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MATHEMATICAL METHODS FOR PHYSICISTS Fourth Edition George B. Arfken Miami University Oxford, Ohio Hans J. Weber University of Virginia Charlottesville, Virginia Academic Press San Diego New York Boston London Sydney Tokyo Toronto -.,.

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Page 1: MATHEMATICAL METHODS FOR PHYSICISTS - GBV

MATHEMATICAL METHODS FOR PHYSICISTS Fourth Edition

George B. Arfken Miami University Oxford, Ohio

Hans J. Weber University of Virginia Charlottesville, Virginia

Academic Press San Diego New York Boston London Sydney Tokyo Toronto

-.,.

Page 2: MATHEMATICAL METHODS FOR PHYSICISTS - GBV

CONTENTS

Preface xv Introduction xvii

1 VECTOR ANALYSIS

1.1 Definitions, Elementary Approach 1

1.2 Rotation of the Coordinate Axes 7

1.3 Scalar or Dot Product 13

1.4 Vector or Cross Product 18

1.5 Triple Scalar Product, Triple Vector Product 26

1.6 Gradient, V 33

1.7 Divergence, V - 38

1.8 C u r l , V x 42

1.9 Successive Applications of V 48

1.10 Vector Integration 52

1.11 Gauss's Theorem 58

1.12 Stokes's Theorem 62

1.13 Potential Theory 66

1.14 Gauss's Law, Poisson's Equation 77

1.15 Dirac Delta Function 81

1.16 Helmholtz's Theorem 92

vii

v.

Page 3: MATHEMATICAL METHODS FOR PHYSICISTS - GBV

viii Contents

2 VECTOR ANALYSIS IN CURYED COORDINATES AND TENSORS

2.1 Orthogonal Coordinates 100

2.2 Differential Vector Operators 104

2.3 Special Coordinate Systems: Introduction 109

2.4 Circular Cylindrical Coordinates (p , cp, z) 110

2.5 Spherical Polar Coordinates (r, 0 , cp) 117

2.6 Tensor Analysis 126

2.7 Contraction, Direct Product 132

2.8 Quotient Rule 134

2.9 Pseudotensors, Dual Tensors 135

2.10 Noncartesian Tensors, Covariant Differentiation 145

2.11 Tensor Differential Operators 152

3 DETERMINANTS AND MATRICES

3.1 Determinants 156

3.2 Matrices 165

3.3 Orthogonal Matrices 181

3.4 Hermitian Matrices, Unitary Matrices 194

3.5 Diagonalization of Matrices 201

3.6 Normal Matrices 213

4 GROUP THEORY

4.1 Introduction to Group Theory 223

4.2 Generators of Continuous Groups 227

4.3 Orbital Angular Momentum 243

4.4 Angular Momentum Coupling 247

4.5 Homogeneous Lorentz Group 258

4.6 Lorentz Covariance of Maxwell's Equations 262

4.7 Discrete Groups 269

Page 4: MATHEMATICAL METHODS FOR PHYSICISTS - GBV

Contents ix

5

6

7

INFINITE SERIES

5.1 Fundamental Concepts 284

5.2 Convergence Tests 288

5.3 Alternating Series 302

5.4 Algebra of Series 304

5.5 Series of Functions 309

5.6 Taylor's Expansion 313

5.7 Power Series 324

5.8 Elliptic Integrals 331

5.9 Bernoulli Numbers, Euler-Maclaurin Formula 337

5.10 Asymptotic or Semiconvergent Series 349

5.11 Infinite Products 357

FUNCTIONS OF A COMPLEX VARIABLE 1: ANALYTIC PROPERTIES MAPPING

6.1 Complex Algebra 364

6.2 Cauchy—Riemann Conditions 372

6.3 Cauchy's Integral Theorem 377

6.4 Cauchy's Integral Formula 384

6.5 Laurent Expansion 389

6.6 Mapping 398

6.7 Conformal Mapping 406

FUNCTIONS OF A COMPLEX VARIABLE II: CALCULUS OF RESIDUES

7.1 Singularities 410

7.2 Calculus of Residues 414

7.3 Dispersion Relations 439

7.4 The Method of Steepest Descents 446

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x Contents

8 1 DIFFERENTIAL EQUATIONS

8.1 Portial Differential Equations, Characteristics, and Boundary Conditions 456

8.2 First-Order Differential Equations 463

8.3 Separation of Variables 471

8.4 Singular Points 480

8.5 Series Solutions—Frobenius' Method 483

8.6 A Second Solution 497

8.7 Nonhomogeneous Equation—Green's Function 510

8.8 Numerical Solutions 529

9 STURM-LIOUVILLE THEORY— ORTHOGONAL FUNCTIONS

9.1 Self-Adjoint Differential Equations 537

9.2 Hermitian Operators 551

9.3 Gram-Schmidt Orthogonalization 558

9.4 Completeness of Eigenfunctions 565

9.5 Green's Function—Eigenfunction Expansion 577

10 THE GAMMA FUNCTION (FACTORIAL FUNCTION)

10.1 Definitions, Simple Properties 591

10.2 Digamma and Polygamma Functions 602

10.3 Stirling's Series 608

10.4 The Beta Function 613

10.5 The Incomplete Gamma Functions and Related Functions

Page 6: MATHEMATICAL METHODS FOR PHYSICISTS - GBV

Contents xi

11 BESSEL FUNCTIONS

11.1 Bessel Functions of the First Kind, Jv{x) 627

11.2 Orthogonality 645

11.3 Neumann Functions, Bessel Functions of the Second Kind, Wv(x) 651

11.4 Hankel Functions 658

11.5 Modified Bessel Functions, / v (x) and Kv(x) 664

11.6 Asymptotic Expansions 671

11.7 Spherical Bessel Functions 677

12 LEGENDRE FUNCTIONS

12.1 Generating Function 693

12.2 Recurrence Relations and Special Properties 701

12.3 Orthogonality 708

12.4 Alternate Definitions of Legendre Polynomials 719

12.5 Associated Legendre Functions 722

12.6 Spherical Harmonics 736

12.7 Orbital Angular Momentum Operators 742

12.8 The Addition Theorem for Spherical Harmonics 746

12.9 Integrals of the Product of Three Spherical Harmonics 751

12.10 Legendre Functions of the Second Kind, Qn(x) 755

12.11 Vector Spherical Harmonics 762

13 SPECIAL FUNCTIONS

13.1 Hermite Functions 766

13.2 Laguerre Functions 776

13.3 Chebyshev (Tschebyscheff) Polynomials 786

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xii Contents

13.4 Hypergeometric Functions 796

13.5 Confluent Hypergeometric Functions 801

14 FOURIER SERIES

14.1 General Properties 808

14.2 Advantages, Uses of Fourier Series 815

14.3 Applications of Fourier Series 818

14.4 Properties of Fourier Series 829

14.5 Gibbs Phenomenon 836

14.6 Discrete Orthogonality—Discrete Fourier Transform 840

15 INTEGRAL TRANSFORMS

15.1 Integral Transforms 846

15.2 Development of the Fourier Integral 850

15.3 Fourier Transforms—Inversion Theorem 852

15.4 Fourier Transform of Derivatives 860

15.5 Convolution Theorem 863

15.6 Momentum Representation 868

15.7 Transfer Functions 874

15.8 Elementary Laplace Transforms 877

15.9 Laplace Transform of Derivatives 885

15.10 Other Properties 892

15.11 Convolution or Faltung Theorem 904

15.12 Inverse Laplace Transformation 908

16 INTEGRAL EQUATIONS

16.1 Introduction 920

16.2 Integral Transforms, Generating Functions 927

16.3 Neumann Series, Separable (Degenerate) Kernels 933

16.4 Hilbert—Schmidt Theory 944

Page 8: MATHEMATICAL METHODS FOR PHYSICISTS - GBV

17 CALCULUS OF YARIATIONS

17.1 One-Dependent and One-Independent Variable 953

17.2 Applications of the Euler Equation 957

17.3 Generalizations, Several Dependent Variables 965

17.4 Several Independent Variables 970

17.5 More Than One Dependent, More Than One Independent Variable 972

17.6 Lagrangian Multipliers 973

17.7 Variation Subject to Constraints 978

17.8 Rayleigh-Ritz Variational Technique 986

18 NONLINEAR METHODS AND CHAOS

18.1 Introduction 992

18.2 The Logistic Map 993

18.3 Sensitivity to Initial Conditions and Parameters 997

18.4 Nonlinear Differential Equations 999

Appendix 1 Real Zeros of a Function 1005 Appendix 2 Gaussian Quadrature 1009 General References 1016 Index 1017