
y
+ A
2
z
B
2
z
+ 2AxBxAyBy + 2AxBxAzBz + 2AyByAzBz (1.3)
Now we combine Eq.2 Eq.3 yields
A
2
x
B
2
y
+ A
2
x
B
2
z
+ A
2
y
B
2
x
+ A
2
y
B
2
z
+
A
2
z
B
2
x
+ A
2
z
B
2
y
2AxBxAyBy 2AxBxAzBz 2AyByAzBz (1.4)
Eq.1 = Eq.4
1
Arfken and Weber
1
Arfken and Weber
1
1.2 Mathematical Methods for Physicists 1.4.10
Show that if a, b, c and d are in one plane, then (a b) (c d) = 0.
The cross product of a and b will be one of three cases, which are perpendicular up, down and 0. The same is true
for the vectors c and d. We can dene vectors e = a b and f = c d. Since e and f are either up, down or 0, they
are either 0

or 180

to each other. By Eq. 1.44


2
, the cross product is 0, due to a sine function. In the case of 0,
the cross product is 0, because the 0 vector has no magnitude.
1.3 Mathematical Methods for Physicists 1.4.16
Find the magnetic induction B given the following information:
F = q(v B)
v = x,
F
q
= 2 z 4 y
v = y,
F
q
= 4 x z
v = z,
F
q
= y 2 x
The induction can be found using two cross products from the given information.

x y z
1 0 0
Bx By Bz

= 2 z 4 y
From this matrix, we nd By = 2 and Bz = 4.
Now we use the next relationship to nd the last term.

x y z
0 1 0
Bx By Bz

= 4 x z
From this matrix, we nd Bx = 1.
Combining these three yields B:
B = x + 2 y + 4 z
1.4 Mathematical Methods for Physicists 1.5.7
Show that:
a (b c) +b (c a) +c (a b) = 0
From the text, we know that:
a (b c) = b(a c) c(a b)
We can infer the other two relationship will be the same. Make these substitutions, we nd:
b(a c) c(a b) +c(b a) a(b c) +a(c b) b(c a)
Because the dot product is associative:
b(a c) c(a b) +c(a b) a(b c) +a(b c) b(a c) = 0
2
Arfken and Weber
2
1.5 Mathematical Methods for Physicists 1.5.8
For a vector A, which can be decomposed into a radial component Ar and tangential component At show that:
(a) Ar = r(A r)
We know from the denition of the vector that Ar = A r and that the radial magnitude multiplied by the radial
unit vector will yield the radial vector.
Ar = (Ar)r
(b) At = r (r A)
r A =

r

t n
1 0 0
Ar At 0

= At
n (1.5)
r At
n =

r

t n
1 0 0
0 0 At

= At

t = At (1.6)
1.6 Mathematical Methods for Physicists 1.5.9
Show that if (A), B and C are coplanar, then
A BC = 0
We know from the text that A BC = AxByCz AxBzCy +AyBzCx AyBxCz +AzByCx AzBxCy. If the vectors
are coplanar then one of the components can be set to 0 under a transportation. If one of the components is 0 and
all the terms have one of each of the components, then the triple value is 0. Thus it is a necessary condition.
Lets assume A BC = 0, now show that it is coplanar.
One way to write the dot product is with a cosine, and one way to write the cross product is with a sine. Since we
know that it equals 0, then either sine or cosine or both terms are 0. If the cosine term is 0, then the cross product
is perpendicular to A, which would place it in the same plane as B and C. Thus they are coplanar. Now if the sine
term is 0, then (B) and C form a line. A third vector would then form a plane with that line. Thus it is sucient
for this condition.
A BC = 0
1.7 Mathematical Methods for Physicists 1.5.12
Show that:
(AB) (CD) = (A C)(B D) (A D)(B C)
First we will expand the left side.
(AB) (CD)
= ((AyBz AzBy) x + (AzBx AxBz) y + (AxBy AyBx) z)
((CyDz CzDy) x + (CzDx CxDz) y + (CxDy CyDx) z)
= (AyBz AzBy)(CyDz CzDy) + (AzBx AxBz)(CzDx CxDz) + (AxBy AyBx)(CxDy CyDx)
= AyBzCyDz AyBzCzDy AzByCyDz + AzByCzDy + AzBxCzDx AzBxCxDz AxBzCzDx
+AxBzCxDz + AxByCxDy AxByCyDx AyBxCxDy + AyBxCyDx
3
= (AxCx + AyCy + AzCz)(BxDx + ByDy + BzDz) (AxDx + AyDy + AzDz)(BxCx + ByCy + BzCz)
= (A C)(B D) (A D)(B C)
This is exactly the same as the right side of the equation.
4
Chapter 2
451: Problem Set 5
2.1 Problem 1.
Show that:
Tij = Aij + Sij + cijT
k
k
Where Aij = Aji,antisymmetric, and Sij = Sji,symmetric, and T
k
k
,trace.
We can represent the antisymmetric and symmetric parts with two matrices.
Aij =

0 A12 A13
A12 0 A23
A13 A23 0

(2.1)
Sij =

0 S12 S13
S12 0 S23
S13 S23 0

(2.2)
Now combining any ij-term, one nds that as long as i = j then Tij = Aij +Sij. Now we have to nd for when i = j.
So the last term must vanish when ij, we know that the Kronecker delta function has this behavior. This yields:
Tij = Aij + Sij + ij
Well this is not all of the value, because the delta function only has a value of one. There must be some constant to
yield the proper result. The scalar value must have the property:
n

i,j=1
cij = T
k
k
Now combine this last term to the previous value.
Tij = Aij + Sij + cijT
k
k
So what is important to note is that on any average n-dimensional term c =
1
n
, but for an exact value there is a need
for an indency.
2.2 Problem 2.
a.
Show for the epsilon tensor that:

ijk

ilm
=
jl

km
jm
kl
The denition for the Levi-Civita Symbol given in Arfken

ijk
= ei ej e
k
(2.3)
5
for a nonzero value textbfej e
k
must be in the ei direction. Because of this then

ijk

ilm
= (ei ej e
k
) (ei e
l
em)
= (ej e
k
) (e
l
em)
From Arfken (pg 33)
(AB) (C D) = (A C)(B D) (A D)(B C)
We apply this property to nd
(ej e
k
) (e
l
em) = (ej e
l
) (e
k
em) (ej em) (e
k
e
l
)
From denition Kronecker delta, eu ev = uv with this then
(ej e
l
) (e
k
em) (ej em) (e
k
e
l
) =
jl

km
jm
kl
b.
Evaluate:
ijk

ijl
Using part a.

ijk

ijl
= jj
kl

jl

jk
Using inspection the last term is one when j=k=l, then the rst term is also one therefore it is 0. Now sum over all
of the terms.
3

j=1
3

k=l=j=1
jj
kl

jl

jk
=
3

k=l=1
2
kl
= 6
2.3 Problem 3.
Prove that
Ai;j Aj;i =
Ai
x
j

Aj
x
i
By the denition of a covariant derivative
Ai;j =
Ai
x
j
A
k

k
ij
(2.4)
With switching of the indencies
Aj;i =
Aj
x
i
A
k

k
ji
From Arfken, we know that
k
ji
=
k
ij
.
Ai;j Aj;i =
Ai
x
j
A
k

k
ij

Aj
x
i
+ A
k

k
ji
=
Ai
x
j

Aj
x
i
+ A
k

k
ji
A
k

k
ij
=
Ai
x
j

Aj
x
i
+ A
k

k
ji
A
k

k
ji
=
Ai
x
j

Aj
x
i
+ 0
=
Ai
x
j

Aj
x
i
2.4 Problem 4.
Not required to do.
6
2.5 Problem5.
From the transformation properties of gij and the denition of the Christoel Symbol
i
jk
obtain the transformation
law for
i
jk
given in class.
From Arfken (pg 154)

s
ij
=
1
2
g
ks
_
g
ik
x
j
+
g
jk
x
i

g
ij
x
k
_
(2.5)
so then

s
ij
=
1
2
g
ks
_
g

ik
x
j
+
g

jk
x
i

g

ij
x
k
_
We also know that
g

kl
= gij
x
i
x
k
x
j
x
l
(2.6)
g
kl
=
x
k
x
i
x
l
x
j
g
ij
(2.7)
let us examine on of part of the metric transformation and then we can use this to apply to the other parts.

x
k
g

ij
=

x
k
_
gpm
x
p
x
i
x
m
x
j
_
=
gpm
x
l
x
l
x
k
x
p
x
i
x
m
x
j
+ gpm

2
x
p
x
k
x
i
x
m
x
j
+ gpm

2
x
p
x
k
x
j
x
m
x
i
The other two parts of the metric transformation are just permutations of the pervious one. So

x
i
g

kj
+

x
j
g

ki


x
k
g

ik
=
x
l
x
k
x
p
x
i
x
m
x
j
_
g
ml
x
p
+
g
pl
x
m

gpm
x
l
_
+ 2gpm

2
x
p
x
i
x
j
x
m
x
k
With the denition of the Christoel Symbol we nd that

s
ij
=
x
s
x
p
x
l
x
i
x
m
x
j

p
lm
+
x
s
x
p

2
x
p
x
i
x
j
(2.8)
7
8
Chapter 3
451: Problem Set 6
3.1 Mathematical Methods for Physicists 3.2.4
a.
For
a + ib
_
a b
b a
_
Show that addition (i) and multiplication (ii) are valid
(i)
Let us dene another matrix
c + id
_
c d
d c
_
Now add the two complex numbers and convert to matrix form.
a + ib + c + id = (a + c) + i(b + d)
_
a + c b + d
b d b + c
_
Now add the two matrices directly.
_
a b
b a
_
+
_
c d
d c
_
=
_
a + c b + d
b d b + c
_
This does hold for addition.
(ii)
First for a real scalar
(a + ib) = a + ib
_
a b
b a
_
Now the scalar directly to the matrix

_
a b
b a
_
=
_
a b
b a
_
Next for two matrices.
_
a b
b a
__
c d
d c
_
=
_
ac bd ad + bc
bc ad bd + ac
_
For two complex numbers multiplied
(a + ib)(c + id) = (ac bd) + i(ad + cb)
_
ac bd ad + bc
ad bc ac bd
_
The product for two matrices.
9
b.
Find the matrix for (a + ib)
1
(a + ib)
1

_
a b
b a
_
1
From equation 3.50 in Arfken.
a
(1)
ij
=
Cji
|A|
(3.1)
So
Cji =
_
a b
b a
_
|A| = a
2
+ b
2
(a + ib)
1
=
_
a
a
2
+b
2
b
a
2
+b
2
b
a
2
+b
2
a
a
2
+b
2
_

3.2 Mathematical Methods for Physicists 3.2.5


If A is an n n matrix, show that
det(A) = (1)
n
detA
Let us look at the case of when the matrix is multiplied by a real scalar,
A = 1nA
detA = det(1n)detA
The determinate of a diagonal matrix is just the multiplication of the diagonal terms. In this case all the diagonal
terms have a value of .
det(1n) =
n

i=1
i =
n
Now substitute this term into the previous equation.
detA = det(1n)detA =
n
detA
Then set = 1
det(A) = (1)
n
detA
3.3 Mathematical Methods for Physicists 3.2.6
a.
Show that the square of the following matrix is 0
A =
_
ab b
2
a
2
ab
_
Then A
2
_
ab b
2
a
2
ab
__
ab b
2
a
2
ab
_
=
_
a
2
b
2
a
2
b
2
ab
3
ab
3
a
3
b + a
3
b a
2
b
2
+ a
2
b
2
_
= 0
b.
10
Show a numerical case for if C=A+B, in general det C = det A+det B
Let
A =
_
3 1
9 3
_
B =
_
2 1
4 2
_
Then
C =
_
5 2
13 5
_
Now for the determinants
detA = 0
detB = 0
detC = 1
Therefore, det C = det A+det B
3.4 Mathematical Methods for Physicists 3.2.15
a.
Show that [Mx, My] = iMz and so on.
Lets start with dening all the products of two M-matrices
MxMy =
1

2
_
_
0 1 0
1 0 1
0 1 0
_
_
1

2
_
_
0 i 0
i 0 i
0 i 0
_
_
= i
_
_
1
2
0
1
2
0 0 0
1
2
0
1
2
_
_
(3.2)
MyMx =
1

2
_
_
0 i 0
i 0 i
0 i 0
_
_
1

2
_
_
0 1 0
1 0 1
0 1 0
_
_
= i
_
_

1
2
0
1
2
0 0 0
1
2
0
1
2
_
_
(3.3)
MxMz =
1

2
_
_
0 1 0
1 0 1
0 1 0
_
_
_
_
1 0 0
1 0 1
0 1 0
_
_
= i
_
_
0 0 0

2
0
i

2
0 0 0
_
_
(3.4)
MzMx =
_
_
1 0 0
0 0 0
0 0 1
_
_
1

2
_
_
0 1 0
1 0 1
0 1 0
_
_
= i
_
_
0
i

2
0
0 0 0
0
i

2
0
_
_
(3.5)
MyMz =
1

2
_
_
0 i 0
i 0 i
0 i 0
_
_
_
_
1 0 0
0 0 0
0 0 1
_
_
= i
_
_
0 0 0
1

2
0
1

2
0 0 0
_
_
(3.6)
MzMy =
_
_
1 0 0
0 0 0
0 0 1
_
_
1

2
_
_
0 i 0
i 0 i
0 i 0
_
_
= i
_
_
0
1

2
0
0 0 0
0
1

2
0
_
_
(3.7)
11
Now for the commutation relations
[Mx, My] = MxMy MyMx = i
_
_
1 0 0
0 0 0
0 0 1
_
_
= iMz (3.8)
[My, Mx] = MyMx MxMy = i
_
_
1 0 0
0 0 0
0 0 1
_
_
= iMz (3.9)
[Mz, Mx] = MzMx MzMx = i
_
_
_
0
i

2
0
i

2
0
i

2
0
i

2
0
_
_
_ = iMy (3.10)
[Mx, Mz] = MxMz MzMx = i
_
_
_
0
i

2
0

2
0
i

2
0
i

2
0
_
_
_ = iMy (3.11)
[My, Mz] = MyMz MzMy = i
_
_
_
0
1

2
0
1

2
0
1

2
0
1

2
0
_
_
_ = iMx (3.12)
[Mz, My] = MzMy MyMz = i
_
_
_
0
1

2
0

2
0
1

2
0
1

2
0
_
_
_ = iMx (3.13)
This is equivalent as
[Mi, Mj] = i
ijk
M
k

b.
Show that
M
2
M
2
x
+M
2
y
+M
2
z
= 213
Examining term
M
2
x
=
1

2
_
_
0 1 0
1 0 1
0 1 0
_
_
1

2
_
_
0 1 0
1 0 1
0 1 0
_
_
=
1
2
_
_
1 0 1
0 2 0
1 0 1
_
_
(3.14)
M
2
y
=
1

2
_
_
0 i 0
i 0 i
0 i 0
_
_
1

2
_
_
0 i 0
i 0 i
0 i 0
_
_
=
1
2
_
_
1 0 1
0 2 0
1 0 1
_
_
(3.15)
M
2
z
=
_
_
1 0 0
0 0 0
0 0 1
_
_
_
_
1 0 0
0 0 0
0 0 1
_
_
=
_
_
1 0 0
0 0 0
0 0 1
_
_
(3.16)
Now combine these terms
1
2
_
_
1 0 1
0 2 0
1 0 1
_
_
+
1
2
_
_
1 0 1
0 2 0
1 0 1
_
_
+
_
_
1 0 0
0 0 0
0 0 1
_
_
=
_
_
2 0 0
0 2 0
0 0 2
_
_
= 2
_
_
1 0 0
0 1 0
0 0 1
_
_
= 213
c.
Show that
_
M
2
, Mi

= 0 (3.17)
_
Mz, L
+

= L
+
(3.18)
_
L
+
, L

= 2Mz (3.19)
12
where
L
+
Mx + iMy
L

Mx iMy
Lets begin with
_
M
2
, Mi

= 0. We know that M
2
= 213, so
_
M
2
, Mi

= 2 [13, Mi]
= 2 (13Mi Mi13)
= 2 (Mi Mi)
= 2 (0)
= 0
Now we have to nd L
+
L
+
Mx + iMy =
1

2
_
_
0 1 0
1 0 1
0 1 0
_
_
+
i

2
_
_
0 i 0
i 0 i
0 i 0
_
_
=
1

2
_
_
0 1 0
1 0 1
0 1 0
_
_
+
1

2
_
_
0 1 0
1 0 1
0 1 0
_
_
=
1

2
_
_
0 2 0
0 0 2
0 0 0
_
_
Now
_
Mz, L
+

= L
+
_
Mz, L
+

= MzL
+
L
+
, Mz
=
_
_
1 0 0
0 0 0
0 0 1
_
_
1

2
_
_
0 2 0
0 0 2
0 0 0
_
_

2
_
_
0 2 0
0 0 2
0 0 0
_
_
_
_
1 0 0
0 0 0
0 0 1
_
_
=
1

2
_
_
0 2 0
0 0 0
0 0 0
_
_

2
_
_
0 0 0
0 0 2
0 0 0
_
_
=
1

2
_
_
0 2 0
0 0 2
0 0 0
_
_
= L
+

Lastly for
_
L
+
, L

= 2Mz. We rst need L

Mx iMy =
1

2
_
_
0 1 0
1 0 1
0 1 0
_
_

2
_
_
0 i 0
i 0 i
0 i 0
_
_
=
1

2
_
_
0 1 0
1 0 1
0 1 0
_
_

2
_
_
0 1 0
1 0 1
0 1 0
_
_
=
1

2
_
_
0 0 0
2 0 0
0 2 0
_
_
13
Now for
_
L
+
, L

= 2Mz
_
L
+
, L

= L
+
L

L
+
=
1

2
_
_
0 2 0
0 0 2
0 0 0
_
_
1

2
_
_
0 0 0
2 0 0
0 2 0
_
_

2
_
_
0 0 0
2 0 0
0 2 0
_
_
1

2
_
_
0 2 0
0 0 2
0 0 0
_
_
=
1
2
_
_
4 0 0
0 4 0
0 0 0
_
_

1
2
_
_
0 0 0
0 4 0
0 0 4
_
_
= 2
_
_
1 0 0
0 0 0
0 0 1
_
_
= 2Mz
3.5 Mathematical Methods for Physicists 3.2.24
If A and B are diagonal, show that A and B commute.
For two matrices to commute [A, B] = ABBA = 0
If A and B are diagonal then they are must be of same dimension n
We can dene
A =
n

i,j=1
aijij (3.20)
B =
n

i,j=1
bijij (3.21)
Let C = AB and D = BA
C =
n

i,j
cij =
n

i,j=1
n

k=1
a
ik
b
kj

ik

kj
D =
n

i,j
dij =
n

i,j=1
n

k=1
b
ik
a
kj

ik

kj
We can reduce this, because of the double s
n

i,j
cij =
n

i,j=1
aiibjjij
n

i,j
dij =
n

i,j=1
biiajjij
n

i,j
cijij =
n

i=1
aiibii
n

i,j
dijij =
n

i=1
biiaii
So C and D are both diagonal matrices, also. Because each term of A and B are scalars, then aiibii = biiaii.
Therefore
C =
n

i,j
cijij =
n

i=1
aiibii =
n

i=1
biiaii =
n

i,j
dijij = D
C = AB = D = BA
Therefore
[A, B] = ABBA = 0
14
3.6 Mathematical Methods for Physicists 3.2.33
Show that
detA
1
= (detA)
1
Lets begin with the hint that we are given to use the product theorem of section 3.2 in Arfken, which is
det(AB) = detAdetB
so let A = A and B = A
1
, then
detAA
1
= detAdetA
1
det(13) = detAdetA
1
By the denition of determinate det(13) = 1, and that the determinate is a scalar value.
det(13) = detAdetA
1
1 = detAdetA
1
(detA)
1
= detA
1

3.7 Mathematical Methods for Physicists 3.2.36


Find the inverse of
A =
_
_
3 2 1
2 2 1
1 1 4
_
_
(3.22)
We begin with
_
_
3 2 1
2 2 1
1 1 4

1 0 0
0 1 0
0 0 1
_
_
Now reorder the rows by inspection.
_
_
1 1 4
3 2 1
2 2 1

0 0 1
1 0 0
0 1 0
_
_
Now cancel all but the diagonal terms.
_
_
1 1 4
3 2 1
2 2 1

0 0 1
1 0 0
0 1 0
_
_

_
_
1 1 4
0 1 11
0 0 7

0 0 1
1 0 3
0 1 2
_
_
_
_
1 1 4
0 1 11
0 0 7

0 0 1
1 0 3
0 1 2
_
_

_
_
1 0 7
0 1 11
0 0 7

1 0 2
1 0 3
0 1 2
_
_
_
_
1 0 7
0 1 11
0 0 1

1 0 2
1 0 3
0
1
7
2
7
_
_

_
_
1 0 0
0 1 0
0 0 1

1 1 0
1
11
7

1
7
0
1
7
2
7
_
_
So
A
1
=
_
_
1 1 0
1
11
7

1
7
0
1
7
2
7
_
_
(3.23)
15
Now lets check that this is indeed the inverse.
AA
1
=
_
_
3 2 1
2 2 1
1 1 4
_
_
_
_
1 1 0
1
11
7

1
7
0
1
7
2
7
_
_
=
_
_
1 0 0
0 1 0
0 0 1
_
_
AA
1
=
_
_
1 1 0
1
11
7

1
7
0
1
7
2
7
_
_
_
_
3 2 1
2 2 1
1 1 4
_
_
=
_
_
1 0 0
0 1 0
0 0 1
_
_
So this is indeed the inverse.
16
Chapter 4
725: Problem Set 4
4.1 Problem 1
Use only known functions (and series) to improve the convergence of

n=1
(1)
n1 z
n
n
so that the nal series con-
verges absolutely at z = 1. Where is the singularity and what happens to it?
This summation is equivalent to ln(1 + z) =

n=1
(1)
n1 z
n
n
. If both sides is multiplied by (1 + a1z) to nd
(1 + a1z) ln(1 + z) = (1 + a1z)

n=1
(1)
n1
z
n
n
=

n=1
(1)
n1
z
n
n
+ a1

n=1
(1)
n1
z
n+1
n
Now making everything to the same power
(1 + a1z) ln(1 + z) =
z +

n=2
(1)
n1
z
n
n
+ a1

n=2
(1)
n1
z
n
n 1
= z +

n=2
(1)
n1
_
1
n

a1
n 1
_
z
n
n
= z +

n=2
(1)
n1
_
n(1 a1) 1
n(n 1)
_
z
n
Now set a1 = 1. So check when z = 1
(z = 1) +

n=2
(1)
n1
_
1
n(n 1)
_
(z = 1)
n
=
1 +

n=2
(1)
n1
_
1
n(n 1)
_
(1)
n
= 1 +

n=2
(1)
2n1
_
1
n(n 1)
_
= 1 +

n=2
(1)
2n2
_
1
n(n 1)
_
Shifting the summation from n = 2 to n = 1, also (1)
2n2
= 1
(z = 1) +

n=2
(1)
n1
_
1
n(n 1)
_
(z = 1)
n
n
= 1 +

n=1
1
n(n + 1)
= 1 + 1 = 0
17
The summation is known to be 1.
1
This means the series converges absolutely at z = 1. Now for z = 1
(z = 1) +

n=2
(1)
n1
_
1
n(n 1)
_
(z = 1)
n
= 1 +

n=2
(1)
n1
_
1
n(n 1)
_
(1)
n
Now the absolute value of the summation, because if this converges absolutely, so does the actual summation.
1 +

n=2
1
n(n 1)
Shifting the summation from n = 2 to n = 1
1 +

n=2
1
n(n 1)
= 1 +

n=1
1
n(n + 1)
As earlier the summation is absolutely convergent. Therefore the function is absolutely convergent at z = 1. In the
original summation there was a singularity at z = 1. This is removed by multiplying by a function, which at 1
equals 0. This suppresses the singularity.
4.2 Problem 2
What is the threshold energy necessary to produce a at 1232 MeV in electron scattering according to e+p e

+?
The energy squared in the center of mass frame for the system is
s = (me + mp)
2
The threshold energy is the energy of the electron, which in four space
Ee =
pe (pp + pe)

s
=
pe pp + pe pe

s
Because of the small size of electrons mass pe pe = m
2
e
0. Also, pe pp =
1
2
_
(m
e
+ m)
2

_
m
2
e
+ m
2
p
__
. Again,
all m
2
e
and m
2
e
terms are set to 0. The energy becomes
Ee
m
2

+ 2mm
e
m
2
p
2

s
=
m
2

+ 2mm
e
m
2
p
2 (m + m
e
)
Now inserting the values for the masses
Ee
1232
2
+ 2(.511)(1232) 938.3
2
2(.511 + 938.3)
= 340.1MeV
4.3 Problem 3
Let A =

2
f
x
2
, B =

2
f
xy
, and C =

2
f
y
2
. We have a saddle point if B
2
AC > 0. For f(z) = u(x, y) + iv(x, y) apply
the Cauchy-Riemann conditions and show that u and v do not have both a maximum or minimum in a nite region
on the complex plane.
For u(x, y)
A =

2
u
x
2
, B =

2
u
xy
, C =

2
u
y
2
1
Arfken and Weber. Mathematical Methods for Physicists 5
th
Ed. pg 316
18
Then B
2
AC > 0 becomes
_

2
u
xy
_
2

2
u
x
2
__

2
u
y
2
_
> 0
Applying the Cauchy-Riemann Conditions
2

2
u
y
2


2
v
xy

2
u
x
2
Then B
2
AC > 0 simplies to
_

2
u
xy
_
2
+
_

2
u
x
2
_
2
> 0
This is always greater than 0, because u is a real value function. Therefore there are no maximum nor minimum for u.
For v(x, y)
A =

2
v
x
2
, B =

2
v
xy
, C =

2
v
y
2
Then B
2
AC > 0 becomes
_

2
v
xy
_
2

2
v
x
2
__

2
v
y
2
_
> 0
Applying the Cauchy-Riemann Conditions

2
v
x
2


2
u
xy

2
v
y
2
Then B
2
AC > 0 simplies to
_

2
v
xy
_
2
+
_

2
v
y
2
_
2
> 0
This is always greater than 0, because v is a real value function, because the imaginary term comes from the i in
front of v. Therefore there are no maximum nor minimum for v.
4.4 Problem 4
Find the analytic function f(z) = u(x, y) + iv(x, y)
a
For u = x
3
3xy
From the Cauchy-Riemann Conditions
u
x
= 3x
2
3y
2
=
v
y
From this, integrate with respect to y to nd v
_
v =
_
_
3x
2
3y
2
_
y v = 3x
2
y y
3
+ c

where c

is a constant of integration. So
w(x, y) = u(x, y) + iv(x, y) + ic

= x
3
3xy
2
+ 3ix
2
y iy
3
+ c
2
Arfken and Weber. Mathematical Methods for Physicists 5
th
Ed. pg 400
19
where c = ic

. Now in the form of f(z), where z is the form z = x + iy


w(x, y) = x
3
3xy
2
+ 3ix
2
y iy
3
+ c
= (x + iy)
_
x
2
+ 2ixy y
2
_
+ c
= (x + iy) (x + iy)
2
+ c f(z) = z
3
+ c
b
For v = e
y
sin x
Beginning with the Cauchy-Riemann Conditions
v
y
= e
y
sinx =
u
x
Integrating this with respect to x to nd u
_
u =
_
e
y
sinxx u = e
y
cos x + k
where k is a constant of integration. So
w(x, y) = u(x, y) + iv(x, y)
= e
y
cos x + ie
y
sinx + k
Now in the form of f(z)
w(x, y) = e
y
cos x + ie
y
sin x + k
= e
y
(cos x + i sinx) + k
= e
y
e
ix
+ k e
i(x+iy)
+ k f(z) = e
iz
+ k
20
Chapter 5
725: Problem Set 5
5.1 Problem 1
Starting with the Euler integral, analytically continue the Gamma function into the left-hand complex plane and
determine its poles with their residues.
The Euler integral is
(z) =
_

0
e
t
t
z1
dt (5.1)
To extend into the the left hand side of the complex plane. Consider
(z + 1) =
_

0
e
t
t
z
dt
= e
t
t
z

0
+
_

0
e
t
zt
z1
dt = z(z)
So consider z = z
(z + 1) =
_

0
e
t
t
z
dt
= e
t
t
z

0
+
_

0
e
t
(z)t
z1
dt
= z(z)
This can be continued indenitely to the left. The poles can be found know that a 0 has to be in the denominator.
This occurs for z = 0, 1, 2, . . .. The value at these poles can be found from equation 6.47
f
(n)
(zo) =
n!
2i
_
f(z)dz
(z zo)
n+1
(5.2)
For the Gamma function from the Euler integral form, f(z) = e
t
. The value of f
(n)
(0) = 1 depending if n is even
or odd. This becomes f
(n)
(0) = (1)
n
. Therefore the residues are
(1)
n
n!
5.2 Problem 2
What kind of analytic functions are sinz, 1/ sinz and what are their singularities?
Let sinz = sin(x + iy). This can be expanded to
sin(x + iy) = sin xcos iy + cos xsiniy
= sinxcosh y + i cos xsinhy
21
At large values for y, the function approaches , so the behavior at large z must be examined. So replace z =
1
w
, in
the summation representation
sinz =

n=0
(1)
n
z
2n+1
(2n + 1)!
=

n=0
(1)
n
(2n + 1)!w
2n+1
So as z , w 0 means there are poles at z = . The problem is that the largest poles has power of .
This means that sin z has an essential singularity at z =
Now for
1
sin z
. This function has poles at z = n, where n is an integer. The pole expansion can be found using
the method form equation 7.15.
f(z) = f(0) +

n=1
bn
_
(z an)
1
+ a
1
n
_
(5.3)
For this f(z), the above expansion must include all negative n. For f(z), bn = 1/ cos z|z
O
. This means bn = 1.
When n is even b2n = 1 and -1 for odd.
1
sinz
=
1
z
+

n=1
(1)
n
__
1
z n
+
1
n
_
+
_
1
z + n
+
1
n
__
=
1
z
+

n=1
(1)
n
_
1
z n
+
1
z + n
_
This reduces to
1
sin z
=
1
z
+

n=1
(1)
n
_
1
z n
+
1
z + n
_
=
1
z
+

n=1
(1)
n
_
2z
z
2
(n)
2
_

5.3 Problem 3
Evaluate the series

n=
1
n
2
+2
2
at least approximately and exactly if possible.
An approximation of the sum is with an integral.

n=
1
n
2
+ 2
2

_

dx
x
2
+ 2
2
This integral can be evaluated in the complex plane on the semi circle of the upper plane.
_

dx
x
2
+ 2
2
=
_
dz
(z + 1/2i) (z 1/2i)
The only pole in the upper plane is zo = 1/2i. The integral becomes
_
dz
(z + 1/2i) (z 1/2i)
= 2i

f(z)

zo
= 2i
_
1
1/2i + 1/2i
_
= 2
This value is a good approximation of the real value, which is 2 coth /2. The approximation is within 10% of the
actual.
22
5.4 Problem 4
Evaluate the integrals
_

0
dx
1 + 2x
2
+ x
4
,
_

0
dx
1 + 2x + 2x
2
+ x
3
(5.4)
For the rst integral, the function is an even function it can be extended to the negative axis. So
_

0
dx
1 + 2x
2
+ x
4
=
1
2
_

dx
1 + 2x
2
+ x
4
So then map it in complex plane to nd
1
2
_

dz
1 + 2z
2
+ z
4
Now factor into its roots
1
2
_

dz
1 + 2z
2
+ z
4
=
1
2
_

dz
(z i)
2
(z + i)
2
There are roots of second power. Applying equation 6.46
1
for z = i, because the contour is only of the upper plane.
1
2
_

dz
(z i)
2
(z + i)
2
=
2i
2
_
2
(zo + i)
3

zo=i
_
= i
_
1
4i
_
=

4

For the second integral, the use of natural logarithm as discussed in lecture will be applied. The integral can be
written as
_

0
dx
1 + 2x + 2x
2
+ x
3
=
_

0
dx
(x + 1)
_
x +
1+i

3
2
_ _
x +
1i

3
2
_
From lecture
_
f(z) lnzdz =
_

0
f(x)dxlnxdx +
_

0
f(x)dxln(x + 2i)dx = 2i
_

0
f(x)dx
Or in terms of the real integral
_

0
f(x)dx =
1
2i
_
f(z) ln zdz =

Res f(z)

z
i
ln zi
where zi are the poles. The poles are rst order, so
_

0
dx
(x + 1)
_
x +
1+i

3
2
_ _
x +
1i

3
2
_
=
1
2i
_

0
lnzdz
(z + 1)
_
z +
1+i

3
2
_ _
z +
1i

3
2
_
=

Res f(z)

z
i
ln zi
=
ln(1)
_
1 +
1+i

3
2
_ _
1 +
1i

3
2
_ +
ln
1i

3
2
_
1i

3
2
+ 1
_ _
1i

3
2
+
1i

3
2
_ +
ln
1+i

3
2
_
1+i

3
2
+
1+i

3
2
_ _
1+i

3
2
+ 1
_
=

3
9
+

3
9
+
i
3
+

3
9

i
3
=

3
9

1
Arfken and Weber 5
th
23
24
Chapter 6
725: Problem Set 6
6.1 Problem 1
Solve the ODE (1 + x
2
)y

+ (1 x)
2
y(x) = xe
x
with initial condition y(0) = 0
First solve the homogenous equation
(1 + x
2
)y

+ (1 x)
2
y(x) = 0
Writing y

=
dy
dx
. Placing all the ys on one side and the xs the other
dy
y
=
(1 x)
2
1 + x
2
dx
_
dy
y
=
_
(1 x)
2
1 + x
2
dx
ln C1 + ln y = x + ln 1 + x
2
y = C1(1 + x
2
)e
x
So the homogenous solution is
y
h
= C1(1 + x
2
)e
x
(6.1)
Now solve for the particular solution with the guess y = Axe
x
+ Be
x
(1 + x
2
)y

+ (1 x)
2
y = xe
x
(1 + x
2
)
(Ax + AB) e
x
+ (1 x)
2
(Ax + B) e
x
= xe
x
Since e
x
appears in every term it can be cancelled. Now group everything in terms of powers of x
Ax
3
+ Ax
3
= 0 Nothing is learned
(AB)x
2
2Ax
2
+ Bx
2
= 0 A = 0
Ax + Ax 2Bx = x B = 1/2
AB + B = 0 Nothing is learned
So the particular solution is
yp =
1
2
e
x
(6.2)
Finally solve for the boundary condition
y(0) = 0 y
h
(0) + yp(0) = 0
y = C1(1 + x
2
)e
x

1
2
e
x
C1(1 + 0
2
)e
0

1
2
e
0
= 0
C1
1
2
= 0 C1 =
1
2
Then the solution is
y =
1
2
(1 + x
2
)e
x

1
2
e
x
y =
1
2
x
2
e
x

25
6.2 Problem 2
Solve the ODE y

5
6
y

+
9
25
y(x) = 0 with initial conditions y(1) = 0, y

(1) = 2.
Lets guess that the solution has the form y = e
rx
, so the dierential equation becomes
r
2
e
rx

5
6
re
rx
+
9
25
e
rx
= 0
r
2

5
6
r +
9
25
= 0
Solving for r
r =
5
12

_
25
144

9
25
=
5
12

i
60

671
So the solution as the form
y = C1e
(
5
12
+
i
60

671)x
+ C2e
(
5
12

i
60

671)x
For ease of calculation
1 =
5
12
+
i
60

671, 2 =
5
12

i
60

671
Now solve for the boundary conditions.
y(1) = 0 C1e

1
+ C2e

2
= 0 C2 = C1e

2
Now the second condition
y

(1) = 2 C11e

1
+ C22e

2
= 2
C11e

1
C1e

2
2e

2
= 2
C1
_
1e

1
2e

2
+
2
_
= 2
C1 =
2e

1
1 2
Therefore
C2 = C1e

2
C2 =
2e

2
1 2
The nal solution is then
y =
2e

1
1 2
e

1
x

2e

2
1 2
e

2
x
y =
_
60ie

5
12

671
60
+

5
12
+
i

671
60

671
+
60ie

5
12
+
i

671
60
+

5
12

671
60

671

6.3 Problem 3
Solve (x
2
2x +1)y

4(x 1)y

14y(x) = x
3
3x
2
+3x 8 for the general solution. Then adjust it to the initial
condition y(0) = 9/20, y

(0) = 11/10
This dierential equation can be written as
(x 1)
2
y

4(x 1)y

14y = (x 1)
3
7
26
Dene z (x 1), then dierential becomes
z
2
y

4zy

14y = z
3
7
The homogenous equation is just Euler dierential equation with y = z
p
z
p
(p(p 1) 4p 14) = 0 p
2
5p 14 = 0
The solution for p is p = 7, 2. So the homogenous solution is then
y
h
= C1z
7
+ C2z
2
(6.3)
The particular solution is of the form
y = Az
3
+ Bz
2
+ Cz + D
Now, because the second derivative is multiplied by z
2
and the rst derivative is multiplied by z, all terms but the
constant and z
3
are zero, ie B = C = 0. So
6Az
3
12Az
3
14Az
3
14D = z
3
7
A =
1
20
, D =
1
2
Therefore the particular solution is
yp =
1
20
z
3
+
1
2
(6.4)
Finally for the constants with the boundary conditions y(1) = 9/20 and y

(1) = 11/10. For y(1) = 9/20


C1 + C2 + 1/20 + 1/2 = 9/20 C2 = C1 1/10
Now, y

(1) = 11/10
7C1 + 2 (C1 1/10) 3/20 = 11/10 C1 = 29/180
Then
C2 = 29/180 1/10 C2 = 11/180
The solution becomes when z = x 1 is substituted back in
y =
29
180
(x 1)
7
+
11
180
(x 1)
2

1
20
(x 1)
3
+
1
2
(6.5)
6.4 Problem 4
Determine the general solution of the ODE xy

= y(x)y

that depends on two integration constants. Find another


solution that cannot be obtained from the general solution. Explain.
The right hand side can be written as
yy

=
d
dx
_
1
2
y
2
_
Integrating both sides
_
xy

=
_
d
dx
_
1
2
y
2
_

_
xy

=
1
2
y
2
+ C

1
The left hand side can be done by partial integration with u = x, du = dx, v = y

and dv = y

, so
_
xy

= xy

_
y

dx = xy

y + C

1
27
Combining the two constants in to one, then
xy

y =
1
2
y
2
+ C1
dy
1
2
y
2
+ y + C1
=
dx
x
Integrating both sides
_
dy
1
2
y
2
+ y + C1
=
_
dx
x
2 tan
1
_
1 + y

1 + 2C1
__

1 + 2C1 = ln x + C2
Solving for y
tan
1
_
1 + y

1 + 2C1
_
=
_
1/2 + C1 (ln x + C2)
1 + y

1 + 2C1
= tan
_
_
1/2 + C1 (ln x + C2)
_
y = 1 +

1 + 2C1 tan
_
_
1/2 + C1 (ln x + C2)
_
The solution that depends on two constant is
y = 1 +

1 + 2C1 tan
_
_
1/2 + C1 (ln x + C2)
_
(6.6)
The third solution that cannot be obtained form the general solution is y = constant. This solution cause the
dierential equation to become trivial, because y

= 0. Therefore, y

= 0. This is a solution because 0 times any


number is 0.
28
Appendix A
Special Functions
Hi
29
Index
Cauchy-Riemann Conditions, 18, 19
30
. .
r l
-0 9 = f l c t . ~ & A,!&
* a - 3
. zit) =( ~t i f l ) ~' * ~
I
, t
In' vz
L ,.LA 'P &Zf t q - . =,&2%+w> = / (U
I , 4
PHY7110. Solutions to HW 4
Since Im away this week, the solutions would be brief. Please e-mail me if
you have a question and would like a more detailed answer.
Suggested reading:
G. Arfken and H. Weber, Mathematical Methods, Chapter 7.
Problem 1: Integrals (A&W, 7.1.8-9)
(a) Show that


0
d
(a + cos )
2
=
a
(a
2
1)
3/2
, a > 1. (1)
Solution: this problem can be done with a direct application of residue
theorem with a variable substitution z = exp(i). Then d = (i/z)dz and
cos = (z
2
+ 1)/(2z). The contour integral is over the unit circle in the
complex zplane. Note that the integrand is even, so se can calculate the
same integral from 0 to 2 and divide it by two.
Then, the contour integral is
I
C
= 2i

C
zdz
(z
2
+ 2az + 1)
2
= 2i

C
zdz
(z z
1
)
2
(z z
2
)
2
= 2i

i
Res[f(z
i
)],
where
z
1,2
= a

(a + 1)(a 1).
and f(z) in the integrand function. Note that |z
2
| = a

(a + 1)(a 1) >
1 for a > 1, so it lies outside of the integration contour (unit circle). Thus, we
only need to compute a residue of the order-two pole at z = z
1
. Calculating
it gives the result that we were supposed to prove.
(b) Show that

2
0
d
1 2a cos + a
2
=
2
1 a
2
, |a| < 1. (2)
1
What happens if |a| > 1? What happens if |a| = 1?
Solution: do the substitutions 1 a
2
= and 2a = in the denominator
to reduce the integral to the integral
I =

2
0
d
a + b cos
done in class. The result follows. If |a| > 1 the integral equals to 2/(
2
1).
For a = 1 there are singularities for = 0 and 2. For a = 1 there is
singularity at = . In both cases the integral does not exist.
Problem 2: More integrals (A&W, 7.1.14)
(a) Show that (a > 0)

cos xdx
x
2
+ a
2
=

a
e
a
. (3)
How is the right side modied if cos x is replaced with cos kx?
(b) Show that (a > 0)

x sin xdx
x
2
+ a
2
= e
a
. (4)
How is the right side modied if sin x is replaced with sin kx
Solution: problem 2 was done in class.
2
CONTINUA 9.3.3
CONTINUACIN 9.3.3
CONTINUA DESPUES DE CAP10
""e ( 4- j
gq--(+T=y ?)'dy =; d2 dz dx f +d=L+,L d"f ""
'
P, (/) = ~ ~ y y J ~ 2
1 &xb - &+d +w70)
Plot of problem 14.3.14 using the first 100 terms:
Out[9]= - Graphics -
IS.?.
Physics 410 Math Methods in Physics Fall 2007
Instructor: Raymond Frey , Wil 405, 346-5873,
rayfrey@uoregon.edu
Lectures: MW 2:00-3:20, Wil 318
Office hours: Mon 11-12:30, Fri 2-3
Text: Arfken and Weber, Mathematical Methods for Physicists,
6th Ed.
Pre-requisite: Vector calculus, ordinary differential equations.
(Check with Prof Frey if questions.)
WWW: http://physics.uoregon.edu/~rayfrey/410/ (this page)
MAS / MORE:
http://es.scribd.com/dpenwell/documents
http://es.scribd.com/josh_brewer/documents
http://www.fen.bilkent.edu.tr/~keles/
http://phys.lsu.edu/~jdowling/PHYS7211/
http://www.physics.wayne.edu/~apetrov/
PHY5100/Homework/
http://zebu.uoregon.edu/~rayfrey/410/

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