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KARL SVOZIL
M AT H E M AT I C A L M E T H ODS OF THEORETICAL
PHYSICS
EDITION FUNZL
Contents
Introduction
xi
13
15
17
Basic definitions 17
4.1.1 Fields of real and complex numbers, 18.4.1.2 Vectors and vector space, 19.
4.2
4.3
Linear independence 20
Subspace 20
4.3.1 Scalar or inner product, 21.4.3.2 Hilbert space, 22.
4.4
Basis 22
4.5
Dimension 24
4.6
Coordinates 24
4.7
4.8
Dual space 28
4.8.1 Dual basis, 30.4.8.2 Dual coordinates, 33.4.8.3 Representation of a functional by inner product, 33.4.8.4 Double dual space, 35.
iv
4.9
Direct sum 35
4.18 Trace 54
4.18.1 Definition, 54.4.18.2 Properties, 54.4.18.3 Partial trace, 55.
4.19 Adjoint 56
4.19.1 Definition, 56.4.19.2 Properties, 56.4.19.3 Adjoint matrix notation,
56.
4.31 Purification 74
4.32 Commutativity 76
Tensors
83
5.1
Notation 83
5.2
Multilinear form 84
5.3
Covariant tensors 84
5.3.1 Change of Basis, 85.5.3.2 Transformation of tensor components, 86.
5.4
Contravariant tensors 87
5.4.1 Definition of contravariant basis, 87.5.4.2 Connection between the transformation of covariant and contravariant entities, 88.
5.5
Orthonormal bases 88
5.6
5.7
Metric tensor 89
5.7.1 Definition metric, 89.5.7.2 Construction of a metric from a scalar product by metric tensor, 89.5.7.3 What can the metric tensor do for us?, 90.5.7.4 Transformation
of the metric tensor, 90.5.7.5 Examples, 91.
5.8
General tensor 95
5.9
Decomposition of tensors 96
Notation 113
6.2
6.3
6.4
6.5
Group theory
115
113
vi
7.1
Definition 115
7.2
7.3
7.4
121
123
8.1
8.2
8.3
8.4
8.5
8.6
8.7
8.8
8.9
139
145
vii
10.10Pole function
10.11Pole function
1
x n distribution 165
1
xi distribution 166
11 Greens function
181
193
191
viii
13 Separation of variables
201
205
15 Divergent series
247
ix
Appendix
A
255
Bibliography
Index
291
273
257
Introduction
problems of this text. At the end of the day, everything will be fine, and in
aquinas/summa.html
I A M R E L E A S I N G T H I S text to the public domain because it is my conviction and experience that content can no longer be held back, and access to
it be restricted, as its creators see fit. On the contrary, we experience a push
toward so much content that we can hardly bear this information flood, so
we have to be selective and restrictive rather than aquisitive. I hope that
there are some readers out there who actually enjoy and profit from the
text, in whatever form and way they find appropriate.
S U C H U N I V E R S I T Y T E X T S A S T H I S O N E and even recorded video transcripts of lectures present a transitory, almost outdated form of teaching.
Future generations of students will most likely enjoy massive open online
courses (MOOCs) that might integrate interactive elements and will allow a
more individualized and at the same time automated form of learning.
What is most important from the viewpoint of university administrations
is that (i) MOOCs are cost-effective (that is, cheaper than standard tuition)
and (ii) the know-how of university teachers and researchers gets transferred to the university administration and management. In both these
ways, MOOCs are the implementation of assembly line methods (first
introduced by Henry Ford for the production of affordable cars) in the university setting. They will transform universites and schools as much as the
Ford Motor Company (NYSE:F) has transformed the car industry.
T O N E W C O M E R S in the area of theoretical physics (and beyond) I strongly
xii
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
INTRODUCTION
xiii
more pragmatism; one that acknowledges the mutual benefits and oneness
of theoretical and empirical physical world perceptions. Schrdinger 4
cites Democritus with arguing against a too great separation of the intellect
(o, dianoia) and the senses (, aitheseis). In fragment D
125 from Galen 5 , p. 408, footnote 125 , the intellect claims ostensibly
atoms and the void; to which the senses retort: Poor intellect, do you
hope to defeat us while from us you borrow your evidence? Your victory is
details/diefragmentederv01dieluoft
your defeat.
In his 1987 Abschiedsvorlesung professor Ernst Specker at the Eidgenssische Hochschule Zrich remarked that the many books authored by David
Hilbert carry his name first, and the name(s) of his co-author(s) second, although the subsequent author(s) had actually written these books; the only
exception of this rule being Courant and Hilberts 1924 book Methoden der
mathematischen Physik, comprising around 1000 densly packed pages,
which allegedly none of these authors had really written. It appears to be
some sort of collective effort of scholars from the University of Gttingen.
So, in sharp distinction from these activities, I most humbly present my
own version of what is important for standard courses of contemporary
physics. Thereby, I am quite aware that, not dissimilar with some attempts
of that sort undertaken so far, I might fail miserably. Because even if I
manage to induce some interest, affaction, passion and understanding in
the audience as Danny Greenberger put it, inevitably four hundred years
from now, all our present physical theories of today will appear transient 6 ,
if not laughable. And thus in the long run, my efforts will be forgotten; and
some other brave, courageous guy will continue attempting to (re)present
xiv
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
Part I:
Metamathematics and Metaphysics
1
Unreasonable effectiveness of mathematics in the natural sciences
Zeno of Elea and Parmenides, for instance, wondered how there can
be motion if our universe is either infinitely divisible or discrete. Because,
in the dense case (between any two points there is another point), the
slightest finite move would require an infinity of actions. Likewise in the
discrete case, how can there be motion if everything is not moving at all
//dx.doi.org/10.1002/cpa.3160130102
times 2 ?
For the sake of perplexion, take Neils Henrik Abels verdict denouncing
that (Letter to Holmboe, January 16, 1826 3 ), divergent series are the invention of the devil, and it is shameful to base on them any demonstration
whatsoever. This, of course, did neither prevent Abel nor too many other
discussants to investigate these devilish inventions.
Indeed, one of the most successful physical theories in terms of predictive powers, perturbative quantum electrodynamics, deals with divergent
series 4 which contribute to physical quantities such as mass and charge
which have to be regularizied by subtracting infinities by hand (for an
alternative approach, see 5 ).
Another, rather burlesque, question is about the physical limit state of
a hypothetical lamp with ever decreasing switching cycles discussed by
Thomson 6 . If one encodes the physical states of the Thomson lamp by
0 and 1, associated with the lamp on and off, respectively, and the
switching process with the concatenation of +1 and -1 performed so
far, then the divergent infinite series associated with the Thomson lamp is
the Leibniz series
s=
X
n=0
(1)n = 1 1 + 1 1 + 1 =
1
1
=
1 (1) 2
(1.1)
Freeman J. Dyson. Divergence of perturbation theory in quantum electrodynamics. Phys. Rev., 85(4):631632, Feb 1952.
D O I : 10.1103/PhysRev.85.631. URL http:
//dx.doi.org/10.1103/PhysRev.85.631
5
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
As this shows, formal sums of the Leibnitz type (1.1) require specifications which could make them unique. But has this specification by
continuation any kind of physical meaning?
In modern days, similar arguments have been translated into the proposal for infinity machines by Blake 8 , p. 651, and Weyl 9 , pp. 41-42, which
could solve many very difficult problems by searching through unbounded
recursively enumerable cases. To achive this physically, ultrarelativistic
methods suggest to put observers in fast orbits or throw them toward
black holes 10 .
The Pythagoreans are often cited to have believed that the universe is
natural numbers or simple fractions thereof, and thus physics is just a part
of mathematics; or that there is no difference between these realms. They
11
15
U N R E A S O N A B L E E F F E C T I V E N E S S O F M AT H E M AT I C S I N T H E N AT U R A L S C I E N C E S
modesty at all times, especially when somebody claims to have obtained the
right answer or the exact solution. At the same time, we must acknowledge
and admire the intuitive art of those scientists to whom we owe the many
useful concepts and approximations with which we work [page 23].
16
embittered with the reactions of the peers, a problem sometimes encountered when surfing on the edge of contemporary knowledge; such
as, for example, Everetts case 17 .
17
out onto the real world, by supposing that the creations of ones own imag-
ination are real properties of Nature, or that ones own ignorance signifies
http://press.princeton.edu/titles/
9770.html
18
Jaynes has warned of the Mind Projection Fallacy 18 , pointing out that
we are all under an ego-driven temptation to project our private thoughts
as a
sort of ideal production line? The Banach-Tarski paradox makes use of the
fact that in the continuum it is (nonconstructively) possible to transform
any given volume of three-dimensional space into any other desired shape,
form and volume in particular also to double the original volume by
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
22
residing in any given room to the room with the next room number. Maybe
we will never be able to build an analogue of Hilberts hotel, but maybe we
will be able to do that one far away day.
After all, science finally succeeded to do what the alchemists sought for
so long: we are capable of producing gold from mercury 23 .
2
Methodology and proof methods
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
cases is correct; that is, which number is rational, remains unsolvedpin the
p 2
context of the proof. Actually, a proof that case 2 is correct and 2 is a
transcendential was only found by Gelfond and Schneider in 1934!
T H E R E E X I S T A N C I E N T and yet rather intuitive but sometimes distracting and errorneous informal notions of proof. An example 7 is the Babylonian notion to prove arithmetical statements by considering large
number cases of algebraic formulae such as (Chapter V of Ref. 8 ), for
n 1,
n
X
n
X
1
i 2 = (1 + 2n) i
3
i =1
i =1
(2.1)
i 2 = 12 = 1, and
i =1
1
X
3
1
(1 + 2) i = 1 = 1,
3
3
i =1
and n = 3:
3
X
i 2 = 1 + 4 + 9 = 14, and
i =1
3
X
7
76
1
= 14;
(1 + 6) i = (1 + 2 + 3) =
3
3
3
i =1
and then by taking the bold step to test this identity with something bigger, say n = 100, or something real big, such as the Bell number prime
1298074214633706835075030044377087 (check it out yourself); or something which looks random although randomness is a very elusive quality, as Ramsey theory shows thus coming close to what is a probabilistic
proof.
As naive and silly this babylonian proof method may appear at first
glance for various subjective reasons (e.g. you may have some suspicions
with regards to particular deductive proofs and their results; or you simply want to check the correctness of the deductive proof) it can be used to
convince students and ourselves that a result which has derived deductively is indeed applicable and viable. We shall make heavy use of these
kind of intuitive examples. As long as one always keeps in mind that this
inductive, merely anecdotal, method is necessary but not sufficient (sufficiency is, for instance, guaranteed by mathematical induction) it is quite all
right to go ahead with it.
M AT H E M AT I C A L I N D U C T I O N presents a way to ascertain certain identities, or relations, or estimations in a two-step rendition that represents a
10
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
potential infinity of steps by (i) directly verifying some formula babylonically, that is, by direct insertion for some small number called the basis
of induction , and then (ii) by verifying the inductive step. For any finite
number m, we can then inductively verify the expression by starting with
the basis of induction, which we have exlicitly checked, and then taking
successive values of n until m is reached.
For a demonstration of induction, consider again the babylonian example (2.1) mentioned earlier. In the first step (i), a basis is easily verified
by taking n = 1. In the second step (ii) , we substitute n + 1 for n in (2.1),
thereby obtaining
n+1
X
n+1
X
1
i,
[1 + 2(n + 1)]
3
i =1
i =1
#
"
n
n
X
X
1
2
2
i + (n + 1) = (1 + 2n + 2)
i + (n + 1) ,
3
i =1
i =1
n
X
i 2 + (n + 1)2 =
i =1
i2 =
n
n
X
1
2 X
1
i + (3 + 2n) (n + 1),
(1 + 2n) i +
3
3 i =1
3
i =1
|{z}
n(n+1)
2
n
X
i 2 + (n + 1)2 =
i =1
n
X
n
X
n(n + 1) 2n 2 + 3n + 2n + 3
1
+
,
(1 + 2n) i +
3
3
3
i =1
i 2 + (n + 1)2 =
i =1
n
X
(2.2)
1
n + n 2n + 5n + 3
+
,
(1 + 2n) i +
3
3
3
i =1
i 2 + (n + 1)2 =
i =1
n
X
n
X
n
X
1
3n 2 + 6n + 3
,
(1 + 2n) i +
3
3
i =1
i 2 + (n + 1)2 =
i =1
n
X
1
2
2n + 1},
(1 + 2n) i + n
| +{z
3
i =1
n
X
i =1
i2 =
(n+1)2
n
X
1
(1 + 2n) i .
3
i =1
11
12
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
unbounded space and time, it follows by reduction that there exist physical
observables, in particular, forecasts about whether or not an embedded
computer will ever halt in the sense sketched earlier, that are provably
undecidable.
Thus, a clear distinction should be made between determinism (such
as computable evolution laws) on the one hand, and predictability on the
other hand 12 .
12
terminating or, alternatively, recurring? An answer to this question will explain just how long we have to wait for the most time-consuming program
of length n bits to halt. That, of course, is a worst-case scenario. Many
programs of length n bits will have halted long before the maximal halting
time. We mention without proof 14 that this bound can be represented by
the busy beaver function.
By reduction to the halting time, lower bounds for the recurrence of
certain complex physical behaviors can be obtained. In particular, for
deterministic systems representable by n bits and capable of carrying
universal computation, the maximal recurrence time grows faster than any
computable number of n. This bound from below for possible behaviors
may be interpreted quite generally as a measure of the impossibility to
predict and forecast such behaviors by algorithmic means. That is, by
reduction to the halting problem 15 we conclude that the general forecast
and induction problems are both unsolvable by algorithmic means.
14
3
Numbers and sets of numbers
T H E C O N C E P T O F N U M B E R I N G T H E U N I V E R S E is far from trivial. In particular it is far from trivial which number schemes are appropriate. In the
pythagorean tradition the natural numbers appear to be most natural. Actually Leibnitz (among others like Bacon before him) argues that just two
number, say, 0 and 1, are enough to creat all of other numbers, and
thus all of the Universe 1 .
in a detector: either there is some click or there is none. Thus every empiri-
chaos.2004.11.055
2
S. Drobot. Real Numbers. PrenticeHall, Englewood Cliffs, New Jersey, 1964;
and Edmund Hlawka. Zum Zahlbegriff.
Philosophia Naturalis, 19:413470, 1982
14
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
0.d 11
d 12
d 13
r2
0.d 21
d 22
d 23
r3
..
.
0.d 31
..
.
d 32
..
.
d 33
..
.
..
.
(3.1)
yielding a new real number r d = 0.d 11 d 22 d 33 . Now, for the sake of contradiction, construct a new real r d0 by changing each one of these digits
of r d , avoiding zero and nine in a decimal expansion. This is necessary
because reals with different digit sequences are equal to each other if one
of them ends with an infinite sequence of nines and the other with zeros,
for example 0.0999 . . . = 0.1 . . .. The result is a real r 0 = 0.d 10 d 20 d 30 with
d n0 6= d nn , which differs from each one of the original numbers in at least
one (i.e., in the diagonal) position. Therefore, there exists at least one
real which is not contained in the original enumeration, contradicting the
assumption that all reals have been taken into account. Hence, R is not
denumerable.
Bridgman has argued 3 that, from a physical point of view, such an
argument is operationally unfeasible, because it is physically impossible
to process an infinite enumeration; and subsequently, quasi on top of
that, a digit switch. Alas, it is possible to recast the argument such that r d0
is finitely created up to arbitrary operational length, as the enumeration
progresses.
Part II:
Linear vector spaces
4
Finite-dimensional vector spaces
V E C T O R S PA C E S are prevalent in physics; they are essential for an understanding of mechanics, relativity theory, quantum mechanics, and
statistical physics.
a 11 a 12 a 1m
a 21 a 22 a 2m
A .
ai j .
..
..
..
..
.
.
.
a n1 a n2 a nm
(4.1)
18
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
Einstein summation convention has been used, which requires that, when
an index variable appears twice in a single term, one has to sum over all of
the possible index values. Stated differently, if A is an n m matrix and B
is an m l matrix, their matrix product AB is an n l matrix, in which the
m entries across the rows of A are multiplied with the m entries down the
columns of B.
Often, a vector will be coded with respect to a basis or coordinate
system (see below) as an n-touple of numbers; which in turn can be interpreted as either a 1n matrix (row vector), or a n1 matrix (column vector). We can then write certain terms very compactly (alas often misleadingly). Suppose, for instance, that x (x 1 , x 2 , . . . , x n ) and y (y 1 , y 2 , . . . , y n )
are two (row) vectors (with respect to a given basis). Then, x i y j a i j xAyT
can (somewhat superficially) be represented as a matrix multiplication of
a row vector with a matrix and a column vector yielding a scalar; which in
turn can be interpreted
as a 1 1 matrix. Here T indicates transposition;
y1
y2
T
that is, y . represents a column vector (with respect to a particular
..
yn
basis).
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
19
(4.2)
20
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
P can be interpreted as a complex vector space by interpreting the ordinary addition of polynomials and the multiplication of a polynomial by
a complex number as vector addition and scalar multiplication, respectively; the null polynomial is the neutral element of vector addition.
4.3 Subspace
A nonempty subset M of a vector space is a subspace or, used synonymuously, a linear manifold, if, along with every pair of vectors x and y
contained in M, every linear combination x + y is also contained in M.
If U and V are two subspaces of a vector space, then U + V is the subspace spanned by U and V; that is, it contains all vectors z = x+y, with x U
and y V.
(4.3)
A generalization to more than two vectors and more than two subspaces
is straightforward.
For every vector space V, the vector space containing only the null
vector, and the vector space V itself are subspaces of V.
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
21
vector space with its dual vector space, although for real Euclidean vector
spaces these may coincide, and although the scalar product is also bilinear
in its arguments. It should also not be confused with the tensor product
introduced on page 36.
An inner product space is a vector space V, together with an inner
product; that is, with a map | : V V F (usually F = C or F = R) that
satisfies the following three conditions (or, stated differently, axioms) for all
vectors and all scalars:
(i) Conjugate symmetry: x | y = y | x.
(4.4)
n
X
xi y i
(4.5)
i =1
(4.6)
E = x | x|y = 0, x V, y E
(4.7)
22
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
denotes the set of all vectors in V that are orthogonal to every vector in E.
Note that, regardless of whether or not E is a subspace, E is a sub
. In case E is a sub-
0
i j =
1
for i 6= j ,
(4.8)
for i = j .
4.4 Basis
We shall use bases of vector spaces to formally represent vectors (elements)
therein.
A (linear) basis [or a coordinate system, or a frame (of reference)] is a set
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
it is: some directed entity. A priori, this space, in its most primitive form,
is not equipped with a basis, or synonymuously, frame of reference, or reference frame. Insofar it is not yet coordinatized. In order to formalize the
notion of a vector, we have to code this vector by coordinates or components which are the coeffitients with respect to a (de)composition into
basis elements. Therefore, just as for numbers (e.g., by different numeral
bases, or by prime decomposition), there exist many competing ways to
code a vector.
Some of these ways appear to be rather straightforward, such as, in
particular, the Cartesian basis, also synonymuosly called the standard
basis. It is, however, not in any way a priori evident or necessary what
should be specified to be the Cartesian basis. Actually, specification of a
Cartesian basis seems to be mainly motivated by physical inertial motion
and thus identified with some inertial frame of reference without any
friction and forces, resulting in a straight line motion at constant speed.
(This sentence is cyclic, because heuristically any such absence of friction
and force can only be operationalized by testing if the motion is a straight
line motion at constant speed.) If we grant that in this way straight lines
can be defined, then Cartesian bases in Euclidean vector spaces can be
characterized by orthogonal (orthogonality is defined via vanishing scalar
products between nonzero vectors) straight lines spanning the entire
space. In this way, we arrive, say for a planar situation, at the coordinates
characteried by some basis {(0, 1), (1, 0)}, where, for instance, the basis
vector (1, 0) literally and physically means a unit arrow pointing in some
particular, specified direction.
Alas, if we would prefer, say, cyclic motion in the plane, we might want
to call a frame based on the polar coordinates r and Cartesian, resulting in some Cartesian basis {(0, 1), (1, 0)}; but this Cartesian basis would
be very different from the Cartesian basis mentioned earlier, as (1, 0)
would refer to some specific unit radius, and (0, 1) would refer to some
specific unit angle (with respect to a specific zero angle). In terms of the
straight coordinates (with respect to the usual Cartesian basis) x, y,
p
the polar coordinates are r = x 2 + y 2 and = tan1 (y/x). We obtain the
original straight coordinates (with respect to the usual Cartesian basis)
back if we take x = r cos and y = r sin .
Other bases than the Cartesian one may be less suggestive at first; alas
it may be economical or pragmatical to use them; mostly to cope with,
and adapt to, the symmetry of a physical configuration: if the physical situation at hand is, for instance, rotationally invariant, we might want to use
rotationally invariant bases such as, for instance, polar coordinares in two
dimensions, or spherical coordinates in three dimensions to represent a
vector, or, more generally, to code any given representation of a physical
entity (e.g., tensors, operators) by such bases.
23
24
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
4.5 Dimension
The dimension of V is the number of elements in B.
All bases B of V contain the same number of elements.
A vector space is finite dimensional if its bases are finite; that is, its bases
and |
respectively.
4.6 Coordinates
The coordinates of a vector with respect to some basis represent the coding
of that vector in that particular basis. It is important to realize that, as
bases change, so do coordinates. Indeed, the changes in coordinates have
(a)
(b)
e2
e02
x2
x2 0
(c)
x1
e1
10
x1 0
e1
(d)
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
that the components of the vector is the vector, rather then emphasizing
that these components represent or encode the vector with respect to some
(mostly implicitly assumed) basis. A similar situation occurs in many
introductions to quantum theory, where the span (i.e., the onedimensional
linear subspace spanned by that vector) {y | y = x, C}, or, equivalently,
for orthogonal projections, the projection (i.e., the projection operator;
see also page 41) Ex = xT x corresponding to a unit (of length 1) vector x
often is identified with that vector. In many instances, this is a great help
and, if administered properly, is consistent and fine (at least for all practical
purposes).
The standard (Cartesian) basis in n-dimensional complex space Cn
is the set of (usually straight) vectors x i , i = 1, . . . , n, represented by ntuples, defined by the condition that the i th coordinate of the j th basis
vector e j is given by i j , where i j is the Kronecker delta function
0 for i 6= j ,
i j =
1 for i = j .
(4.9)
Thus,
e1 = (1, 0, . . . , 0),
e2 = (0, 1, . . . , 0),
(4.10)
..
.
en = (0, 0, . . . , 1).
n
X
x i ei = (x 1 , x 2 , . . . , x n ),
(4.11)
i =1
or, in dot product notation, that is, column times row and row times
column; the dot is usually omitted (the superscript T stands for transposition),
x1
x2
x = (e1 , e2 , . . . , en ) (x 1 , x 2 , . . . , x n ) = (e1 , e2 , . . . , en ) . ,
..
xn
T
(4.12)
25
26
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
containing the coordinates of the vector x with the vector x, but we always
need to keep in mind that the tuples of coordinates are defined only with
respect to a particular basis {e1 , e2 , . . . , en }; otherwise these numbers lack
any meaning whatsoever.
Indeed, with respect to some arbitrary basis B = {f1 , . . . , fn } of some ndimensional vector space V with the base vectors fi , 1 i n, every vector
x in V can be written as a unique linear combination
x=
n
X
x i fi = (x 1 , x 2 , . . . , x n )
(4.13)
i =1
ai | a j = i j .
(4.14)
Any such set is called complete if it is not a subset of any larger orthonormal set of vectors of V. Any complete set is a basis. If, instead of Eq. (4.14),
ai | a j = i i j with nontero factors i , the set is called orthogonal.
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
27
{y1 , y2 , y3 , . . . , yn } by
y1 = x1 ,
y2 = x2 P y1 (x2 ),
y3 = x3 P y1 (x3 ) P y2 (x3 ),
..
.
yn = xn
n1
X
(4.15)
P yi (xn ),
i =1
where
P y (x) =
x|y
x|y
y, and P y (x) = x
y
y|y
y|y
(4.16)
x|y
x|y x|yy|y
(P y )2 (x) = P y (P y (x)) = x
y
y, = P y (x), (4.17)
y|y
y|y
y|y2
x|y
x|yy|y
P y (P y (x)) = P y (P y (x)) =
y
y = 0.
y|y
y|y2
For a more general discussion of projections, see also page 41.
Subsequently, in order to obtain an orthonormal basis, one can divide
every basis vector by its length.
The idea of the proof is as follows (see also Greub 7 , section 7.9). In
6
(4.18)
thereby determining the arbitrary scalar such that y1 and y2 are orthogonal; that is, y1 |y2 = 0. This yields
y2 |y1 = x2 |y1 + y1 |y1 = 0,
and thus, since y1 6= 0,
=
y2 = x2 P y1 (x2 )
x2 |y1
.
y1 |y1
(4.19)
(4.20)
To obtain the third vector y3 of the new basis, take the Ansatz
y3 = x3 + y1 + y2 ,
(4.21)
x2
*
-
P y1 (x2 )
x1 = y1
28
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
(4.22)
and
y3 |y2 = y3 |x2 + y1 |y2 + y2 |y2
0 = y3 |x2 + 0 + y2 |y2 .
(4.23)
As a result,
=
x3 |y1
,
y1 |y1
x3 |y2
.
y2 |y2
(4.24)
A generalization of this construction for all the other new base vectors
y3 , . . . , yn , and thus a proof by complete induction, proceeds by a generalized construction.
Consider, as an example, the standard Euclidean scalar product denoted
by and the basis {(0, 1), (1, 1)}. Then two orthogonal bases are obtained
obtained by taking
(i) either the basis vector (0, 1) and
(1, 1)
(1, 1) (0, 1)
(0, 1) = (1, 0),
(0, 1) (0, 1)
(0, 1) (1, 1)
1
(1, 1) = (1, 1).
(1, 1) (1, 1)
2
(4.25)
(4.26)
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
29
Note that the usual arithmetic operations of addition and multiplication, that is,
(ay + bz)(x) = ay(x) + bz(x),
(4.27)
(4.28)
(4.29)
and
(4.30)
(4.31)
30
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
vectors e1 = (1, 0) and e2 = (0, 1); more explicitly, say, for an examples
sake, (e1 ) [e1 , ] = 2 and (e2 ) [e2 , ] = 3. Therefore, for example,
((5, 7)) [(5, 7), ] = 5[e1 , ] + 7[e2 , ] = 10 + 21 = 31.
V defined by
[fi , fj ] = i j ,
(4.32)
(4.33)
g (fi , f j ) = i .
(4.34)
In terms of the inner product, the representation of the metric g as outlined and characterized on page 89 with respect to a particular basis.
In a real Euclidean vector space R with the dot product as the scalar
product, the dual basis of an orthogonal basis is also orthogonal, and contains vectors with the same directions, although with reciprocal length
(thereby exlaining the wording reciprocal basis). Moreover, for an orthonormal basis, the basis vectors are uniquely identifiable by ei ei =
ei T . This identification can only be made for orthonomal bases; it is not
true for nonorthonormal bases.
A reverse construction of the elements fj of the dual basis B
thereby using the definition [fi , y] = i for all 1 i n for any element y
in V introduced earlier can be given as follows: for every 1 j n, we
can define a vector fj in the dual basis B by the requirement [fi , fj ] = i j .
That is, in words: the dual basis element, when applied to the elements of
the original n-dimensional basis, yields one if and only if it corresponds to
the respective equally indexed basis element; for all the other n 1 basis
elements it yields zero.
What remains to be proven is the conjecture that B = {f1 , . . . , fn } is a
basis of V ; that is, that the vectors in B are linear independent, and that
they span V .
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
(4.35)
(4.36)
(4.37)
(4.38)
= [x, f1 ]1 + + [x, fn ]n
= [x, 1 f1 + + n fn ],
and therefore y = 1 f1 + + n fn = i fi .
How can one determine the dual basis from a given, not necessarily
orthogonal, basis? Suppose for the rest of this section that the metric is
identical to the Euclidean metric det(+, +, +) representable as the usual
dot product. The tuples of row vectors of the basis B = {f1 , . . . , fn } can be
arranged into a matrix
f1
f1,1
f2 f2,1
B= . = .
.. ..
fn
fn,1
f1,n
..
.
f2,n
.
..
.
fn,n
(4.40)
Then take the inverse matrix B1 , and interpret the column vectors of
B = B1
= f1 , , fn
f1,1 fn,1
f1,2 fn,2
= .
..
..
..
.
.
f1,n fn,n
(4.41)
31
32
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
B = {e1 , e2 , . . . , en }
1
0
0
0 1
0
= .,.,...,.
.. ..
..
0
0
1
(4.42)
has elements with identical components, but those tuples are the transposed tuples.
(ii) If
1
1 T
1
, . . . , 0)T , . . . , (0, 0, . . . ,
)
= ( , 0, . . . , 0)T , (0,
1
n
2
1
0
0
1 0 1 1
0
1
=
.,
.,...,
.
1 .. 2 ..
n ..
0
0
1
X = {
(4.43)
1
i
, and again
!
.
3
2
12
!
,
B =
=
,
.
(4.44)
3 ,
1
2 3 2 1
2
2
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
33
x1
x2
x = . ,
..
xn
(4.45)
x1
(4.46)
x2
The coordinates (x 1 , x 2 , . . . , x n ) = . are called covariant, whereas the
..
xn
coordinates (x 1 , x 2 , . . . , x n ) are called contravariant, . Alternatively, one can
T
x1
x2
x i = . and x i = (x 1 , x 2 , . . . , x n ).
..
xn
(4.47)
Note again that the covariant and contravariant components x i and x i are
not absolute, but always defined with respect to a particular (dual) basis.
Note that the Einstein summation convention requires that, when an
index variable appears twice in a single term, one has to sum over all of the
P
possible index values. This saves us from drawing the sum sign i for the
P
index i ; for instance x i y i = i x i y i .
In the particular context of covariant and contravariant components
made necessary by nonorthogonal bases whose associated dual bases are
not identical the summation always is between some superscript and
some subscript; e.g., x i y i .
Note again that for orthonormal basis, x i = x i .
34
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
(4.48)
for all x V.
Note that in real or complex vector space Rn or Cn , and with the dot
product, y = z.
Note also that every inner product x | y = y (x) defines a linear functional y (x) for all x V.
In quantum mechanics, this representation of a functional by the inner product suggests the (unique) existence of the bra vector | V
associated with every ket vector | V.
It also suggests a natural duality between propositions and states
that is, between (i) dichotomic (yes/no, or 1/0) observables represented
by projections Ex = |xx| and their associated linear subspaces spanned
by unit vectors |x on the one hand, and (ii) pure states, which are also
represented by projections = || and their associated subspaces
spanned by unit vectors | on the other hand via the scalar product
|. In particular 9 ,
(x) [x, ] = x |
(4.49)
represents the probability amplitude. By the Born rule for pure states, the
absolute square |x | |2 of this probability amplitude is identified with the
probability of the occurrence of the proposition Ex , given the state |.
More general, due to linearity and the spectral theorem (cf. Section
4.28.1 on page 67), the statistical expectation for a Hermitean (normal)
P
operator A = ki=0 i Ei and a quantized system prepared in pure state (cf.
Sec. 4.12) = || for some unit vector | is given by the Born rule
"
= Tr
k
X
!#
i Ei
i =0
A = Tr( A)
!
k
X
= Tr
i Ei
i =0
= Tr
k
X
!
i (||)(|xi xi |)
i =0
= Tr
k
X
!
i ||xi xi |
i =0
k
X
j =0
x j |
k
X
!
i ||xi xi | |x j
i =0
k X
k
X
j =0 i =0
i x j ||xi xi |x j
| {z }
i j
k
X
i xi ||xi
i =0
k
X
i =0
i |xi ||2 ,
(4.50)
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
35
where Tr stands for the trace (cf. Section 4.18 on page 54), and we have
P
used the spectral decomposition A = ki=0 i Ei (cf. Section 4.28.1 on page
67).
https://www.dpmms.cam.ac.uk/ wtg10/meta.doubledual.html
V V : x 7 |x, with
|x : V R or C : a 7 a |x;
(4.51)
V V ,
V V ,
V V V,
V
(4.52)
V ,
..
.
(4.53)
We state without proof that the dimension of the direct sum is the sum
of the dimensions of its summands.
We also state without proof that, if U and V are subspaces of a vector
space W, then the following three conditions are equivalent:
(i) W = U V;
T
(ii) U V = 0 and U + V = W, that is, W is spanned by U and V (i.e., U and
36
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
Very often the direct sum will be used to compose a vector space
by the direct sum of its subspaces. Note that there is no natural way of
composition. A different way of putting two vector spaces together is by the
tensor product.
4.10.2 Definition
A more rigorous definition is as follows: The tensor product V U of two
vector spaces V and U (over the same field, say C) is the dual vector space
of all bilinear forms on V U.
For each pair of vectors x V and y U the tensor product z = x y is the
element of V U such that z(w) = w(x, y) for every bilinear form w on V U.
Alternatively we could define the tensor product as the linear superpositions of products ei f j of all basis vectors ei V, with 1 i n, and f j U,
with 1 i m as follows. First we note without proof that if A = {e1 , . . . , en }
and B = {f1 , . . . , fm } are bases of n- and m- dimensional vector spaces
c i j ei f j .
(4.54)
i,j
4.10.3 Representation
A product of vectors z = x y has three equivalent notations or representations:
(i) as the scalar coordinates x i y j with respect to the basis in which the
vectors x and y have been defined and coded;
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
37
(4.55)
and compare (4.55) with the general form of a tensor product of two quasivectors in C2
(a 1 , a 2 ) (b 1 , b 2 ) (a 1 b 1 , a 1 b 2 , a 2 b 1 , a 2 b 2 ), with a 1 , a 2 , b 1 , b 2 C.
(4.56)
(4.57)
4 = a 2 b 2 .
By taking the quotient of the two top and the two bottom equations and
equating these quotients, one obtains
1 b 1 3
=
=
, and thus
2 b 2 4
(4.58)
1 4 = 2 3 ,
which amounts to a condition for the four coordinates 1 , 2 , 3 , 4 in
order for this four-dimensional vector to be decomposable into a tensor
product of two two-dimensional quasi-vectors. In quantum mechanics,
38
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
pure states which are not decomposable into a single tensor product are
called entangled.
A typical example of an entangled state is the Bell state, | or, more
generally, states in the Bell basis
1
| = p (|0|1 |1|0) ,
2
1
|+ = p (|0|1 + |1|0) ,
2
1
| = p (|0|0 |1|1) ,
2
1
|+ = p (|0|0 + |1|1) ,
2
(4.59)
1
| = p (|01 |10) ,
2
1
+
| = p (|01 + |10) ,
2
1
| = p (|00 |11) ,
2
1
+
| = p (|00 + |11) .
2
(4.60)
or just
(4.61)
4 = a 2 b 2 = 0;
and thus
1
1 4 = 0 6= 2 3 = .
2
This shows that | cannot be considered as a two particle state product.
Indeed, the state can only be characterized by considering the joint properties of the two particles in the case of | they are associated with the
statements 10 : the quantum numbers (in this case 0 and 1) of the two
particles are always different.
10
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
39
(4.62)
4.11.2 Operations
The sum S = A + B of two linear transformations A and B is defined by
Sx = Ax + Bx for every x V.
(4.63)
can be written as
p(A) = 0 1 + 1 A1 + 2 A2 + + n An =
n
X
i Ai .
(4.64)
i =0
i2
[A, [A, B]] +
2!
(4.65)
11
e A e B = e A+B+ 2 [A,B] .
(4.66)
(4.67)
40
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
i j fi
(4.68)
= fi |
11
12
1n
21
.
..
n1
22
..
.
n2
2n
.
..
.
nn
(4.69)
!
0 1
1 = x =
,
1 0
!
0 i
,
(4.70)
2 = y =
i
0
!
1 0
3 = z =
.
0 1
Together with unity, i.e., I2 = diag(1, 1), they form a complete basis of all
(4 4) matrices. Now take, for instance, the commutator
[1 , 3 ] = 1 3 3 1
!
!
!
1 0
1 0 0 1
0 1
0 1 1 0
!
!
0 1
0 0
=2
6=
.
1 0
0 0
(4.71)
12
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
41
4.12.1 Definition
If V is the direct sum of some subspaces M and N so that every z V can
be uniquely written in the form z = x + y, with x M and with y N, then
the projection, or, used synonymuosly, projection on M along N is the
transformation E defined by Ez = x. Conversely, Fz = y is the projection on
N along M.
A (nonzero) linear transformation E is a projection if and only if it is
idempotent; that is, EE = E 6= 0.
For a proof note that, if E is the projection on M along N, and if z = x + y,
with x M and with y N, the decomposition of x yields x + 0, so that
E2 z = EEz = Ex = x = Ez. The converse idempotence EE = E implies that
E is a projection is more difficult to prove. For this proof we refer to the
14
Paul R.. Halmos. Finite-dimensional Vector Spaces. Springer, New York, Heidelberg,
Berlin, 1974
42
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
x1
.
(x 1 , . . . , x n )T =
.. ,
xn
(4.72)
T
x1
.
. = (x 1 , . . . , x n ),
.
xn
(4.73)
and
x1
.
(x 1 , . . . , x n ) =
.. ,
xn
(4.74)
x1
.
. = (x 1 , . . . , x n ).
.
xn
(4.75)
T T
x
= x,
(4.76)
x = x.
(4.77)
so is
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
x 1 (x 1 , x 2 , . . . , x n )
x 2 (x 1 , x 2 , . . . , x n )
..
x n (x 1 , x 2 , . . . , x n )
x1 x1 x1 x2 x1 xn
x2 x1 x2 x2 x2 xn
= .
..
..
..
..
.
.
.
xn x1 xn x2 xn xn
(4.78)
x xT
|xx|
=
x | x x | x
(4.79)
More explicitly, by writing out the coordinate tuples, the equivalent proof is
Ex Ex = (x xT ) (x xT )
x1
x1
x 2
x 2
= . (x 1 , x 2 , . . . , x n ) . (x 1 , x 2 , . . . , x n )
..
..
xn
xn
x1
x1
x2
x2
= . (x 1 , x 2 , . . . , x n ) . (x 1 , x 2 , . . . , x n )
..
..
xn
xn
x1
x1
x2
x2
= . 1 (x 1 , x 2 , . . . , x n ) = . (x 1 , x 2 , . . . , x n ) = Ex .
..
..
xn
xn
(4.80)
43
44
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
!
!
1
1(1, 0)
1 0
Ex =
(1, 0) =
=
,
0
0(1, 0)
0 0
and
1 1(1, 1)
1 1
1 1
Ey =
(1, 1) =
=
2 1
2 1(1, 1)
2 1
1
1
!
.
(4.81)
n
X
x i ei =
i =1
n
X
y i fi ,
(4.82)
i =1
where x i and y i stand for the coordinates of the vector z with respect to the
bases X and Y, respectively.
The following questions arise:
(i) What is the relation between the corresponding basis vectors ei and
fj ?
(ii) What is the relation between the coordinates x i (with respect to the
basis X) and y j (with respect to the basis Y) of the vector z in Eq. (4.82)?
(iii) Suppose one fixes the coordinates, say, {v 1 , . . . , v n }, what is the relation
P
P
beween the vectors v = ni=1 v i ei and w = ni=1 v i fi ?
As an Ansatz for answering question (i), recall that, just like any other
vector in V, the new basis vectors fi contained in the new basis Y can be
(uniquely) written as a linear combination (in quantum physics called linear superposition) of the basis vectors ei contained in the old basis X. This
can be defined via a linear transformation A between the corresponding
vectors of the bases X and Y by
fi = (Ae)i ,
(4.83)
n
X
j =1
ai j e j .
(4.84)
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
X) are a j i , then
f1
e1
f2
e2
. = A . .
..
..
fn
en
(4.85)
f1 = (Ae)1 = a 1 1 e1 + a 1 2 e2 + + a n 1 en =
1
f2 = (Ae)2 = a 2 e1 + a 2 e2 + + a
2 en
i =1
n
X
a i 1 ei ,
a i 2 ei ,
i =1
(4.86)
..
.
n
X
fn = (Ae)n = a 1 n e1 + a 2 n e2 + + a n n en =
a i n ei .
i =1
This implies
n
X
i =1
v fi =
n
X
v (Ae)i = A
i =1
n
X
!
i
v ei .
(4.87)
i =1
Note that the n equalities (4.86) really represent n 2 linear equations for
the n 2 unknowns a i j , 1 i , j n, since every pair of basis vectors {fi , ei },
1 i n has n components or coefficients.
If one knows how the basis vectors {e1 , . . . , en } of X transform, then one
P
knows (by linearity) how all other vectors v = ni=1 v i ei (represented in
P
this basis) transform; namely A(v) = ni=1 v i (Ae)i .
Finally note that, if X is an orthonormal basis, then the basis transformation has a diagonal form
A=
n
X
i =1
fi ei =
n
X
(4.88)
|fi ei |
i =1
because all the off-diagonal components a i j , i 6= j of A explicitely written down in Eqs.(4.86) vanish. This can be easily checked by applying A
to the elements ei of the basis X. See also Section 4.24.3 on page 60 for a
representation of unitary transformations in terms of basis changes. In
quantum mechanics, the temporal evolution is represented by nothing
but a change of orthonormal bases in Hilbert space.
Having settled question (i) by the Ansatz (4.83), we turn to question (ii)
next. Since
z=
n
X
j =1
y fj =
n
X
j =1
y (Ae) j =
n
X
j =1
n
X
i =1
a j ei =
n
n
X
X
i =1 j =1
!
i
aj y
ei ;
(4.89)
45
46
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
n
X
aj i y j .
(4.90)
j =1
That is, in terms of the old coordinates x i , the new coordinates are
n
X
(a 1 )i x i =
n
X
(a 1 )i
aj i y j =
n X
n
X
(a 1 )i a j i y j =
n X
n
X
a j i (a 1 )i y j =
n
X
j =1
i =1 j =1
i =1 j =1
j =1
i =1
i =1
n
X
lj y j = y l .
(4.91)
If we prefer to represent the vector coordinates of x and y as n-tuples,
then Eqs. (4.90) and (4.91) have an interpretation as matrix multiplication;
that is,
x = AT y, and y = (A1 )T x.
(4.92)
n
X
i =1
v i fi =
n
X
v i Aei = A
i =1
n
X
n
X
v i ei = A
!
v i ei = Av.
(4.93)
i =1
i =1
around the origin, depicted in Fig. 4.3. According to Eq. (4.83), we have
f1 = a 1 1 e1 + a 2 1 e2 ,
(4.94)
f2 = a 1 2 e1 + a 2 2 e2 ,
!
! !
1, 1
a 1 1 a 2 1 1, 0
1
=
,
p
a 1 2 a 2 2 0, 1
2 1, 1
A=
a1 1
a1 2
a2 1
a2 2
p1 .
2
(4.95)
Thus,
1 1
=p
2 1
1
1
!
.
(4.96)
!
1 0
0 1
1
1 1 1
=p
+
=p
.
0 1
2 1 0
2 1 1
(4.97)
@
I
@
y2 = p1 (1, 1)T
y1 = p1 (1, 1)T
2
=
4
..............
...........
.......
......
.....
@
@
@
...
..
...
..
I
.. =
..
...
...
...
..
x1 = (1, 0)T
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
1 0
1 1
1
1
0
A =p
.
1, 1 +
1, 1 = p
1
2 0
2 1 1
47
(4.98)
2. By a similar calculation, taking into account the definition for the sine
and cosine functions, one obtains the transformation matrix A() associated with an arbitrary angle ,
cos
A=
sin
sin
!
.
cos
(4.99)
cos
sin
sin
cos
!
.
(4.100)
3. Consider the more general rotation depicted in Fig. 4.4. Again, by inserting the basis vectors e1 , e2 , f1 , and f2 , one obtains
p !
! !
3, 1
a 1 1 a 2 1 1, 0
1
p =
,
2 1, 3
a 1 2 a 2 2 0, 1
yielding a 1 1 = a 2 2 =
a 2 1 = 12 .
p
3
2 , the second pair of equations yielding
x2 = (0, 1)T
(4.101)
p
y2 = 12 (1, 3)T
a1 2 =
p
y1 = 12 ( 3, 1)T
=
6
.................
.........
....
Thus,
A=
a
b
p
b
3
1
=
2 1
a
!
...
...
...
...
...
...
K = 6
1
p .
3
(4.102)
x1 = (1, 0)T
a b
3
1
1
=
A = 2
2
a b b
a
1
!
1
p .
3
(4.103)
1
n
(4.104)
for all 1 i , j n. Note without proof that is, you do not have to be
concerned that you need to understand this from what has been said so far
that the elements of two or more mutually unbiased bases are mutually
maximally apart.
In physics, one seeks maximal sets of orthogonal bases who are maximally apart 15 . Such maximal sets of bases are used in quantum infor-
15
48
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
16
proof idea is to create a new basis inbetween the old basis vectors. by the
//dx.doi.org/10.1073/pnas.46.4.570
(i) take the existing orthogonal basis and permute all of its elements by
shift-permuting its elements; that is, by changing the basis vectors
according to their enumeration i i + 1 for i = 1, . . . , n 1, and n 1; or
any other nontrivial (i.e., do not consider identity for any basis element)
permutation;
(ii) consider the (unitary) transformation (cf. Sections 4.13 and 4.24.3)
corresponding to the basis change from the old basis to the new, permutated basis;
(iii) finally, consider the (orthonormal) eigenvectors of this (unitary; cf.
page 59) transformation associated with the basis change. These eigenvectors are the elements of a new bases B0 . Together with B these two
bases that is, B and B0 are mutually unbiased.
Consider, for example, the real plane R2 , and the basis
S; that is,
{e1 , e2 } 7 S = {f1 = e2 , f1 = e1 } {(0, 1), (1, 0)}.
The (unitary) basis transformation [step (ii)] between B and S can be
constructed by a diagonal sum
U = f1 e1 + f2 e2 = e2 e1 + e1 e2
(1, 0) +
(0, 1)
1
0
!
!
0(1, 0)
1(0, 1)
+
1(1, 0)
0(0, 1)
!
!
!
0 0
0 1
0 1
+
=
.
1 0
0 0
1 0
(4.105)
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
B0 = { p (f1 e1 ), p (f2 + e2 )}
2
2
1
1
= { p (|f1 |e1 ), p (|f2 + |e2 )}
2
2
1
1
= { p (|e2 |e1 ), p (|e1 + |e2 )}
2
2
1
1
p (1, 1), p (1, 1) .
2
2
(4.106)
For a proof of mutually unbiasedness, just form the four inner products of
one vector in B times one vector in B0 , respectively.
In three-dimensional complex vector space C3 , a similar construction
from the Cartesian standard basis B = {e1 , e2 , e3 } {(1, 0, 0), (0, 1, 0), (0, 0, 1)}
yields
1
B0 p {(1, 1, 1),
3
h
i 1h p
i
1 p
3i 1 , 3i 1 , 1 ,
2
2
h
i 1 hp
i
1 p
3i 1 , 1 .
3i 1 ,
2
2
(4.107)
n
X
|ei ei |
i =1
n
X
i =1
ei ei .
!
n
n
n
X
X
X
In |x =
|ei ei | |x =
|ei ei |x =
|ei x i = |x.
i =1
i =1
(4.108)
(4.109)
i =1
Consider, for example, the basis B = {|e1 , |e2 } {(1, 0)T , (0, 1)T }. Then
the two-dimensional unity I2 can be written as
I2 = |e1 e1 | + |e2 e2 |
!
!
1(1, 0)
0(0, 1)
T
T
= (1, 0) (1, 0) + (0, 1) (0, 1) =
+
0(1, 0)
1(0, 1)
!
!
!
1 0
0 0
1 0
=
+
=
.
0 0
0 1
0 1
(4.110)
49
50
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
Consider, for another example, the basis B0 { p1 (1, 1)T , p1 (1, 1)T }.
2
1 1
=
2 1
!
1 1(1, 1)
1 1(1, 1)
+
2 1(1, 1)
2 1(1, 1)
!
!
!
1
1 0
1 1 1
+
=
.
2 1 1
1
0 1
(4.111)
4.16 Rank
The (column or row) rank, (A), or rk(A), of a linear transformation A
in an n-dimensional vector space V is the maximum number of linearly
independent (column or, equivalently, row) vectors of the associated n-byn square matrix A, represented by its entries a i j .
This definition can be generalized to arbitrary m-by-n matrices A,
represented by its entries a i j . Then, the row and column ranks of A are
identical; that is,
row rk(A) = column rk(A) = rk(A).
(4.112)
For a proof, consider Mackiws argument 17 . First we show that row rk(A)
column rk(A) for any real (a generalization to complex vector space requires some adjustments) m-by-n matrix A. Let the vectors {e1 , e2 , . . . , er }
with ei Rn , 1 i r , be a basis spanning the row space of A; that is, all
vectors that can be obtained by a linear combination of the m row vectors
(a 11 , a 12 , . . . , a 1n )
(a 21 , a 22 , . . . , a 2n )
..
(a m1 , a n2 , . . . , a mn )
of A can also be obtained as a linear combination of e1 , e2 , . . . , er . Note that
r m.
Now form the column vectors AeTi for 1 i r , that is, AeT1 , AeT2 , . . . , AeTr
via the usual rules of matrix multiplication. Let us prove that these resulting column vectors AeTi are linearly independent.
Suppose they were not (proof by contradiction). Then, for some scalars
c 1 , c 2 , . . . , c r R,
17
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
(Euclidean) product of x with all the rows of A must vanish.) But since the
ei s form also a basis of the row vectors, vT is also some vector in the row
space of A. The linear independence of the basis elements e1 , e2 , . . . , er of
the row space of A guarantees that all the coefficients c i have to vanish;
that is, c 1 = c 2 = = c r = 0.
At the same time, as for every vector x Rn , Ax is a linear combination
of the column vectors
a 11
a 21
. ,
..
a m1
a 12
a 22
. ,
..
a m2
a 1n
a 2n
. ,
..
a mn
the r linear independent vectors AeT1 , AeT2 , . . . , AeTr are all linear combinations of the column vectors of A. Thus, they are in the column space of
A. Hence, r column rk(A). And, as r = row rk(A), we obtain row rk(A)
column rk(A).
By considering the transposed matrix A T , and by an analogous argument we obtain that row rk(A T ) column rk(A T ). But row rk(A T ) =
column rk(A) and column rk(A T ) = row rk(A), and thus row rk(A T ) =
column rk(A) column rk(A T ) = row rk(A). Finally, by considering both
estimates row rk(A) column rk(A) as well as column rk(A) row rk(A), we
obtain that row rk(A) = column rk(A).
4.17 Determinant
4.17.1 Definition
In what follows, the determinant of a matrix A will be denoted by detA or,
equivalently, by |A|.
Suppose A = a i j is the n-by-n square matrix representation of a linear
transformation A in an n-dimensional vector space V. We shall define its
determinant in two equivalent ways.
The Leibniz formula defines the determinant of the n-by-n square
matrix A = a i j by
detA =
sgn()
S n
n
Y
a (i ), j ,
(4.113)
i =1
where sgn represents the sign function of permutations in the permutation group S n on n elements {1, 2, . . . , n}, which returns 1 and +1 for odd
and even permutations, respectively.
An equivalent definition
detA = i 1 i 2 i n a 1i 1 a 2i 2 a ni n ,
(4.114)
51
52
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
(4.115)
n
X
ai j A i j =
j =1
n
X
ai j A i j
(4.116)
i =1
4.17.2 Properties
The following properties of determinants are mentioned (almost) without
proof:
(i) If A and B are square matrices of the same order, then detAB = (detA)(detB ).
(ii) If either two rows or two columns are exchanged, then the determinant
is multiplied by a factor 1.
(iii) The determinant of the transposed matrix is equal to the determinant
of the original matrix; that is, det(A T ) = detA .
(iv) The determinant detA of a matrix A is nonzero if and only if A is
invertible. In particular, if A is not invertible, detA = 0. If A has an
inverse matrix A 1 , then det(A 1 ) = (detA)1 .
This is a very important property which we shall use in Eq. (4.156) on
page 63 for the determination of nontrivial eigenvalues (including the
associated eigenvectors) of a matrix A by solving the secular equation
det(A I) = 0.
(v) Multiplication of any row or column with a factor results in a determinant which is times the original determinant. Consequently,
multiplication of an n n matrix with a scalar results in a determinant
which is n times the original determinant.
(vi) The determinant of a unit matrix is one; that is, det In = 1. Likewise,
the determinat of a diagonal matrix is just the product of the diagonal
entries; that is, det[diag(1 , . . . , n )] = 1 n .
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
53
(4.117)
i 1 i 2 i j i k i n a 1i 1 a 2i 2 a j i j a j i k a ni n .
The second summation term vanishes, since a j i j a j i k = a j i k a j i j is
totally symmetric in the indices i j and i k , and the Levi-Civita symbol
i 1 i 2 i j i k i n .
(viii) The absolute value of the determinant of a square matrix A =
(e1 , . . . en ) formed by (not necessarily orthogonal) row (or column) vectors of a basis B = {e1 , . . . en } is equal to the volume of the parallelepiped
P
x | x = ni=1 t i ei , 0 t i 1, 0 i n formed by those vectors.
This can be demonstrated by supposing that the square matrix A consists of all the n row (column) vectors of an orthogonal basis of dimension n. Then A A T = A T A is a diagonal matrix which just contains the
square of the length of all the basis vectors forming a perpendicular
parallelepiped which is just an n dimensional box. Therefore the volume is just the positive square root of det(A A T ) = (detA)(detA T ) =
(detA)(detA T ) = (detA)2 .
For any nonorthogonal basis all we need to employ is a GramSchmidt process to obtain a (perpendicular) box of equal volume to
the original parallelepiped formed by the nonorthogonal basis vectors
any volume that is cut is compensated by adding the same amount
to the new volume. Note that the Gram-Schmidt process operates by
adding (subtracting) the projections of already existing orthogonalized
vectors from the old basis vectors (to render these sums orthogonal to
the existing vectors of the new orthogonal basis); a process which does
not change the determinant.
This result can be used for changing the differential volume element in
integrals via the Jacobian matrix J (5.20), as
v
0 !#2
u"
u
d xi
t
0
0
0
d x 1 d x 2 d x n = |d et J |d x 1 d x 2 d x n =
det
d x1 d x2 d xn .
dxj
(4.118)
(ix) The sign of a determinant of a matrix formed by the row (column)
vectors of a basis indicates the orientation of that basis.
54
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
4.18 Trace
4.18.1 Definition
The German word for trace is Spur.
n
X
ai i =
i =1
n
X
i |A|i .
(4.119)
i =1
n
X
ei |A|ei =
i =1
n
X
ei |Aei .
(4.120)
i =1
4.18.2 Properties
The following properties of traces are mentioned without proof:
(i) Tr(A + B ) = TrA + TrB ;
(ii) Tr(A) = TrA, with C;
(iii) Tr(AB ) = Tr(B A), hence the trace of the commutator vanishes; that is,
Tr([A, B ]) = 0;
(iv) TrA = TrA T ;
(v) Tr(A B ) = (TrA)(TrB );
(vi) the trace is the sum of the eigenvalues of a normal operator (cf. page
66);
(vii) det(e A ) = e TrA ;
(viii) the trace is the derivative of the determinant at the identity;
(ix) the complex conjugate of the trace of an operator is equal to the trace
of its adjoint (cf. page 56); that is (TrA) = Tr(A );
(x) the trace is invariant under rotations of the basis as well as under cyclic
permutations.
(xi) the trace of an n n matrix A for which A A = A for some R
is TrA = rank(A), where rank is the rank of A defined on page 50.
Consequently, the trace of an idempotent (with = 1) operator that
is, a projection is equal to its rank; and, in particular, the trace of a
one-dimensional projection is one.
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
55
1
X
i 1 | |i 1
i 1 =0
= 01 | |01 + 11 | |11
1
1
= 01 | p (|01 12 |11 02 ) p (01 12 | 11 02 |) |01
2
2
1
1
+11 | p (|01 12 |11 02 ) p (01 12 | 11 02 |) |11
2
2
1
= (|12 12 | + |02 02 |) .
2
(4.121)
The resulting state is a mixed state defined by the property that its trace
is equal to one, but the trace of its square is smaller than one; in this case
the trace is 21 , because
Tr2
1
(|12 12 | + |02 02 |)
2
1
1
= 02 | (|12 12 | + |02 02 |) |02 + 12 | (|12 12 | + |02 02 |) |12
2
2
1 1
= + = 1;
2 2
(4.122)
but
Tr2
1
1
(|12 12 | + |02 02 |) (|12 12 | + |02 02 |)
2
2
1
1
= Tr2 (|12 12 | + |02 02 |) = .
4
2
(4.123)
56
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
This mixed state is a 50:50 mixture of the pure particle states |02 and |12 ,
respectively. Note that this is different from a coherent superposition
|02 + |12 of the pure particle states |02 and |12 , respectively also formalizing a 50:50 mixture with respect to measurements of property 0 versus 1,
respectively.
4.19 Adjoint
4.19.1 Definition
Let V be a vector space and let y be any element of its dual space V .
For any linear transformation A, consider the bilinear functional y0 (x) =
[x, y0 ] = [Ax, y] Let the adjoint transformation A be defined by
[x, A y] = [Ax, y].
(4.124)
(4.125)
(4.126)
4.19.2 Properties
We mention without proof that the adjoint operator is a linear operator.
Furthermore, 0 = 0, 1 = 1, (A + B) = A + B , (A) = A , (AB) = B A ,
and (A1 ) = (A )1 ; as well as (in finite dimensional spaces)
A = A.
(4.127)
(4.128)
(4.129)
and therefore
A = (A)T = A T , or A i j = A j i .
(4.130)
In words: in matrix notation, the adjoint transformation is just the transpose of the complex conjugate of the original matrix.
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
57
(4.131)
and if the domains of A and A that is, the set of vectors on which they
are well defined coincide.
In finite dimensional real inner product spaces, self-adoint operators
are called symmetric, since they are symmetric with respect to transpositions; that is,
A = AT = A.
(4.132)
In finite dimensional complex inner product spaces, self-adoint operators are called Hermitian, since they are identical with respect to Hermitian
conjugation (transposition of the matrix and complex conjugation of its
entries); that is,
A = A = A.
(4.133)
In what follows, we shall consider only the latter case and identify selfadjoint operators with Hermitian ones. In terms of matrices, a matrix A
corresponding to an operator A in some fixed basis is self-adjoint if
A (A i j )T = A j i = A i j A.
(4.134)
http://dx.doi.org/10.1119/1.1328351
For the sake of an example, consider again the Pauli spin matrices
1 = x =
2 = y =
1 = z =
!
,
!
,
(4.135)
!
.
which, together with unity, i.e., I2 = diag(1, 1), are all self-adjoint.
The following operators are not self-adjoint:
!
,
!
,
1
i
!
0
,
0
i
i
0
!
.
(4.136)
58
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
Note that the coherent real-valued superposition of a self-adjoint transformations (such as the sum or difference of correlations in the ClauserHorne-Shimony-Holt expression 18 ) is a self-adjoint transformation.
18
n
X
i =1
i Ai =
n
X
Stefan Filipp and Karl Svozil. Generalizing Tsirelsons bound on Bell inequalities using a min-max principle.
Physical Review Letters, 93:130407, 2004.
D O I : 10.1103/PhysRevLett.93.130407.
URL http://dx.doi.org/10.1103/
PhysRevLett.93.130407
i Ai = B.
(4.137)
i =1
4.22 Permutation
Permutation (matrices) are the classical analogues 19 of unitary transformations (matrices) which will be introduced later on page 59. The permutation matrices are defined by the requirement that they only contain
a single nonvanishing entry 1 per row and column; all the other row and
column entries vanish 0. For example, the matrices In = diag(1, . . . , 1), or
| {z }
n times
19
1 =
0
1
0
1
, or 1
0
0
!
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
59
(4.138)
(4.139)
60
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
n
X
i =1
Together with U f e =
i =1 fi ei
Pn
ei fi =
n
X
|ei fi |.
(4.140)
i =1
Pn
i =1 |fi ei | we form
ek Ue f
= ek
n
X
i =1
n
X
i =1
ei fi
(ek ei )fi
n
X
(4.141)
ki fi
i =1
= fk .
In a similar way we find that
Ue f fk = ek ,
(4.142)
fk U f e = ek ,
U f e ek
= fk .
Moreover,
Ue f U f e
n X
n
X
(|ei fi |)(|f j e j |)
i =1 j =1
n X
n
X
|ei i j e j |
(4.143)
i =1 j =1
n
X
|ei ei |
i =1
= I.
In a similar way we obtain U f e Ue f = I. Since
Ue f =
n
X
i =1
fi (ei ) =
n
X
i =1
fi ei = U f e ,
(4.144)
20
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
61
(4.145)
//dx.doi.org/10.1103/PhysRevLett.
73.58
(4.146)
M M = V.
(4.147)
Let E = P M denote the projection on M along M . The following propositions are stated without proof.
A linear transformation E is a perpendicular projection if and only if
E = E2 = E .
Recall that for real inner product spaces, the self-adjoint operator can
be identified with a symmetric operator E = ET , whereas for complex
inner product spaces, the self-adjoint operator can be identified with a
Hermitean operator E = E .
If E1 , E2 , . . . , En are (perpendicular) projections, then a necessary and
sufficient condition that E = E1 +E2 + +En be a (perpendicular) projection
is that Ei E j = i j Ei = i j E j ; and, in particular, Ei E j = 0 whenever i 6= j ;
that is, that all E i are pairwise orthogonal.
For a start, consider just two projections E1 and E2 . Then we can assert
that E1 + E2 is a projection if and only if E1 E2 = E2 E1 = 0.
62
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
(4.148)
(4.149)
Multiplication of (4.149) with E1 from the left and from the right yields
E1 E1 E2 + E1 E2 E1 = 0,
E1 E2 + E1 E2 E1 = 0; and
E1 E2 E1 + E2 E1 E1 = 0,
(4.150)
E1 E2 E1 + E2 E1 = 0.
(4.151)
E1 E2 = E2 E1 .
(4.152)
or
Hence, in order for the cross-product terms in Eqs. (4.148 ) and (4.149) to
vanish, we must have
E1 E2 = E2 E1 = 0.
(4.153)
(4.154)
4.26.2 Determination
Since the eigenvalues and eigenvectors are those scalars vectors x for
which Ax = x, this equation can be rewritten with a zero vector on the
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
right side of the equation; that is (I = diag(1, . . . , 1) stands for the identity
matrix),
(A I)x = 0.
(4.155)
(4.156)
This determinant is often called the secular determinant; and the corresponding equation after expansion of the determinant is called the secular
equation or characteristic equation. Once the eigenvalues, that is, the roots
(i.e., the solutions) of this equation are determined, the eigenvectors can
be obtained one-by-one by inserting these eigenvalues one-by-one into Eq.
(4.155).
For the sake of an example, consider the matrix
1 0 1
A = 0 1 0 .
1
The secular equation is
0
1
0
(4.157)
0 = 0,
0
0 0
0
1
1
0 x 2 = 0
0
x3
1
0
x1
0
1
0
0
0 x 2 = 0 ;
1 x3
0
1
x1
(4.158)
1
0 0
0
1
0
0 x 2 = 0
1
x3
1
0
x1
0
0
0
0
0 x 2 = 0 ;
0 x3
0
1
x1
(4.159)
63
64
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
2
0 0
0 x 2 = 0
x1
x3
0
0 x 2 = 0 ;
0
1 x 3
x1
(4.160)
1(1, 0, 1)
1
1
1
0 0 0
0(0, 1, 0)
1(1, 0, 1)
1
1
1
1
E3 = x3 xT3 = (1, 0, 1)T (1, 0, 1) = 0(1, 0, 1) = 0
2
2
2
1(1, 0, 1)
1
(4.161)
Note also that A can be written as the sum of the products of the eigenvalues with the associated projections; that is (here, E stands for the corresponding matrix), A = 0E1 + 1E2 + 2E3 . Also, the projections are mutually
orthogonal that is, E1 E2 = E1 E3 = E2 E3 = 0 and add up to unity; that is,
E1 + E2 + E3 = I.
If the eigenvalues obtained are not distinct und thus some eigenvalues
are degenerate, the associated eigenvectors traditionally that is, by convention and not necessity are chosen to be mutually orthogonal. A more
formal motivation will come from the spectral theorem below.
For the sake of an example, consider the matrix
B = 0
0 .
0
2
0
0 = 0,
(4.162)
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
0
0 0
0
1
1
0 x 2 = 0
x3
1
0
0
x1
0
2
0
0
0 x 2 = 0 ;
0
1 x3
1
x1
(4.163)
0
1
0 0
1
0 x 2 = 0
x1
x3
0
0
0
0
0 x 2 = 0 ;
0
1 x 3
1
x1
(4.164)
1(1, 0, 1)
1 0 1
1
1
1
0 0 0
0(0, 1, 0)
1(1, 0, 1)
1 0 1
1
1
1
65
66
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
corresponding to a solution to (1 )n = 0. The corresponding projection operator is In . [Note that (In )2 = In and thus In is a projection.] If
one (somehow arbitrarily but conveniently) chooses a decomposition of
unity In into projections corresponding to the standard basis (any other
orthonormal basis would do as well), then
In = diag(1, 0, 0, . . . , 0) + diag(0, 1, 0, . . . , 0) + + diag(0, 0, 0, . . . , 1)
1 0 0 0
1 0 0 0
0 1 0 0 0 0 0 0
0 0 1 0 0 0 0 0
=
+
..
..
.
.
+ 0
..
.
0 0 0 0
0
0 0 0 0
0
0 0 0 0
0
+ + 0 0 0 0 ,
..
(4.166)
where all the matrices in the sum carrying one nonvanishing entry 1 in
their diagonal are projections. Note that
ei = |ei
( 0, . . . , 0 , 1, 0, . . . , 0 )
| {z }
| {z }
i 1 times
ni times
diag( 0, . . . , 0 , 1, 0, . . . , 0 )
| {z }
| {z }
i 1 times
(4.167)
ni times
Ei .
The following theorems are enumerated without proofs.
If A is a self-adjoint transformation on an inner product space, then every proper value (eigenvalue) of A is real. If A is positive, or stricly positive,
then every proper value of A is positive, or stricly positive, respectively
Due to their idempotence EE = E, projections have eigenvalues 0 or 1.
Every eigenvalue of an isometry has absolute value one.
If A is either a self-adjoint transformation or an isometry, then proper
vectors of A belonging to distinct proper values are orthogonal.
(4.168)
It follows from their definition that Hermitian and unitary transformations are normal. That is, A = A , and for Hermitian operators, A = A , and
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
67
4.28 Spectrum
4.28.1 Spectral theorem
Let V be an n-dimensional linear vector space. The spectral theorem states
that to every self-adjoint (more general, normal) transformation A on an
n-dimensional inner product space there correspond real numbers, the
spectrum 1 , 2 , . . . , k of all the eigenvalues of A, and their associated
orthogonal projections E1 , E2 , . . . , Ek where 0 < k n is a strictly positive
integer so that
(i) the i are pairwise distinct,
(ii) the Ei are pairwise orthogonal and different from 0,
(iii)
Pk
i =1 Ei
(iv) A =
Pk
= In , and
i =1 i Ei
Rather than proving the spectral theorem in its full generality, we suppose that the spectrum of a Hermitian (self-adjoint) operator A is nondegenerate; that is, all n eigenvalues of A are pairwise distinct. That is, we are
assuming a strong form of (i).
This distinctness of the eigenvalues then translates into mutual orthogonality of all the eigenvectors of A. Thereby, the set of n eigenvectors
form an orthogonal basis of the n-dimensional linear vector space V. The
respective normalized eigenvectors can then be represented by perpendicular projections which can be summed up to yield the identity (iii).
More explicitly, suppose, for the sake of a proof by contradiction of the
pairwise orthogonality of the eigenvectors (ii), that two different eigenvalues 1 and 2 belong to two respective eigenvectors x1 and x2 which are
not orthogonal. But then, because A is self-adjoint with real eigenvalues,
1 x1 |x2 = 1 x1 |x2 = Ax1 |x2
= x1 |A x2 = x1 |Ax2 = x1 |2 x2 = 2 x1 |x2 ,
(4.169)
which implies that either 1 = 2 which is in contradiction to our assumption of the distinctness of 1 and 2 ; or that x1 |x2 = 0 (thus allowing
1 6= 2 ) which is in contradiction to our assumption that x1 and x2 are
68
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
|xi xi |
xi |xi
is a de-
Ax = AIn x = A
n
X
Ei x = A
Axi =
i =1
n
X
i =1
Ei x = A
i xi =
n
X
n
X
xi
i =1
i =1
i =1
n
X
n
X
i Ei x =
i =1
n
X
(4.170)
i Ei x,
i =1
Y
1 j k
t j
i j
(4.171)
j 6= i
so that p i ( j ) = i j ; moreover, for every such polynomial, p i (A) = Ei .
For a proof, it is not too difficult to show that p i (i ) = 1, since in this
case in the product of fractions all numerators are equal to denominators,
and p i ( j ) = 0 for j 6= i , since some numerator in the product of fractions
vanishes.
Now, substituting for t the spectral form A =
Pk
i =1 i Ei
of A, as well as
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
that is, In =
Pk
i =1 Ei , yields
A j In
1 j k, j 6=i
i j
p i (A ) =
Pk
l =1
Pk
l El j
l =1
El
i j
1 j k, j 6=i
(4.172)
l =1
i j
1 j k, j 6=i
k
X
l j
1 j k, j 6=i
i j
El
l =1
El (l j )
k
X
(4.173)
El l i = Ei .
l =1
k
X
i p i (A) =
i =1
k
X
A j In
1 j k, j 6=i
i j
i =1
(4.174)
That is, knowledge of all the eigenvalues entails construction of all the
projections in the spectral decomposition of a normal transformation.
For the sake of an example, consider again the matrix
A = 0
(4.175)
1 1
= {0, 1, 2} ,
0
{{1 , 2 , 3 } , {E1 , E2 , E3 }}
0 0
1 0 1
.
1 0 , 0 0 0
0 0
1 0 1
1
0
0 , 0
0
0
0
(4.176)
A 2 I A 3 I
p 1 (A) =
1 2 1 3
1 0 1
1 0 0
1 0 1
1 0 0
0 1 0 1 0 1 0 0 1 0 2 0 1 0
1
=
0
1
= 0
2
1
(0 1)
0 0
1
1
0
1
0
(0 2)
1
1
0 = 0
2
1
1
0
0
0
0 = E1 .
1
(4.177)
69
70
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
For the sake of another, degenerate, example consider again the matrix
B = 0
(4.178)
p 1 (A) =
0 2 0
A 2 I
=
1 2
A 1 I
=
2 1
0
1
1
0
2
1
1
1
0 0 0
(2 0)
1
0
2
1
0 = E1 ,
1
(0 2)
p 2 (A) =
0 = E2 .
1
(4.179)
Pk
i =1 i Ei
f (A ) = f
k
X
k
X
i Ei =
i =1
f (i )Ei .
(4.180)
i =1
(4.181)
i =1
p 2 p p
A = A A = A.
not =
!
.
(4.182)
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
To enumerate
71
p
not we need to find the spectral form of not first. The
!!
!
0 1
1 0
1
det (not I2 ) = det
= det
= 2 1 = 0.
1 0
0 1
1
(4.183)
2 = 1 yields the two eigenvalues 1 = 1 and 1 = 1. The associated
eigenvectors x1 and x2 can be derived from either the equations not x1 = x1
and not x2 = x2 , or inserting the eigenvalues into the polynomial (4.171).
We choose the former method. Thus, for 1 = 1,
!
!
!
0 1 x 1,2
x 1,2
=
,
1 0 x 1,2
x 1,2
(4.184)
!
1 1 1
T
.
(4.185)
E1 = x1 x1 =
2 1 1
Likewise, for 2 = 1,
x 2,2
x 2,2
x 2,2
x 2,2
!
,
(4.186)
!
1 1 1
T
E2 = x2 x2 =
.
(4.187)
2 1 1
p
Thus we are finally able to calculate not through its spectral form
p
p
p
not = 1 E1 + 2 E2
!
(4.188)
p 1 1 1 p 1 1 1
1 1+i 1i
+ 1
=
.
= 1
2 1 1
2 1 1
2 1i 1+i
p
p
It can be readily verified that not not = not.
1
B = (A + A ),
2
1
C = (A A ).
2i
(4.189)
72
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
1
1
= (A + A ) + i
(A A ) ,
2
2i
i
1h
1
(A + A ) =
A + (A )
B =
2
2
i
1h
=
A + A = B,
2
i
1
1 h
A (A )
(A A ) =
C =
2i
2i
i
1 h
=
A A = C.
2i
(4.190)
21
22
(4.191)
//dx.doi.org/10.1103/PhysRevLett.
73.58; and M. Reck and Anton Zeilinger.
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
73
|
..
|
r
..
.
0
..
.
0
..
.
..
.
0
..
.
|
|
|
(4.192)
i |ui |vi ,
23
(4.193)
24
Artur Ekert and Peter L. Knight. Entangled quantum systems and the
Schmidt decomposition. American Journal of Physics, 63(5):415423,
1995. D O I : 10.1119/1.17904. URL
http://dx.doi.org/10.1119/1.17904
74
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
1
1
|f1 p (1, 1), |f2 p (1, 1) .
2
2
(4.194)
as follows:
1
| = p (|e1 |e2 |e2 |e1 )
2
1
1
p [(1(0, 1), 0(0, 1)) (0(1, 0), 1(1, 0))] = p (0, 1, 1, 0);
2
2
1
(4.195)
4.31 Purification
In general, quantum states satisfy three criteria 25 : (i) Tr() = 1, (ii)
= , and (iii) x||x = x|x 0 for all vectors x of some Hilbert space.
With dimension n it follows immediately from (ii) that is normal and
thus has a spectral decomposition
=
n
X
i |i i |
(4.196)
i =1
Pn
i =1 i
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
n
X
p
i |i |i .
| =
(4.197)
i =1
("
n
X
p
i |i |i
#"
i =1
"
=
n p
X
n p
X
#"
i 1 |i 1 |i 1
n p
X
i 1 =1
#"
i 1 |i 1 |i 1
n p
X
#"
i 2 |i 2 |i 2
j 1 j 1 | j 1 |
n p
X
#
j 2 j 2 | j 2 |
j 2 =1
n X
n p
X
#"
p
j 1 i 2 (i 2 j 1 )2
j 1 =1 i 2 =1
"
=
j 1 =1
i 2 =1
"
j j | j |
j =1
i 1 =1
"
n p
X
(||)2
#)2
n p
X
#
j 2 j 2 | j 2 |
j 2 =1
n p
X
#"
i 1 |i 1 |i 1
i 1 =1
n p
X
#
j 2 j 2 | j 2 |
j 2 =1
= ||.
(4.198)
Tra (||) =
n
X
k=1
ka |(||)|ka
(4.199)
75
76
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
"
= Tra
n
X
p
i |i |ia
#"
k=1
n p
X
j aj | j |
j =1
i =1
n
X
Tra (||)
#!
"
#"
#! +
X
n
n p
X
p
a
a
a
k
i |i |i
j j | j | ka
i =1
j =1
=
n X
n X
n
X
(4.200)
p p
ki k j i j |i j |
k=1 i =1 j =1
n
X
l |k k | = .
k=1
4.32 Commutativity
If A =
Pk
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
77
,
C
=
0
7
0 ,
11
A = 1
0 , B = 3
The eigensystems that is, the set of the set of eigenvalues and the set of
the associated eigenvectors of A, B and C are
(4.201)
1
0
1 1
1
p 1 , p 1 , 0
2
2
0
0
1
26
78
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
is,
1 1
1
E1 = 1 1
2
0 0
1 1
1
E2 = 1 1
2
0
0
0 0
E3 = 0 0
0
0 ,
0
0
0 ,
(4.202)
0
0
0 .
1
(4.203)
respectively.
One way to define the maximal operator R for this problem would be
R = E1 + E2 + E3 ,
(4.204)
(4.205)
f C () = 12, f C () = 2, f C () = 11.
It is no coincidence that the projections in the spectral forms of A, B and
C are identical. Indeed it can be shown that mutually commuting normal
operators always share the same eigenvectors; and thus also the same
projections.
Let the set M = {A1 , A2 , . . . , Ak } be mutually commuting normal (or
Hermitian, or self-adjoint) transformations on an n-dimensional inner
product space. Then there exists an orthonormal basis B = {f1 , . . . , fn } such
that every f j B is an eigenvector of each of the Ai M. Equivalently,
there exist n orthogonal projections (let the vectors f j be represented by
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
79
the coordinates which are column vectors) E j = f j fTj such that every E j ,
1 j n occurs in the spectral form of each of the Ai M.
Informally speaking, a generic maximal operator R on an n-dimensional
Hilbert space V can be interpreted as some orthonormal basis {f1 , f2 , . . . , fn }
of V indeed, the n elements of that basis would have to correspond to
the projections occurring in the spectral decomposition of the self-adjoint
operators generated by R.
Likewise, the maximal knowledge about a quantized physical system
in terms of empirical operational quantities would correspond to such
a single maximal operator; or to the orthonormal basis corresponding to
the spectral decomposition of it. Thus it might not be unreasonable to
speculate that a particular (pure) physical state is best characterized by a
particular orthonomal basis.
(4.206)
Stated differently, we shall assume that, for any two orthogonal projections E, F so that EF = FE = 0, their sum G = E + F has expectation value
G = E + F.
(4.207)
27
(4.208)
the trace of the operator product of the density matrix (which is a positive
operator of the trace class) for the system with the matrix representation
of A.
80
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
In particular, if A is a projection E corresponding to an elementary yesno proposition the system has property Q, then E = Tr( E) corresponds
to the probability of that property Q if the system is in state .
J
K
L
...................
........
..
.........
...
.......
..
.......
.
...... d
.
.
.
...
.
....f
...
i
f
i
i
i .......
f
.
......
....f
.
.
.
...
.
...... .....
...
..
..........
..
...
N
I
..
............
.
...f
.
.
.
.
.
.
i
....
.
...i
..f
....
...
.
.
...
.
.
c
e
...
..
........................................................................
. ..........................
................
....
...........
................
.
.
.
.
.
.
.
.
.
.
.
O
H
.
.
.
.
.
.
...
....... ....
i
i
..
.. ..........f
.........
....f
...
...
..
..
.......
........
.
.
.
.
.
.
.
.
.
.
.
.
.
......
... .. i
......
h ..... ....
....
... ..
....
...
... ..
... ..
...
...
.
.
.
.
.
....
.
.
.
i
f
i
f
.
.
.
.
.
.
..
....
...
....
.
.
.
.
..
...
....
.
.
.
.
.
.
.
.
.
.
...
...
.....
.
.
.
.
.
.
.
.
.......
....
.. ....
.. ....
........
........
...
..
...
...
.......f
i
i
........
.......... ...
...
..
...f
.
.
.
.
.
.
.
.
.
.
.
.
.............
.
.
.
...
g
..
...
.............
Q
F
... ..........................................
... .................. .....
b
..
...
....................................................
f
...
....
.
...
.
.
.
..f
....
i
...f
.i
..... .........
...
..
........
...
..
.
.
R
E
.
.
.
.
.
.
.
....
. .......
..
.....f
......
...
.
.
..
.
f
i
i
f
i
i
f
.
.
.
.
.......
.
.
...
.
.
.
.
.
.
.
........
...
....
........... ......
..............................
a
............
M.....................
28
Ernst Specker. Die Logik nicht gleichzeitig entscheidbarer Aussagen. Dialectica, 14(2-3):239246, 1960. D O I :
10.1111/j.1746-8361.1960.tb00422.x.
URL http://dx.doi.org/10.1111/j.
1746-8361.1960.tb00422.x; and Simon
Kochen and Ernst P. Specker. The problem
of hidden variables in quantum mechanics. Journal of Mathematics and Mechanics
(now Indiana University Mathematics Journal), 17(1):5987, 1967. ISSN 0022-2518.
D O I : 10.1512/iumj.1968.17.17004. URL
http://dx.doi.org/10.1512/iumj.
1968.17.17004
29
30
//dx.doi.org/10.1016/0375-9601(96)
00134-X; and Adn Cabello. Kochen-
F I N I T E - D I M E N S I O N A L V E C T O R S PA C E S
81
5
Tensors
What follows is a corollary, or rather an expansion and extension, of what
has been presented in the previous chapter; in particular, with regards to
dual vector spaces (page 28), and the tensor product (page 36).
5.1 Notation
Let us consider the vector space Rn of dimension n; a basis B = {e1 , e2 , . . . , en }
consisting of n basis vectors ei , and k arbitrary vectors x1 , x2 , . . . , xk Rn ;
the vector xi having the vector components X 1i , X 2i , . . . , X ki R.
Please note again that, just like any tensor (field), the tensor product
z = x y of two vectors x and y has three equivalent representations:
(i) as the scalar coordinates X i Y j with respect to the basis in which the
vectors x and y have been defined and coded; this form is often used in
the theory of (general) relativity;
(ii) as the quasi-matrix z i j = X i Y j , whose components z i j are defined
with respect to the basis in which the vectors x and y have been defined
and coded; this form is often used in classical (as compared to quantum) mechanics and electrodynamics;
(iii) as a quasi-vector or flattened matrix defined by the Kronecker
product z = (X 1 y, X 2 y, . . . , X n y) = (X 1 Y 1 , . . . , X 1 Y n , . . . , X n Y 1 , . . . , X n Y n ).
Again, the scalar coordinates X i Y j are defined with respect to the basis
in which the vectors x and y have been defined and coded. This latter
form is often used in (few-partite) quantum mechanics.
In all three cases, the pairs X i Y j are properly represented by distinct mathematical entities.
Tensor fields define tensors in every point of Rn separately. In general,
with respect to a particular basis, the components of a tensor field depend
on the coordinates.
We adopt Einsteins summation convention to sum over equal indices (a
pair with a superscript and a subscript). Sometimes, sums are written out
84
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
explicitly.
In what follows, the notations x y, (x, y) and x | y will be used
synonymously for the scalar product or inner product. Note, however,
that the dot notation x y may be a little bit misleading; for example,
in the case of the pseudo-Euclidean metric represented by the matrix
diag(+, +, +, , +, ), it is no more the standard Euclidean dot product
diag(+, +, +, , +, +).
For a more systematic treatment, see for instance Klingbeils or Dirschmids
introductions 1 .
(5.1)
(5.2)
ji
j i =1 X i e j i
Pn
(5.3)
is a multilinear form
(x1 , x2 , . . . , xk ) =
n X
n
X
i 1 =1 i 2 =1
n
X
i k =1
X 11 X 22 . . . X kk (ei 1 , ei 2 , . . . , ei k ).
(5.4)
The
def
A i 1 i 2 i k = (ei 1 , ei 2 , . . . , ei k )
(5.5)
are the components or coordinates of the tensor with respect to the basis
B.
Note that a tensor of type (or rank) k in n-dimensional vector space has
k
n coordinates.
TENSORS
n X
n
X
i 1 =1 i 2 =1
n
X
i k =1
=A
n X
n
X
n X
n
X
n
X
i k =1
i 1 =1 i 2 =1
+B
ij
ij
X 1i X 22 . . . [A(X 1 ) j + B (X 2 ) j ] . . . X kk (ei 1 , ei 2 , . . . , ei j , . . . , ei k )
n
X
i k =1
i 1 =1 i 2 =1
ij
ij
X 1i X 22 . . . (X 1 ) j . . . X kk (ei 1 , ei 2 , . . . , ei j , . . . , ei k )
X 1i X 22 . . . (X 2 ) j . . . X kk (ei 1 , ei 2 , . . . , ei j , . . . , ei k )
n
X
ai j e j ,
i = 1, . . . , n.
(5.6)
j =1
n
X
X i ei =
i =1
n
X
i =1
X 0 e0i .
(5.7)
n
X
X i ei =
i =1
"
n
n
X
X
i =1
j =1
#
j
ai X
0i
ej =
"
n
n
X
X
n
X
i =1
X 0 e0i =
#
j
ai X
0i
ej =
j =1 i =1
n
X
X0
i =1
"
n
n
X
X
i =1
n
X
ai j e j
j =1
(5.8)
#
i
aj X
0j
ei .
j =1
n
X
ai j X 0 .
(5.9)
i =1
n
X
i =1
ai j d X 0 ,
(5.10)
85
86
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
as well as
X j
ai j =
X 0i
(5.11)
Xj
X 0i
(5.12)
i = 1, . . . , n
(5.13)
n
X
j =1
a 0 i e0j ,
X0 =
n
X
a0i X i .
(5.14)
i =1
Thereby,
ei =
n
X
j =1
a 0 i e0j =
n
X
a0i
j =1
n
X
n X
n
X
a j k ek =
[a 0 i a j k ]ek ,
(5.15)
j =1 k=1
k=1
a 0 i a j k = ki
A0 A = I.
or
(5.16)
X0
(a 1 )i = a 0 i =
(5.17)
Xi
dX0 =
n
X
a0i d X i , =
i =1
n
X
as well as
j
(a 1 )i = a 0 i =
X 0
(5.18)
X 0
X j
X i
(a 1)i j d X i ,
i =1
X
X 1
.
..
n
X 0
X 1
= Ji j ,
..
.
(5.19)
X 0
X n
..
.
.
(5.20)
X 0
X n
n
n
n
X
X
X
i1
i2
ik
0
0
0
a j 1 ei 1 ,
a j 2 ei 2 , . . . ,
a j k ei k
(e j 1 , e j 2 , . . . , e j k ) =
i 1 =1
n X
n
X
i 1 =1 i 2 =1
n
X
i k =1
i 2 =1
i k =1
a j 1 i 1 a j 2 i 2 a j k i k (ei 1 , ei 2 , . . . , ei k )
(5.21)
TENSORS
or
A 0j 1 j 2 j k =
n X
n
X
n
X
a j 1 i 1 a j 2 i 2 a j k i k A i 1 i 2 ...i k .
(5.22)
i k =1
i 1 =1 i 2 =1
= e e j (e , e j ) e | e j =
1 if i = j
0 if i 6= j
(5.23)
(5.24)
by
(x1 , x2 , . . . , xk ) =
n X
n
X
i 1 =1 i 2 =1
n
X
i k =1
1i 1 2i 2 . . . kik (ei 1 , ei 2 , . . . , ei k ).
(5.25)
The
B i 1 i 2 i k = (ei 1 , ei 2 , . . . , ei k )
(5.26)
are the components of the contravariant tensor with respect to the basis
B .
More generally, suppose V is an n-dimensional vector space, and B =
{f1 , . . . , fn } is a basis of V; if g i j is the metric tensor, the dual basis is defined
by
g ( f i , f j ) = g ( f i , f j ) = i j ,
where again i j is Kronecker delta function, which is defined
0 for i 6= j ,
i j =
1 for i = j .
(5.27)
(5.28)
87
88
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
e0 =
b i j ei ,
(5.29)
where b i j = B is the transformation matrix associated with the contravariant basis. How is b related to a, the transformation matrix associated with the covariant basis?
By exploiting (5.23) one can find the connection between the transformation of covariant and contravariant basis elements and thus tensor
components; that is,
j
i = e0 i e0 = (a i k ek ) (b l j el ) = a i k b l j ek el = a i k b l j lk = a i k b k j ,
(5.30)
B = A1 = A0 , and e0 =
(a 1 )i ei =
X
i
a i0 ei .
(5.31)
The argument concerning transformations of covariant tensors and components can be carried through to the contravariant case. Hence, the
contravariant components transform as
!
n
n
n
X
X
X
0 j1 0 j2
0 jk
0 j1 i 1
0 j2 i 2
0 jk i k
(e , e , . . . , e ) =
ai 1 e ,
ai 2 e , . . . ,
ai k e
i 1 =1
n X
n
X
i 1 =1 i 2 =1
n
X
i k =1
or
B 0 j 1 j 2 j k =
i 2 =1
i k =1
a i0 1 1 a i0 2 2 a i0 k k (ei 1 , ei 2 , . . . , ei k )
n X
n
X
i 1 =1 i 2 =1
n
X
i k =1
a i0 1 1 a i0 2 2 a i0 k k B i 1 i 2 ...i k .
(5.32)
(5.33)
(5.34)
Therefore, the vector space and its dual vector space are identical in
the sense that the coordinate tuples representing their bases are identical
(though relatively transposed). That is, besides transposition, the two bases
are identical
B B
(5.35)
TENSORS
(5.36)
g i j = ei e j (ei , e j ) ei | e j .
(5.37)
and
(5.38)
(5.39)
89
90
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
Then,
g i k = ei ek = (A i j e j ) ek = A i j (e j ek ) = A i j kj = A i k
(5.40)
ei = g i j e j
(5.41)
ei = g i j e j .
(5.42)
and thus
and
For orthonormal bases, the metric tensor can be represented as a Kronecker delta function, and thus remains form invariant. Moreover, its
covariant and contravariant components are identical; that is, i j = ij =
j
i = i j .
(5.43)
and hence X j = X i g i j .
In the previous section, the metric tensor has been derived from the
scalar product. The converse can be true as well. (Note, however, that the
metric need not be positive.) In Euclidean space with the dot (scalar, inner)
product the metric tensor represents the scalar product between vectors:
let x = X i ei Rn and y = Y j e j Rn be two vectors. Then ("T " stands for the
transpose),
x y (x, y) x | y = X i ei Y j e j = X i Y j ei e j = X i Y j g i j = X T g Y . (5.44)
It also characterizes the length of a vector: in the above equation, set
y = x. Then,
x x (x, x) x | x = X i X j g i j X T g X ,
and thus
||x|| =
X i X j gi j =
XTgX.
(5.45)
(5.46)
(5.47)
g i j = ei e j = a i0 e0 l a 0j e0 m = a i0 a 0j e0 l e0 m
l
= a i0 a 0j g 0 l m =
X 0 X 0
(5.48)
X i X j
g 0l m .
TENSORS
91
X l X m
X 0 i X 0 j
(5.49)
gl m .
X l X l
X 0 i X 0 j
Just to check consistency with Eq. (5.38) we can compute, for suitable
differentiable coordinates X and X 0 ,
j
g i0 = e0i e0 = a i l el (a 1 ) j m em = a i l (a 1 ) j m el em
l 1 j
= a i l (a 1 ) j m m
l = a i (a ) l
(5.50)
X l X 0 l
X l X 0 l
=
= l j l i = li .
=
X j X 0 i
X 0 i X j
In terms of the Jacobian matrix defined in Eq. (5.20) the metric tensor in
Eq. (5.48) can be rewritten as
g = J T g 0 J g i j = J l i J m j g l0 m .
(5.51)
The metric tensor and the Jacobian (determinant) are thus related by
det g = (det J T )(det g 0 )(det J ).
(5.52)
5.7.5 Examples
In what follows a few metrics are enumerated and briefly commented. For
a more systematic treatment, see, for instance, Snapper and Troyers Metric
Affine geometry 2 .
Note also that due to the properties of the metric tensor, its coordinate
representation has to be a symmetric matrix with nonzero diagonals. For
the symmetry g (x, y) = g (y, x) implies that g i j x i y j = g i j y i x j = g i j x j y i =
g j i x i y j for all coordinate tuples x i and y j . And for any zero diagonal entry
(say, in the kth position of the diagonal we can choose a nonzero vector z
whose coordinates are all zero except the kth coordinate. Then g (z, x) = 0
for all x in the vector space.
(5.53)
n times
92
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
Lorentz plane
g {g i j } = diag(1, 1)
(5.54)
(5.55)
n1 times
(5.56)
g {g i j } = diag(+1, +1, 1, 1)
(5.57)
n times
Artinian four-space
General relativity
In general relativity, the metric tensor g is linked to the energy-mass distribution. There, it appears as the primary concept when compared to the
scalar product. In the case of zero gravity, g is just the Minkowski metric
(often denoted by ) diag(1, 1, 1, 1) corresponding to flat space-time.
The best known non-flat metric is the Schwarzschild metric
(1 2m/r )1
0
g
r2
r 2 sin2
(1 2m/r )
(5.58)
TENSORS
(5.59)
X 2 = r sin X 10 sin X 20 .
X l X k
X
0i
0j
gl k =
X l X k
X
0i
0j
l k =
X l X l
X 0 i X 0 j
(5.60)
X l X l
X 0 1 X 0 1
(r cos ) (r cos ) (r sin ) (r sin )
=
+
r
r
r
r
= (cos )2 + (sin )2 = 1,
0
g 12
=
X l X l
X 0 1 X 0 2
(r cos ) (r cos ) (r sin ) (r sin )
=
+
r
X l X l
(5.61)
X 0 2 X 0 1
(r cos ) (r cos ) (r sin ) (r sin )
=
+
r
= (r sin )(cos ) + (r cos )(sin ) = 0,
0
g 22
=
X l X l
X 0 2 X 0 2
(r cos ) (r cos ) (r sin ) (r sin )
=
+
= (r sin )2 + (r cos )2 = r 2 ;
that is, in matrix notation,
g =
r2
!
,
(5.62)
and thus
i
(d s 0 )2 = g i0 j d x0 d x0 = (d r )2 + r 2 (d )2 .
(5.63)
93
94
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
(5.64)
X 10 cos X 20 .
X l X l
X 0 i X 0 j
diag(1, r 2 , r 2 sin2 ),
(5.65)
and
(d s 0 )2 = (d r )2 + r 2 (d )2 + r 2 sin2 (d )2 .
(5.66)
(1 + v cos u2 ) sin u
(5.67)
u
2
where u [0, 2] represents the position of the point on the circle, and
where 2a > 0 is the width of the Moebius strip, and where v [a, a].
cos u2 sin u
= cos u2 cos u
v
sin u2
u =
= 2 v sin u2 cos u 1 + v cos u2 sin u
u
u
1
2 v cos 2
v =
(
)
= cos u2 cos u 21 v sin u2 cos u 1 + v cos u2 sin u
v u
1
u
sin u2
2 v cos 2
1
u
u 1
u
u
= cos sin2 u v sin cos cos2 u v sin
2
2
2 2
2
2
1
u
u
+ sin v cos = 0
2
2
2
cos u2 sin u
(5.68)
(5.69)
TENSORS
cos u2 sin u
cos u2 sin u
T
(
)
= cos u2 cos u cos u2 cos u
v v
u
u
sin 2
sin 2
u
u
u
= cos2 sin2 u + cos2 cos2 u + sin2 = 1
2
2
2
(5.70)
T
)
=
u u
T
2 v sin u2 sin u + 1 + v cos u2 cos u
1
2 v sin u2 cos u 1 + v cos u2 sin u
(
u
1
2 v cos 2
1
u
2 v cos 2
(5.71)
1
u
u
u
= v 2 sin2 sin2 u + cos2 u + 2v cos2 u cos + v 2 cos2 u cos2
4
2
2
2
1 2
u
2u
2
2
2
2
2
2u
+ v sin
cos u + sin u + 2v sin u cos + v sin u cos
4
2
2
2
1
1
u
1
1 2
+ v cos2 u = v 2 + v 2 cos2 + 1 + 2v cos u
4
2
4
2
2
u 2 1 2
= 1 + v cos
+ v
2
4
Thus the metric tensor is given by
u u
v u
X s X t
X s X t
g st =
st
g i0 j =
i
j
X 0 X 0
X 0 i X 0 j
!
v u
u 2 1 2
= diag 1 + v cos
+ v ,1 .
2
4
v v
(5.72)
(5.73)
s copies
where, most commonly, the scalar field F will be identified with the set
R of reals, or with the set C of complex numbers. Thereby, r is called the
covariant order, and s is called the contravariant order of T . A tensor of
covariant order r and contravariant order s is then pronounced a tensor
of type (or rank) (r , s). By convention, covariant indices are denoted by
subscripts, whereas the contravariant indices are denoted by superscripts.
95
96
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
TENSORS
= a j 1 i 1 a j 2 i 2 a j s i s a j t i t a j k i k A i 1 i 2 ...i s i t ...i k
1 i 2 ... j s j t ... j k
i1
i2
j1
j2
=a
a j s i s a j t i t a j k i k A i 1 i 2 ...i t i s ...i k
= a j 1 i 1 a j 2 i 2 a j t i t a j s i s a j k i k A i 1 i 2 ...i t i s ...i k
= A 0j
1 i 2 ... j t j s ... j k
Likewise,
A i 1 i 2 ...i s i t ...i k = A i 1 i 2 ...i t i s ...i k
implies
A 0j
1 i 2 ... j s j t ... j k
i1
j1
= a
= a j 1 i 1 a j 2 i 2 a j s i s a j t i t a j k i k A i 1 i 2 ...i s i t ...i k
a j 2 i 2 a j s i s a j t i t a j k i k A i 1 i 2 ...i t i s ...i k
= a j 1 a j 2 i 2 a j t i t a j s i s a j k i k A i 1 i 2 ...i t i s ...i k .
i1
= A 0j
1 i 2 ... j t j s ... j k
97
98
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
(0 ) j = (a 1 )i 0 a j j ij 0 = (a 1 )i 0 a j i = a j i (a 1 )i 0 = ij .
(5.74)
S(x) =
x2
x 1
!T
x2
x 22
x 1 x 2
x 1 x 2
x 12
= (x 2 , x 1 ) (x 2 , x 1 )
x 1
!
(5.76)
is a form invariant tensor field with respect to the basis {(0, 1), (1, 0)} and
orthogonal transformations (rotations around the origin)
T (x) =
x2
x1
x2
cos
sin
sin
cos
!
,
!T
x1
(5.77)
= (x 2 , x 1 ) (x 2 , x 1 )
x 22
x1 x2
x1 x2
x 12
!
(5.78)
is not.
This can be proven by considering the single factors from which S and
T are composed. Eqs. (5.21)-(5.22) and (5.32)-(5.33) show that the form invariance of the factors implies the form invariance of the tensor products.
For instance, in our example, the factors (x 2 , x 1 )T of S are invariant, as
they transform as
cos
sin
sin
cos
x2
x 1
x 2 cos x 1 sin
x 2 sin x 1 cos
x 20
x 10
!
,
TENSORS
(x 2 , x 1 )
cos
sin
sin
cos
1
1
0, p , p , 0
2
2
0 0
0 0
0 1 1 0
1
.
2 0 1 1 0
0 0
0 0
(5.79)
Why is | not decomposable? In order to be able to answer this question (see alse Section 4.10.3 on page 37), consider the most general twopartite state
|+ = p1 (| + | + +), and
2
thonormal basis of C4 .
| = | + + | + + + | + + ++ | + +,
(5.80)
(5.81)
99
100
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
(5.82)
| + + (0, 0, 0, 1)
are linear independent (indeed, orthonormal), a comparison of | with
| yields
= ,
+ = + ,
+ = + ,
(5.83)
++ = + + .
Hence, /+ = /+ = + /++ , and thus a necessary and sufficient
condition for a two-partite quantum state to be decomposable into a
product of single-particle quantum states is that its amplitudes obey
++ = + + .
(5.84)
This is not satisfied for the Bell state | in Eq. (5.79), because in this case
p
= ++ = 0 and + = + = 1/ 2. Such nondecomposability is in
physics referred to as entanglement 4 .
i 2
| = e
sin |+ + cos |0
2
2
(5.85)
TENSORS
Consider again the tensor field defined earlier in Eq. (5.76), but let us
not choose the elegant ways of proving form invariance by factoring;
rather we explicitly consider the transformation of all the components
S i j (x 1 , x 2 ) =
x 1 x 2
x 22
x 12
x1 x2
ai j =
cos
sin
sin
cos
!
.
cos
sin
sin
cos
x 1 x 2
x 22
x 12
x1 x2
cos
sin
sin
cos
x 1 x 2 cos + x 12 sin
x 22 cos + x 1 x 2 sin
x 1 x 2 sin + x 12 cos
x 22 sin + x 1 x 2 cos
x 1 x 2 sin2 cos2 +
2
+ x 1 x 22 sin cos
2x 1 x 2 sin cos +
+x 12 cos2 + x 22 sin2
cos
sin
sin
cos
!
=
sin x 1 x 2 cos + x 12 sin +
2
+ cos x 2 cos + x 1 x 2 sin
2
sin x 1 x 2 sin + x 1 cos +
2
x 12 sin2 x 22 cos2
2
x 1 x 2 sin cos
2
x 1 x 22 sin cos
x 10
x 1 cos + x 2 sin
x 20
x 1 sin + x 2 cos .
101
102
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
=
=
=
(x 10 )2
=
(x 20 )2
x 1 x 2 sin2 cos2 + x 12 x 22 sin cos
and hence
(x 10 , x 20 ) =
x 10 x 20
(x 20 )2
(x 10 )2
x 10 x 20
x 1 x 2 = S 11 ,
b1 c2
x 22 = S 12 ,
b2 c1
x 12 = S 21 ,
b2 c2
x 1 x 2 = S 22 .
!
!
!
!
cos
sin
x 2
x 2 cos + x 1 sin
x 20
ai j b j =
=
=
sin cos
x1
x 2 sin + x 1 cos
x 10
!
!
!
!
cos
sin
x1
x 1 cos + x 2 sin
x 10
ai j c j =
=
=
.
sin cos
x2
x 1 sin + x 2 cos
x 20
This factorization of S is nonunique, since Eq. (5.76) uses a different
factorization; also, S is decomposible into, for example,
S(x 1 , x 2 ) =
x 1 x 2
x 22
x 12
x1 x2
x 22
x1 x2
x1
,1 .
x2
TENSORS
(5.87)
(5.88)
Hence, i 1 i 2 i k stands for the the sign of the permutation in the case of a
permutation, and zero otherwise.
In two dimensions,
i j
11
12
21
22
!
.
In threedimensional Euclidean space, the cross product, or vector product of two vectors x x i and y y i can be written as x y i j k x j y k .
For a direct proof, consider, for arbirtrary threedimensional vectors x
and y, and by enumerating all nonvanishing terms; that is, all permutations,
123 x 2 y 3 + 132 x 3 y 2
x y i j k x j y k 213 x 1 y 3 + 231 x 3 y 1
312 x 2 y 3 + 321 x 3 y 2
123 x 2 y 3 123 x 3 y 2
x2 y 3 x3 y 2
= 123 x 1 y 3 + 123 x 3 y 1 = x 1 y 3 + x 3 y 1 .
123 x 2 y 3 123 x 3 y 2
(5.89)
x2 y 3 x3 y 2
,
,...,
.
X 1 X 2
X n
(5.90)
103
104
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
X i
X 0
X i
X 0 j
= (a 1 )i
X 0 j
= Ji j
X 0 j
(5.91)
X i
transforms like a
contravariant vector.
In three dimensions and in the standard Cartesian basis,
= e1
=
,
,
+ e2
+ e3
.
X 1 X 2 X 3
X 1
X 2
X 3
(5.92)
f f f
,
,
,
X 1 X 2 X 3
v 1 v 2 v 3
v =
+
+
,
X 1 X 2 X 3
v 3 v 2 v 1 v 3 v 2 v 1
v =
X 2 X 3 X 3 X 1 X 1 X 2
i j k j v k .
grad f
div v
rot v
f =
(5.93)
(5.94)
(5.95)
(5.96)
2
2 X
2
2 X
2
2 X
(5.97)
2 = i i = i j i j = 2
2
2
2
2
2
2
=
=
+
+
.
2 t
2 t 2 X 1 2 X 2 2 X 3 2 t
(5.98)
TENSORS
X i
X j
= ij .
X i
X i
= n.
(v) i j i j = j i i j = j i j i = (i j ) = i j i j = 0, since a = a
implies a = 0; likewise, i j x i x j = 0. In general, the Einstein summations
s i j ... a i j ... over objects s i j ... which are symmetric with respect to index
exchanges over objects a i j ... which are antisymmetric with respect to
index exchanges yields zero.
(vi) For threedimensional vector spaces (n = 3) and the Euclidean metric,
the Grassmann identity holds:
i j k kl m = i l j m i m j l .
(5.99)
x1
y1
z1
x1
y 2 z3 y 3 z2
x 2 y 2 z 2 = x 2 y 3 z 1 y 1 z 3 =
x3
y3
z3
x3
y 1 z2 y 2 z1
x 2 (y 1 z 2 y 2 z 1 ) x 3 (y 3 z 1 y 1 z 3 )
x 3 (y 2 z 3 y 3 z 2 ) x 1 (y 1 z 2 y 2 z 1 ) =
(5.100)
x 1 (y 3 z 1 y 1 z 3 ) x 2 (y 2 z 3 y 3 z 2 )
x2 y 1 z2 x2 y 2 z1 x3 y 3 z1 + x3 y 1 z3
x 3 y 2 z 3 x 3 y 3 z 2 x 1 y 1 z 2 + x 1 y 2 z 1 =
x1 y 3 z1 x1 y 1 z3 x2 y 2 z3 + x2 y 3 z2
y 1 (x 2 z 2 + x 3 z 3 ) z 1 (x 2 y 2 + x 3 y 3 )
y 2 (x 3 z 3 + x 1 z 1 ) z 2 (x 1 y 1 + x 3 y 3 )
y 3 (x 1 z 1 + x 2 z 2 ) z 3 (x 1 y 1 + x 2 y 2 )
The incomplete dot products can be completed through addition and
105
106
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
y 1 (x 1 z 1 + x 2 z 2 + x 3 z 3 ) z 1 (x 1 y 1 + x 2 y 2 + x 3 y 3 )
y 2 (x 1 z 1 + x 2 z 2 + x 3 z 3 ) z 2 (x 1 y 1 + x 2 y 2 + x 3 y 3 )
y 3 (x 1 z 1 + x 2 z 2 + x 3 z 3 ) z 3 (x 1 y 1 + x 2 y 2 + x 3 y 3 )
in vector notation
y (x z) z x y
(5.101)
in index notation
x j y l z m i l j m i m j l .
!
u
q
p
u
a a a b
t
2
2
2
|ab| = i j k i st a j a s b k b t = |a| |b| (a b) = det
=
a b b b
|a||b| sin ab .
(viii) Let u, v X 10 , X 20 be two parameters associated with an orthonormal
Cartesian basis {(0, 1), (1, 0)}, and let : (u, v) 7 R3 be a mapping from
some area of R2 into a twodimensional surface of R3 . Then the metric
tensor is given by g i j =
k m
.
X 0i X 0 j km
r2 =
1.
j r = j
rX
i
x i2 =
xj
1
1
2x j =
qP
2
r
2
i xi
(5.102)
j r = r 1 j r = r 1
= r 2 x j
r
(5.103)
and thus r = r 2 x.
2.
j log r =
xj
r derived earlier in Eq.
xj
, and thus log r = rx2 .
r2
With j r =
1
j r
r
(5.104)
1 xj
r r
TENSORS
3.
! 1
! 1
2
2
X
X
=
j
+
(x i a i )2
(x i + a i )2
i
1
1
1
=
2 x j a j + P
3 2 xj + aj =
2 P (x a )2 23
2
2
i
i
i
i (x i + a i )
! 3
! 3
2
2
X
X
2
2
xj aj
xj + aj .
(x i + a i )
(x i a i )
i
(5.105)
4. For three dimensions and for r =
6 0,
r 1
r
1
1
1
1
i
3 i 3 = 3 i r i +r i 3 4
2r i = 3 3 3 3 = 0. (5.106)
r
r
r |{z}
r
2r
r
r
=3
5. With this solution (5.106) one obtains, for three dimensions and r 6= 0,
1
1
1
ri
1
i i = i 2
2r i = i 3 = 0.
(5.107)
r
r
r
2r
r
6. With the earlier solution (5.106) one obtains
rp
3
r
rjpj
pi
1
i i 3 = i 3 + r j p j 3 5 r i =
r
r
r
1
1
= p i 3 5 r i + p i 3 5 r i +
r
r
1
1
1
+r j p j 15 6
2r i r i + r j p j 3 5 i r i =
r
2r
r |{z}
(5.108)
=3
1
= r i p i 5 (3 3 + 15 9) = 0
r
7. With r 6= 0 and constant p one obtains
r
rm
rm i
(p 3 ) i j k j kl m p l 3 = p l i j k kl m j 3
r
r
r
1
1
1
= p l i j k kl m 3 j r m + r m 3 4
2r j
r
r
2r
r j rm
1
= p l i j k kl m 3 j m 3 5
r
r
r j rm
1
= p l (i l j m i m j l ) 3 j m 3 5
r
r
r j ri
1
1
1
= p i 3 3 3 3 p j 3 j r i 3 5
r
r
r |{z}
r
|
{z
}
=
=0
ij
rp r
p
= 3 +3 5 .
r
r
(5.109)
107
108
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
8.
()
i j k j k
= i k j k j
(5.110)
= i k j j k
= i j k j k = 0.
This is due to the fact that j k is symmetric, whereas i j k ist totally
antisymmetric.
9. For a proof that (x y) z 6= x (y z) consider
(x y) z
i j l j km x k y m z l
= i l j j km x k y m z l
(5.111)
= (i k l m i m l k )x k y m z l
= x i y z + y i x z.
versus
x (y z)
i l j j km x l y k z m
= (i k l m i m l k )x l y k z m
(5.112)
= y i x z z i x y.
10. Let w =
p
r
1
r
=
pi t
i w i = i
r
c
1
1
1 0
1
1
=
2
2r i p i + p i
2r i =
r
2r
r
c 2r
ri pi
1
= 3 2 p i0 r i .
r
cr
0
rp
rp
Hence, divw = w = r 3 + cr 2 .
rotw
i j k j w k
=
=
1
1
1
1
1
i j k 2
2r j p k + p k0
2r j =
r
2r
r
c 2r
1
1
3 i j k r j p k 2 i j k r j p k0 =
r
cr
1
1
3 r p 2 r p0 .
r
cr
TENSORS
equal to the volume integral of the divergence of the region inside the
surface. That is, the sum of all sources subtracted by the sum of all sinks
represents the net flow out of a region or volume of threedimensional
space:
Z
Z
wdv =
w d f.
(5.113)
w = div w = 4 4y + 2z
Z3
Z
div wd v
dz
=
z=0
p
Z4x 2
Z2
dx
d y 4 4y + 2z =
p
y= 4x 2
x=2
cylindric coordinates:
Z3
dz
=
z=0
Z3
Z2
dz
=
z=0
Z3
Z2
dz
Z3
Z2
dz
z=0
=
=
r cos
r sin
Z2
r d r d 4 4r sin + 2z =
0
2
r d r 4 + 4r cos + 2z
=
=0
r d r (8 + 4r + 4z 4r ) =
z=0
Z2
x
y
r d r (8 + 4z)
0
z 2 z=3
2 8z + 4
= 2(24 + 18) = 84
2 z=0
R
Now consider the right hand side w d f of Eq. (5.113). The surface
F
consists of three parts: the lower plane F 1 of the cylinder is characterized by z = 0; the upper plane F 2 of the cylinder is characterized by z = 3;
the surface on the side of the zylinder F 3 is characterized by x 2 + y 2 = 4.
109
110
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
0
4x
Z
Z
F 1 : w d f1 =
2y 2 0 d xd y = 0
F1
z2 = 0
F1
0
4x
Z
=
2y 2 0 d xd y =
1
z2 = 9
F2
Z
= 9
d f = 9 4 = 36
Z
F2 :
w d f2
F2
K r =2
F3 :
w d f3
F3
F3
4x
2 x x d d z
2y
z
z2
r sin
2 sin
= r cos = 2 cos ;
0
0
2 cos
x x
= 2 sin
z
0
= F 3
(r = 2 = const.)
= 0
z
1
4 2 cos
2 cos
Z2
Z3
=
d d z 2(2 sin )2 2 sin =
=0
z=0
z2
0
=
Z2
Z3
d d z 16 cos2 16 sin3 =
=0
z=0
Z2
3 16 d cos2 sin3 =
=0
=
=
cos2 d = 2 + 14 sin 2
R
=
sin3 d = cos + 31 cos3
2
1
1
3 16
1+
1+
= 48
2
3
3
|
{z
}
=0
12. Let us verify some specific examples of Stokes theorem in three dimensions, stating that
Z
I
rot b d f =
CF
b d s.
(5.114)
TENSORS
R
F
yz
b = xz = rot b = b = y
2z
0
Let us transform this into spherical coordinates:
r sin cos
x = r sin sin
cos cos
r cos
= r cos sin ;
sin
sin sin
= r sin cos
sin2 cos
x x
2
df =
d d = r sin2 sin d d
sin cos
sin cos
b = r sin sin
2 cos
Z
rot b d f
F
sin cos
sin2 cos
Z/4 Z2
=
d
d a 3 sin sin sin2 sin =
=0
2 cos
sin cos
=0
=
Z/4 Z2
2
3
2
2
a
d
d sin cos + sin 2 sin cos =
{z
}
|
3
=0
=0
=1
/4
Z
Z/4
Z/4
3
2a
d sin 1 3 cos2 =
=0
=0
=0
"
transformation of variables:
du
cos = u d u = sin d d = sin
=
=
3
/4
Z/4
3u
2a
(d u) 1 3u 2 = 2a 3
u
=
3
=0
=0
p
p !
/4
2
3
3
3 2 2
2a cos cos
= 2a
=
8
2
=0
p
a 3 2
2a 3 p
2 2 =
8
2
3
111
112
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
CF
x=a
p1 cos
2
p1 sin
2
p1
2
cos
= p sin C F
2
1
sin
dx
a
ds =
d = p cos d
d
2
0
pa sin pa
sin
2
2
2
a
a
b=
p2 cos p2 = 2 cos
0
0
Hence the circular integral is given by
I
CF
a2 a
b ds =
p
2 2
Z2
=0
a3
a3
sin2 cos2 d = p 2 = p .
{z
}
|
2 2
2
=1
6
Projective and incidence geometry
P R O J E C T I V E G E O M E T RY is about the geometric properties that are invariant under projective transformations. Incidence geometry is about which
points lie on which line.
6.1 Notation
In what follows, for the sake of being able to formally represent geometric
transformations as quasi-linear transformations and matrices, the coordinates of n-dimensional Euclidean space will be augmented with one
additional coordinate which is set to one. For instance, in the plane R2 , we
define new three-componen coordinates by
x1
x=
x2
x1
(6.1)
x 2 = X.
1
(6.2)
f=
0T
a 11
a 12
t1
a 21
a 22
t2 .
(6.3)
114
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
f(X) = fX =
0T
!
(6.4)
X.
!
m cos m sin
rR t
m sin m cos
0T 1
0
0
t1
t2 .
(6.5)
ther bijections f from Mn onto itself preserving light cones; that is for all
x, y Mn ,
i j (x i y i )(x j y j ) = 0 if and only if i j (fi (x) fi (y))(f j (x) f j (y)) = 0.
Then f(x) is the product of a Lorentz transformation and a positive scale
factor.
7
Group theory
7.1 Definition
A group is a set of objects G which satify the following conditions (or,
stated differently, axioms):
(i) closedness: There exists a composition rule such that G is closed
under any composition of elements; that is, the combination of any two
elements a, b G results in an element of the group G.
(ii) associativity: for all a, b, and c in G, the following equality holds:
a (b c) = (a b) c;
(iii) identity (element): there exists an element of G, called the identity
(element) and denoted by I , such that for all a in G, a I = a.
(iv) inverse (element): for every a in G, there exists an element a 1 in G,
such that a 1 a = I .
(v) (optional) commutativity: if, for all a and b in G, the following equalities hold: a b = b a, then the group G is called Abelian (group);
otherwise it is called non-Abelian (group).
A subgroup of a group is a subset which also satisfies the above axioms.
The order of a group is the number og distinct emements of that group.
In discussing groups one should keep in mind that there are two abstract spaces involved:
(i) Representation space is the space of elements on which the group
elements that is, the group transformations act.
(ii) Group space is the space of elements of the group transformations.
Its dimension is the number of independent transformations which
116
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
(7.1)
for all a, b, a b G.
Consider, for the sake of an example, the Pauli spin matrices which are
proportional to the angular momentum operators along the x, y, z-axis 1 :
1 = x =
2 = y =
3 = z =
!
,
!
,
(7.2)
!
.
(7.3)
G R O U P T H E O RY
117
n
X
X i Ti + . . . ,
(7.4)
i =1
G(X)
.
X i X=0
(7.5)
Because of orthogonality, only half of the off-diagonal entries are independent of one another; also the diagonal elements must be real; that
leaves us with the liberty of dimension n(n + 1)/2: (n 2 n)/2 complex
numbers from the off-diagonal elements, plus n reals from the diagonal.
118
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
R() =
cos
sin
sin
cos
!
.
(7.6)
In = diag(1, . . . , 1).
| {z }
n times
Because of unitarity, only half of the off-diagonal entries are independent of one another; also the diagonal elements must be real; that leaves us
with the liberty of dimension n 2 : (n 2 n)/2 complex numbers from the offdiagonal elements, plus n reals from the diagonal yield n 2 real parameters.
Not that, for instance, U(1) is the set of complex numbers z = e i of unit
modulus |z|2 = 1. It forms an Abelian group.
G R O U P T H E O RY
119
It has dimension ten (4+3+3 = 10), associated with the ten fundamental
(distance preserving) operations from which general isometries can be
composed: (i) translation through time and any of the three dimensions
of space (1 + 3 = 4), (ii) rotation (by a fixed angle) around any of the three
spatial axes (3), and a (Lorentz) boost, increasing the velocity in any of the
three spatial directions of two uniformly moving bodies (3).
The rotations and Lorentz boosts form the Lorentz group.
G of order n can be imbedded as equivalently, is isomorphic to a subgroup of the symmetric group S(n).
Stated pointedly: permutations exhaust the possible structures of (finite) groups. The study of subgroups of the symmetric groups is no less
general than the study of all groups. No proof is given here.
Part III:
Functional analysis
8
Brief review of complex analysis
Is it not amazing that complex numbers 1 can be used for physics? Robert
Musil (a mathematician educated in Vienna), in Verwirrungen des Zgling
Trle , expressed the amazement of a youngster confronted with the applicability of imaginaries, states that, at the beginning of any computation
involving imaginary numbers are solid numbers which could represent
something measurable, like lengths or weights, or something else tangible;
or are at least real numbers. At the end of the computation there are also
such solid numbers. But the beginning and the end of the computation
are connected by something seemingly nonexisting. Does this not appear,
Musils Zgling Trle wonders, like a bridge crossing an abyss with only
a bridge pier at the very beginning and one at the very end, which could
nevertheless be crossed with certainty and securely, as if this bridge would
exist entirely?
In what follows, a very brief review of complex analysis, or, by another
term, function theory, will be presented. For much more detailed introductions to complex analysis, including proofs, take, for instance, the
classical books 2 , among a zillion of other very good ones 3 . We shall
study complex analysis not only for its beauty, but also because it yields
very important analytical methods and tools; for instance for the solution of (differential) equations and the computation of definite integrals.
These methods will then be required for the computation of distributions
and Greens functions, as well for the solution of differential equations of
mathematical physics such as the Schrdinger equation.
One motivation for introducing imaginary numbers is the (if you perceive it that way) malady that not every polynomial such as P (x) = x 2 + 1
has a root x and thus not every (polynomial) equation P (x) = x 2 + 1 = 0
has a solution x which is a real number. Indeed, you need the imaginary
unit i 2 = 1 for a factorization P (x) = (x + i )(x i ) yielding the two roots
i to achieve this. In that way, the introduction of imaginary numbers is
a further step towards omni-solvability. No wonder that the fundamental theorem of algebra, stating that every non-constant polynomial with
complex coefficients has at least one complex root and thus total factoriz-
Eberhard Freitag and Rolf Busam. Funktionentheorie 1. Springer, Berlin, Heidelberg, fourth edition, 1993,1995,2000,2006.
English translation in ; E. T. Whittaker
and G. N. Watson. A Course of Modern Analysis. Cambridge University
Press, Cambridge, 4th edition, 1927.
URL http://archive.org/details/
ACourseOfModernAnalysis. Reprinted
in 1996. Table errata: Math. Comp. v. 36
(1981), no. 153, p. 319; Robert E. Greene
and Stephen G. Krantz. Function theory
of one complex variable, volume 40 of
Graduate Studies in Mathematics. American mathematical Society, Providence,
Rhode Island, third edition, 2006; Einar
Hille. Analytic Function Theory. Ginn,
New York, 1962. 2 Volumes; and Lars V.
Ahlfors. Complex Analysis: An Introduction
of the Theory of Analytic Functions of One
Complex Variable. McGraw-Hill Book Co.,
New York, third edition, 1978
Eberhard Freitag and Rolf Busam.
Complex Analysis. Springer, Berlin,
Heidelberg, 2005
3
124
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
z = z + i z = x + i y = r e i ,
(8.1)
(8.2)
(8.3)
(8.4)
(8.5)
It is quite suggestive to consider the complex numbers z, which are linear combinations of the real and the imaginary unit, in the complex plane
B R I E F R E V I E W O F C O M P L E X A N A LY S I S
(8.6)
i (0, 1).
(8.7)
d f
0
= f = 1 f
=
f
(z)
z0
d z z0
x z0
i y z0
(8.8)
exists.
If f is differentiable in the domain G it is called holomorphic, or, used
synonymuously, analytic in the domain G.
u y = v x
(8.9)
For a proof, differentiate along the real, and then along the complex axis,
taking
u
v
f (z + x) f (z) f
=
=
+i
,
x
x x
x
f (z + i y) f (z)
f
f
u v
and f 0 (z) = lim
=
= i
= i
+
.
y0
iy
i y
y
y y
f 0 (z) = lim
x0
(8.10)
125
126
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
f
i y , or
u
v
u v
+i
= i
+
.
x
x
y y
(8.11)
By comparing the real and imaginary parts of this equation, one obtains
the two real Cauchy-Riemann equations
u v
=
,
x y
v
u
= .
x
y
(8.12)
and
y
and thus
u
v
=
=
x
x y
v
u
=
=
y
y x
v
u
=
,
x
y y
u
v
=
,
y
x x
2
2
2
+
u = 0, and
+
v =0 .
x 2 y 2
x 2 y 2
(8.13)
(8.14)
u(x, y) v(x, y) =
ux
uy
vx
vy
!
= u x v x + u y v y = u x v x + (v x )u x = 0
(8.15)
d
d
f (z(t ))
=
f (z)
z(t )
dt
d
z
d
t
t =0
z0
t =0
= 0 e
i 0
d
z(t ) .
dt
t =0
(8.16)
B R I E F R E V I E W O F C O M P L E X A N A LY S I S
d
dz
f (z)
z0
I
G
f (z)d z = 0 .
(8.17)
Z
C
f (z)d z =
f (z(t ))
a
d z(t )
dt.
dt
(8.18)
Let f (z) = 1/z and C : z() = Re i , with R > 0 and < . Then
I
f (z)d z
|z|=R
f (z())
Z
=
Re i
d z()
d
d
R i e i d
Z
=
i
(8.19)
= 2i
is independent of R.
1
2i
I
G
f (z)
dz
z z0
(8.20)
127
128
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
n!
2i
I
G
f (z)
dz
(z z 0 )n+1
(8.21)
3z + 2
d z.
z(z + 1)3
The kernel has two poles at z = 0 and z = 1 which are both inside the
domain of the contour defined by |z| = 3. By using Cauchys integral
formula we obtain for small
3z + 2
dz
3
|z|=3 z(z + 1)
I
I
3z + 2
3z + 2
=
dz +
dz
3
3
|z|= z(z + 1)
|z+1|= z(z + 1)
I
I
3z + 2 1
3z + 2
1
=
d
z
+
dz
3
z (z + 1)3
|z|= (z + 1) z
|z+1|=
2i d 0
3z + 2
2i d 2 3z + 2
=
+
[[ 0 ]]
0! d z (z + 1)3 z=0
2! d z 2 z z=1
2i d 2 3z + 2
2i 3z + 2
+
=
0! (z + 1)3 z=0
2! d z 2 z z=1
I
(8.22)
= 4i 4i
= 0.
(ii) Consider
I
2i 3!
3! 2i
e 2z
dz
4
|z|=3 (z + 1)
e 2z
dz
3+1
|z|=3 (z (1))
2i d 3 2z
=
e z=1
3! d z 3
2i 3 2z
=
2 e z=1
3!
8i e 2
=
.
3
(8.23)
B R I E F R E V I E W O F C O M P L E X A N A LY S I S
f (z)
(z z 0 )n
(8.24)
g (z)d z =
2i
f (n1) (z 0 ) .
(n 1)!
(8.25)
X (z 0 a)n
1
=
(z a) n=0 (z a)n
(z a)n
X
0
=
.
n+1
n=0 (z a)
(8.26)
X
f (z)
1
dz
=
(z 0 a)n
2i G (z a)n+1
n=0
f n (z )
X
0
=
(z 0 a)n .
n!
n=0
f (z 0 ) =
(8.27)
(z z 0 )k a k
k=
(8.28)
129
130
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
1
2i
I
C
( z 0 )k1 f ()d .
(8.29)
The coefficient
Res( f (z 0 )) = a 1 =
1
2i
I
C
f ()d
(8.30)
n
X bn
1 X
b
1
1
1
==
=
=
n+1
a b a 1 b
a n=0 a n
n=0 a
a
ak
k=1
b k+1
[substitution n + 1 k, n k 1 k n 1] =
(8.31)
[substitution n + 1 k, n k 1 k n 1] =
X
k=1
bk
a
(8.32)
.
k+1
X
X
X
1
bn
ak
ak
=
(1)n n+1 =
(1)k1 k+1 =
(1)k k+1 ,
a + b n=0
a
b
b
k=1
k=1
(8.33)
X
X
an
an
1
=
(1)n+1 n+1 =
(1)n n+1
a +b
b
b
n=0
n=0
X
k=1
(1)
k1
bk
a k+1
X
k=1
(1)
bk
a k+1
(8.34)
B R I E F R E V I E W O F C O M P L E X A N A LY S I S
I
(z a)n
X
X (z 0 a)n
1
0
f (z)
d
z
+
f
(z)
d
z
=
n+1
n+1
2i r 1
r2
n=0 (z a)
n=1 (z a)
I
I
X
f (z)
f (z)
1 X
n
n
=
(z 0 a)
dz +
(z 0 a)
dz
n+1
n+1
2i n=0
r 1 (z a)
r 2 (z a)
n=1
X
1
f (z)
n
=
(z 0 a)
dz .
2i r 1 r r 2 (z a)n+1
(8.35)
Suppose that g (z) is a function with a pole of order n at the point z 0 ;
that is g (z) = h(z)/(z z 0 )n , where h(z) is an analytic function. Then the
terms k (n + 1) vanish in the Laurent series. This follows from Cauchys
integral formula
ak =
1
2i
I
c
( z 0 )kn1 h()d = 0
(8.36)
for k n 1 0.
Note that, if f has a simple pole (pole of order 1) at z 0 , then it can be
rewritten into f (z) = g (z)/(z z 0 ) for some analytic function g (z) = (z
z 0 ) f (z) that remains after the singularity has been split from f . Cauchys
integral formula (8.20), and the residue can be rewritten as
a 1 =
1
2i
I
G
g (z)
d z = g (z 0 ).
z z0
(8.37)
For poles of higher order, the generalized Cauchy integral formula (8.21)
can be used.
(8.38)
zi
with rational kernel R; that is, R(x) = P (x)/Q(x), where P (x) and Q(x)
are polynomials (or can at least be bounded by a polynomial) with no
131
132
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
common root (and therefore factor). Suppose further that the degrees of
the polynomial is
degP (x) degQ(x) 2.
This condition is needed to assure that the additional upper or lower path
we want to add when completing the contour does not contribute; that is,
vanishes.
Now first let us analytically continue R(x) to the complex plane R(z);
that is,
Z
I=
Z
R(x)d x =
R(z)d z.
R(z)d z = 0
Z
R(z)d z +
R(z)d z =
R(z)d z.
&
r
r2
With the contour closed the residue theorem can be applied for an
evaluation of I ; that is,
I = 2i
ResR(z i )
zi
(i) Consider
Z
I=
dx
x2 + 1
The analytic continuation of the kernel and the addition with vanishing a semicircle far away closing the integration path in the upper
B R I E F R E V I E W O F C O M P L E X A N A LY S I S
dx
2 +1
x
Z
dz
=
2
z + 1
Z
Z
dz
dz
=
+
2
2
z + 1
z +1
Z
Z
dz
dz
=
+
(z
+
i
)(z
i
)
(z
+
i
)(z i )
I
1
1
=
f (z)d z with f (z) =
(z i )
(z + i )
= 2i Res
(z + i )(z i ) z=+i
Z
I=
(8.39)
= 2i f (+i )
= 2i
1
(2i )
= .
Here, Eq. (8.37) has been used. Closing the integration path in the lower
complex half-plane of z yields (note that in this case the contour integral is negative because of the path orientation)
dx
2 +1
x
Z
dz
=
2
z + 1
Z
Z
dz
dz
=
+
2
2
z + 1
lower path z + 1
Z
Z
dz
dz
=
+
(z + i )(z i )
lower path (z + i )(z i )
I
1
1
=
f (z)d z with f (z) =
(z + i )
(z i )
= 2i Res
(z + i )(z i ) z=i
Z
I=
= 2i f (i )
= 2i
1
(2i )
= .
(ii) Consider
Z
F (p) =
e i px
x2 + a2
dx
with a 6= 0.
The analytic continuation of the kernel yields
Z
F (p) =
e i pz
dz =
2
z + a2
e i pz
d z.
(z i a)(z + i a)
(8.40)
133
134
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
e i pz
(z + i a) z=+i a
2
e i pa
= 2i
2i a
pa
.
= e
a
(8.41)
e i pz
F (p) = 2i Res
(z i a) z=i a
2
= 2i
e i pa
2i a
i 2 pa
=
e
a
pa
=
e .
a
Hence, for a 6= 0,
F (p) =
|pa|
e
.
|a|
(8.42)
(8.43)
For p < 0 a very similar consideration, taking the lower path for continuation and thus aquiring a minus sign because of the clockwork
orientation of the path as compared to its interior yields
F (p) =
|pa|
e
.
|a|
(8.44)
(iii) If some function f (z) can be expanded into a Taylor series or Laurent
series, the residue can be directly obtained by the coefficient of the
1
z
1
z
f (z) = e z =
1 1 l
X
l =0 l ! z
around this singularity. The residue can be found by using the series
expansion of f (z);
that is, by comparing its coefficient of the 1/z term.
1
z
Hence, Res e
is the coefficient 1 of the 1/z term. Thus,
z=0
I
|z|=1
1
1
e z d z = 2i Res e z
z=0
= 2i .
(8.45)
B R I E F R E V I E W O F C O M P L E X A N A LY S I S
1
1
a 1 = Res e z
=
e z d z
z=0
2i C
Z
1
1 d z()
=
e ei
d
2i
d
Z
1
1
(8.46)
=
e e i i e i d
2i
Z
i
1
e e e i d
=
2
Z
1 e i i
=
e
d .
2
135
136
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
sin z = z
k=1
z 2
.
k
(8.47)
tained through Cauchys integral formula (8.21), taken along a circular path
with arbitrarily large radius r of length 2r in the limit of infinite radius;
that is,
1
<
2i
I
G
I
0
f (z)
f (z 0 ) = 1
d
z
2i
2
G (z z 0 )
f (z)
1
C r
C
dz <
0.
2r 2 =
2
(z z 0 )
2i
r
r
(8.48)
B R I E F R E V I E W O F C O M P L E X A N A LY S I S
137
k
Y
(z z i ) ,
(8.49)
i =1
where C.
No proof is presented here.
The fundamental theorem of algebra states that every polynomial (with
arbitrary complex coefficients) has a root [i.e. solution of f (z) = 0] in the
complex plane. Therefore, by the factor theorem, the number of roots of a
polynomial, up to multiplicity, equals its degree.
Again, no proof is presented here.
https://www.dpmms.cam.ac.uk/ wtg10/ftalg.html
9
Brief review of Fourier transforms
(9.1)
k=
f (x) =
D k e i kx .
(9.2)
k=
f (x) =
k g k (x).
(9.3)
k=
b
a
g k (x)g l (x)d x = kl .
(9.4)
140
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
One could arrange the coefficients k into a tuple (an ordered list of elements) (1 , 2 , . . .) and consider them as components or coordinates of a
vector with respect to the linear orthonormal functional basis G.
(9.5)
2
P
f (x) = a20 +
a k cos 2
L kx + b k sin L kx , with
k=1
L
ak =
bk =
2
L
2
L
R2
f (x) cos
L2
L
2
f (x) sin
2
L
L2
kx d x for k 0
(9.6)
kx d x for k > 0.
For a (heuristic) proof, consider the Fourier conjecture (9.1), and compute the coefficients A k , B k , and C .
First, observe that we have assumed that f is periodic in the interval
[ L2 , L2 ] with period L.
2
.
L
(9.7)
Thus we obtain
f (x) =
X
k=
2
2
A k cos( kx) + B k sin( kx) .
L
L
(9.8)
Now use the following properties: (i) for k = 0, cos(0) = 1 and sin(0) = 0.
Thus, by comparing the coefficient a 0 in (9.6) with A 0 in (9.1) we obtain
A0 =
a0
2 .
R L2 a0 P
= L 2 + n=1 a n cos nx
+ b n sin nx
dx
L
L
(9.9)
2
= a 0 L2 ,
and hence
a0 =
2
L
L
2
L2
f (x)d x
(9.10)
considering cos 2
sin L kx | f (x) and exploiting the orL kx | f (x)
thogonality relations for sines and cosines
R
L
2
L2
L
2
L2
kx cos 2
L l x d x = 0,
2
2
2
R L2
L
cos 2
L sin L kx sin L l x d x = 2 kl .
L kx cos L l x d x =
sin
2
L
(9.11)
x, for x < 0,
f (x) = |x| =
+x, for 0 x .
First observe that L = 2, and that f (x) = f (x); that is, f is an even
function of x; hence b n = 0, and the coefficients a n can be obtained by
considering only the integration between 0 and .
For n = 0,
a0 =
Z
d x f (x) =
xd x = .
For n > 0,
an
Z
f (x) cos(nx)d x =
Z
x cos(nx)d x =
0
Z
sin(nx) 2 cos(nx)
2 sin(nx)
x
dx =
=
n
n
n 2 0
0
0
0
for even n
2 cos(n) 1
4
2 n
= 2 sin
=
4
2
n
n
2
for odd n
n 2
=
Thus,
f (x)
=
=
4
cos 3x cos 5x
cos x +
+
+ =
2
9
25
cos[(2n + 1)x]
4 X
.
2 n=0 (2n + 1)2
141
142
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
f (x) =
ck =
R
1
L
2
(9.12)
The expontial form of the Fourier series can be derived from the Fourier
series (9.6) by Eulers formula (8.2), in particular, e i k = cos(k) + i sin(k),
and thus
cos(k) =
1 i k
1 i k
e
+ e i k , as well as sin(k) =
e
e i k .
2
2i
(9.13)
or
ck =
1
2 (a k i b k ) for k > 0,
a0
2 for k = 0,
1
2 (a k + i b k ) for k < 0.
(9.14)
Z L2
1 X
0
f (x 0 )e i k(x x) d x 0 .
L
L2
(9.15)
k=
Z L2
0
1 X
f (x 0 )e i k(x x) d x 0 k.
2 k= L2
(9.16)
(9.17)
143
1
;
2
(9.18)
that is, the factorization can be spread evenly among and , such that
p
= = 1/ 2, or unevenly, such as, for instance, = 1 and = 1/2, or
= 1/2 and = 1.
Most generally, the Fourier transformations can be rewritten (change of
integration constant), with arbitrary A, B R, as
R
F 1 [ f(k)](x) = f (x) = B f(k)e i Akx d k, and
R
0
f (x 0 )e i Akx d x 0 .
F [ f (x)](k) = f(k) = A
(9.19)
2B
(9.20)
t 2
(9.21)
p
is analytic in the region 0 Im t k; also, as
(9.22)
e x e 2i kx d x
(9.23)
p
p
(x + i k) yields d t /d x = ; thus
k 2
e
e
F [(x)](k) = (k)
= p
p
++i
Z k
Im t
2
e t d t
(9.24)
p
+i k
p
+i k
Let us rewrite the integration (9.24) into the Gaussian integral by considering the closed path whose left and right pieces vanish; moreover,
I
dte
C
t 2
Z
2
=
e t d t +
+
p
++i
Z k
p
+i k
t 2
d t = 0,
(9.25)
6
C-
?
- Re t
144
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
p
k. Thus, by substituting
Z+
2
dt =
e t d t ,
t 2
p
+i k
(9.26)
p
for the Gaussian integral, as
Z+
2
2
e t d t = e k .
(9.27)
{z
p
F 1 [(k)](x) = (x) = e x .
(9.28)
Eqs. (9.27) and (9.28) establish the fact that the Gaussian function
2
(x) = e x defined in (9.21) is an eigenfunction of the Fourier transformations F and F 1 with associated eigenvalue 1.
With a slightly different definition the Gaussian function f (x) = e x
2 /2
is
d2
+ x2
d x2
(9.29)
d2
d
H f (x) = 2 + x 2 f (x) =
(x) + x 2 f (x) = f (x);
dx
dx
(9.30)
with eigenvalue 1.
Instead of going too much into the details here, it may suffice to say that
the Hermite functions
h n (x) = 1/4 (2n n !)1/2
d
x
dx
e x
2 /2
2 /2
(9.31)
p
are all eigenfunctions of the Fourier transform with the eigenvalue i
2.
n
The polynomial Hn (x) of degree n is called Hermite polynomial. Hermite functions form a complete system, so that any function g (with
R
|g (x)|2 d x < ) has a Hermite expansion
g (x) =
g , h n h n (x).
k=0
(9.32)
10
Distributions as generalized functions
d H (t )
d t , we can assure ourselves of two of its properties (i)
=
1,
We
may
even define the
i = i j
Kronecker symbol i j as the difference
quotient of some discrete Heaviside
function Hi j = 1 for i j , and Hi , j = 0
else: i j = Hi j H(i 1) j = 1 only for i = j ;
else it vanishes.
146
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
dn
d xn
d
dx
(10.1)
d (n)
d x (n)
(10.2)
(10.3)
(10.4)
One more issue is the problem of the meaning and existence of weak
solutions (also called generalized solutions) of differential equations for
which, if interpreted in terms of regular functions, the derivatives may not
all exist.
Take, for example, the wave equation in one spatial dimension
2
2
u(x, t ) =
t 2
4 u(x, t ) = f (x c t ) + g (x + c t ),
c 2 x
2 u(x, t ). It has a solution of the form
0375-9601(90)90369-Y
What if we, for instance, set g = 0, and identify f (x c t ) with the Heaviside
infinite pulse function H (x c t )?
147
may associate with this function F (x) a distribution, or, used synonymously, a generalized function F [] or F , which in the weak sense is
defined as a continuous linear functional by integrating F (x) together with
some good test function as follows 5 :
F (x) F , F [] =
F (x)(x)d x.
(10.5)
Many other (regular) functions which are usually not integrable in the
interval (, +) will, through the pairing with a suitable or good test
function , induce a distribution.
For example, take
1 1[] 1, =
or
x x[] x, =
(x)d x,
x(x)d x,
or
e 2i ax e 2i ax [] e 2i ax , =
e 2i ax (x)d x.
10.2.1 Duality
Sometimes, F [] F , is also written in a scalar product notation; that
is, F [] = F | . This emphasizes the pairing aspect of F [] F , . It can
148
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
also be shown that the set of all distributions F is the dual space of the set
of test functions .
10.2.2 Linearity
Recall that a linear functional is some mathematical entity which maps a
function or another mathematical object into scalars in a linear manner;
that is, as the integral is linear, we obtain
F [c 1 1 + c 2 2 ] = c 1 F [1 ] + c 2 F [2 ];
(10.6)
(10.7)
10.2.3 Continuity
One way of expressing continuity is the following:
n
if n , then F [n ] F [],
(10.8)
if n , then F , n F , .
(10.9)
= g (x)(x)
= g ()() g ()()
|
{z
} |
{z
}
should vanish
g 0 (x)(x)d x
g (x)0 (x)d x
(10.10)
g (x)0 (x)d x
should vanish
= g [0 ] g , 0 .
149
We can justify the two main requirements of good test functions, at least
for a wide variety of purposes:
1. that they sufficiently vanish at infinity that can, for instance, be
achieved by requiring that their support (the set of arguments x where
g (x) 6= 0) is finite; and
2. that they are continuosly differentiable indeed, by induction, that they
are arbitrarily often differentiable.
In what follows we shall enumerate three types of suitable test functions satisfying these desiderata. One should, however, bear in mind that
the class of good test functions depends on the distribution. Take, for
example, the Dirac delta function (x). It is so concentrated that any (infinitely often) differentiable even constant function f (x) defind around
x = 0 can serve as a good test function (with respect to ), as f (x) only
evaluated at x = 0; that is, [ f ] = f (0). This is again an indication of the
duality between distributions on the one hand, and their test functions on
the other hand.
support means that (x) does not vanish only at a finite, bounded region of
x. Such a good test function is, for instance,
1
e 1((xa)/)2 for | xa | < 1,
,a (x) =
0
else.
(10.11)
x a
(x)
12
1x
for |x| 1
0.37
(0)
(n)
(x) =
(n)
is of the form
1
P n (x)
e x 2 1
(x 2 1)2n
for |x| 1,
1
1
Figure 10.1: Plot of a test function (x).
150
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
1
2
2
2
(u) (x 2 1)
2 2x etc.) and [x = 1 ] = x = 1 2 + = x 1 = ( 2)
lim (n) (x)
x1
1
P n (1 )
e (2)
2n
2n
0 ( 2)
lim
lim
0
P n (1) 1
e 2
2n 22n
P n (1) 2n R
1
= lim
R e 2 = 0,
= =
R 22n
R
6=
analytic function
=
1
c,d (x) n
(10.12)
1
1
+ d x
e xc
for c < x < d ,
c,d (x) =
(10.13)
0
else.
If (x) is a good test function, then
x P n (x)(x)
(10.14)
with any Polynomial P n (x), and, in particular, x n (x) also is a good test
function.
10.3.4 Test function class III: Tempered distributions and Fourier transforms
A particular class of good test functions having the property that they
vanish sufficiently fast for large arguments, but are nonzero at any finite
argument are capable of rendering Fourier transforms of generalized
functions. Such generalized functions are called tempered distributions.
(x) = e x .
(10.15)
We can multiply the Gaussian function with polynomials (or take its
derivatives) and thereby obtain a particular class of test functions inducing
tempered distributions.
The Gaussian function is normalized such that
Z
Z
2
(x)d x =
e x d x
t
dt
[variable substitution x = p , d x = p ]
Z
t
t
p
=
e
d p
Z
2
1
=p
e t d t
1 p
=p
= 1.
(10.16)
e x d x =
p
,
(10.17)
2
2
e x d x
e y d y
Z Z
(x 2 +y 2 )
e
dx dy
=
Z 2 Z
2
e r r d d r
=
0
0
Z 2
Z
2
=
d
e r r d r
0
0
Z
2
= 2
e r r d r
0
du
2 du
u=r ,
= 2r , d r =
dr
2r
Z
u
=
e du
0
= e u 0
= e + e 0
(10.18)
= .
The Gaussian test function (10.15) has the advantage that, as has been
shown in (9.27), with a certain kind of definition for the Fourier transform,
namely A = 2 and B = 1 in Eq. (9.19), its functional form does not change
151
152
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
e x e 2i kx d x = e k .
(10.19)
Just as for differentiation discussed later it is possible to shift or transfer the Fourier transformation from the distribution to the test function as
follows. Suppose we are interested in the Fourier transform F [F ] of some
distribution F . Then, with the convention A = 2 and B = 1 adopted in Eq.
(9.19), we must consider
Z
F [F ], F [F ][] =
F [F ](x)(x)d x
Z Z
F (y)e 2i x y d y (x)d x
=
Z
2i x y
=
F (y)
(x)e
dx dy
Z
=
F (y)F [](y)d y
(10.20)
= F , F [] F [F []].
in the same way we obtain the Fourier inversion for distributions
F 1 [F [F ]], = F [F 1 [F ]], = F , .
(10.21)
Note that, in the case of test functions with compact support say,
b
(x)
= 0 for |x| > a > 0 and finite a if the order of integrals is exchanged,
the new test function
Z
Z
2i x y
b
b
F [](y)
=
(x)e
dx
a
a
2i x y
b
(x)e
dx
(10.22)
b
obtained through a Fourier transform of (x),
does not necessarily inherit
b
b
a compact support from (x);
in particular, F [](y)
may not necessarily
b
vanish [i.e. F [](y)
= 0] for |y| > a > 0.
Let us, with these conventions, compute the Fourier transform of the
tempered Dirac delta distribution. Note that, by the very definition of the
Dirac delta distribution,
F [], = , F [] = F [](0) =
e 2i x0 (x)d x =
1(x)d x = 1, .
(10.23)
(10.24)
(10.25)
d
q(x) (x)d x
d x
d
= q(x)(x)x=
q(x)
(x) d x
dx
Z
d
q(x)
=
(x) d x
dx
0
= F F , 0 .
0
F , F =
By induction we obtain
d
F , F (n) , F (n) = (1)n F (n) = (1)n F , (n) .
d xn
(10.26)
(10.27)
(10.28)
153
154
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
Therefore,
g (x)0 (x) = g (0)0 (x) g 0 (0)(x).
(10.29)
f n (x)e i kx d x.
(10.30)
While this represents a method to calculate Fourier transforms of distributions, there are other, more direct ways of obtaining them. These
were mentioned earlier. In what follows, we shall enumerate the Fourier
transform of some species, mostly by complex analysis.
1
1
for y 2n
< x < y + 2n
else
(10.31)
become the delta function (x y). That is, in the functional sense
lim n (x y) = (x y).
(10.32)
Note that the area of this particular n (x y) above the x-axes is independent of n, since its width is 1/n and the height is n.
In an ad hoc sense, other delta sequences can be enumerated as follows. They all converge towards the delta function in the sense of linear
155
2 2
n
p e n x ,
1 sin(nx)
,
x
n 1
2 i nx 2
= (1 i )
e
2
1 e i nx e i nx
,
x
2i
=
=
=
=
(10.33)
(10.34)
(10.35)
(10.36)
1 ne x
,
1 + n2 x2
Z n
n
1
1
e i xt d t =
e i xt ,
n
2 n
2i x
1
sin
n
+
x
1
2
,
2
sin 12 x
=
=
=
n
1
,
1 + n2 x2
n sin(nx) 2
.
nx
=
=
(10.37)
(10.38)
(10.39)
(10.40)
(10.41)
Other commonly used limit forms of the -function are the Gaussian,
Lorentzian, and Dirichlet forms
(x)
=
=
=
1 x2
p e 2 ,
1
1
1
=
,
x 2 + 2 2i x i x + i
x
1 sin
,
x
(10.42)
(10.43)
(10.44)
(x)
(10.45)
10.6.2 distribution
In particular, the function maps to
Z
(x y)(x)d x = (y).
x
Figure 10.2: Diracs -function as a needle
shaped generalized function.
(x)
b 6b4 (x)
(10.46)
3 (x)
(10.47)
b
b
r
r rr rr r
2 (x)
b
r
1 (x)
x
Figure 10.3: Delta sequence approximating
Diracs -function as a more and more
needle shaped generalized function.
9
156
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
(x) [] = 0 [] = (0).
(10.48)
1
1
for y 2n
< x < y + 2n
else
defined in Eq. (10.31) and depicted in Fig. 10.3 is a delta sequence; that is,
if, for large n, it converges to in a functional sense. In order to verify this
claim, we have to integrate n (x) with good test functions (x) and take
the limit n ; if the result is (0), then we can identify n (x) in this limit
with (x) (in the functional sense). Since n (x) is uniform convergent, we
can exchange the limit with the integration; thus
Z
lim
n (x y)(x)d x
[variable transformation:
x 0 = x y, x = x 0 + y
d x 0 = d x, x 0 ]
Z
= lim
n (x 0 )(x 0 + y)d x 0
n
Z
= lim
1
2n
n 1
2n
n(x 0 + y)d x 0
[variable transformation:
u
u = 2nx 0 , x 0 =
,
2n
(10.49)
d u = 2nd x 0 , 1 u 1]
Z 1
u
du
n(
= lim
+ y)
n 1
2n
2n
Z
1 1
u
= lim
(
+ y)d u
n 2 1
2n
Z 1
1
u
=
lim (
+ y)d u
2 1 n 2n
Z 1
1
= (y)
du
2
1
= (y).
Hence, in the functional sense, this limit yields the -function. Thus we
obtain
lim n [] = [] = (0).
(10.50)
For a proof, note that (x)(x) = (0)(x), and that, in particular, with
the substitution x x,
Z
Z
(x)(x)d x = (0)
((x))d (x)
Z
Z
= (0)
(x)d x = (0)
(x)d x.
(x) = lim
(10.51)
d
H (x + ) H (x)
=
H (x)
dx
f (x)(x x 0 ) = f (x 0 )(x x 0 )
(10.52)
(10.53)
(10.54)
and
f (x)x0 [] = x0 f = f (x 0 )(x 0 ) = f (x 0 )x0 [].
(10.55)
(10.56)
and hence f x0 [] = f (x 0 )x0 [].
For the distribution with its extreme concentration at the origin,
a nonconcentrated test function suffices; in particular, a constant test
function such as (x) = 1 is fine. This is the reason why test functions
need not show up explicitly in expressions, and, in particular, integrals,
containing . Because, say, for suitable functions g (x) well behaved at
the origin,
Z
=
(10.57)
x(x) = 0
(10.58)
x[] = x = 0(0) = 0.
(10.59)
For a 6= 0,
(ax) =
1
(x),
|a|
(10.60)
157
158
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
1
(x x 0 )
|a|
(10.61)
For the sake of a proof, consider the case a > 0 as well as x 0 = 0 first:
Z
(ax)(x)d x
y
1
[variable substitution y = ax, x = , d x = d y]
a
Z a
y
1
dy
=
(y)
a
a
1
= (0);
a
(10.62)
(ax)(x)d x
y
1
[variable substitution y = ax, x = , d x = d y]
a
a
Z
y
1
=
(y)
dy
a
a
Z
y
1
(y)
=
dy
a
a
1
= (0).
a
In the case of x 0 6= 0 and a > 0, we obtain
Z
(10.63)
(a(x x 0 ))(x)d x
y
1
[variable substitution y = a(x x 0 ), x = + x 0 , d x = d y]
a
a
Z
y
1
(y)
=
+ x0 d y
a
a
1
=
(x 0 ).
|a|
(10.64)
1
(x x 0 ).
| f 0 (x 0 )|
(10.65)
X (x x i )
xi
| f 0 (x i )|
(10.66)
where the sum extends over all simple roots x i in the integration interval.
In particular,
(x 2 x 02 ) =
1
[(x x 0 ) + (x + x 0 )]
2|x 0 |
(10.67)
For a proof, note that, since f has only simple roots, it can be expanded
around these roots by
f (x) (x x 0 ) f 0 (x 0 )
with nonzero f 0 (x 0 ) R. By identifying f 0 (x 0 ) with a in Eq. (10.60) we
obtain Eq. (10.66).
0 ( f (x)) =
N f 00 (x )
N
X
X
f 0 (x i ) 0
i
(x
x
)
+
(x x i )
i
0
3
0
3
i =0 | f (x i )|
i =0 | f (x i )|
(10.68)
|x|(x 2 ) = (x)
(10.69)
x0 (x) = (x),
(10.70)
x0 (x)(x)d x
d
(x)
= x(x)|
+
x(x) d x
dx
Z
Z
=
(x)x0 (x)d x +
(x)(x)d x
(10.71)
(10.72)
= (1)n
(x)(n) (x)d x
(10.73)
(n) (x)(x)d x.
(10.74)
(10.75)
(10.76)
159
160
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
d (m)
xn
d x (m)
= (1)n n !nm |1
| {z }
(10.77)
= (1)n n !nm .
d
d
d2
[x H (x)] =
[H (x) + x(x)] =
H (x) = (x)
| {z }
d x2
dx
dx
(10.78)
If 3 (~
r ) = (x)(y)(r ) with ~
r = (x, y, z), then
3 (~
r ) = (x)(y)(z) =
3 (~
r)=
1 1
4 r
1
e i kr
( + k 2 )
4
r
1
cos kr
( + k 2 )
4
r
In quantum field theory, phase space integrals of the form
Z
1
= d p 0 H (p 0 )(p 2 m 2 )
2E
3 (~
r)=
(10.79)
(10.80)
(10.81)
(10.82)
if E = (~
p 2 + m 2 )(1/2) are exploited.
Z
= e i 0k
(x)d x
= 1, and thus
F
1
=
2
=
Z
0
e
[(k)]
= F 1 [1] = (x)
Z
1 i kx
e dk
=
2
[cos(kx) + i sin(kx)] d k
Z
i
cos(kx)d k +
sin(kx)d k
2
Z
1
=
cos(kx)d k.
0
(10.83)
161
That is, the Fourier transform of the -function is just a constant. spiked signals carry all frequencies in them. Note also that F [(x y)] =
e i k y F [(x)].
From Eq. (10.83 ) we can compute
F [1] = e
1(k) =
e i kx d x
[variable substitution x x]
Z
=
e i k(x) d (x)
+
Z
=
e i kx d x
+
Z +
=
e i kx d x
(10.84)
= 2(k).
2 X
kx 0
kx
(x x 0 ) =
sin
sin
L k=1
L
L
1 2 X
kx 0
kx
= +
cos
cos
.
L L k=1
L
L
10
(10.85)
(1)k
k!
11
k=1
http://dx.doi.org/10.1119/1.17238
f k (k) (x),
f (y)y k d y.
(10.86)
The sign denotes the functional character of this equation (10.86).
162
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
g (x) f (x)d x
Z
=
and comparing the coefficients in (10.87) with the coefficients of the Taylor
series expansion of g at x = 0
x n (n)
g (0) + f (x)d x
n!
Z
Z n
Z
x
= g (0)
f (x)d x + g 0 (0)
x f (x)d x + + g (n) (0)
f (x)d x + .
n !
(10.88)
g (x) f (x) =
g (0) + xg 0 (0) + +
b
a
Z
f (x)d x = lim
0+
c
a
Z
f (x)d x +
Z
f (x)d x
c+
= lim
0+ [a,c][c+,b]
(10.89)
f (x)d x,
dx
= lim
0+
1 x
dx
+
x
dx
+ x
Z 1
dx
dx
= lim
+
0+
+1 x
+ x
(10.90)
0+
1
x
1
x
distribution
integrable in the vicinity of x = 0. This issue can be alleviated or circumvented by considering the principle value P x1 . In this way the principle
value can be transferred to the context of distributions by defining a principal value distribution in a functional sense by
Z
1
1
P
= lim
(x)d x
+
0 |x|> x
x
Z
Z
1
1
= lim
(x)d x +
(x)d x
0+
x
+ x
[variable substitution x x in the first integral]
Z +
Z
1
1
= lim
(x)d x +
(x)d x
0+
+ x
+ x
Z
Z
1
1
(x)d x +
(x)d x
= lim
0+
+ x
+ x
Z +
(x) (x)
= lim
dx
0+
x
Z +
(x) (x)
=
d x.
x
0
In the functional sense,
1
x
(10.91)
can be interpreted as a principal value.
That is,
Z
=
1
=
x
1
(x)d x +
x
1
(x)d x
x
1
(x)d x
x
|x| (x)d x.
(10.93)
163
164
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
|x| can be evaluated and represented as follows:
|x| =
Z
=
Z
=
(x)(x)d x +
0
|x| (x)d x
x(x)d x
0
Z
x(x)d x +
x(x)d x
0
=
x(x)d x +
x(x)d x
0
0
Z
=
x (x) + (x) d x.
0
log(x)(x)d x +
log x(x)d x
0
=
log x(x)d x +
log x(x)d x
0
0
Z
=
log x (x) + (x) d x.
0
1
d
=
log |x| ,
x
dx
(10.96)
1 (1)n1 d n
P
=
log |x| .
xn
(n 1)! d x n
(10.97)
For a proof of Eq. (10.96) consider the functional derivative log0 |x|[] of
log |x|[] by insertion into Eq. (10.95); that is
log0 |x|[] =
Z
d log(x)
d log x
(x)d x +
(x)d x
d
x
dx
Z
Z 0
1
1
(x)d x +
=
(x)d x
(x)
0 x
Z 0
Z
1
1
=
(x)d x +
(x)d x
x
0 x
1
xn
distribution
1
xn
1 12
.
x
Thus, let
12
1
d 1
=
x2
dx x
1 0
(x) 0 (x) d x
x
1 0
=P
.
x
(10.99)
1
1 d 1 1 1 0
1 00
=
=
=
x3
2 d x x 2Z
2 x2
2x
1
1 00
=
(x) 00 (x) d x
2 0 x
1
1 00
= P
.
2
x
(10.100)
1 0
=
x
Z
0
Also,
165
166
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
xn
1 0
n1
1 d 1
1
=
n1
n 1 dx x
n 1 x
1
1
d 1 0
1
1 00
=
=
n2
n2
n 1 n 2 dx x
(n 1)(n 2) x
1
1 (n1)
= =
(n 1)! x
Z
1
1 (n1)
=
.
P
(n 1)!
x
=
1
xi
distribution
Z
=
(10.101)
1
x+i .
Z
1
1
=
(x)d x
x +i
x + i
Z
x i
=
(x)d x
(x + i )(x i )
Z
x i
(x)d x
=
x 2 + 2
Z
x
1
(x)d x + i
(x)d x.
2
2
2
2
x +
x +
(10.102)
Let us treat the two summands of (10.102) separately. (i) Upon variable
substitution x = y, d x = d y in the second integral in (10.102) we obtain
1
(x)d x =
2
x + 2
= 2
1
2 y 2 + 2
(y)d y
1
(y)d y
2 (y 2 + 1)
Z
1
=
(y)d y
2
y + 1
(10.103)
Z
1
1
(y)d
y
=
(0)
dy
2 +1
y2 + 1
y
y=
= (0) arctan y y=
= (0) = [].
(10.104)
x
(x)d x
x 2 + 2
Z 0
x
x
=
(x)d x +
(x)d x
2
2
2
2
x +
0 x +
Z 0
Z
x
x
=
(x)d (x) +
(x)d x
2 + 2
2 + 2
(x)
x
+
Z
Z0
x
x
=
(x)d x +
(x)d x
2
2
2
2
0 x +
0 x +
Z
x
=
(x) (x) d x.
2
2
0 x +
Z
x
(x) (x)
lim
(x)
(x)
d
x
=
dx
0 0 x 2 + 2
x
0
1
=P
,
x
(10.105)
(10.106)
where in the last step the principle value distribution (10.91) has been
used.
Putting all parts together, we obtain
1
1
1
1
[].
=
lim
=
P
i
[]
=
P
0 x + i
x + i 0+
x
x
(10.107)
A very similar calculation yields
1
1
1
1
+
i
[].
=
lim
=
P
+
i
[]
=
P
0 x i
x i 0+
x
x
(10.108)
These equations (10.107) and (10.108) are often called the Sokhotsky formula, also known as the Plemelj formula, or the Plemelj-Sokhotsky formula.
(10.109)
H (x)
b
x
Figure 10.4: Plot of the Heaviside step
function H (x).
167
168
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
In the spirit of the above definition, it might have been more appropriate to define H (0) = 21 ; that is,
H (x x 0 ) =
for x > x 0
1
2
for x = x 0
for x < x 0
(10.110)
xx 0
(t )d t ,
(10.111)
d
H (x x 0 ) = (x x 0 ).
dx
Z
=
0 (x)d x
0
x=
= (x)
(10.112)
x=0
= () +(0)
| {z }
=0
= ,
for all test functions (x). Hence we can in the functional sense identify
with H 0 . More explicitly, through integration by parts, we obtain
d
H (x x 0 ) (x)d x
d x
= H (x x 0 )(x)
H (x x 0 )
(x) d x
dx
Z
d
= H ()() H ()()
(x) d x
|
{z
} |
{z
} x0 d x
Z
()=0
02 =0
(10.113)
Z
=
x0
d
(x) d x
dx
x=
= (x)
x=x 0
= [() (x 0 )]
= (x 0 ).
169
(2l )!(4l + 3)
1 X
+ (1)l 2l +2
P 2l +1 (x),
2 l =0
2
l !(l + 1)!
1
|x| .
(x) = lim H
0
2
An integral representation of H (x) is
Z
1
1
H (x) = lim
e i xt d t .
0+ 2i t i
(10.114)
(10.115)
(10.116)
(10.117)
1 1
x
H (x) = lim H (x) = lim
+ tan1
.
(10.118)
0
0 2
respectively.
Another limit representation of the Heaviside function is in terms of the
Dirichlets discontinuity factor
H (x) = lim H t (x)
t
Z t
2
sin(kx)
= lim
dk
t 0
k
Z
sin(kx)
2
d x.
=
0
x
A proof uses a variant 13 of the sine integral function
Z x
sin t
Si(x) =
dt
t
0
(10.119)
(10.120)
which in the limit of large argument converges towards the Dirichlet integral (no proof is given here)
Z
Si() =
sin t
dt = .
t
2
(10.121)
Z
sin(xt )
sin(u)
dt
d u.
(10.122)
t
u
0
0
The sign depends on whether k is positive or negative. The Dirichlet inZ
13
Eli Maor. Trigonometric Delights.
Princeton University Press, Princeton,
1998. URL http://press.princeton.
edu/books/maor/
170
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
10.12.3 H distribution
The distribution associated with the Heaviside functiom H (x) is defined by
H =
H (x)(x)d x.
(10.123)
H can be evaluated and represented as follows:
H =
H (x)(x)d x
Z
=
(x)d x.
(10.124)
(10.125)
H (x)e i kx d x
1
= (k) i P
k
1
= i i (k) + P
k
i
= lim
0+ k i
(10.126)
14
f (k)
F [H (x)] = F [H (x)e x ] = H
Z
=
H (x)e i kx d x
Z
=
H (x)e x e i kx d x
Z
2
=
H (x)e i kx+(i ) x d x
Z
=
H (x)e i (ki )x d x
Z
=
e i (ki )x d x
0
#x=
"
e i (ki )x
=
i (k i )
x=0
#x=
"
e i k e )x
=
i (k i )
x=0
"
# "
#
e i k e
e i k0 e 0
=
i (k i )
i (k i )
= 0
(10.127)
(1)
i
=
.
i (k i )
(k i )
(10.128)
10.13.1 Definition
1
sgn(x x 0 ) =
0
+1
for x < x 0
for x = x 0 .
(10.129)
for x > x 0
b
1
2
as in
Eq. (10.110), the sign function can be written by stretching the former
(the Heaviside step function) by a factor of two, and shifting it by one
negative unit as follows
sgn(x x 0 ) = 2H (x x 0 ) 1,
1
H (x x 0 ) = sgn(x x 0 ) + 1 ;
2
and also
sgn(x x 0 ) = H (x x 0 ) H (x 0 x).
(10.130)
171
172
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
e n
sgnn (x x 0 ) =
+e
for x < x 0
x
n
for x > x 0
(10.131)
x6=x 0
=
=
sin[(2n + 1)x]
4 X
(10.132)
n=0
(2n + 1)
4 X
cos[(2n + 1)(x /2)]
(1)n
, < x < . (10.133)
n=0
(2n + 1)
1
2(k)
= 2 (k) i P
k
1
= 2i P
.
k
(10.134)
x x0
|x x 0 | =
0
x0 x
|x|
for x > x 0
for x = x 0
(10.135)
for x < x 0
@
@
@
@
@
|x|
x
=
.
|x|
x
(10.136)
(10.137)
On the other hand, the derivative of the absolute value function is the
sign function, at least up to a singular point at x = 0, and thus the absolute
value function can be interpreted as the integral of the sign function (in the
distributional sense); that is,
for x > 0
1
d |x|
=
undefined
dx
x6=0
= sgn(x);
for x = 0
(10.138)
for x < 0
Z
|x| =
sgn(x)d x.
lim
sin2
As a hint, take
R + sin2 x
x2
= (x).
x 2
(10.139)
d x = .
Z+
sin2
x2
(x)d x
x dy 1
,
= , d x = d y]
dx
Z+
1
2 sin2 (y)
= lim
(y)
dy
0
2 y 2
[variable substitution y =
(10.140)
1
(0)
Z+
sin2 (y)
dy
y2
= (0).
lim
sin2
x 2
= (x).
(10.141)
1 ne x
1+n 2 x 2
173
174
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
x 2 ) = we obtain
1
lim
n
Z+
ne x
(x)d x
1 + n2 x2
y dy
dy
[variable substitution y = xn, x = ,
= n, d x =
]
n dx
n
Z+ y 2
ne n
y dy
1
= lim
n
1 + y2
n n
Z+
y 2
lim e
y i
1
dy
1 + y2
(10.142)
Z+
0
e (0)
1
dy
1 + y2
(0)
=
Z+
1
dy
1 + y2
=
(0)
= (0) .
Hence we can identify
2
1 ne x
= (x).
n 1 + n 2 x 2
lim
(10.143)
3. Let us prove that x n (n) (x) = C (x) and determine the constant C . We
proceed again by integrating over a good test function . First note that
if (x) is a good test function, then so is x n (x).
Z
Z
d xx n (n) (x)(x) =
d x(n) (x) x n (x) =
Z
(n)
n
=
= (1)
d x(x) x n (x)
Z
(n1)
= (1)n d x(x) nx n1 (x) + x n 0 (x)
=
(1)
"
Z
d x(x)
n
X
n
k
k=0
(1)n
#
n (k)
(x )
(nk)
(x) =
=
=
(x
X (x x i )
i
| f 0 (x i )|
As a result,
1
(x 2 a 2 ) = (x a)(x + a) =
(x a) + (x + a) .
|2a|
Taking this into account we finally obtain
Z+
(x 2 a 2 )g (x)d x
Z+
=
(x a) + (x + a)
g (x)d x
2|a|
=
(10.144)
g (a) + g (a)
.
2|a|
5. Let us evaluate
Z
I=
(x 12 + x 22 + x 32 R 2 )d 3 x
(10.145)
for R R, R > 0. We may, of course, remain tn the standard Cartesian coordinate system and evaluate the integral by brute force. Alternatively,
a more elegant way is to use the spherical symmetry of the problem and
use spherical coordinates r , (, ) by rewriting I into
Z
I=
r 2 (r 2 R 2 )d d r .
(10.146)
r ,
(10.147)
= 2R.
6. Let us compute
Z Z
(x 3 y 2 + 2y)(x + y)H (y x 6) f (x, y) d x d y.
(10.148)
175
176
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
X
i
1
(x x i ),
| f 0 (x i )|
at the roots
x1
x 2,3
1 1+8 13
2
=
=
1
2
2
d 3
(x x 2 2x) = 3x 2 2x 2;
dx
yields
Z
dx
(x) + (x 2) + (x + 1)
H (2x 6) f (x, x) =
|3x 2 2x 2|
1
1
H (6) f (0, 0) +
H (4 6) f (2, 2) +
| 2| | {z }
|12 4 2| | {z }
=0
=0
1
H (2 6) f (1, 1)
+
|3 + 2 2| | {z }
=0
0
7. When simplifying derivatives of generalized functions it is always useful to evaluate their properties such as x(x) = 0, f (x)(x x 0 ) =
f (x 0 )(x x 0 ), or (x) = (x) first and before proceeding with the
next differentiation or evaluation. We shall present some applications of
this rule next.
First, simplify
d
H (x)e x
dx
(10.149)
as follows
d
H (x)e x H (x)e x
dx
= (x)e x + H (x)e x H (x)e x
= (x)e 0
= (x)
(10.150)
177
8. Next, simplify
d2
2 1
+
H (x) sin(x)
d x2
(10.151)
as follows
d2 1
H
(x)
sin(x)
+ H (x) sin(x)
d x2
i
1 d h
(x) sin(x) +H (x) cos(x) + H (x) sin(x)
=
{z
}
dx |
=0
i
1h
(x) cos(x) 2 H (x) sin(x) + H (x) sin(x) = (x)
=
{z
}
|
(x)
(10.152)
9. Let us compute the nth derivative of
0 for x < 0,
f (x) = x for 0 x 1,
0 for x > 1.
f (x)
p
p
(10.153)
f 1 (x)
p
`
f 1 (x)
=
=
x
f 2 (x) f 1 (x); and this composition can be done in at least two ways.
f 2 (x)
Decomposition (i)
f 2 (x) = x
f (x)
0
f (x)
x H (x) H (x 1) = x H (x) x H (x 1)
f (x)
=
=
H (x) H (x 1) (x 1)
0
(x) (x 1) (x 1)
x H (x)H (1 x)
f 0 (x)
=
00
f (x)
(x) (x 1) 0 (x 1)
H (x) H (x 1)
H (x)H (1 x)
178
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
| sin x| for x ,
f (x) =
0
for |x| > .
(10.154)
fr
< x < ;
H (x) H (x),
( sgn x)
f 0 (x)
00
f (x)
000
f (x)
f (4) (x)
hence
f (4)
f (5)
179
11
Greens function
dn
d n1
d
+
a
(x)
+ . . . + a 1 (x)
+ a 0 (x)
n1
n
n1
dx
dx
dx
n
X
dj
=
a j (x)
,
dxj
j =0
(11.1)
where a i (x), 0 i n are functions of x. The idea is quite straightforward: if we are able to obtain the inverse G of the differential operator L
defined by
L x G(x, x 0 ) = (x x 0 ),
(11.2)
with representing Diracs delta function, then the solution to the inhomogenuous differential equation (11.1) can be obtained by integrating
G(x x 0 ) alongside with the inhomogenuous term f (x 0 ); that is,
Z
y(x) =
G(x, x 0 ) f (x 0 )d x 0 .
(11.3)
182
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
This claim, as posted in Eq. (11.3), can be verified by explicitly applying the
differential operator L x to the solution y(x),
L x y(x)
Z
= Lx
G(x, x 0 ) f (x 0 )d x 0
Z
=
L x G(x, x 0 ) f (x 0 )d x 0
Z
=
(x x 0 ) f (x 0 )d x 0
(11.4)
= f (x).
Let us check whether G(x, x 0 ) = H (x x 0 ) sinh(x x 0 ) is a Greens function
of the differential operator L x =
d2
d x2
Note that
L x G(x, x 0 )
(x x 0 )
d
1 H (x x 0 ) sinh(x x 0 )
d x2
(x x 0 )
d
sinh x = cosh x,
dx
d
cosh x = sinh x; and hence
dx
d
0
0
0
0
0
0
(x x ) sinh(x x ) +H (x x ) cosh(x x ) H (x x ) sinh(x x ) =
{z
}
dx |
=0
(x x 0 ) cosh(x x 0 )+ H (x x 0 ) sinh(x x 0 ) H (x x 0 ) sinh(x x 0 ) = (x x 0 ).
The solution (11.4) so obtained is not unique, as it is only a special solution to the inhomogenuous equation (11.1). The general solution to (11.1)
can be found by adding the general solution y 0 (x) of the corresponding
homogenuous differential equation
L x y(x) = 0
(11.5)
to one special solution say, the one obtained in Eq. (11.4) through Greens
function techniques.
Indeed, the most general solution
Y (x) = y(x) + y 0 (x)
(11.6)
(11.7)
Conversely, any two distinct special solutions y 1 (x) and y 2 (x) of the inhomogenuous differential equation (11.4) differ only by a function which is
GREENS FUNCTION
183
(11.8)
From now on, we assume that the coefficients a j (x) = a j in Eq. (11.1)
are constants, and thus translational invariant. Then the differential operator L x , as well as the entire Ansatz (11.2) for G(x, x 0 ), is translation
invariant, because derivatives are defined only by relative distances, and
(x x 0 ) is translation invariant for the same reason. Hence,
G(x, x 0 ) = G(x x 0 ).
(11.9)
(11.10)
Now set = x 0 ; then we can define a new greens functions which just depends on one argument (instead of previously two), which is the difference
of the old arguments
G(x x 0 , x 0 x 0 ) = G(x x 0 , 0) G(x x 0 ).
(11.11)
What is important for applications is the possibility to adapt the solutions of some inhomogenuous differential equation to boundary and initial
value problems. In particular, a properly chosen G(x x 0 ), in its dependence on the parameter x, inherits some behaviour of the solution y(x).
Suppose, for instance, we would like to find solutions with y(x i ) = 0 for
some parameter values x i , i = 1, . . . , k. Then, the Greens function G must
vanish there also
G(x i x 0 ) = 0 for i = 1, . . . , k.
(11.12)
(11.13)
184
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
Suppose further that L x is of degree n, and therefore (we assume without proof) that we know all (a complete set of) the n eigenfunctions
1 (x), 2 (x), . . . , n (x) of L x . In this case, orthogonality of the system of
eigenfunctions holds, such that
Z
i (x) j (x)d x = i j ,
(11.14)
i (x)i (x 0 ) = (x x 0 ).
(11.15)
i =1
n (x) (x 0 )
X
j
j
j =1
(11.16)
For the sake of proof, apply the differential operator L x to the Greens
function Ansatz G of Eq. (11.16) and verify that it satisfies Eq. (11.2):
L x G(x x 0 )
= Lx
n (x) (x 0 )
X
j
j
j =1
n [L (x)] (x 0 )
X
x j
j
j =1
n [ (x)] (x 0 )
X
j j
j
j =1
(11.17)
n
X
j (x) j (x 0 )
j =1
= (x x 0 ).
For a demonstration of completeness of systems of eigenfunctions, consider, for instance, the differential equation corresponding to the harmonic
vibration [please do not confuse this with the harmonic oscillator (9.29)]
Lt =
d2
= k 2,
dt2
(11.18)
with k R.
Without any boundary conditions the associated eigenfunctions are
(t ) = e i t ,
(11.19)
GREENS FUNCTION
Z
0
=
e i t e i t d
Z
0
=
e i (t t ) d
(11.20)
= (t t 0 ).
The associated Greens function is
0
e i (t t )
G(t t ) =
d .
2
( )
Z
(11.21)
G(t t 0 )k 2 d t 0 =
2
0
k
e i (t t ) d d t 0 .
(11.22)
n
L
n
t ,
L
(11.23)
d4
y(x) = q(x) c,
d x4
(11.24)
d2
d2
y(0)
=
y(L) = 0.
d x2
d x2
(11.25)
r
j (x) =
2
j x
sin
L
L
j
L
(11.26)
185
186
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
j x
2
L x j (x) = L x
sin
L
L
r
2
j x
= Lx
sin
L
L
4 r
j
2
j x
=
sin
L
L
L
4
j
=
j (x).
L
r
(11.27)
The cosine functions which are also solutions of the Euler-Bernoulli equations (11.24) do not vanish at the origin x = 0.
Hence,
sin
2 X
G(x x 0 )(x) =
L j =1
2L 3 X
j =1
j x
L
sin
4
j x0
L
j
L
(11.28)
1
j x
j x
sin
sin
j4
L
L
G(x x 0 )g (x 0 )d x 0
#
Z L " 3 X
2L 1
j x
j x0
c
sin
sin
d x0
4 j =1 j 4
L
L
0
Z L
1
2cL 3 X
j x
j x0
0
4
sin
sin
d
x
j =1 j 4
L
L
0
1
4cL 4 X
j x
2 j
5
sin
sin
j =1 j 5
L
2
y(x) =
(11.29)
dn
d n1
d
+
a
+ . . . + a1
+ a0
n1
n
n1
dx
dx
dx
n
X
dj
=
aj
,
dxj
j =0
(11.30)
GREENS FUNCTION
First, recall that, by Eq. (10.83) on page 160 the Fourier transform of the
e = 1 is just a constant; with our definition unity. Then,
delta function (k)
can be written as
(x x 0 ) =
1
2
e i k(xx ) d k
(11.31)
Z
e =
G(k)
G(x)e i kx d x
(11.32)
1
2
i kx
e
G(k)e
d k.
(11.33)
1
2
i kx
e
G(k)e
dk =
1
2
e
G(k)
L x e i kx d k
Z
1 i kx
e d k.
= (x) =
2
(11.34)
i kx
e
G(k)L
d k = 0,
x 1 e
e
G(k)L
k 1 = 0,
(11.35)
e = (L k )1 ,
G(k)
where L k is obtained from L x by substituting every derivative ddx in the
e
latter by i k in the former. in that way, the Fourier transform G(k)
is obtained as a polynomial of degree n, the same degree as the highest order of
derivative in L x .
In order to obtain the Greens function G(x), and to be able to integrate
over it with the inhomogenuous term f (x), we have to Fourier transform
e
G(k)
back to G(x).
Then we have to make sure that the solution obeys the initial conditions, and, if necessary, we have to add solutions of the homogenuos
equation L x G(x x 0 ) = 0. That is all.
Let us consider a few examples for this procedure.
1. First, let us solve the differential operator y 0 y = t on the intervall
[0, ) with the boundary conditions y(0) = 0.
We observe that the associated differential operator is given by
Lt =
d
1,
dt
187
188
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
L t G 1 (t , t )
1
2
1
2
+
R
0
G 1 (k)e i k(t t ) d k; hence
Z+
0
d
G 1 (k)
1 e i k(t t ) d k =
dt
|
{z
}
= (i k 1)e i k(t t
Z+
0
1
0
e i k(t t ) d k
(t t ) =
2
0)
1
G 1 (t , t 0 ) =
2
Z+
1
1
=
i k 1 i (k + i )
Im k
6
region t t 0 > 0
e i k(t t )
dk
i (k + i )
The paths in the upper and lower integration plain are drawn in Frig.
>
- Re k
>
11.1.
The closures throught the respective half-circle paths vanish.
0
residuum theorem: G 1 (t , t )
G 1 (t , t 0 )
=
=
region t t 0 < 0
for t > t
!
0
1 e i k(t t )
; i =
2i Res
2i (k + i )
e t t
for t < t 0 .
GREENS FUNCTION
for the general solution we can choose the constant coefficient a so that
0
0
G(t , t 0 ) = 1 H (t 0 t ) e t t .
Since H (x) = 1 H (x), G(t , t 0 ) can be rewritten as
0
G(t , t 0 ) = H (t t 0 )e t t .
In the final step we obtain the solution through integration of G over the
inhomogenuous term t :
Z
y(t )
H (t t 0 ) e t t t 0 d t 0 =
| {z }
0
= 1 for t 0 < t
t
Z
Zt
0
t t 0 0
0
t
e
t dt = e
t 0 e t d t 0 =
0
0 t 0
e t e
Zt
(e
t 0
)d t
(t e
)e
t i
= e t t e t e t + 1 = e t 1 t .
t 0
d2y
dt2
d2
+ 1.
dt2
The Fourier Ansatz for the Greens function is
L=
G 1 (t , t 0 )
L G1
1
2
1
2
1
2
Z+
i k(t t 0 )
G(k)e
dk
Z+
G(k)
Z+
0
d2
+ 1 e i k(t t ) d k =
dt2
0
G(k)((i
k)2 + 1)e i k(t t ) d k =
(t t 0 ) =
1
2
Z+
0
e i k(t t ) d k =
Hence
G(k)(1
k 2) = 1
189
190
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
ant thus
G(k)
=
1
1
=
(1 k 2 ) (k + 1)(k 1)
Z+
e i k(t t )
dk =
(k + 1)(k 1)
0
1
e i k(t t )
2i Res
;k = 1 +
2
(k + 1)(k 1)
!
0
e i k(t t )
; k = 1 H (t t 0 )
Res
(k + 1)(k 1)
1
2
Im k
6
>
G 1 (t , t 0 )
=
=
G 1 (0, t 0 )
G 10 (t , t 0 )
G 10 (0, t 0 )
0
0
i
e i (t t ) e i (t t ) H (t t 0 ) =
2
0
i (t t 0 )
e
e i (t t )
H (t t 0 ) = sin(t t 0 )H (t t 0 )
2i
sin(t 0 )H (t 0 ) = 0
since t 0 > 0
cos(t t 0 )H (t t 0 ) + sin(t t 0 )(t t 0 )
{z
}
|
=0
cos(t 0 )H (t 0 ) = 0
as before.
Z
Z
0
0
0
G(t , t ) f (t )d t = sin(t t 0 ) H (t t 0 ) cos t 0 d t 0 =
| {z }
0
0
= 1 for t > t 0
Zt
Zt
sin(t t 0 ) cos t 0 d t 0 = (sin t cos t 0 cos t sin t 0 ) cos t 0 d t 0 =
0
Zt
=
Zt
(cos t 0 )2 d t 0 cos t
Zt
si nt 0 cos t 0 d t 0 =
sin t
2 0
sin t t
1 0
t
(t + sin t 0 cos t 0 ) cos t
sin t
=
0
0
2
2
=
.
2
2
2
2
>
- Re k
Part IV:
Differential equations
12
Sturm-Liouville theory
This is only a very brief dive into Sturm-Liouville theory, which has many
fascinating aspects and connections to Fourier analysis, the special functions of mathematical physics, operator theory, and linear algebra 1 . In
physics, many formalizations involve second order differential equations,
which, in their most general form, can be written as 2
L x y(x) = a 0 (x)y(x) + a 1 (x)
d2
d
y(x) + a 2 (x) 2 y(x) = f (x).
dx
dx
(12.1)
d
d2
+ a 2 (x) 2 .
dx
dx
(12.2)
Dirichlet boundary conditions are of the form y(a) = y(b) = 0 for some
a, b.
Neumann boundary conditions are of the form y 0 (a) = y 0 (b) = 0 for some
a, b.
0
Periodic boundary conditions are of the form y(a) = y(b) and y (a) =
y 0 (b) for some a, b.
d
d
p(x)
y(x) + q(x)y(x) = F (x),
dx
dx
R
with p(x) = e
a 0 (x) a 0 (x)
=
e
a 2 (x) a 2 (x)
f (x)
f (x) R
F (x) = p(x)
=
e
a 2 (x) a 2 (x)
R
q(x) = p(x)
a 1 (x)
a 2 (x) d x
a 1 (x)
a 2 (x) d x
(12.3)
a 1 (x)
a 2 (x) d x
194
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
d
d
p(x)
+ q(x)
dx
dx
(12.4)
d2
d
= p(x) 2 + p 0 (x)
+ q(x)
dx
dx
is called Sturm-Liouville differential operator.
For a proof, we insert p(x), q(x) and F (x) into the Sturm-Liouville form
of Eq. (12.3) and compare it with Eq. (12.1).
R
d
e
dx
R
a 1 (x)
a 2 (x) d x
a 1 (x)
a 2 (x) d x
d
a 0 (x) R
+
e
dx
a 2 (x)
a 1 (x)
a 2 (x) d x
y(x) =
f (x) R
e
a 2 (x)
a 1 (x)
a 2 (x) d x
(x)
d2
a 1 (x) d
a 0 (x)
f (x) R aa1 (x)
dx
+
+
y(x) =
e 2
2
dx
a 2 (x) d x a 2 (x)
a 2 (x)
d2
d
a 2 (x) 2 + a 1 (x)
+ a 0 (x) y(x) = f (x).
dx
dx
(12.5)
(12.6)
for x (a, b) and continuous p(x) > 0, p 0 (x), q(x) and (x) > 0.
We mention without proof (for proofs, see, for instance, Ref. 3 ) that
the eigenvalues turn out to be real, countable, and ordered, and that
there is a smallest eigenvalue 1 such that 1 < 2 < 3 < ;
for each eigenvalue j there exists an eigenfunction j (x) with j 1
zeroes on (a, b);
eigenfunctions corresponding to different eigenvalues are orthogonal,
and can be normalized, with respect to the weight function (x); that is,
Z b
j | k =
j (x)k (x)(x)d x = j k
(12.7)
a
c k k (x),
k=1
with
ck =
f | k
= f | k .
k | k
(12.8)
S T U R M - L I O U V I L L E T H E O RY
Z
f | g =
f (x)g (x)(x)d x.
(12.9)
b
a
(12.10)
= L | =
a
b
a
(x)[L (x)](x)d x
(12.11)
[L (x)](x)(x)d x
b
a
00
b
a
(x)[L x (x)](x)d x
(12.12)
0
b
a
b
(x)a 1 (x)0 (x)d x = (x)a 1 (x)(x)a
b
a
b
(x)a 2 (x)00 (x)d x = (x)a 2 (x)0 (x)a
b
b
= (x)a 2 (x) (x)a ((x)a 2 (x))0 (x)a +
b
= (x)a 2 (x)0 (x) ((x)a 2 (x))0 (x)a +
b
a
b
195
196
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
b
a
(x)[L x (x)](x)d x
(12.15)
b
= (x)a 1 (x)(x) + (x)a 2 (x) (x) ((x)a 2 (x)) (x)a
Z b
+
[(a 2 (x)(x))00 (a 1 (x)(x))0 + a 0 (x)(x)](x)d x.
0
(12.16)
d
d
d
=
a 2 (x)
+ a 20 (x) a 10 (x) a 1 (x)
+ a 0 (x)
dx
dx
dx
L x =
= a 20 (x)
d
d2
d
d
+ a 2 (x) 2 + a 200 (x) + a 20 (x)
a 10 (x) a 1 (x)
+ a 0 (x)
dx
dx
dx
dx
d2
d
= a 2 (x) 2 + [2a 20 (x) a 1 (x)]
+ a 200 (x) a 10 (x) + a 0 (x).
dx
dx
(12.17)
If
L x = L x ,
(12.18)
d
d2
d
d
S =
p(x)
+ q(x) = p(x) 2 + p 0 (x)
+ q(x)
dx
dx
dx
dx
(12.19)
from Eq. (12.4) is self-adjoint, we verify Eq. (12.17) with S taken from Eq.
(12.16). Thereby, we identify a 2 (x) = p(x), a 1 (x) = p 0 (x), and a 0 (x) = q(x);
hence
d2
d
+ [2a 20 (x) a 1 (x)]
+ a 200 (x) a 10 (x) + a 0 (x)
2
dx
dx
d2
d
= p(x) 2 + [2p 0 (x) p 0 (x)]
+ p 00 (x) p 00 (x) + q(x)
dx
dx
d2
d
= p(x) 2 + p 0 (x)
q(x)
dx
dx
S x = a 2 (x)
= Sx .
(12.20)
S T U R M - L I O U V I L L E T H E O RY
197
Alternatively we could argue from Eqs. (12.17) and (12.18), noting that a
differential operator is self-adjoint if and only if
L x = a 2 (x)
= L x = a 2 (x)
d
d2
a 1 (x)
+ a 0 (x)
d x2
dx
d
d2
+ [2a 20 (x) a 1 (x)]
+ a 200 (x) a 10 (x) + a 0 (x).
d x2
dx
(12.21)
(12.22)
(12.23)
d2
d
p(x) 2 + p 0 (x)
+ q(x) + (x) y(x) = 0,
dx
dx
2
p 0 (x) d
q(x) + (x)
d
+
+
y(x) = 0
d x 2 p(x) d x
p(x)
(12.24)
d2
) ]w(t ) = 0, with t [t (a), t (b)].
w(t ) + [q(t
dt2
(12.25)
p
4
Z
a
(s)
d s,
p(s)
(12.26)
"
0 0 #
1
1
p
)=
q(t
q 4 p p p
.
4 p
(12.27)
198
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
(12.28)
p(x) = e
3x
x2
dx
=e
3
x dx
= e 3 log x = x 3 ,
q(x) = p(x)
F (x) = p(x)
1
= x,
x2
(12.29)
y
= x y, and hence (x) = x.
(x 2 )
1
x w(t (x))
(12.30)
(12.31)
1
x w(log x) and finally obtain the
(12.32)
(12.33)
n
log 2
2
.
(12.34)
n
,
log 2
(12.35)
w n () = a sin
and thus
yn =
1
n
a sin
log x .
x
log 2
(12.36)
S T U R M - L I O U V I L L E T H E O RY
199
We can check that they are orthonormal by inserting into Eq. (12.7) and
verifying it; that is,
Z2
(12.37)
more explicitly,
Z2
1
log x
log x
1
2
sin m
d xx 2 a sin n
x
log 2
log 2
log x
log 2
du
1 1
dx
=
,u=
]
d x log 2 x
x log 2
[variable substitution u =
(12.38)
u=1
Z
=
u=0
Z 1
log 2
d u sin(nu) sin(mu)
2
= a2
2
{z
}
| {z } | 0
=1
= nm
= nm .
Finally, with a =
2
log 2
yn =
2 1
log x
sin n
.
log 2 x
log 2
(12.39)
in Table 12.1.
(12.40)
200
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
(x)
x (1 x)
1
1
p(x)
x +1 (1 x)+1
1 x2
x(1 x)
q(x)
0
0
0
l (l + 1)
l (l + 1)
2
m 2
l (l + 1)
n2
Shifted Chebyshev I
1 x2
p
1 x2
p
x(1 x)
n2
Chebyshev II
(1 x 2 ) 2
n(n + 2)
1x 2
p 1
x(1x)
p
1 x2
1
(1 x 2 )+ 2
n(n + 2)
(1 x 2 ) 2
x
0
0
a2
x
e x
x k e x
0
0
2
k2
e x
1
l (l + 1)x 2
Equation
Hypergeometric
Legendre
Shifted Legendre
Associated Legendre
Chebyshev I
Ultraspherical (Gegenbauer)
Bessel
Laguerre
Associated Laguerre
x
xe x
x k+1 e x
Hermite
Fourier
(harmonic oscillator)
Schrdinger
(hydrogen atom)
xe x
1
1
1x
n2
1
p1
13
Separation of variables
This chapter deals with the ancient alchemic suspicion of solve et coagula
that it is possible to solve a problem by splitting it up into partial problems,
solving these issues separately; and consecutively joining together the partial solutions, thereby yielding the full answer to the problem translated
into the context of partial differential equations; that is, equations with
derivatives of more than one variable. Thereby, solving the separate partial
problems is not dissimilar to applying subprograms from some program
library.
Already Descartes mentioned this sort of method in his Discours de la
mthode pour bien conduire sa raison et chercher la verit dans les sciences
(English translation: Discourse on the Method of Rightly Conducting Ones
Reason and of Seeking Truth) 1 stating that (in a newer translation 2 )
[Rule Five:] The whole method consists entirely in the ordering and arranging
of the objects on which we must concentrate our minds eye if we are to discover some truth . We shall be following this method exactly if we first reduce
complicated and obscure propositions step by step to simpler ones, and then,
starting with the intuition of the simplest ones of all, try to ascend through
the same steps to a knowledge of all the rest. [Rule Thirteen:] If we perfectly
understand a problem we must abstract it from every superfluous conception,
reduce it to its simplest terms and, by means of an enumeration, divide it up
into the smallest possible parts.
The method of separation of variables is one among a couple of strategies to solve differential equations 3 , and it is a very important one in
physics.
Separation of variables can be applied whenever we have no mixtures
of derivatives and functional dependencies; more specifically, whenever
the partial differential equation can be written as a sum
L x,y (x, y) = (L x + L y )(x, y) = 0, or
L x (x, y) = L y (x, y).
(13.1)
(13.2)
202
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
(13.3)
1
1
v(x) L x v(x) = u(y) L y u(y) = a,
L x v(x)
v(x)
L y u(y)
u(y)
does not
(13.4)
or
L x v(x) av(x) = 0,
(13.5)
L y u(y) + au(y) = 0.
This separation of variable Ansatz can be often used when the Laplace
operator = is involved, since there the partial derivatives with respect
to different variables occur in different summands.
The general solution is a linear combination (superposition) of the
products of all the linear independent solutions that is, the sum of the
products of all separate (linear independent) solutions, weighted by an
arbitrary scalar factor.
For the sake of demonstration, let us consider a few examples.
1. Let us separate the homogenuous Laplace differential equation
=
1
2
2
+
+
=0
u 2 + v 2 u 2 v 2
z 2
2 (u
(13.6)
v 2 ), uv, z .
2 1
2 2
2
1
=0
2
3
1
3
1
2
u2 + v 2
u 2
v 2
z 2
00
00
1 002
1
+
= 3 = = const.
2
2
u + v 1 2
3
is constant because it does neither depend on u, v [because of the
right hand side 003 (z)/3 (z)], nor on z (because of the left hand side).
Furthermore,
001
1
u 2 =
002
2
+ v 2 = l 2 = const.
S E PA R AT I O N O F VA R I A B L E S
0,
002 (v 2 l 2 )2
003 + 3
0,
0.
2. Let us separate the homogenuous (i) Laplace, (ii) wave, and (iii) diffusion equations, in elliptic cylinder coordinates (u, v, z) with ~
x=
(a cosh u cos v, a sinh u sin v, z) and
2
2
2
+
+
.
z 2
a 2 (sinh2 u + sin2 v) u 2 v 2
1
ad (i):
Again the separation of variables Ansatz is (u, v, z) = 1 (u)2 (v)3 (z).
Hence,
2 1
2
2 2
=
1
2
1
3
2
3
u 2
v 2
z 2
a 2 (sinh2 u + sin2 v)
00
003
1 002
1
+
=
= k 2 = const. = 003 + k 2 3 = 0
3
a 2 (sinh2 u + sin2 v) 1 2
001 002
+
= k 2 a 2 (sinh2 u + sin2 v),
1 2
001
00
k 2 a 2 sinh2 u = 2 + k 2 a 2 sin2 v = l 2 ,
1
2
(13.7)
1
and finally,
001
(k 2 a 2 sinh2 u + l 2 )1
0,
002
(k 2 a 2 sin2 v l 2 )2
0.
ad (ii):
the wave equation is given by
=
1 2
.
c 2 t 2
Hence,
2
2
2
1 2
+
+
+
=
.
z 2
c 2 t 2
a 2 (sinh2 u + sin2 v) u 2 v 2
1
203
204
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
001
a 2 (sinh2 u + sin2 v) 1
002
003
1 T 00
= 2 = const.,
c2 T
2
3
1 T 00
= 2 = T 00 + c 2 2 T = 0,
c2 T
00
00
1 002
1
= 3 2 = k 2 ,
+
2
2
3
a 2 (sinh u + sin v) 1 2
(13.8)
003 + (2 + k 2 )3 = 0
001
1
001
1
002
2
= k 2 a 2 (sinh2 u + sin2 v)
a 2 k 2 sinh2 u =
002
2
+ a 2 k 2 sin2 v = l 2 ,
and finally,
001 (k 2 a 2 sinh2 u + l 2 )1 = 0,
(13.9)
002 (k 2 a 2 sin2 v l 2 )2 = 0.
ad (iii):
The diffusion equation is =
1
D t .
001
a 2 (sinh2 u + sin2 v) 1
002
2
003
3
1 T0
= 2 = const.
D T
2D t
T = Ae
003 + (2 + k 2 )3 = 0 = 003 = (2 + k 2 )3 = 3 = B e i
(13.10)
p
2 +k 2 z
and finally,
001 (2 k 2 sinh2 u + l 2 )1 = 0
002 (2 k 2 sin2 v l 2 )2 = 0.
(13.11)
14
Special functions of mathematical physics
http://www.math.upenn.edu/~wilf/
website/Mathematics_for_the_
Physical_Sciences.html; W. W. Bell.
Special Functions for Scientists and Engineers. D. Van Nostrand Company Ltd,
London, 1968; Nico M. Temme. Special
functions: an introduction to the classical
functions of mathematical physics. John
Wiley & Sons, Inc., New York, 1996. ISBN
0-471-11313-1; Nico M. Temme. Numerical aspects of special functions. Acta
Numerica, 16:379478, 2007. ISSN 09624929. D O I : 10.1017/S0962492904000077.
URL http://dx.doi.org/10.1017/
S0962492904000077; George E. Andrews, Richard Askey, and Ranjan Roy.
Special Functions, volume 71 of Encyclopedia of Mathematics and its Applications. Cambridge University Press,
Cambridge, 1999. ISBN 0-521-623219; Vadim Kuznetsov. Special functions
and their symmetries. Part I: Algebraic
and analytic methods. Postgraduate
Course in Applied Analysis, May 2003.
URL http://www1.maths.leeds.ac.
uk/~kisilv/courses/sp-funct.pdf;
and Vladimir Kisil. Special functions
and their symmetries. Part II: Algebraic
and symmetry methods. Postgraduate
Course in Applied Analysis, May 2003.
URL http://www1.maths.leeds.ac.uk/
~kisilv/courses/sp-repr.pdf
2
206
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
(14.1)
Let us first define the shifted factorial or, by another naming, the
Pochhammer symbol
def
(a)0 = 1,
(a + n)
def
(a)n = a(a + 1) (a + n 1) =
,
(a)
(14.2)
(14.3)
(z + n)!
.
(z + 1)n
Since
(z + n)! = (n + z)!
= 1 2 n (n + 1)(n + 2) (n + z)
= n ! (n + 1)(n + 2) (n + z)
(14.4)
= n !(n + 1)z ,
we can rewrite Eq. (14.3) into
z! =
n !n z (n + 1)z
n !(n + 1)z
=
.
(z + 1)n
(z + 1)n n z
(14.5)
Since the latter factor, for large n, converges as [O(x) means of the
order of x]
(n + 1)z (n + 1)((n + 1) + 1) ((n + 1) + z 1)
=
nz
nz
n z + O(n z1 )
=
nz
z
n
O(n z1 )
= z+
n
nz
(14.6)
= 1 + O(n 1 ) 1,
in this limit, Eq. (14.5) can be written as
n !n z
.
n (z + 1)n
z ! = lim z ! = lim
n
(14.7)
Hence, for all z C which are not equal to a negative integer that is,
z 6 {1, 2, . . .} we can, in analogy to the classical factorial, define a
factorial function shifted by one as
def
n !n z
,
n (z + 1)n
(z + 1) = lim
(14.8)
S P E C I A L F U N C T I O N S O F M AT H E M AT I C A L P H Y S I C S
and thus, because for very large n and constant z (i.e., z n), (z + n) n,
n !n z1
n (z)n
(z) = lim
n !n z1
z(z + 1) (z + n 1)
z +n
n !n z1
= lim
n z(z + 1) (z + n 1) z + n
| {z }
= lim
(14.9)
n !n z1 (z + n)
= lim
n z(z + 1) (z + n)
1
n !n z
= lim
.
z n (z + 1)n
(z + 1) has thus been redefined in terms of z ! in Eq. (14.3), which, by
comparing Eqs. (14.8) and (14.9), also implies that
(z + 1) = z(z).
(14.10)
(14.11)
(1) = lim
(14.12)
(z) =
t z1 e t d t .
(14.13)
Note that Eq. (14.10) can be derived from this integral representation of
(z) by partial integration; that is,
Z
(z + 1) =
t z e t d t
0
Z
d z t
= t z e t 0
t e dt
dt
| {z }
0
0
Z
=
Z
=z
zt
z1 t
(14.14)
dt
t z1 e t d t = z(z).
p
1
= ,
2
(14.15)
207
208
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
n
2
p (n 2)!!
(n1)/2 , for n > 0; and
2
.
sin(x)
1 for n = 1, 0, and
2 4 (n 2) n
(2i )
=
(2k)
!!
=
i =1
(n 2) n
n/2
=2
12
2
2
k
= k !2 for positive even n = 2k, k 1, and
n !! =
1 3 (n 2) n
k
Y
i =1
(2k
2)
(2k
1) (2k)
(2k)
!!
(2k)!
(14.16)
(14.17)
(14.18)
2 x x
1
(x) =
1+O
x e
x
n p
(14.19)
(14.20)
S P E C I A L F U N C T I O N S O F M AT H E M AT I C A L P H Y S I C S
d
d2
y(x) + a 1 (x)
y(x) + a 0 (x)y(x) = 0.
2
dx
dx
(14.21)
If a 0 (x), a 1 (x) and a 2 (x) are analytic at some point x 0 and in its neighborhood, and if a 2 (x 0 ) 6= 0 at x 0 , then x 0 is called an ordinary point, or regular
point. We state without proof that in this case the solutions around x 0 can
be expanded as power series. In this case we can divide equation (14.21) by
a 2 (x) and rewrite it
1
d
d2
y(x) + p 1 (x)
L x y(x) =
y(x) + p 2 (x)y(x) = 0,
a 2 (x)
d x2
dx
(14.22)
xx 0
a 0 (x)
a 1 (x)
, as well as lim (x x 0 )2
xx
0
a 2 (x)
a 2 (x)
(14.23)
both exist. If any one of these limits does not exist, the singular point is an
irregular singular point.
A linear ordinary differential equation is called Fuchsian, or Fuchsian
differential equation generalizable to arbitrary order n of differentiation
dn
d n1
d
+ p 1 (x) n1 + + p n1 (x)
+ p n (x) y(x) = 0,
d xn
dx
dx
(14.24)
if every singular point, including infinity, is regular, meaning that p k (x) has
at most poles of order k.
A very important case is a Fuchsian of the second order (up to second
derivatives occur). In this case, we suppose that the coefficients in (14.22)
satisfy the following conditions:
p 1 (x) has at most single poles, and
p 2 (x) has at most double poles.
The simplest realization of this case is for a 2 (x) = a(x x 0 )2 , a 1 (x) =
b(x x 0 ), a 0 (x) = c for some constant a, b, c C.
209
210
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
2
2
d
d
d
d
d
d
d2
2
2
2
2
3
4
=
t
t
=
t
2t
t
=
2t
+
t
d z2
dt
dt
dt
dt2
dt
dt2
d
d
w 0 (z) =
w(z) = t 2 u(t ) = t 2 u 0 (t )
dz
dt
2
2
d
d
d
w(z) = 2t 3
+ t 4 2 u(t ) = 2t 3 u 0 (t ) + t 4 u 00 (t )
w 00 (z) =
d z2
dt
dt
(14.25)
1
1
(t 2 u 0 ) + p 2
u = 0,
t
t
(14.26)
and hence,
1#
p 2 1t
2 p1 t
0
u +
u +
u = 0.
t
t2
t4
"
00
From
def
p1 (t ) =
"
1#
2 p1 t
t
t2
and
def
p2 (t ) =
p2
(14.27)
(14.28)
1
t
t4
(14.29)
(14.30)
S P E C I A L F U N C T I O N S O F M AT H E M AT I C A L P H Y S I C S
211
First, let us start with poles at finite complex numbers. Suppose there
are k finite poles (the behavior of p 1 (x) and p 2 (x) at infinity will be treated
later). Hence, in Eq. (14.22), the coefficients must be of the form
p 1 (x) = Qk
P 1 (x)
j =1 (x x j )
and p 2 (x) = Qk
P 2 (x)
j =1 (x x j )
,
(14.31)
,
where the x 1 , . . . , x k are k the points of the (regular singular) poles, and
P 1 (x) and P 2 (x) entire functions; that is, they are analytic (or, by another
wording, holomorphic) over the whole complex plane formed by {x | x C}.
Second, consider possible poles at infinity. Note that, as has been shown
earlier, because of the requirement that infinity is a regular singular point,
p 1 (x)x as well as p 2 (x)x 2 , as x approaches infinity, must both be
analytic. Therefore, p 1 (x) cannot grow faster than |x|1 , and p 2 (x) cannot
grow faster than |x|2 .
Q
Therefore, as x approaches infinity, P 1 (x) = p 1 (x) kj=1 (x x j ) does
Q
not grow faster than |x|k1 , and P 2 (x) = p 2 (x) kj=1 (x x j )2 does not grow
faster than |x|2k2 .
Recall that both P 1 (x) and P 2 (x) are entire functions. Therefore, because
of the generalized Liouville theorem 3 (mentioned on page 136), both P 1 (x)
and P 2 (x) must be rational functions that is, polynomials of the form
P (x)
Q(x)
k
X
j =1
and p 2 (x) =
k
X
j =1
Bj
(x x j
)2
Aj
x xj
Cj
x xj
,
(14.32)
212
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
(14.33)
Make the Ansatz, also known as known as Frobenius method 7 , that the
solution can be expanded into a power series of the form
y(x) =
aj x j .
(14.34)
j =0
X
d X
j
a j x j = 0,
aj x
d x j =0
j =0
j a j x j 1
j a j x j 1
j =1
a j x j = 0,
j =0
j =0
a j x j = 0,
(14.35)
j =0
(m + 1)a m+1 x m
m= j 1=0
a j x j = 0,
j =0
( j + 1)a j +1 x j
a j x j = 0,
j =0
j =0
a j
j +1
= a0
j +1
, and
( j + 1)!
(14.36)
a j = a0
.
j!
Therefore,
y(x) =
X
j =0
a0
(x) j
X
j j
x = a0
= a 0 e x .
j!
j
!
j =0
(14.37)
A 1 (x) X
=
j (x x 0 ) j 1 for 0 < |x x 0 | < r 1 ,
x x 0 j =0
X
A 2 (x)
=
j (x x 0 ) j 2 for 0 < |x x 0 | < r 2 ,
(x x 0 )2 j =0
y(x) = (x x 0 )
X
l =0
(x x 0 )l w l =
X
l =0
(x x 0 )l + w l , with w 0 6= 0,
(14.38)
S P E C I A L F U N C T I O N S O F M AT H E M AT I C A L P H Y S I C S
where A 1 (x) = [(x x 0 )a 1 (x)]/a 2 (x) and A 2 (x) = [(x x 0 )2 a 0 (x)]/a 2 (x). Eq.
(14.22) then becomes
d2
d
y(x) + p 1 (x)
y(x) + p 2 (x)y(x) = 0,
2
d
x
d
#x
"
X
X
X
d2
j 1 d
j 2
w l (x x 0 )l + = 0,
(x
x
)
(x
x
)
+
+
0
0
j
j
d x 2 j =0
d x j =0
l =0
(l + )(l + 1)w l (x x 0 )l +2
l =0
"
+
#
(l + )w l (x x 0 )
l +1
j (x x 0 ) j 1
j =0
l =0
"
#
w l (x x 0 )
(x x 0 )
j (x x 0 ) j 2 = 0,
j =0
l =0
X
2
l +
l =0
+(l + )w l
j (x x 0 ) +w l
j =0
(x x 0 )
"
#
j (x x 0 )
= 0,
j =0
(l + )(l + 1)w l (x x 0 )l
l =0
X
l =0
(l + )w l
X
j =0
j (x x 0 )l + j +
X
l =0
wl
#
j (x x 0 )l + j = 0.
j =0
213
214
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
X
2
(l + )(l + 1)w l (x x 0 )l
(x x 0 )
l =0
X
(l + )w l j (x x 0 )l + j
j =0 l =0
#
w l j (x x 0 )
l+j
= 0,
j =0 l =0
(x x 0 )2
(m + )(m + 1)w m (x x 0 )m
m=0
X
m
X
(l + )w l ml (x x 0 )l +ml
m=0 l =0
X
m
X
(14.39)
#
w l ml (x x 0 )
l +ml
= 0,
m=0 l =0
(x x 0 )
m=0
m
X
(l + )w l ml +
l =0
(x x 0 )
m
X
#)
w l ml
= 0,
l =0
m=0
m
X
#)
= 0.
w l (l + )ml + ml
l =0
(0 + )(0 + 1)w 0 + w 0 (0 + )0 + 0 = 0
def
f 0 () = ( 1) + 0 + 0 = 0.
(14.40)
f k () = k + k ,
(14.41)
(14.42)
S P E C I A L F U N C T I O N S O F M AT H E M AT I C A L P H Y S I C S
215
1,2 =
q
1
1 0 (1 0 )2 40
2
(14.43)
q
(1 0 )2 40
(14.44)
is nonzero and not an integer, then the two solutions found from 1,2
through the generalized series Ansatz (14.38) are linear independent.
Intuitively speaking, the Frobenius method is in obvious trouble to
find the general solution of the Fuchsian equation if the two characteristic
exponents coincide (e.g., 1 = 2 ), but it is also in trouble to find the
general solution if 1 2 = m N; that is, if, for some positive integer m,
1 = 2 + m > 2 . Because in this case, eventually at n = m in Eq. (14.42),
we obtain as iterative solution for the coefficient w m the term
wm =
w m1 f 1 (2 + m 1) + + w 0 f m (2 )
f 0 (2 + m)
w m1 f 1 (1 1) + + w 0 f m (2 )
=
,
f 0 (1 )
| {z }
(14.45)
=0
v(s)d s.
x
(14.46)
216
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
Inserting y 2 (x) from (14.46) into the Fuchsian equation (14.22), and using
the fact that by assumption y 1 (x) is a solution of it, yields
d2
d
y 2 (x) + p 1 (x)
y 2 (x) + p 2 (x)y 2 (x) = 0,
2
dx
dx
Z
Z
Z
d
d2
y 1 (x) v(s)d s + p 1 (x)
y 1 (x) v(s)d s + p 2 (x)y 1 (x) v(s)d s = 0,
d x2
dx
x
x
x
d
d
y 1 (x)
v(s)d s + y 1 (x)v(x)
dx
dx
x
Z
Z
d
+p 1 (x)
y 1 (x)
v(s)d s + p 1 (x)v(x) + p 2 (x)y 1 (x) v(s)d s = 0,
dx
x
x
Z
2
d
d
d
d
y
(x)
v(s)d
s
+
y
(x)
v(x)
+
y
(x)
v(x)
+
y
(x)
v(x)
1
1
1
1
d x2
dx
dx
dx
x
Z
Z
d
+p 1 (x)
y 1 (x)
v(s)d s + p 1 (x)y 1 (x)v(x) + p 2 (x)y 1 (x) v(s)d s = 0,
dx
x
x
Z
Z
2
Z
d
d
v(s)d s + p 1 (x)
v(s)d s + p 2 (x)y 1 (x) v(s)d s
y 1 (x)
y 1 (x)
d x2
dx
x
x
x
d
d
d
+p 1 (x)y 1 (x)v(x) +
y 1 (x) v(x) +
y 1 (x) v(x) + y 1 (x)
v(x) = 0,
dx
dx
dx
2
Z
Z
Z
d
d
y 1 (x)
v(s)d s + p 1 (x)
y 1 (x)
v(s)d s + p 2 (x)y 1 (x) v(s)d s
d x2
dx
x
x
x
d
d
+y 1 (x)
v(x) + 2
y 1 (x) v(x) + p 1 (x)y 1 (x)v(x) = 0,
dx
dx
Z
2
d
d
y
(x)
+
p
(x)
y
(x)
+
p
(x)y
(x)
v(s)d s
1
1
1
2
1
d x2
dx
x
|
{z
}
=0
d
d
v(x) + 2
y 1 (x) + p 1 (x)y 1 (x) v(x) = 0,
+y 1 (x)
dx
dx
d
d
y 1 (x)
v(x) + 2
y 1 (x) + p 1 (x)y 1 (x) v(x) = 0,
dx
dx
and finally,
0
y 1 (x)
v (x) + v(x) 2
+ p 1 (x) = 0.
y 1 (x)
0
(14.47)
0 = lim (z z 0 )2 p 2 (z),
zz 0
(14.48)
S P E C I A L F U N C T I O N S O F M AT H E M AT I C A L P H Y S I C S
ak (z z 0 )k with ak =
k=1
1
2i
p 1 (s)(s z 0 )(k+1) d s.
The summands vanish for k < 1, because p 1 (z) has at most a pole of order
def
n (z z 0 )n1 ,
n=0
where
n = an1 =
1
2i
p 1 (s)(s z 0 )n d s;
in particular,
0 =
1
2i
I
p 1 (s)d s.
Because the equation is Fuchsian, p 1 (z) has only a pole of order one at z 0 ;
and p 1 (z) is of the form
p 1 (z) =
a 1 (z)
(z z 0 )p 1 (z)
=
(z z 0 )a 2 (z)
(z z 0 )
and
0 =
1
2i
p 1 (s)(s z 0 )
d s,
(s z 0 )
n=0 n (z z 0 )
n1
n (z z 0 )n .
n=0
In the limit z z 0 ,
lim (z z 0 )p 1 (z) = n
zz 0
1
b k (z z 0 )k with b k =
2i
k=2
p 2 (s)(s z 0 )(k+1) d s.
The summands vanish for k < 2, because p 2 (z) has at most a pole of
second order at z 0 . Let us change the index : n = k + 2 (= k = n 2) and
def
n = b n2 . Hence,
X
p 2 (z) =
n (z z 0 )n2 ,
n=0
where
n =
1
2i
p 2 (s)(s z 0 )(n1) d s,
217
218
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
in particular,
I
1
p 2 (s)(s z 0 )d s.
2i
Because the equation is Fuchsian, p 2 (z) has only a pole of the order of two
0 =
a 2 (z)
(z z 0 )2 p 2 (z)
=
2
(z z 0 ) a 2 (z)
(z z 0 )2
1
2i
p 2 (s)(s z 0 )2
d s;
(s z 0 )
n=0 n (z
z 0 )n2 .
zz 0
14.3.7 Examples
Let us consider some examples involving Fuchsian equations of the second
order.
1. Find out whether the following differential equations are Fuchsian, and
enumerate the regular singular points:
zw 00 + (1 z)w 0 = 0,
z 2 w 00 + zw 0 2 w = 0,
z 2 (1 + z)2 w 00 + 2z(z + 1)(z + 2)w 0 4w = 0,
2z(z + 2)w 00 + w 0 zw = 0.
ad 1: zw 00 + (1 z)w 0 = 0 = w 00 +
(1 z) 0
w =0
z
z = 0:
(1 z)
= 1, 0 = lim z 2 0 = 0.
z0
z
The equation for the characteristic exponent is
0 = lim z
z0
( 1) + 0 + 0 = 0 = 2 + = 0 = 1,2 = 0.
z = : z =
1
t
1
1 t
p1 (t ) =
1
t
t2
1 1t
2
1 1
t +1
= + 2= 2
t
t
t t
t
(14.49)
S P E C I A L F U N C T I O N S O F M AT H E M AT I C A L P H Y S I C S
= not Fuchsian.
1
v2
ad 2: z 2 w 00 + zw 0 v 2 w = 0 = w 00 + w 0 2 w = 0.
z
z
z = 0:
2
v
0 = lim z 2 = v 2 .
z0
z
1
0 = lim z = 1,
z0 z
= 2 + v 2 = 0 = 1,2 = v
z = : z =
1
t
p1 (t )
p2 (t )
1
2 1
t=
t t2
t
v2
1 2 2
=
t
v
t4
t2
1
v2
= u 00 + u 0 2 u = 0 = 1,2 = v
t
t
= Fuchsian equation.
ad 3:
z 2 (1+z)2 w 00 +2z(z+1)(z+2)w 0 4w = 0 = w 00 +
2(z + 2) 0
4
w =0
w 2
z(z + 1)
z (1 + z)2
z = 0:
4
= 4.
z0
z0
z 2 (1 + z)2
p
3 9 + 16
4
2
= ( 1) + 4 4 = + 3 4 = 0 = 1,2 =
=
2
+1
0 = lim z
0 = lim z 2
2(z + 2)
= 4,
z(z + 1)
z = 1:
4
= 4.
z1
z1
z 2 (1 + z)2
p
3 9 + 16
+4
2
= ( 1) 2 4 = 3 4 = 0 = 1,2 =
=
2
1
z = :
1
2 1 2 t +2
2 2 t +2
2
1 + 2t
=
1
p1 (t ) =
=
t t 2 1t 1t + 1
t
1+t
t
1+t
1
4
4
t2
= 4
p2 (t ) =
=
2
4
2
2
1
1
t
t
(t
+
1)
(t
+
1)2
1+
0 = lim (z + 1)
0 = lim (z + 1)2
2(z + 2)
= 2,
z(z + 1)
t2
2
1 + 2t 0
4
u
u=0
= u 00 + 1
t
1+t
(t + 1)2
2
1 + 2t
4
0 = lim t 1
= 0, 0 = lim t 2
= 0.
t 0 t
t 0
1+t
(t + 1)2
219
220
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
= ( 1) = 0 = 1,2 =
0
1
= Fuchsian equation.
ad 4:
2z(z + 2)w 00 + w 0 zw = 0 = w 00 +
z = 0:
1
1
w0
w =0
2z(z + 2)
2(z + 2)
1
1
1
= , 0 = lim z 2
= 0.
z0 2z(z + 2)
z0
4
2(z + 2)
1
3
3
= 2 + = 0 = 2 = 0 = 1 = 0, 2 = .
4
4
4
0 = lim z
z = 2:
1
1
= ,
2z(z + 2)
4
0 = lim (z + 2)
z2
= 1 = 0,
0 = lim (z + 2)2
z2
1
= 0.
2(z + 2)
5
2 = .
4
z = :
p1 (t )
!
1
2
1
2 1
2
1
=
1
t t 2t t +2
t 2(1 + 2t )
p2 (t )
1 (1)
1
= 3
t 4 2 1t + 2
2t (1 + 2t )
= not a Fuchsian.
2. Determine the solutions of
z 2 w 00 + (3z + 1)w 0 + w = 0
around the regular singular points.
The singularities are at z = 0 and z = .
Singularities at z = 0:
p 1 (z) =
3z + 1 a 1 (z)
1
=
with a 1 (z) = 3 +
2
z
z
z
p 1 (z) has a pole of higher order than one; hence this is no Fuchsian
equation; and z = 0 is an irregular singular point.
Singularities at z = :
1
Transformation z = , w(z) u(t ):
t
2
1
1
1
1
u 00 (t ) +
2 p1
u 0 (t ) + 4 p 2
u(t ) = 0.
t t
t
t
t
The new coefficient functions are
2 1
1
2 1
2 3
1
p1 (t ) =
2 p1
= 2 (3t + t 2 ) = 1 = 1
t t
t
t t
t t
t
1
1
t2
1
p2 (t ) =
p2
= 4= 2
t4
t
t
t
S P E C I A L F U N C T I O N S O F M AT H E M AT I C A L P H Y S I C S
with a1 (t ) = (1 + t )
regular
with a2 (t ) = 1
regular
1
1
u 00 (t )
+ 1 u 0 (t ) + 2 u(t )
t
t
t 2 u 00 (t ) (t + t 2 )u 0 (t ) + u(t )
=
=
=
X
n=0
X
n=0
w n t n+
w n (n + )t n+1
w n (n + )(n + 1)t n+2
n=0
n=0
(t + t 2 )
w n (n + )t n+1 +
n=0
w n t n+ = 0
n=0
w n (n + )(n + 1)t n+
n=0
w n (n + )t n+
n=0
w n (n + )t n++1 +
n=0
w n t n+ = 0
n=0
h
i
X
w n (n + )(n + 2) + 1 t n+
w m1 (m 1 + )t m+ = 0.
n=0
m=1
h
i
X
w n (n + )(n + 2) + 1 t n+
w n1 (n + 1)t n+ = 0.
n=0
n=1
X
w 0 ( 2) + 1 t +
w n (n + )(n + 2) + 1 t n+
n=1
X
n=1
w n1 (n + 1)t n+ = 0.
221
222
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
The left hand side can only vanish for all t if the coefficients vanish;
hence
h
i
w 0 ( 2) + 1
0,
(14.50)
w n (n + )(n + 2) + 1 w n1 (n + 1)
0.
(14.51)
ad (14.50) for w 0 :
( 2) + 1
2 + 1
( 1)
= (1,2)
=1
(2)
The charakteristic exponent is (1)
= = 1.
w n1 (n + 1)
= w n
n +1
w n1 .
(n + )(n + 2) + 1
Let us insert = 1:
wn =
n
n
n
1
w n1 = 2
w n1 = 2 w n1 = w n1 .
(n + 1)(n 1) + 1
n 1+1
n
n
w1
w2
w3
1
1
=
1 0!
1
1
=
1 1!
1
1
=
1 2 2!
1
1
=
1 2 3 3!
1=
..
.
wn
1
1
=
1 2 3 n n!
And finally,
u 1 (t ) = t
X
n=0
wn t n = t
tn
X
= tet .
n
!
n=0
S P E C I A L F U N C T I O N S O F M AT H E M AT I C A L P H Y S I C S
v(s)d s
0
with
0
u (t )
v 0 (t ) + v(t ) 2 1 + p1 (t ) = 0.
u 1 (t )
Insertion of u 1 and p1 ,
u 1 (t )
tet
u 10 (t )
p1 (t )
e t (1 + t )
1
+1 ,
t
yields
t
e (1 + t ) 1
v (t ) + v(t ) 2
1
tet
t
(1 + t ) 1
0
1
v (t ) + v(t ) 2
t
t
2
1
0
v (t ) + v(t ) + 2 1
t
t
1
v 0 (t ) + v(t ) + 1
t
dv
dt
dv
v
0
=
=
1
v 1 +
t
1
1+ dt
t
dv
v
log v
v
Z
1
1+ dt
t
(t + log t ) = t log t
Z
0
1 s
e d s.
s
e t
,
t
223
224
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
Therefore, with t = 1z , u(t ) = w(z), the two linear independent solutions around the regular singular point at z = are
1
1
w 1 (z) = exp
, and
z
z
1
(14.52)
Zz
1
1
1 t
w 2 (z) = exp
e dt.
z
z
t
0
cj ,
(14.53)
j =0
c j +1
cj
( j + a 1 )( j + a 2 ) ( j + a p )
x
,
cj
( j + b 1 )( j + b 2 ) ( j + b q ) j + 1
( j + a 1 )( j + a 2 ) ( j + a p )
x
or c j +1 = c j
( j + b 1 )( j + b 2 ) ( j + b q ) j + 1
= c j 1
( j 1 + a 1 )( j 1 + a 2 ) ( j 1 + a p )
( j 1 + b 1 )( j 1 + b 2 ) ( j 1 + b q )
( j + a 1 )( j + a 2 ) ( j + a p ) x
x
( j + b 1 )( j + b 2 ) ( j + b q ) j
j +1
= c0
a1 a2 a p
( j 1 + a 1 )( j 1 + a 2 ) ( j 1 + a p )
( j 1 + b 1 )( j 1 + b 2 ) ( j 1 + b q )
( j + a 1 )( j + a 2 ) ( j + a p ) x
x
x
( j + b 1 )( j + b 2 ) ( j + b q ) 1
j
j +1
(a 1 ) j +1 (a 2 ) j +1 (a p ) j +1 x j +1
.
= c0
(b 1 ) j +1 (b 2 ) j +1 (b q ) j +1 ( j + 1)!
b1 b2 b q
(14.54)
The factor j + 1 in the denominator has been chosen to define the particular factor j ! in a definition given later and below; if it does not arise
naturally we may just obtain it by compensating it with a factor j + 1 in
the numerator. With this ratio, the hypergeometric series (14.53) can be
written i terms of shifted factorials, or, by another naming, the Pochhammer symbol, as
(a ) (a ) (a ) x j
X
1 j 2 j
p j
(b
)
(b
)
(b
1 j 2 j
q )j j !
j =0
j =0
!
a1 , . . . , a p
= c 0p F q
; x , or
b1 , . . . , b p
= c 0p F q a 1 , . . . , a p ; b 1 , . . . , b p ; x .
c j = c0
(14.55)
S P E C I A L F U N C T I O N S O F M AT H E M AT I C A L P H Y S I C S
225
Apart from this definition via hypergeometric series, the Gauss hypergeometric function, or, used synonymuously, the Gauss series
2 F1
a, b
c
!
; x = 2 F 1 (a, b; c; x) =
(a) (b) x j
X
j
j
(c) j
j!
j =0
(14.56)
ab
1 a(a + 1)b(b + 1) 2
= 1+
x+
x +
c
2!
c(c + 1)
can be defined as a solution of a Fuchsian differential equation which has
at most three regular singularities at 0, 1, and .
Indeed, any Fuchsian equation with finite regular singularities at x 1
and x 2 can be rewritten into the Riemann differential equation (14.32),
which in turn can be rewritten into the Gaussian differential equation or
hypergeometric differential equation with regular singularities at 0, 1, and
10 . This can be demonstrated by rewriting any such equation of the
form
A2
A1
+
w 0 (x)
x x1 x x2
B1
B2
C1
C2
+
+
+
+
w(x) = 0
(x x 1 )2 (x x 2 )2 x x 1 x x 2
w 00 (x) +
(14.57)
(a + b + 1)x c d
ab
d2
+
+
2
dx
x(x 1)
d x x(x 1)
2 F 1 (a, b; c; x) = 0,
(14.58)
(2)
w(x) (x x 1 )1 (x x 2 )2
2 F 1 (a, b; c; x),
(14.59)
x x1
, with
x2 x1
(1)
(1)
a = (1)
1 + 2 + ,
(14.60)
(1)
(2)
b = (1)
1 + 2 + ,
(2)
c = 1 + (1)
1 1 .
d
,
dx
(14.61)
10
226
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
d
d
( + c 1)x = x
x
+ c 1 xn
dx dx
d
xnx n1 + c x n x n
=x
dx
d n
=x
nx + c x n x n
dx
d
=x
(n + c 1) x n
dx
n
(14.62)
= n (n + c 1) x n .
( + c 1) 2 F 1 (a, b; c; x) = ( + c 1)
=
(a) (b) x j
X
j
j
(c)
j!
j
j =0
[index shift: j n + 1, n = j 1, n 0]
=
=x
n+1
(a)
X
n+1 (b)n+1 (n + 1 + c 1)x
(c)n+1
n!
n=0
(a) (a + n)(b) (b + n) (n + c)x n
X
n
n
(14.63)
(c)n (c + n)
n!
(a) (b) (a + n)(b + n)x n
X
n
n
=x
(c)
n!
n
n=0
n=0
= x( + a)( + b)
(a) (b) x n
X
n
n
= x( + a)( + b) 2 F 1 (a, b; c; x),
(c)
n!
n
n=0
(a + n)x n = (a + )x n , and
(a)n+1 = a(a + 1) (a + n 1)(a + n) = (a)n (a + n).
(14.64)
S P E C I A L F U N C T I O N S O F M AT H E M AT I C A L P H Y S I C S
d
d
d
d
x
x
+c 1 x x
+a x
+ b 2 F 1 (a, b; c; x) = 0,
dx dx
dx
dx
d
d
d
d
x
+c 1 x
+a x
+ b 2 F 1 (a, b; c; x) = 0,
dx dx
dx
dx
d
d
d
d2
d2
d
+ x 2 + (c 1)
x2 2 + x
+ bx
dx
dx
dx
dx
dx
dx
d
+ax
+ ab 2 F 1 (a, b; c; x) = 0,
dx
d2
d
x x2
+
+
c
x(a
+
b))
+
ab
(1
2 F 1 (a, b; c; x) = 0,
d x2
dx
d
d2
ab 2 F 1 (a, b; c; x) = 0,
x(x 1) 2 (c x(1 + a + b))
dx
dx
2
d
x(1 + a + b) c d
ab
+
+
2 F 1 (a, b; c; x) = 0.
d x2
x(x 1)
d x x(x 1)
(14.65)
14.4.2 Properties
There exist many properties of the hypergeometric series. In the following
we shall mention a few.
d
ab
2 F 1 (a, b; c; z) =
2 F 1 (a + 1, b + 1; c + 1; z).
dz
c
d
2 F 1 (a, b; c; z)
dz
(a) (b) z n
d X
n
n
=
d z n=0 (c)n n !
n1
(a) (b)
X
n
n z
n
(c)n
n!
n=0
n1
(a) (b)
X
n
n z
(c)n (n 1)!
n=1
(14.66)
n
(a)
X
d
n+1 (b)n+1 z
.
2 F 1 (a, b; c; z) =
dz
(c)n+1
n!
n=0
As
(x)n+1
(x + 1)n
(x + 1)(x + 2) (x + n 1)(x + n)
(x)n+1
x(x + 1)n
holds, we obtain
ab (a + 1) (b + 1) z n
X
d
ab
n
n
=
2 F 1 (a, b; c; z) =
2 F 1 (a + 1, b + 1; c + 1; z).
dz
c
(c
+
1)
n
!
c
n
n=0
227
228
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
(c)
(b)(c b)
Z
0
t b1 (1 t )cb1 (1 xt )a d t .
(14.67)
(a) (b)
X
j
j
j =0
j !(c) j
(c)(c a b)
.
(c a)(c b)
(14.68)
14.4.3 Plasticity
Some of the most important elementary functions can be expressed as
hypergeometric series; most importantly the Gaussian one 2 F 1 , which is
sometimes denoted by just F . Let us enumerate a few.
ex
0 F 0 (; ; x)
(14.69)
1 x2
)
0 F 1 (; ;
2
4
3 x2
x 0 F 1 (; ; )
2
4
1 F 0 (a; ; x)
1 1 3
x 2 F1 ( , ; ; x 2 )
2 2 2
3
1
x 2 F 1 ( , 1; ; x 2 )
2
2
x 2 F 1 (1, 1; 2; x)
(1)n (2n)!
1 2
1 F 1 (n; ; x )
n!
2
3 2
(1)n (2n + 1)!
2x
1 F 1 (n; ; x )
n!
2
!
n +
1 F 1 (n; + 1; x)
n
cos x
sin x
sin1 x
tan1 x
log(1 + x)
H2n (x)
H2n+1 (x)
L
n (x)
P n (x)
C n (x)
(2)n
( 1 , 1 )
P n 2 2 (x),
1
+ 2 n
(14.80)
Tn (x)
n ! ( 1 , 1 )
1 P n 2 2 (x),
(14.81)
(1 x)
J (x)
2 n
x
2
( + 1)
0 F 1 (; + 1;
1x
),
2
1 2
x ),
4
(14.70)
(14.71)
(14.72)
(14.73)
(14.74)
(14.75)
(14.76)
(14.77)
(14.78)
(14.79)
(14.82)
Pn
(x) =
( + 1)n
1x
)
2 F 1 (n, n + + + 1; + 1;
n!
2
(14.83)
S P E C I A L F U N C T I O N S O F M AT H E M AT I C A L P H Y S I C S
[(1) ]2 z m
X
X
[1 2 m]2
zm
m
=
m=0 (2)m m !
m=0 2 (2 + 1) (2 + m 1) m !
With
(1)m = 1 2 m = m !,
(2)m = 2 (2 + 1) (2 + m 1) = (m + 1)!
follows
2 F 1 (1, 1, 2; z) =
X
[m !]2 z m
zm
=
.
m=0 (m + 1)! m !
m=0 m + 1
Index shift k = m + 1
2 F 1 (1, 1, 2; z) =
z k1
X
k=1 k
and hence
z 2 F 1 (1, 1, 2; z) =
zk
X
.
k=1 k
(1)k+1
k=1
xk
k
for
1 < x 1
xk
X
.
k=1 k
Pn
k=0
!
n
k
z k a nk ,
2 F 1 (n, 1, 1; z) =
(n) (1) z i
X
X
zi
i
i
= (n)i .
(1)i
i ! i =0
i!
i =0
Consider (n)i
(n)i = (n)(n + 1) (n + i 1).
229
230
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
For evenn 0 the series stops after a finite number of terms, because
the factor n + i 1 = 0 for i = n + 1 vanishes; hence the sum of i extends
only from 0 to n. Hence, if we collect the factors (1) which yield (1)i
we obtain
(n)i = (1)i n(n 1) [n (i 1)] = (1)i
n!
.
(n i )!
2 F1
Consider
2 F1
(2k)! x 2k+1
,
k=0 22k (k !)2 (2k+1)
z
1 1 3
, , ; sin2 z =
.
2 2 2
sin z
1 2
X
1 1 3
(sin z)2m
2 m
2
, , ; sin z =
.
3
2 2 2
m!
m=0
2
m
We take
(2n)!!
(2n 1)!!
2 4 (2n) = n !2n
(2n)!
1 3 (2n 1) = n
2 n!
Hence
1
1 1
1
1 3 5 (2m 1) (2m 1)!!
=
=
+1 +m 1 =
2
2 2
2
2m
2m
m
3
3 3
3
3 5 7 (2m + 1) (2m + 1)!!
=
+1 +m 1 =
=
2 m
2 2
2
2m
2m
Therefore,
1
2 m
3
2 m
1
.
2m + 1
1 3 5 (2m 1) 2 4 6 (2m) =
1
1
1
(2m)!
2m 2m m ! = 22m m !
=
= 2m
2 m
2 m
2 m 2 m!
S P E C I A L F U N C T I O N S O F M AT H E M AT I C A L P H Y S I C S
231
X
1 1 3
(2m)!(sin z)2m
, , ; sin2 z =
.
2m
2 2 2
(m !)2 (2m + 1)
m=0 2
sin zF
1 1 3
, , ; sin2 z = arcsin(sin z) = z.
2 2 2
=
=
=
(1 x)cab 2 F 1 (c a, c b; c; x)
x
(1 x)a 2 F 1 a, c b; c;
x 1
x
b
.
(1 x) 2 F 1 b, c a; c;
x 1
(14.84)
(14.85)
11
T. M. MacRobert. Spherical Harmonics.
An Elementary Treatise on Harmonic
Functions with Applications, volume 98 of
International Series of Monographs in Pure
and Applied Mathematics. Pergamon Press,
Oxford, 3rd edition, 1967
(14.86)
ck x k ,
(14.87)
and
o
e i kx | k Z
for f (x + 2) = f (x)
with f (x) =
c k e i kx ,
k=
where c k =
1
2
k=0
12
(14.88)
f (x)e i kx d x.
f (x)g (x)(x)d x
(14.89)
for some suitable weight function (x) 0. Very often, the weight function
is set to unity; that is, (x) = = 1. We notice without proof that f |
13
232
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
j | k =
b
a
j (x)k (x)(x)d x = 0.
(14.90)
k1
X
fk | j
j =0 j | j
j (x).
(14.91)
Note that the proof of the Gram-Schmidt process in the functional context
is analoguous to the one in the vector context.
1 | x 2 =
b=1
a=1
x2d x =
x=1
x 3
2
= .
3 x=1 3
(14.92)
x | 1
1
1 | 1
= x 0 = x,
x | 1
x 2 | x
1
x
1 | 1
x | x
2/3
1
= x2
1 0x = x 2 ,
2
3
..
.
2 (x) = x 2
(14.93)
P l (x) =
(14.94)
S P E C I A L F U N C T I O N S O F M AT H E M AT I C A L P H Y S I C S
2
1
1
P 2 (x) = x 2 / = 3x 2 1 ,
3 3 2
..
.
(14.95)
with P l (1) = 1, l = N0 .
Why should we be interested in orthonormal systems of functions? Because, as pointed out earlier in the contect of hypergeometric functions,
they could be alternatively defined as the eigenfunctions and solutions of
certain differential equation, such as, for instance, the Schrdinger equation, which may be subjected to a separation of variables. For Legendre
polynomials the associated differential equation is the Legendre equation
d2
d
+ l (l + 1) P l (x) = 0,
(1 x 2 ) 2 2x
dx
dx
(14.96)
d
2 d
or
(1 x )
+ l (l + 1) P l (x) = 0
dx
dx
for l N0 , whose Sturm-Liouville form has been mentioned earlier in Table
12.1 on page 200. For a proof, we refer to the literature.
dl
(x 2 1)l , for l N0 .
2l l ! d x l
Again, no proof of equivalence will be given.
P l (x) =
(14.97)
(14.98)
P l (1) = (1)l
(14.99)
P 2k+1 (0) = 0.
(14.100)
Moreover,
and
=
=
= [u u] =
(u 1)
l
l
2 l! du
u=x
1
1 dl
2
l
(u 1)
= (1)l P l (x).
l
l
l
(1) 2 l ! d u
1
dl
u=x
233
234
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
X
1
g (x, t ) = p
P l (x) t l
=
1 2xt + t 2 l =0
(14.101)
(14.102)
(14.103)
X
1
g (x, t ) = p
=
t n P n (x)
2
1 2t x + t
n=0
3
1
1
x t
g (x, t ) = (1 2t x + t 2 ) 2 (2x + 2t ) = p
2
t
2
1
2t x + t 2
1 2t x + t
X
X
x t
g (x, t ) =
t n P n (x) =
nt n1 P n (x)
2
t
1 2t x + t n=0
n=0
(x t )
X
n=0
t n P n (x) (1 2t x + t 2 )
nt n1 P n (x) = 0
n=0
xt n P n (x)
n=0
t n+1 P n (x)
n=0
nt n1 P n (x)+
n=1
2xnt n P n (x)
n=0
X
n=0
n=0
n=1
nt n P n1 (x)
nt n+1 P n (x) = 0
n=0
n=0
nt n1 P n (x) = 0
n=1
X
n=0
S P E C I A L F U N C T I O N S O F M AT H E M AT I C A L P H Y S I C S
xP 0 (x) P 1 (x) +
h
i
t n (2n + 1)xP n (x) nP n1 (x) (n + 1)P n+1 (x) = 0,
n=1
hence
xP 0 (x) P 1 (x) = 0,
hence
P 1 (x) = xP 0 (x),
Let us prove
P l 1 (x) = P l0 (x) 2xP l01 (x) + P l02 (x).
(14.104)
X
1
g (x, t ) = p
=
t n P n (x)
1 2t x + t 2 n=0
3
t
1
1
g (x, t ) = (1 2t x + t 2 ) 2 (2t ) = p
2
x
2
1
2t
x + t2
1 2t x + t
X
X
t
g (x, t ) =
t n P n (x) =
t n P n0 (x)
2
x
1 2t x + t n=0
n=0
t n+1 P n (x) =
n=0
t n P n0 (x)
n=0
t n P n1 (x) =
n=1
X
n=2
n=0
t n P n0 (x)
n=0
t P0 +
X
n=1
0
2xt n P n1
(x) +
X
n=2
t n+2 P n0 (x)
n=0
2xt P 00
P 00 (x) + t
X
n=2
X
n=2
0
t n P n2
(x)
t n P n0 (x)
n=2
0
2xt n P n1
(x)+
X
n=2
0
t n P n2
(x)
0
0
t n [P n0 (x) 2xP n1
(x) + P n2
(x) P n1 (x)] = 0
hence
0
0
P n (x) = P n+1
(x) 2xP n0 (x) + P n1
(x).
235
236
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
Let us prove
P l0+1 (x) P l01 (x) = (2l + 1)P l (x).
(14.105)
dx
0
(n + 1)P n+1
(x)
0
(2n + 1)P n (x) + (2n + 1)xP n0 (x) nP n1
(x) 2
0
(x)
(i): (2n + 2)P n+1
0
(x)
2(2n + 1)P n (x) + 2(2n + 1)xP n0 (x) 2nP n1
0
0
P n+1
(x) 2xP n0 (x) + P n1
(x) = P n (x) (2n + 1)
0
0
(ii): (2n + 1)P n+1
(x) 2(2n + 1)xP n0 (x) + (2n + 1)P n1
(x) = (2n + 1)P n (x)
hence
0
0
P n+1
(x) P n1
(x) = (2n + 1)P n (x).
a l P l (x),
l =0
2l + 1
with expansion coefficients a l =
2
(14.106)
Z+1
f (x)P l (x)d x.
1
for x 0
for x < 0
(14.107)
=
=
1
2
Z1
0
1
1
P l +1 (x) P l01 (x) d x = P l +1 (x) P l 1 (x)
=
2
x=0
1
P l +1 (1) P l 1 (1) P l +1 (0) P l 1 (0) .
2|
{z
} 2
= 0 because of
normalization
S P E C I A L F U N C T I O N S O F M AT H E M AT I C A L P H Y S I C S
Note that P n (0) = 0 for odd n; hence a l = 0 for even l 6= 0. We shall treat
the case l = 0 with P 0 (x) = 1 separately. Upon substituting 2l + 1 for l one
obtains
a 2l +1 =
i
1h
P 2l +2 (0) P 2l (0) .
2
P l (0) = (1) 2
2l
l!
2 ,
l
2
(2l )!
(2l + 1)(2l + 2)
= (1)l 2l +1
+
1
=
22 (l + 1)2
2
(l !)2
2(2l + 1)(l + 1)
(2l )!
= (1)l 2l +1
+1 =
22 (l + 1)2
2
(l !)2
2l + 1 + 2l + 2
(2l )!
=
= (1)l 2l +1
2(l + 1)
2
(l !)2
(2l )!
4l + 3
= (1)l 2l +1
=
2
(l !)2 2(l + 1)
(2l )!(4l + 3)
= (1)l 2l +2
2
l !(l + 1)!
Z+1
Z1
1
1
1
a0 =
H (x) P 0 (x) d x =
dx = ;
| {z }
2
2
2
1
0
=1
and finally
H (x) =
1 X
(2l )!(4l + 3)
+ (1)l 2l +2
P 2l +1 (x).
2 l =0
2
l !(l + 1)!
d2
m2
d
(1 x 2 ) 2 2x
+ l (l + 1)
P lm (x) = 0,
dx
dx
1 x2
d
d
m2
or
(1 x 2 )
+ l (l + 1)
P m (x) = 0
dx
dx
1 x2 l
(14.108)
Eq. (14.108) reduces to the Legendre equation (14.96) on page 233 for
m = 0; hence
P l0 (x) = P l (x).
(14.109)
P lm (x) = (1)m (1 x 2 ) 2
dm
P l (x).
d xm
(14.110)
237
238
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
P lm (x) = (1)m (1 x 2 ) 2
(14.111)
In terms of the Gauss hypergeometric function the associated Legendre polynomials can be generalied to arbitrary complex indices , and
argument x by
P (x) =
1
1+x 2
1x
.
2 F 1 , + 1; 1 ;
(1 ) 1 x
2
(14.112)
(14.113)
(14.114)
(apparently it was neither his wife Anny who remained in Zurich, nor
Lotte, nor Irene nor Felicie 14 ), came down from the mountains or from
whatever realm he was in and handed you over some partial differential
equation for the hydrogen atom an equation (note that the quantum
mechanical momentum operator P is identified with i h)
1 2
1 2
P =
P x + P y2 + P z2 = (E V ) ,
2
2
or, with V =
e2
,
40 r
h 2
e2
+
(x) = E ,
2
40 r
2
e
or +
+
E
(x) = 0,
h 2 40 r
(14.115)
14
S P E C I A L F U N C T I O N S O F M AT H E M AT I C A L P H Y S I C S
239
which would later bear his name and asked you if you could be so kind
to please solve it for him. Actually, by Schrdingers own account 15 he
handed over this eigenwert equation to Hermann Klaus Hugo Weyl; in
this instance he was not dissimilar from Einstein, who seemed to have
employed a (human) computator on a very regular basis. Schrdinger
might also have hinted that , e, and 0 stand for some (reduced) mass,
charge, and the permittivity of the vacuum, respectively, h is a constant
of (the dimension of ) action, and E is some eigenvalue which must be
determined from the solution of (14.115).
So, what could you do? First, observe that the problem is spherical
p
symmetric, as the potential just depends on the radius r = x x, and also
the Laplace operator = allows spherical symmetry. Thus we could
write the Schrdinger equation (14.115) in terms of spherical coordinates
(r , , ) with x = r sin cos , y = r sin sin , z = r cos , whereby is the
polar angle in the xz-plane measured from the z-axis, with 0 , and
is the azimuthal angle in the xy-plane, measured from the x-axis with
0 < 2 (cf page 267). In terms of spherical coordinates the Laplace
operator essentially decays into (i.e. consists additively of) a radial part
and an angular part
2
2
+
y
z
1
r2
= 2
r r
r
1
2
+
sin
+
.
sin
sin2 2
=
(14.116)
(14.117)
That the angular part ()() of this product will turn out to be the
spherical harmonics Ylm (, ) introduced earlier on page 238 is nontrivial indeed, at this point it is an ad hoc assumption. We will come back to
its derivation in fuller detail later.
15
240
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
radial coordinates
1
2
r
r 2 r
r
1
2
1
+
sin
+
sin
sin2 2
2
e
2
+
+
E
(r , , ) = 0,
h 2 40 r
(14.118)
2r 2
e
r2
+
+
E
r
r
h 2 40 r
1
1
2
(r , , ) = 0,
sin
+
+
sin
sin2 2
(14.119)
2
1
2r 2
e
r2
+
+
E
R(r )
R(r ) r
r
h 2 40 r
1
2
1
1
=
sin
+
()()
()() sin
sin2 2
(14.120)
Because the left hand side of this equation is independent of the angular
variables and , and its right hand side is independent of the radius
r , both sides have to be constant; say . Thus we obtain two differential
equations for the radial and the angular part, respectively
2
e
2
2r 2
r
+
+ E R(r ) = R(r ),
r r
h 2 40 r
(14.121)
2
1
1
()() = ()().
sin
+
sin
sin2 2
(14.122)
and
sin
()
1 2 ()
sin
+ sin2 +
= 0,
()
() 2
(14.123)
and hence
sin
()
1 2 ()
sin
+ sin2 =
= m2,
()
() 2
where m is some constant.
(14.124)
S P E C I A L F U N C T I O N S O F M AT H E M AT I C A L P H Y S I C S
(14.125)
() = Ae i m + B e i m .
(14.126)
(14.127)
0
2
Z
=
m ()m ()d
Ae i m Ae i m d
Z 2
=
|A|2 d
(14.128)
= 2|A|2
= 1,
it is consistent to set
1
A= p ;
2
(14.129)
e i m
m () = p
2
(14.130)
and hence,
Z
0
n ()m ()d
e i n e i m
p
p d
0
2 2
Z 2 i (mn)
e
=
d
2
0
=2
i e i (mn)
=
2(m n) =0
Z
= 0,
because m n Z.
(14.131)
241
242
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
The left hand side of Eq. (14.124) contains only the polar coordinate. Upon
division by sin2 we obtain
1
d
d ()
m2
sin
+ =
, or
() sin d
d
sin2
1
d
d ()
m2
sin
= ,
() sin d
d
sin2
(14.132)
Now, first, let us consider the case m = 0. With the variable substitution
x = cos , and thus
dx
d
d
d (x)
sin2
= (x),
dx
dx
d
d (x)
(1 x 2 )
+ (x) = 0,
dx
dx
2
d 2 (x)
d (x)
+ 2x
= (x),
x 1
d x2
dx
(14.133)
(x) = a 0 + a 1 x + a 2 x 2 + + a k x k +
(14.134)
for solving (14.133). Insertion into (14.133) and comparing the coefficients
S P E C I A L F U N C T I O N S O F M AT H E M AT I C A L P H Y S I C S
d2
[a 0 + a 1 x + a 2 x 2 + + a k x k + ]
d x2
d
+2x
[a 0 + a 1 x + a 2 x 2 + + a k x k + ]
dx
x2 1
= [a 0 + a 1 x + a 2 x 2 + + a k x k + ],
2
= [a 0 + a 1 x + a 2 x 2 + + a k x k + ],
(14.135)
(14.136)
k(k + 1)
a k+2 = a k
.
(k + 2)(k + 1)
In order to converge also for x = 1, and hence for = 0 and = , the
sum in (14.134) has to have only a finite number of terms. Because if the
sum would be infinite, the terms a k , for large k, would be dominated by
k
(14.137)
dx
d
243
244
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
the equation for the polar angle dependent factor (14.132) becomes
d
d
m2
(14.138)
(1 x 2 )
+ l (l + 1)
(x) = 0,
dx
dx
1 x2
This is exactly the form of the general Legendre equation (14.108), whose
solution is a multiple of the associated Legendre polynomial P lm (x), with
|m| l .
Note (without proof ) that, for equal m, the P lm (x) satisfy the orthogonality condition
Z
1
1
2(l + m)!
l l 0 .
(2l + 1)(l m)!
(14.139)
(14.140)
d 2 d
2r 2
e
r
+
+
E
R(r ) = l (l + 1)R(r ) , or
dr dr
h 2 40 r
1 d 2 d
e 2
2 2
r
R(r ) + l (l + 1) 2
r=
r E
2
R(r ) d r d r
40 h
h 2
(14.141)
for the radial factor R(r ) turned out to be the most difficult part for Schrdinger
16 .
r
a0
40 h 2
5 1011 m,
me e 2
(14.142)
thereby assuming that the reduced mass is equal to the electron mass
m e . More explicitly, r = y a 0 = y(40 h 2 )/(m e e 2 ), or y = r /a 0 =
r (m e e 2 )/(40 h 2 ). Furthermore, let us define = E
2a 02
h 2
d2
d
y 2 2 R(y) 2y
R(y) + l (l + 1) 2y y 2 R(y) = 0.
dy
dy
(14.143)
16
Walter Moore. Schrdinger life and
thought. Cambridge University Press,
Cambridge, UK, 1989
S P E C I A L F U N C T I O N S O F M AT H E M AT I C A L P H Y S I C S
R() = l e 2 R(),
with =
2y
n
(14.144)
and by replacing the energy variable with = n12 . (It will later
d2
d
+ [2(l + 1) ] R()
+ (n l 1)R()
= 0.
R()
d 2
d
(14.145)
(14.146)
+(n l 1)[c 0 + c 1 + c 2 2 + + c k k + ]
= 0,
[2c 2 + k(k 1)c k
k2
+]
+[2(l + 1) ][c 1 + 2c 2 + + kc k
k1
+]
+(n l 1)[c 0 + c 1 + c 2 + + c k + ]
= 0,
[2c 2 + + k(k 1)c k
k1
+]
(14.147)
+2(l + 1)[c 1 + 2c 2 + + k + c k k1 + ]
[c 1 + 2c 2 2 + + kc k k + ]
+(n l 1)[c 0 + c 1 + c 2 2 + c k k + ]
= 0,
[2c 2 + + k(k 1)c k
k1
+2(l + 1)[c 1 + 2c 2 + + kc k
k1
+ (k + 1)c k+1 k + ]
[c 1 + 2c 2 2 + + kc k k + ]
+(n l 1)[c 0 + c 1 + c 2 2 + + c k k + ]
= 0,
so that, by comparing the coefficients of k , we obtain
k(k + 1)c k+1 k + 2(l + 1)(k + 1)c k+1 k = kc k k (n l 1)c k k ,
c k+1 [k(k + 1) + 2(l + 1)(k + 1)] = c k [k (n l 1)],
c k+1 (k + 1)(k + 2l + 2) = c k (k n + l + 1),
c k+1 = c k
k n +l +1
.
(k + 1)(k + 2l + 2)
(14.148)
245
246
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
(14.149)
d2
d
= 0, with n l + 1, and n, l Z.
2 + [2(l + 1) ]
+ (n l 1) R()
d
d
(14.150)
+1
Its solutions are the associated Laguerre polynomials L 2l
which are the
n+l
L n (x) = e x
(14.151)
2r
na 0
+1 2r
, with
L 2l
n+l
na 0
s
2
(n l 1)!
N = 2
,
n
[(n + l )! a 0 ]3
e
ar n
0
(14.152)
0 l n 1, and |m| l ,
n,l ,m (r , , )
= R n (r )Ylm (, )
2
= 2
n
2r l a r n 2l +1 2r
(n l 1)!
0
e
L n+l
[(n + l )! a 0 ]3 na 0
na 0
e i m
(2l + 1)(l m)! m
P l (cos ) p .
2(l + m)!
2
(14.153)
15
Divergent series
In this final chapter we will consider divergent series, which, as has already
been mentioned earlier, seem to have been invented by the devil 1 . Unfortunately such series occur very often in physical situations; for instance
in celestial mechanics or in quantum field theory 2 , and one may wonder
with Abel why, for the most part, it is true that the results are correct, which
is very strange 3 . On the other hand, there appears to be another view on
diverging series, a view that has been expressed by Berry as follows 4 : . . .
an asymptotic series . . . is a compact encoding of a function, and its divergence should be regarded not as a deficiency but as a source of information
about the function.
a j = a0 + a1 + a2 +
(15.1)
j =0
n
X
a j = a0 + a1 + a2 + + an
(15.2)
j =0
(1) j = 1 1 + 1 1 + 1 ,
(15.3)
j =0
j =0
248
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
q j = 1 + q + q2 + q3 + = 1 + qs
(15.4)
j =0
qj =
j =0
1
.
1q
(15.5)
One way to sum the Leibnitz series is by continuing Eq. (15.5) for arbitrary q 6= 1, thereby defining the Abel sum
(1) j =
j =0
1
1
= .
1 (1) 2
(15.6)
the square of the Abel sum of the Leibnitz series s 2 = (1 + x)2 around 0 and
inserting x = 1 6 is
s =
!
(1)
j =0
!
(1)
k=0
(1) j +1 j = 0 + 1 2 + 3 4 + 5 . (15.7)
http://dx.doi.org/10.2307/2690371
j =0
A
In the same sense as the Leibnitz series, this yields the Abel sum s 2 = 1/4.
P
Note that the sequence of its partial sums s n2 = nj=0 (1) j +1 j yield
every integer once; that is, s 02 = 0, s 12 = 0 + 1 = 1, s 22 = 0 + 1 2 = 1,
s 32 = 0 + 1 2 + 3 = 2, s 42 = 0 + 1 2 + 3 4 2, . . ., s n2 = n2 for even n,
and s n2 = n+1
2 for odd n. It thus establishes a strict one-to-one mapping
s 2 : N 7 Z of the natural numbers onto the integers.
x2
1
d
d
1
+ 1 y(x) = x, or
+ 2 y(x) = .
dx
dx x
x
Morris Kline. Euler and infinite series. Mathematics Magazine, 56(5):307314, 1983. ISSN
0025570X. D O I : 10.2307/2690371. URL
(15.8)
DIVERGENT SERIES
249
We shall solve this equation by two methods: we shall, on the one hand,
present a divergent series solution, and on the other hand, an exact solution. Then we shall compare the series approximation to the exact solution
by considering the difference.
A series solution of the Euler differential equation can be given by
y s (x) =
(1) j j ! x j +1 .
(15.9)
j =0
That (15.9) solves (15.8) can be seen by inserting the former into the latter;
that is,
x2
X
d
+1
(1) j j ! x j +1 = x,
dx
j =0
(1) j ( j + 1)! x j +2 +
(1) j j ! x j +1 = x,
j =0
j =0
j =1
(1) j j ! x j +1 = x,
j =0
(1) j 1 j ! x j +1 + x +
(15.10)
(1) j j ! x j +1 = x,
j =1
j =1
x+
(1) j (1)1 + 1 j ! x j +1 = x,
j =1
x+
X
j =1
(1) j [1 + 1] j ! x j +1 = x,
| {z }
=0
x = x.
On the other hand, an exact solution can be found by quadrature; that
is, by explicit integration (see, for instance, Chapter one of Ref. 7 ). Consider
the homogenuous first order differential equation
d
+ p(x) y(x) = 0,
dx
d y(x)
or
= p(x)y(x),
dx
d y(x)
or
= p(x)d x.
y(x)
(15.11)
p(x)d x +C , or |y(x)| = K e
p(x)d x
(15.12)
R
where C is some constant, and K = e C . Let P (x) = p(x)d x. Hence, heuristically, y(x)e P (x) is constant, as can also be seen by explicit differentiation
250
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
d
= e P (x)
+ p(x) y(x)
dx
(15.13)
=0
if and, since e P (x) 6= 0, only if y(x) satisfies the homogenuous equation
(15.11). Hence,
y(x) = ce
p(x)d x
is the solution of
d
+ p(x) y(x) = 0
dx
(15.14)
d
+ p(x) y(x) + q(x) = 0,
dx
d
+ p(x) y(x) = q(x)
or
dx
p(x)d x
(15.15)
; that is,
R
R
R
d
d
y(x)e p(x)d x = e p(x)d x
y(x) + p(x)e p(x)d x y(x)
dx
dx
R
p(x)d x d
=e
+ p(x) y(x)
dx
{z
}
|
(15.16)
=q(x)
= e
p(x)d x
q(x).
Rt
Rx
d
y(t )e a p(s)d s d t = y(x)e a p(t )d t
b dt
Z x R
t
= y0
e a p(s)d s q(t )d t ,
Zb x R
Rx
Rx
t
a p(t )d t
a p(t )d t
and hence y(x) = y 0 e
e
e a p(s)d s q(t )d t .
(15.17)
If a = b, then y(b) = y 0 .
Coming back to the Euler differential equation and identifying p(x) =
1/x 2 and q(x) = 1/x we obtain, up to a constant, with b = 0 and arbitrary
DIVERGENT SERIES
251
constant a 6= 0,
x Rt
1
y(x) = e
e
dt
t
0
Z
t
1 x
x
1
1
es a
= e t a
dt
t
0
Z x
1 1
1 1
1
=e xa
e t + a
dt
t
0
Z x
1
1 1
1t 1
a+a
= e x e| {z
dt
} 0 e
t
0
=e =1
Z x
1
1 1
1
1
e t e a
dt
= e x e a
t
0
Z x 1
1
e t
x
=e
dt
t
0
Z x 11
ex t
=
dt.
t
0
Rx
dt
a t2
ds
a s2
(15.18)
(15.19)
y(x) =
d =
d .
1+
0 1+
(15.20)
Z
S(x) =
e
d .
1 + x
(15.21)
Note that whereas the series solution y s (x) diverges for all nonzero x,
the solution y(x) in (15.20) converges and is well defined for all x 0.
Let us now estimate the absolute difference between y sk (x) which repre-
Carl M. Bender Steven A. Orszag. Andvanced Mathematical Methods for Scientists and Enineers. McGraw-Hill, New York,
NY, 1978; and John P. Boyd. The devils
invention: Asymptotic, superasymptotic
and hyperasymptotic series. Acta Applicandae Mathematica, 56:198, 1999. ISSN
0167-8019. D O I : 10.1023/A:1006145903624.
URL http://dx.doi.org/10.1023/A:
1006145903624
sents the partial sum y s (x) truncated after the kth term and y(x); that is,
let us consider
e x
k
X
j
j +1
|y(x) y sk (x)| =
d (1) j ! x .
0 1+
j =0
(15.22)
(15.23)
252
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
that is, this difference between the exact solution y(x) and the diverging
partial series y sk (x) is smaller than the first neglected term; and all subsequent ones.
For a proof, observe that, since a partial geometric series is the sum of all
the numbers in a geometric progression up to a certain power; that is,
n
X
r k = 1 + r + r 2 + + r k + + r n.
(15.24)
k=0
n
X
r k = (1 k)(1 + r + r 2 + + r k + + r n )
k=0
= 1 + r + r 2 + + r k + + r n r (1 + r + r 2 + + r k + + r n + r n ) (15.25)
= 1 + r + r 2 + + r k + + r n (r + r 2 + + r k + + r n + r n+1 )
= 1 r n+1 ,
and, since the middle terms all cancel out,
n
X
rk =
k=0
n1
X k 1rn
1 r n+1
1
rn
, or
r =
=
.
1r
1r
1r 1r
k=0
(15.26)
(15.27)
Thus
Z
=
n1
XZ
k=0 0
e x
e x
d
f (x) =
0 1+
!
n1
X
n
(1)k k + (1)n
d
1+
k=0
Z
k k x
(1) e
d +
(1)
0
Since
k ! = (k + 1) =
(15.28)
n x
e
d .
1+
z k e z d z,
(15.29)
one obtains
Z
0
k e x d
[substitution: z = , d = xd z ]
x
Z
=
x k+1 z k e z d z
0
= x k+1 k !,
(15.30)
DIVERGENT SERIES
253
and hence
f (x) =
n1
XZ
k=0 0
k k x
(1) e
n1
X
d +
k k+1
(1) x
(1)
n x
n x
e
d
1+
Z
k! +
(1)
0
k=0
(15.31)
e
d
1+
= f n (x) + R n (x),
where f n (x) represents the partial sum of the power series, and R n (x)
stands for the remainder, the difference between f (x) and f n (x). The
absolute of the remainder can be estimated by
|R n (x)| =
n e x
d
1+
Z
0
(15.32)
n e x d
= n ! x n+1 .
a
j! X
j
aj =
aj =
j!
j
!
j
!
j =0
j =0
j =0
!
Z X
a Z
a tj
X
j
j
B
j t
=
t e dt =
e t d t .
0
j =0 j ! 0
j =0 j !
A series
j =0 a j is Borel summable if
aj t j
j =0 j !
(15.33)
integral (15.33) is convergent. This integral is called the Borel sum of the
series.
In the case of the series solution of the Euler differential equation, a j =
(1) j j ! x j +1 [cf. Eq. (15.9)]. Thus,
j =0
j!
(1) j j ! x j +1 t j
X
X
x
=x
(xt ) j =
,
j!
1 + xt
j =0
j =0
X
j =0
(1) j ! x
j +1 B
Z
0
j =0
aj t j
j!
Z
dt =
convergence, if it can be extended along the positive real axis, and if the
a tj
X
j
10
(15.34)
d
x
x
e t d t =
1 + xt
Z
0
e x
d ,
1+
(15.35)
The idea that a function could be determined by a divergent asymptotic series was
a foreign one to the nineteenth century
mind. Borel, then an unknown young man,
discovered that his summation method
gave the right answer for many classical
divergent series. He decided to make a pilgrimage to Stockholm to see Mittag-Leffler,
who was the recognized lord of complex
analysis. Mittag-Leffler listened politely
to what Borel had to say and then, placing his hand upon the complete works by
Weierstrass, his teacher, he said in Latin,
The Master forbids it. A tale of Mark Kac,
quoted (on page 38) by
Michael Reed and Barry Simon. Methods
of Modern Mathematical Physics IV:
Analysis of Operators. Academic Press, New
York, 1978
254
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
which is the exact solution (15.20) of the Euler differential equation (15.8).
We can also find the Borel sum (which in this case is equal to the Abel
sum) of the Leibniz series (15.3) by
!
(1) j t j
X
(1) =
s=
e t d t
j
!
0
j =0
j =0
!
Z X
Z
(t ) j
t
=
e dt =
e 2t d t
j
!
0
0
j =0
j B
1
[variable substitution 2t = , d t = d ]
2
Z
1
=
e d
2 0
1
1
1
= e + e 0 = .
=
e
=0
2
2
2
A similar calculation for s 2 defined in Eq. (15.7) yields
!
Z X
(1) j j t j
X
X
2
j +1
j B
s =
(1)
j = (1) (1) j =
e t d t
j!
0
j =1
j =0
j =1
!
Z X
(t ) j
e t d t
=
(
j
1)
!
0
j =1
!
Z X
(t ) j +1
=
e t d t
j
!
0
j =0
!
Z
(t ) j
X
=
(t )
e t d t
j
!
0
j =0
Z
=
(t )e 2t d t
0
1
[variable substitution 2t = , d t = d ]
2
Z
1
=
e d
4 0
1
1
1
= (2) = 1! = ,
4
4
4
which is again equal to the Abel sum.
(15.36)
(15.37)
Appendix
A
Hilbert space quantum mechanics and quantum logic
Mx of the Hilbert space H. Equivalently, it is represented by the onedimensional subspace (manifold) Mx of the Hilbert space H spannned
by the vector x. Equivalently, it is represented by the projector Ex =|
xx | onto the unit vector x of the Hilbert space H.
Therefore, if two vectors x, y H represent pure states, their vector sum
z = x + y H represents a pure state as well. This state z is called the
258
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
Pn
i =1 |bi bi |, or just
(II) Observables are represented by self-adjoint or, synonymuously, Hermitian, operators or transformations A = A on the Hilbert space H such
that Ax | y = x | Ay for all x, y H. (Observables and their corresponding operators are identified.)
The trace of an operator A is given by TrA =
Pn
i =1 bi |A|bi .
that is, to reverse the collapse of the wave function (state) if the pro-
http://dx.doi.org/10.1038/438743a
H I L B E RT S PA C E QUA N T U M M E C H A N I C S A N D QUA N T U M L O G I C
259
(V) The average value or expectation value of an observable A in a quantum state x is given by Ay = Tr( x A).
P
The average value or expectation value of an observable A = ni=1 i Ei
P
P
in a pure state x is given by Ax = nj=1 ni=1 i j | xx|ai ai | j =
Pn Pn
Pn Pn
j =1 i =1 i ai | j j | xx|ai =
j =1 i =1 i ai | 1 | xx|ai =
260
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
Pn
i =1 i |x | ai |
(VI) The dynamical law or equation of motion can be written in the form
x(t ) = Ux(t 0 ), where U = U1 ( stands for transposition and complex
conjugation) is a linear unitary transformation or isometry.
i h t
n (t ) = E n n (t ) has been used; E n and n stand for the nth
order relation
implication
subset
meet
disjunction
and
intersection
join
conjunction
or
union
complement
negation
not
complement
subspace
relation
E1 E2 = E1
intersection of
subspaces
closure of
linear
span
E1 + E2 E1 E2
orthogonal
subspace
orthogonal
projection
E1 E2
{ lim (E1 E2 )n }
n
Table A.1: Comparison of the identifications of lattice relations and operations for
the lattices of subsets of a set, for experimental propositional calculi, for Hilbert
lattices, and for lattices of commuting
projection operators.
H I L B E RT S PA C E QUA N T U M M E C H A N I C S A N D QUA N T U M L O G I C
Mpq = {x | x Mp , x Mq }.
(iii) The logical or operation is identified with the closure of the linear
span of the subspaces corresponding to the two propositions. It is
denoted by the symbol . So, for two propositions p and q and their
associated closed linear subspaces Mp and Mq ,
Mpq = Mp Mq = {x | x = y + z, , C, y Mp , z Mq }.
The symbol will used to indicate the closed linear subspace spanned
by two vectors. That is,
u v = {w | w = u + v, , C, u, v H}.
Notice that a vector of Hilbert space may be an element of Mp Mq
without being an element of either Mp or Mq , since Mp Mq includes
all the vectors in Mp Mq , as well as all of their linear combinations
(superpositions) and their limit vectors.
(iv) The logical not-operation, or negation or complement, is identified with operation of taking the orthogonal subspace . It is denoted
by the symbol 0 . In particular, for a proposition p and its associated
closed linear subspace Mp , the negation p 0 is associated with
Mp0 = {x | x | y = 0, y Mp },
where x | y denotes the scalar product of x and y.
(v) The logical implication relation is identified with the set theoretical
subset relation . It is denoted by the symbol . So, for two propositions p and q and their associated closed linear subspaces Mp and
Mq ,
p q Mp Mq .
261
262
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
(vi) A trivial statement which is always true is denoted by 1. It is represented by the entire Hilbert space H. So,
M1 = H.
(vii) An absurd statement which is always false is denoted by 0. It is
represented by the zero vector 0. So,
M0 = 0.
H I L B E RT S PA C E QUA N T U M M E C H A N I C S A N D QUA N T U M L O G I C
263
the certainty that, if this property were measured on the other particle
10
!
sin
cos
T(, ) =
e i cos e i sin
(A.1)
The
ing of two phase shifters P 1 and P 2 in the input ports, followed by a beam
splitter S, which is followed by a phase shifter P 3 in one of the output ports.
The device can be quantum mechanically described by 11
P1 :
|0
|0e i (+) ,
P2 :
|1
S:
|0
S:
|1
|1e i ,
p
p
T |10 + i R |00 ,
p
p
T |00 + i R |10 ,
P3 :
|00
|00 e i ,
11
(A.2)
264
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
Tbs (, , , )
0 - P1, +
H
P 3 ,
HH
H
HH
S(T )
H
H
P 2 ,
HH
H
HH
1 -
H
00 -
10 -
a)
TM Z (, , , )
0 P1, +
@ b
@
P3, @
@
@
S1 @
P2,
c@
@
M
b)
00 -
S2
@
@
1 -
P4,
@
@
@
10 -
H I L B E RT S PA C E QUA N T U M M E C H A N I C S A N D QUA N T U M L O G I C
265
unchanged; i.e., there are no phase changes. Global phase shifts from
p
p
mirror reflections are omitted. With T () = cos and R() = sin , the
corresponding unitary evolution matrix is given by
!
i e i (++) sin e i (+) cos
bs
T (, , , ) =
.
e i (+) cos
i e i sin
(A.3)
p
i R()
p
T ()
!
p
T ()
i sin
p
=
i R()
cos
12
cos
i sin
!
.
!
!
ei 0
i sin cos
e i (+)
bs
T (, , , ) =
0
1
cos i sin
0
13
1
0
.
ei
(A.4)
|0
|0e
P2 :
|1
|1e i ,
S1 :
|1
S1 :
|0
p
(|b + i |c)/ 2,
p
(|c + i |b)/ 2,
P3 :
|b
|be i ,
S2 :
|b
S2 :
|c
p
(|10 + i |00 )/ 2,
p
(|00 + i |10 )/ 2,
P4 :
|00
|00 e i .
!
e i (+) sin 2 e i cos 2
MZ
i (+ 2 )
T (, , , ) = i e
.
e i cos 2
sin 2
Alternatively, TM Z can be computed by matrix multiplication; i.e.,
!
!
!
ei 0
i 1
ei 0
1
i (+ 2 )
MZ
p
T (, , , ) = i e
2
0
1
0
1
1 i
!
!
!
i 1
e i (+) 0
1
0
p1
.
2
1 i
0
1
0 ei
http://dx.doi.org/10.1103/PhysRevA.
33.4033; and Richard A. Campos, Bahaa
by
i (+)
(A.5)
(A.6)
(A.7)
Both elementary quantum interference devices Tbs and TM Z are universal in the sense that every unitary quantum evolution operator in
two-dimensional Hilbert space can be brought into a one-to-one correspondence with Tbs and TM Z . As the emphasis is on the realization of
266
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
the elementary beam splitter T in Eq. (A.1), which spans a subset of the
set of all two-dimensional unitary transformations, the comparison of
the parameters in T(, ) = Tbs (0 , 0 , 0 , 0 ) = TM Z (00 , 00 , 00 , 00 ) yields
= 0 = 00 /2, 0 = /2 , 0 = /2, 0 = /2, 00 = /2 ,
00 = , 00 = , and thus
(A.8)
Let us examine the realization of a few primitive logical gates corresponding to (unitary) unary operations on qubits. The identity element
I2 is defined by |0 |0, |1 |1 and can be realized by
I2 = T( , ) = Tbs ( , , , ) = TM Z (, , , 0) = diag (1, 1)
2
2 2 2 2
(A.9)
!
0 1
MZ
bs
not = T(0, 0) = T (0, , , ) = T (0, , , ) =
. (A.10)
2 2 2
2
1 0
p
The next gate, a modified I2 , is a truly quantum mechanical, since it
p
converts a classical bit into a coherent superposition; i.e., |0 and |1. I2 is
p
p
defined by |0 (1/ 2)(|0 + |1), |1 (1/ 2)(|0 |1) and can be realized
by
p
1
I2 = T( , 0) = Tbs ( , , , ) = TM Z ( , , , ) = p
4
4 2 2 2
2
4
2
1
1
.
1
(A.11)
p p
I2 I2 = I2 . However, the reduced parameterization of T(, ) is
p
insufficient to represent not, such as
!
p
3
1 1+i 1i
bs
not = T ( , , , ) =
,
(A.12)
4
4
2 1i 1+i
Note that
with
14
H I L B E RT S PA C E QUA N T U M M E C H A N I C S A N D QUA N T U M L O G I C
X
}
3
]
267
E (a, b) =
N
1 X
O(a)i O(b)i .
N i =1
(A.13)
Quantum mechanically, we shall follow a standard procedure for obtaining the probabilities upon which the expectation functions are based.
We shall start from the angular momentum operators, as for instance defined in Schiffs Quantum Mechanics 15 , Chap. VI, Sec.24 in arbitrary
directions, given by the spherical angular momentum co-ordinates and
15
16
268
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
..............................................................
.........
............
........
.........
.......
.......
......
.
......
.
.
.
......
.....
.
.
.
...
...
...
.
.
...
...
.
...
.
.
...
.. ..
...
...
.. .
..
...
..
..
...
...
....
...
...
....
...
....
...
....
...
...
...
...
...
...
...
.....
...
..
.
...
...
..
..
..
..
..
...
..
...
.. ..
...
...
...
...
...
...
...
...
....
....
......
.
.
.
.
......
..
.......
......
......
........
........
.........
.........
............
...........................................................
|a b| ,
1
2 [A + (a, b) A (a, b)]
[2A + (a, b) 2] = 2 |a b| 1 = 2
1,
1
2
(A.14)
where the subscripts stand for the number of mutually exclusive measurement outcomes per particle, and for the number of particles, respectively.
Note that A + (a, b) + A (a, b) = 2.
Quantum case:
The two spin one-half particle case is one of the standard quantum
mechanical exercises, although it is seldomly computed explicitly. For the
sake of completeness and with the prospect to generalize the results to
more particles of higher spin, this case will be enumerated explicitly. In
what follows, we shall use the following notation: Let |+ denote the pure
state corresponding to e1 = (0, 1), and | denote the orthogonal pure state
corresponding to e2 = (1, 0). The superscript T , and stand for
transposition, complex and Hermitian conjugation, respectively.
In finite-dimensional Hilbert space, the matrix representation of projectors E a from normalized vectors a = (a 1 , a 2 , . . . , a n )T with respect to
some basis of n-dimensional Hilbert space is obtained by taking the dyadic
product; i.e., by
a 1 a
h
i
a 2 a
Ea = a, a = a, (a )T = aa =
...
a n a
a 1 a 1
a 1 a 2
...
a 1 a n
a 2 a 1
=
...
a n a 1
a 2 a 2
...
...
...
a n a 2
...
a 2 a n
.
...
a n a n
(A.15)
a 11 a 12 . . . a 1n
b 11 b 12
a 21 a 22 . . . a 2n
b 21 b 22
and B =
A=
...
...
... ... ...
...
a n1 a n2 . . . a nn
b m1 b m2
(A.16)
...
b 1m
...
b 2m
(A.17)
...
b mm
...
...
b
..............................................
..........
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.......
.......
......
......
....
....
....
.
.
...
....
...
..
...
..
...
..
...
..
..
...
..
...
...
.
...
..
...
..
.
...
.
.
...
..
...
..
..
...
+
.
.
...
..
...
...
....
....
.....
.
.
.
.
.
......
........
......
.......
..........
..................................................
b
..............................................
..........
........
.
.
.
.
.
.
.
.......
..
......
......
.....
....
...
....
.
.
...
....
...
..
...
..
...
..
...
.. +
..
...
+=
..
...
..
..
...
..
...
.
.
...
.
.
...
+ ....
...
...
..
..
...
..
+=
...
.
.
.
....
...
.....
.....
......
......
........
.
.
.
.
.
.
.
..........
..................................................
Figure A.3: Planar geometric demonstration of the classical two two-state particles
correlation.
H I L B E RT S PA C E QUA N T U M M E C H A N I C S A N D QUA N T U M L O G I C
is represented by an nm nm-matrix
a 11 B a 12 B . . . a 1n B
a 11 b 11
a 21 B a 22 B . . . a 2n B a 11 b 21
=
AB =
...
...
...
...
...
a n1 B a n2 B . . . a nn B
a nn b m1
269
a 11 b 12
...
a 1n b 1m
a 11 b 22
...
...
...
a nn b m2
...
a 2n b 2m
.
...
a nn b mm
(A.18)
Observables:
Let us start with the spin one-half angular momentum observables of a
single particle along an arbitrary direction in spherical co-ordinates and
in units of h 18 ; i.e.,
1 0
1 0 1
Mx =
,
My =
2 1 0
2 i
18
i
0
!
,
Mz =
1
2
!
.
(A.19)
=
=
=
=
cos e i sin
1
1
2 (, ) = 2
e i sin
cos
!
1 i
1 i
2
sin 2
2e
sin
cos2 2
e
sin
1
1
2
2
+ 2 1 i
12 e i sin
cos2 2
sin2 2
2 e sin
21 12 I2 (, ) + 12 21 I2 + (, ) .
(A.20)
The orthonormal eigenstates (eigenvectors) associated with the eigenvalues 21 and + 12 of S 1 (, ) in Eq. (A.20) are
2
|, x 1 (, )
= e i +
|+, x+ 1 (, )
= e i
2
2
i
i
e 2 sin 2 , e 2 cos 2 ,
i
i
e 2 cos 2 , e 2 sin 2 ,
(A.21)
1
I2 (, )
2
(A.22)
for the spin down and up states along and , respectively. By setting all
the phases and angles to zero, one obtains the original orthonormalized
basis {|, |+}.
In what follows, we shall consider two-partite correlation operators
based on the spin observables discussed above.
1. Two-partite angular momentum observable
If we are only interested in spin state measurements with the associated
outcomes of spin states in units of h, Eq. (A.24) can be rewritten to
include all possible cases at once; i.e.,
)
= S 1 (1 , 1 ) S 1 (2 , 2 ).
S 1 1 (,
2 2
(A.23)
270
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
1
)
= I2 1 (1 , 1 ) I2 2 (2 , 2 ) ;
F1 2 (,
2
2
(A.24)
1 , 1
Z
Z
+
2 , 2
1
1
I2 (, ) + +
I2 + (, ) ,
2
2
(A.25)
= F + + F + + + F + + + + F ++ .
(A.26)
Singlet state:
Singlet states |d ,n,i could be labeled by three numbers d , n and i ,
denoting the number d of outcomes associated with the dimension of
Hilbert space per particle, the number n of participating particles, and the
state count i in an enumeration of all possible singlet states of n particles
of spin j = (d 1)/2, respectively 19 . For n = 2, there is only one singlet
state, and i = 1 is always one. For historic reasons, this singlet state is also
called Bell state and denoted by | .
Consider the singlet Bell state of two spin- 12 particles
1
| = p | + | + .
2
19
(A.27)
H I L B E RT S PA C E QUA N T U M M E C H A N I C S A N D QUA N T U M L O G I C
271
p1
2
p1
2
(e1 e2 e2 e1 )
(A.28)
The density operator is just the projector of the dyadic product of this
vector, corresponding to the one-dimensional linear subspace spanned by
| ; i.e.,
i 1
h
0
= | | = | , | =
2
0
0
0
.
0
(A.29)
Singlet states are form invariant with respect to arbitrary unitary transformations in the single-particle Hilbert spaces and thus also rotationally invariant
in configurationspace, in particular
under the rotations
)
= Tr F1 2 ,
P 1 2 (,
(A.30)
P 6= = P + + P + = 21 (1 E )
(A.31)
20
272
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
E 1,+1 ( 2 , 2 , 1 , 2 )
cos(1 2 ),
cos(1 2 ).
(A.33)
i
)
= Tr R 1 1 ,
=
E 1 2 (,
2 2
io
)
= Tr S 1 (1 , 1 ) S 1 (2 , 2 )
E 1 ,+ 1 (,
2 2
2
2
).
(A.35)
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289
Index
292
M AT H E M AT I C A L M E T H O D S O F T H E O R E T I C A L P H Y S I C S
INDEX
293