Professional Documents
Culture Documents
METHODS
OF PHYSICS
Second Edition
JON MATHEWS
R. L. WALKER
California Institufe of Technofogy
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Several acknowledgements are in order. The course from whieh this text
evolved. was originaUy based on lectures by Professor R. P. Feynman at
ComeU University. Mueh of Chapter 16 grew out of fruitful eonversations
with Dr. Sidney Coleman. The authors are grateful to Mrs. Julie Cureio for
rapid, accurate. and remarkably neat typing through several revisions.
JON MATHEWS
R. L. WALKER
Pasadena, California
May 1969
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Contents
PREFACE
Contents
BmLIOGRAPHY 485
INDEX 493
•
ONE
ORDINARY
D IFFERENTIAL
EQUATIONS
We begin this chapter with a brief review af some af
the methods for obtaining solutions af an ordinary
differential equation in closed formo Solutions in the
form af power series are discussed in Section 1-2, and
some methods for obtãining approximate solutions are
treated in Sections 1-3 and 1-4.
The use af integral transforms in solving differential
equations is disCllSsed Jater, in Chapter 4. Applications
af Green's funchan and eigenfunction methods are
treated in Chapter 9, and numerical methods are
described in Chapter 13.
-d
x
Jd
d'y3 + X ~ + xZy = O
dx
is of third order and second degree, since when it is rationalized it contains
the term (d 3 yfdx 3 )'l.
1
2 Ordinary Differential Equations
EXAMPLE
dy
-+
dx
HY'-o
l_x 2 -
(1-2)
dy, dx
O
F-y'+ JI_x i -
sin- 1 y+sin- 1 x=C
or, taking the sine of both sides,
xJI- y2+y../I_X2 =sinC= C'
The solution is
l-I Solution in Closed Form 3
dA(x) ~ A(x)f(x)
dx
This equation is separable, and it~ solution
EXAMPLB
xy' + (1 + x)y = eX
(1-8)
y'+ (
1+ X) e"
x y=-X
I
xe Xy = elx dx = !elx + C
é C_li:
y~-+-e
2x x
(H),(H)
4 Ordinary Differential Equations
EXAMPLE
y dx + (2JXY - x) dy ~ O (1-12)
y=vx dy=vdx+xdv
'x dx + (2xj~ - x)(v dx + x d,) ~ O
2,'" dx + (2j~ - l)x dv ~ O
This equation is clearly separable and its solution is trivial.
EXAMPLE
EXAMPLE
There are various other types of singular solutions, but we shall nol discuss
them here. See Cohen (C4) or Ince (12) for more complete discussions
and further references.
Next we review some methods which are useful for higher-order differential
equations. An important type is the linear equation with constant coefficients:
(1-18)
Iff(x) = 0, the equation is said to be homogeneous; otherwise it is inhomoge-
neous. Note that, if a linear equation is homogeneous, the sum of two
solutions is also a solution, whereas this is not true if the equation i8 in-
homogeneous.
The general solution of an inhomogeneous equation is the sum of the
general solution of the corresponding homogeneous equation (the so-called
complementary function) and any solution of the inhomogeneous equation
y
,
I
,,
Figure 1-1 Solutions or the differential equation (1.17) and their
envelope
I-I Solution in Closed Form 7
(the so-called particular integral). This is in fact true for any linear differen-
tial equation, whether or not the coefficients are constants.
Solutions of the homogeneous equation [(1-18) with f(x) = O] generally
have the form
and so on.
Arguments involving similar limiting procedures are frequently useful; see,
for example, the discussion on pp. 17 and 18.
A particular integral is generally harder to findo If f(x) has only a finite
number of linearly independent derivatives, that is, is a linear combination
of terms of the form x", eU, sin kx, cos kx, or, more generally,
X'r cos rlX X'e"'~ sin rlX
BXAMPLB
Complementary function:
m2 +3m+2=O
m= -1,-2
Y = Cle-X + cze- 2;r;
Particular integral: Try y = Ali". Substitution into the differential equation
(1-19) gives
Suppose we are given two Iinearly independent functions Yl(X) and Yz(x).
By means af these we can define the two-parameter family af functions
(1-23)
Now consider some arbitrary function y(x). Can we represent it by ao
appropriate choice af Cl and C 2 in (1-23)1 Clearly, the answer in general
is no. Let us try the more madest approach af approximating y(x) in the
neighborhood of some fixed paint x = Xo by a curve af t1te family (1-23).
Since there are two. parameters at our disposal, a natural choice i8 to fit
the value y(xo} and slope y'(xo} exactly. That is, cI and c2 are determined
from the two simultaneous equations
y(xo} = C1Yl(XO) + Clh(xo)
(1-24)
y'(xo} = CIY~(XO) + C2 Y2(XO}
The c1 and c 2 obtained in this way vary from paint to paint (that i8, as Xo
varies) along the curve y(x). They are ca11ed osculating parameters because
the curve they determine fits the curve y(x) as c10sely as possible at the
point in question. 1
One can, of course, generalize to an arbitrary number N of functions
YI and parameters Cj • One chooses the c, to reproduce the function y(x)
and its first N - 1 derivatives at the point xo.
We now return to the problem of solving linear differential equations.
For simplicity, we shall restriet ourselves to second-order equations. Con-
sider the inhomogeneous equation
p(x)y· + q(x)y' + ,(x)y ~ ,(x) (1-25)
and suppose we know the complementary function to be
C1Yl(X) + c2 Y2(X)
Let us seek a solution of(1-25) ofthe form
Y = U1(X)Yl(X) + U2(X)Y2(X) (1-26)
where the u/(x) are functions to be determined. In order to substitute
(1-26) ioto (1-25), we must evaluate y' and yW. From (1-26),
(1-27)
Before going on to calculate y", we observe that it would be coovenient to
impose the condition that the sum of the last two terms in (1-27) vanish,
that is,
(1-28)
(1-30)
Note that the condition (1-28) nol anly simplifies the subsequent algebra
but also ensures that Ui and Ul are just the osculating parameters discussed
above; compare (1-26) and (1-29) with (1-24).
The rest af the procedure is straightforward. If (1-26), (1-29), and (1-30)
are substituted into the original difl'erential equation (1-25), and we use
the fact that Y1 and Yz are solutions af the homogeneous equation, we
obtain
(1-28) and (1-31) are now simultaneous linear equations for the uj, whose
80lution i5 straightforward. The student i8 urged to complete the 80lution;
see Prablem 1-26.
EXAMPLE
(1-34)
1 In facl, }' = x" is an obvious lrial solulion for any linear differenlial equalion of lhe
'o,,"
l-I Solutioo in Closed Form 1i
We ditferentiate, obtaioiog
1 + X 2 u,
y '=
2XU - 2:
1 u2 1,
1 + - U2
X X
2, 1,
XU 1 +-U 2 = O (1-35)
X
Then
(1-36)
and
1 ,
-u,
x'
(1-37)
Substituting (1-34) and (1-37) back ioto the ditferential equation (1-32),
we obtaio
, 1 , X
u1 = - U2 = --
3x' 3
1 x'
U1=--+C, u2 = --+C,
3x 6
The substitution
(1-39)
will give another linear equation in v(x) which may be easier to solve for
12 Ordinary Differential Equations
(1-41)
and eliminate the fust derivative term of (1-40). This procedure is helpful
as an aid to recognizing equations, and it is especially useful in connection
with approximate methods of solution.
EXAMPLE
Bessel's equation is
x2y~ + xy' + (x 2 _
n2)y = O (1-42)
The substitution y = u(x)p(x) with p(x) = X- t/2 gives
This equation, with no first derivative term, is very convenient for finding
the approximate behavior of Bessel functions at large x, for example, by the
WKBmethod (Section 1-4). The details areleftas an exercise (Problem 1-41).
Always watch for the possibility that ao equation is exact. Also consider
the possibility offlnding ao integrating factor. For example, the commonly
occurring equation y" = f(y) can be integrated immediately ir both sides
are multiplied by y',
(1-44)
Try
C1 = -!c~
c3 =i-tcO Cl
c4 -- -lZC
"+"1 12 CO, etc.
(1-45)
This method af solution is a very useful aoe, but we have beeo careless
about justifying the method, establishing convergence af the series, etc. We
now briefly outline the general theory of series solutions of linear differential
equations. 3
Consider the equation
"This theory is discussed more fully, for example, in Copson (C8) Chapter X, or
Jeffreys and Jeffreys (J4) Chapter 16.
14 Ordinary Differential Equations
If fo(x), ... ,J,.-l(X) are regular (in the sense of complex variable theory;
see the Appendix, Section A-2) at a point x = x o , Xo is said to be an ordinary
point of the differential equation. Near an ordinary point, the general
solution of a differential equation can be written as a Taylor series whose
radius of convergence is the distance to the nearest singularity of the differen-
tial equation; by a singularity, of course, we mean a point which is not
ordinary.
The Taylor series is an ordinary power series
•
Y = L c",(x -
m=O
Xo)'" (1-47)
where the exponent s of the leading term will not necessarily be an integer.
The series again converges in any circ1e which includes no singularities
except for xo.
The algebraic work involved in substituting the series (1-47) or (1-48)
in a differential equation is simplified if Xo = O. Thus it is usually convenient
to fust make a translation to Xo as origin, that is, to rewrite the equation in
terms of a new independent variable, z = x - Xo.
If a point is neither an ordinary point nor a regular singularity, it is an
irregular singular point.
EXAMPLE
2-n(n+1}
c3 = 6 C1
Thus, if we go farther and farther out in either series, we find it more and
more resembling a geometric series with x 2 being the ratio of successive terms.
The sum of such a series clearly approaches infinity as x 2 approaches 1. 4
4 This discussion is incomplele. Infinite series are discussed in more delail in Chapter 2,
and lhe series of (I-51) are studied as a special case on p. 47. The series in
facl "almosl" converge as x 2 approaches 1; Iheir sums go lo infinity logarilhrnically
[y '" In(l - x 2 »).
16 Ordinary Differential Equations
is guaranteed to exist, and we can see fram the differential equat;on that
a two-term recursion relation will be obtained. If we substitute into the
differential equation, the coefficient of x' is
CO(S2 - m2) =O
(l-53)
This is called the indiciai equation. Its roots are s = + m.
Next consider the coefficient of x'+ 1. It is
+ (s + 2 + mXs + 2 -
x·
m)(s + 4 + m)(s + 4 - m) -
1
+ ...
(1-56)
If we abbreviate by L the Bessel differential operator,
d' d
L = Xl_+1
x_+(x1 _ m 2 )
dx dx
then the series Ly(x, s) will contain only a term in x", because the recursion
relation makes the coeflicients of ali higher powers vanish. We obtain
[compare (I-53)J
Ly(x, s) ~ (s - m)(s + m)x'
We see (again) that s must equal ±m in order that y(x, s) be a solution
Df Bessel's equation Ly = O. However, if m is a positive integer, we have
remarked that
[(s + m)y(x, s)). __ m
18 Ordinary Differential Equatiotis
(l-57)
EXAMPLE
~ x' ]
y(x, s) = x' [ 1- s(s + 4) + s(s + 2)(s + 4)(s + 6) - + ...
4
,[ s +2 2 x (l-58)
(s + 2)y(x,s) = X (s+2)- s(s+4)x + s(s + 4)(s+ 6)
x' ]
- '(H 4)(H 4)(H 6)(H 8) + - ...
Remembering that (djds)x' = x' In x and
~ (UV .. ') = uv ... (U' + v' + ... _ w' _ ... )
dx W'" W··· U v w
we obtain
1
+ s(s + 4)(s + 6)
(1 1 1).
- '$ - s + 4 - s + 6 x - + ...
]
1-2 Power-Series Solutioos 19
Setting s = -2, and observing that [(s + 2)y(x, s)]~," -2 =- /6 Y(X, 2),
we obtain
I
- --y(x
16 •
2)lnx+x- 2 1+-+-+···
4 64
(X'x') (1·59)
This solution and y(x, 2) are two independent solutions of Bessel's equation
with m =;: 2.
(1-62)
where
p(z) = P(x) q(z) = Q(x)
Then x = 00 is an ordinary point or a singularity of Eq. (1-61) depending
on whether z = O is an ordinary paint or a singularity of Eq. (t -62). That
1& Three-term recursion relations can often be trcatcd by continued fraction methods
This change of variable does nol ensure the desired behavior at infinity,
of course, and- we shall still have to select solutions y(x) which give this
behavior. In fact, we may expect in general y(x) _ e'" so as to give the
divergent solution, 1/1_ e hZ !2.
The differential equation (1~60) becomes
y" - 2xy" + (E -1)y ~ O (1-66)
em (m + 1)(m + 2)
y ~
.[
X'21
c, 1 + (1 - E) - + (1 - E)(5 - E) - + ... X']
4J
+ c, [X +(3 - X'
E)- + (3- E)(7 -E)- + ...
3! 5I
X'] (1-67)
-,.-2
C",+2
'. m
Thus either series behaves for large x like eX2 , and I/J -+ e"zll as expected.
A solution l/t, whicb remains bounded as x -+ + 00, is therefore aaly possible
ir E = 2n + 1 with integral n; that is.
l/t = "',,(x) = H,,(x)e- xZ / 1
lor
E=E,,=2n+ 1 (1-68)
This is another example ofbow boundary conditionsmay imposerestrictions
00 the acceptable values for a constant appearing in a differential equation.
The acceptable solutions I/I~ are called eigenfunctions of the differentiaI
operator _(d 2 fdx 2 ) + x 2 belonging to the eigenvalues E" (see Chapter 9).
As another example of series solutions, we consider briefty the associated
Legendre equation
2
2
(1 - x )y" - 2xy' + [n(n + 1) - m 2]Y
l-x
=O (1-69)
This has solutions y = zhl2 and z-,"12, the former being well behaved if,
as we may assume without 10ss of generality, m ~ O.
We are therefore led to make the change of variable y = v(1 - X2)'"f2 in
(1-69), thus factoring out the behavior at both singularities simultaneously.
The equation becomes
(I - x')v' - 2(m + I)xv' + [n(n + I) - m(m + I)]v - O (1-70)
~-p { -~
mlz
- ml2
"OI,
-
A
M 1:<.
-h
OH
'"
*J v_ p 1r -l
o
-rYl
A
o
-rn
00
m-o
tI1+n+~
f
O-lõt.)Il"-2-l!AI+n(O+~)1l =0 7-
(A-~·).'M+')-Z(m+A) .. "("'+'\)+[n(n+~)-m(m+4)J.("')~O " v~ .,,)
22 Ordinary Differential Equations
---
C. H
"
(r + m)(r + m + 1) -
(r+I)(r+2)
n(n + 1)
- (r +m- n)(r + m + n + 1)
(r + I)(r + 2)
(1-71)
Again we obtain even and odd series solutions for v(x), both of wruch behave
Iike (I - x 2)-'" near x = ± 1 if they do ~ot terminate. 8 A bounded soIution
exists onIy if n and m are such that one series terminates after some term x.
From (1-71), the condition is
(n - m) = r = an integer;;.: O (1-72)
(I - x')'''(~)·
dx
P (x)
•
(1-73)
1-3 MISCELLANEOUSAPPROXIMATE
METHODS
One can often get a qualitative picture of the solutions of a differential
equation by means of a graprucal approach.
For example, consider the first-order equadon
(1-74)
We may draw little lines in the xy-plane. each indicating the slope of the
solution passing through that peint, as iIIustrated in Figure 1-2. The
approximate shape of the solutions is obvious.
As a second example, consider the second-order, nonlinear equation
yJr=X_ y 2 (1-75)
I
I ,
-
Y
- -
I I
, - - --
- - -- " I I I , x
I
- - I
, I
I
I
Vlx)
V,- ------;?---
-v,
V,- - ~---"
If E > V(x), then !/t JIJJ < O, and ljJ curves toward the x-axis; that is, !/t has an
N
oscillatory or "sinusoidal" character. If E < V(x), then ljJ"jIJJ > O, and !/t
curves away from the x-axis; that is, !/t has an "exponential" character. If
we impose the boundary condition that !/t remain finite everywhere, then a
solution with unbounded exponential behavior is unacceptable.
Suppose V(x) looks as shown in Figure 1-4.
If E > V3 , ali solutions are oscillatory everywhere and ali are acceptable,
that is, none blow up at infinity.
If V2 < E < V3 ' .. most" solutions blow up at x + 00. However,
-j.
if we start just right. we can find a solution that faUs off exponentially as
x + 00. This defines the acceptable solution uniquely (except in amplitude)
-j.
and, in particular, fixes the phase in the left-hand region where the solution is
oscillatory. Such a solution is illustrated quaIitativeJy in Figure l-S.
V, ,~ ------
-,y'- - - - -
E
,
, I
-E
, x,
" , ,, ~~~x
"
v, ""
Vlx)
Figure 1-5 A physica1ly acceptable solution of the Schrõdinger
equation for V2 < E < V3
•
EXAMPLE
(1-77)
Let's look for a solution near x ---+ 00. Assume y > O. Thus, we try
dy
-~O-J.yR;a (= constant)
dx
Now put this guess back into (1-77)
Therefore,
dy
dxR;exp [ (a- 2a
-2x ,O''')]
Y R; a -
,o,,,
2a -
1 (
402
1 ) 44x
X + 40 e- + ... etc. (1-78)
EXAMPLE
(1-79)
26 Ordinary Differential Equations
(1-81)
Substituting into the differential equation (1.79) gives
_!X- 3/ 2 + I}" = -21}J-; - I}2 (1-82)
We neglect the last term, but the equation is still complicated. We
may try further neglecting either the first or second termo If we assume
1""1 ~ 12"j~l, we find
"'+2Jx"~0 (1-83)
An approximate solution ofthis equation may be found by the WKB method,
which we discuss in the next section. The result is
I} :::.:: ~
x
sin (4 J 2: x SI4 + ô)
118
5
(1-84)
1-4 The WKB Method 27
From (1-86) and (1-88) we see that 1/J7 is roughly lj(2n) times Ofie "wave-
length" or one "exponentiallength" of the solution y. Thus the condition
of validity of our approximation is simply the intuitively reasonable one that
the change inf(x) in one waveJength should be small compared to Ifl.
"" ~ +,1"1'1'
Substituting this estimate for the small term 1J" into (1-87), we obtain
if'
W)'~f+2Jj
F- •, f'
"'~+vJ+4f
f
y(x) ~ (f(:))''' (" exp [; JT(x) dx] + '- «p [-; J f(x) f dX]) (1-90)
~•
•,
'.".". J(x)
' .•..• I , - ....
'" "".
;."1":. \
Yl(X).,,'" I ••••• "
~~
..... ' I \ ...-
~----"'-"-=c.j----~,-------',---,\-.--~_/
'. , x .-
... \ :'
...
.'. \
\ .,'
...
\ "
Y 2 (x)" ........... ',
'" '-
Figure 1--6 Graph of f (x) and two exact solutions of the equation
(1-85); one of them. YI(X). being the special solution
which decreases to zero on the left
1-4 The WKB Method 29
y(x) ~ 4/ a
v - i(x)
ex p [+ JXo,,/-=" f(;j dx]
•
11 lf we were using fine print in this book, thL' material from here to Eq. (1-122)
would be 50 displayed. The eonnection formulas (1-113) and (1-122) are, however,
important and should be understood even by lhose who wish to ,kip lhe inl~rvemng
derivalion.
" See Schiff (S2) Scction 34, for a discussion of this approach, and numerous reference~.
13 See Kemble (KI) Seetion 21.
30 Ordinary Differential Equations
W', ~ ( 1') I
+ij!(x)-.! w,
I J"
w±+ [ f(x)+----5 (1'
- )'] W+=O (1-94)
4! 16! -
If we define
(1-95)
The WKB approximation corresponds simply to setting 0:+ and 0:_ cqual to
constants.
Solving (1-98) and (1-99) for o:±(x),
yW'-- - y'W_
(X_ =- W+W'_ _ W'+ W_
a+ ="2'( yW ,_ - y 'W_
) (1-100)
EXAMPLE
(1-106)
The complicated second term in the bracket is less important than the
first (why?), and we see that the relative errar IAIX± I/IIX±I is only of the arder
of 10 to 20 percent even for a value of X as low as Xl = I, and at larger Xl
the errar becomes very small. In particular, no significant errar in phase
accumulates even after an arbitrarily large number of" wavelengths."
f• J g(x)
f(x)
ds <>i 1 (1-108)
Even there, cx+ cannot change if cx_ is zero or nearly zero. Similar statements
hold for cx_ if we interchange + and - everywhere.
In the regions where IW_/W+I pior IW+/W_I p I, the coefficient of
the small function may vary markedly, a behavior known as Stokes'
phenomenon. 14 (This variation has no appreciable effect on lhe function
y(x) in this region, so that there is no inconsistency with the fact lhat the
WKB approximation, with constant cx+ and cx_, is supposed to be valid!)
The above results will now be used to derive the WKB connection formulas.
We recaJl the definitions (1-93) and draw a branch line from Xo to + 00
along the real axis. We take roots [j(x)r/ 4 and U(x)]112 to be the positive
real roots on the top side of this branch cut. Then, for x < Xo,
This is real in directioos e = o, -i1t', ~1t', and it is easy to see from (1-93) which
of W+ or W_ dominates in each region between these boundaries.
A map of the Stokes' regions is given in Figure 1-7, and a good path r
is 5hown connecting the regioos x ~ Xo and x p Xo 00 the real axis, where the
WKB solutions are to be connected.
It is now easy to find the connection formula for the special solutioo
Yl(X) which has a decreasing exponential behavior to the left of xo, as shown
in Figure 1-6. This solution has a = O, in the notation of (1-91), ar, from
(1-110), cx+(x) = O at the start of path r. Thus, ( L (x) remains constant
along r even though IW+/W_I p 1 in region 2. cx+ remains essential\y zero.
In region 1, IW_/W+I ~ 1 50 that CL remaios constaot although cx+ may
region 1
region 2
IW.I» IW_I
-t--'------
branch line
region 3
Figure 1-7 Complex x-plane showing the Stokes' regions around the
point Xo wbere f(x) vanishes
(aod does) change. Since cc is constant ali along r, we find from (l-llO)
(1-112)
The reality coodition gives c = dI/< if b is real.
The conoectioo formula for the solution Yl(X) with decreasing exponential
behavior for x < Xo is thus (normalizing b = I)
Reversal ofthe arrow is delicate. We koow ooly that the growiog exponen-
tial term 00 the left will be absent for some phase near -1t/4 00 the rigbt.
Next, consider a more general solutioo Yl(X) such that a oF O. Since the
basic equation is linear, the coefficients in expressions (1-91) and (1-92) must
be Iinearly related:
c=Aa+Bb
(1-114)
d= Ca+ Db
=
ODe finds
(1-118)
Thus
el (ft/2) = i = AD - BC= AB'" - A"'B = 2i Im AB* (1-119)
•
36 Ordinary Differential Equations
Thus we can find a but not b, which might be expected since cc(x) ftuctuates
wildly in regioo 2 of Figure 1-7 except in the special case ct:+ = O. We might
also expect this result from the fact that, when a #= O, the value of b is im·
material since the decreasing exponential is negligible compared to the
increasing one. Omitting b for this reason, we can write a second formula
connecting the two expressions (1-91) and (1-92) for y(x). It is conventional
to choose a real solution by setting c = fé/! and d = !e-Jo/I. Then
----E
a b x
If ifi(x) is to be bound.ed for x < a, then in a < x < b our connection formula
(1-113) teUs us
REFERENCES
There are many good books 00 the subject of ordinary differential equa-
tions. Two small but remarkably complete ooes are Burkill (B9) aod
Ince (11). The latter is a condensed version of the treatise (12) by the
same author. Another treatise, excellent and well worth looking tbrough,
even if it is slightly old-fashioned, is Forsyth (F5).
Modero texts on this subject tend to place more emphasis on numerical
solutions, integral transform methods, and special techniques for oonlinear
equations, than do the older texts mentioned above. Severa) good examples
are Birkhoff and Rota (B3); Golomb and Shanks (G5); and Rabenstein (RI).
The WKB metbod and its applications to quantum mecbanics are discussed
in any good book 00 quantum theory, such as Schiff (S2) Section 34;
38 Ordinary Differential Equations
PROBLEMS
Find the general solutions of Problems l-I to 1-20:
1-1 x 2y' + y2 = xyy'
, xJl+y2
1-2 Y ~
2
yJ 1 + x
1-3
a'
y' = ('x-'+'--y)'"
1-4 y' + ycosx = t sin 2x
1-5 (1 - x 2)y' - xy = xy2
1-6 2x J y' 1 + 1 + 4x 2Y
= J
1-7 y" + y'2 + 1 = O
1-8 y" = ri'
1-9 x(l - x)y" + 4y' + 2y = O
1-10 (1 - X)y2 dx - x 3 dy = O
1-11 + y + X 4y4(?"'" = O
xy'
1-12 (I + x 2 )y' + y = tan~l x
1-13 x 2 y'2 _ 2(xy - 4)y' + y2 = O (general solution and singular
solution)
1-14 yy" - y'2 _ 6xy2 = O
1-15 x 4 yy" + x 4 y'2 + 3x 3 J'Y' - 1 = O
1-16 x 2 y" - 2y = x
1-17 y" -2y" - y' + 2y = sin x
1-18 yio + 2y" + y = cos x
1-19 y" + 3y' + 2y = exp [e>]
1-20 a 2 y"2 = (I + y'2)3
1-21 The differential equation obeyed by the charge q on a capacitor C
connected in sedes with a resistance R to a voltage
V
= Vo(~re-tlf
ir the right side were zero. Use this fact to abtain the general soJution
af the equation as given.
1-26 Consider the differential equation
y' + p(x)y' + q(x)y ~ O
00 the interval a ~ x ~ b. Suppose we know tWQ solutions, Yl(X)
and Yz(x), such that
Yt(a) = O
y,(b)" O
Give the solution of the equation
y' + p(x)y' + q(xly ~ f(x)
which obeys the conditions y(a) = y(b) = O, in the form
y(x) ~ i"•
G(x, x')/(x') dx'
where G(x, x'), the so-called Green's function, involves only the
solutions Yl and Y2 and assumes different functional forms for x' <:; x
and x' > x.
IIlustrate by solving
y" + k 2 y = /(x)
y(a) ~ y(b) ~ O
40 Ordinary Differential Equations
+ ~ dy + (K + ~ _ l(l +2 l»)y =
2
d y O O~x~oo
dx 2 X dx X x
where I = nonnegative integer
Find all values of the constant K which can give a solution which is
finite on the entire range of x (including 00). An equation like this
arises in solving the Schrõdinger equation for the hydrogen atom.
Hint: Let y = v/x, then "factor out" the behavior at infinity.
1-29 For what values ofthe constant K does the differential equation
" (1 K)
y-4+~y= O (O<x<oo)
Problems 41
V(x)
-a x
(
TWO
INFINITE SERIES
In this chapter we recall some tests for the convergence
af series and present a number af methods for obtaining
the sum af a series in cIosed formo Numerical and
approximate methods are not discussed here, but in
Chapter 13.
2-1 CONVERGENCE
An infinite series
00
is said to converge to lhe sum S provided the sequence af partial sums has
the limit S; that is, provided
The series L:'= 1Qn is said to converge absolutely ir the related series :2::'='1 Ia. I
converges. Absolute convergence implies convergence, but not vice versa;
for example, the series
l-t+t-+'"
44
2-1 Convergence 45
converges (to the sum In 2), but it does not converge absolutely, because
l+t+t+"""
does not converge (that is, it diverges).
It should be emphasized that the numbers an may be complex numbers.
We must, of course, give lhe symbol lanl of the preceding paragraph its
usual meaning when an is complex:
That is, la,,1 denotes the absolute value (or modulus) of a".
The simplest means for determining the convergence of an infiníte sedes
is to compare it with a series which is known to converge or diverge. For
example, the geometric sedes
1
1+x+x 2 +x 3 + ... (2-1)
1 x
converges for Ixl < 1 and diverges for Ixl > I. This leads to the ratio test:
If the ratio 10,,+ lia" I of successive terms in the infinite series
has as a limit a number less than one as n . . . . 00, the series converges, and, in
fact, converges absolutely. if the limit is greater than one, the series diverges.
Ifthe limit is one (or ifthere is no Iimit), we must investigate further.
A second criterion is comparison with an infinite integral. The series
f, f(x) dx
00
(2-4)
all +1 -+ 1 _ :: (2-5)
". o
with s greater than I, the series converges (absolutely).
EXAMPLE
a ll + I
--~
(a + n)(b + n) x
ali (c + n)(n + 1)
~
(1+ ~)(I + ~) x
(I +~)(I +~)
= (1 + a + b: c-I + .. .)x
Thus the series converges if Ixl < I, ar, when Ixl = I, if 1
a+b-c<O (2-7)
We can sharpen our ratio test even more by considering a very slowly
converging series such as
00 1 1 1
.~, o(ln n)' ~ 2(ln 2)' + 3(ln 3)' + ... (2-8)
2-1 Convergence 47
we see that the series (2-8) converges provided s > 1. The fatio af successive
terms in (2-8) is
°,,+1 n [ Inn ]'
~ = n + 1 In (n + 1)
Thus a series for which 10"+lla,,1 is of the form (2-10) converges ir $ > I and
diverges ir s ~ 1.
EXAMPLE
..'!!...
0/_1
- [1 - ~ + o( 1,)]x'
l i
Thus, ir Xl = I, the series diverges.
There are, af course, other convergence criteria; fOf example, ir the sigos
af the 0" alternate and a.. approaches zero monotonically, then the series
In 0" converges (but not necessarily absolutely).The reader interested in
a more rigorous and more complete treatment af convergence, absolute
convergence, and so forth, should consult any of the standard references,
such as those listed at the end of this chapter.
48 Infinite Sedes
(2-12)
Using the Euler relation e l '" = cos x + i sin x, we deduce from (2~12)
x3 x5
sinx=x--+-- +'" (2-13)
3! 5!
x4 x2
cosx=I--+-- +'" (2-14)
2! 4!
Term~by-term integration of the series for (1 + X)-1 and (l + X 2)-1 yields
x2 x3 x4
In(1 + x) = x - - +- - - + - ' .. (2-15)
2 3 4
(2-16)
Therefore,
x - (c o + c i x + C
2
x 2 + ",) ( x + -x 'x'
+ -
2! 3! + '"
)
and, dividing by x,
I-(c o +cx+c x 2
+",) ( 1+-+-+'"
.x x' )
1 2 2! 3!
, ,n
(,n]! 'B,,,* .
2-2 Familiar Series 49
B x B x'
1= ( B +_'_+:2 + ... )( 1+-+-+'"
x x' ) (2-18)
o 11 21 21 31
1 =.Bo
Bo B,
0=-+-
2! 11
o _-Bo .!L Bi
(2-19)
- 31 +,2-111 + 1121
etc.
Except for the first one, Eqs. (2-19) may be written symbolically in the
concise form (B + 1)" - B" = O. with the understanding that B' really means
B.. The tirst few af these Bernoulli numbers are
Do =1 D2 = i- B. = - 'iõ B6 =n B8 =- 1
3 0 •••
B 1 = -} B3=B5=B,=""=0 (2-20)
~fl+(=O (r.=.(,2,3, ... ).
Notations .vary, 80 lhat care must be exercised when looking up formulas.
For example, the notations af Dwight (OS) and Pierce and Foster (Pl)
differ fcom ours.
As an example of the usefulness af Bernoulli numbers· as coefficients
in power series af familiar functions, consider
.eb+e- 1X
ctnX=l Ix -Ix (2-21)
e - e
Let ix = yf2. .Then
~;fl + 2·)
\ e' - I
~2;(~+
y' 2
Y)
e1'- l'
~2' I B.y·
Y "cwn n!
~ )'
"lo t -In, = ' - H_.~ (" )'n
y<. -{=o [:.:(O;! '-' :<11 ",'l, .
50 Intinite Series
ctn x = ~
L (-1)'" ",B,,.,(:;:2x,,-)' (2-22)
x .. evu n!
The relation tan x = ctn x - 2 etl'l. 2x enables us to deduce the power series
for tan x.
EXAMPLE
= x + x 2 + x3 + ... = x
f
o
!(x) dx
x
1 x
Then, differentiating,
[We might have recognized this immediately from the binomial senes
(2-11).]
EXAMPLE
2 3
1 XX X
!(x) = - + - + - + - + ... (2-24)
1. 2 2 .3 3.4 4.5
Differentiating twice,
1
(X"!)" = 1 + x + x 2 + Xl + -.. =
1 x
From this, two integrations give
1 1- x
f(x) =- + ,In (1 - x)
x x
2-3 Transformation Df Series 51
EXAMPLE
f(O)=Re 1= l-acasO
l_ae l9
I 2acosO+a 2
EXAMPLE
123
S~-+-+-+··· (2-26)
2! 3! 4!
Define
x2 2Xl 3X4
f(x) ~ - +- +- + ...
2! 3! 4!
Tho" S ~f(I).
x3 X4
f '(x) = X + x + - + - + ... = x~
2
2! 3!
,
f(x) = f,xe" dx = xe" - ~ +1
s ~ f(l) ~ 1
EXAMPLE
LO!
""' m! " S ~
f(x)=~n!(m_n)!x f(l)
52 Infinite Series
Bul
J(x) - (1 + x)"
Therefore S = 2m•
We shall now consider the deceptively simple series [compare (2·2)]
""1111
S- L - 2 - 1 + -4 + 9- + -16 + ... -
n=l n
(2) (2-28)
X x2 1
I'(x) - 1 + - +- + ... - - -In (1 - x)
2 3 x
Thus
J(x) - - I,
x In (1 - x) dx
x
and S __ f,'In (1 -x x) dx (2-30)
cos kx is an even function, so there are no sine terms (B, - O). The
coefticients An are given by
2 I~ 2k sin kn
An =- cos nx cos kx dx = ( - l t (k' ') (2-32)
Jto Jt -n
Thus
_ 2k sin kJt
coskx- Jt
cos x(_1_
cos 2x _ cos 3x ...)
2k2-k2_1+e_4 k2_9+ (2-33)
,(
kJtctnkn=1+2k e 1-1 + k 2
1
-
4+ 2
k-
1
9+'" ) (2-34)
This is the partial fraction representation of the cotangent. For those who
know the relevant mathematics, this partial fraction represenlation could
2-3 Transformation of Sedes 53
-2k,( 1+-+-+···
1
4
1
4
) _ ...
2 3
•
- 1- 2 L (2n)k"
,- ,
CH-±~.±2, ---) (2-35)
where {(211) rs defined in (2-2). Comparing (2-35) with our power series
(2-22) for the cotangent in terms of Bernoulli numbers, we find
2
_ (_l)N+ 1 B 2N (21t)2N
( n) - 2(2n)! (2-36)
Thus
(2-37)
1 1 B 16n4 n- 4
1+-+-+
16 81
... -(4)- - ' 48 -90
- (2-38)
etc.
We shall conclude this section by discussing a transformation which is
useful both for analytical and numerical summing of series. Let
(2-39)
be a series whose sum we know, and suppose we want to sum the series
f(z)- Lc.b,z·
• (2-40)
,-o
'Scc Copson (C8) Section 6.8, or Whittaker and Watson (W5) Section 7.4. The
tbeorem, rougbJy speakina:, says that a function /(:) which is analytic everywhere in the
flnite z-plane exccpt for simple peles at z = alo Ql, ••• with residues b h b 2 , ••• , and which
(except ncar the peles) remains finite as Izl approaches infinity, may be written in the form
f(')-f(O)+'E b.( I
• z a.
+.!.)
a.
(2-34) folloWi immediately ifwe take for I(z) the function TrZ ctn TrZ.
~ ~ ooA
..::..1í~ 1-,1.:L="+2~2.""'\'"
0<1
""t .... =-:;:--,.'2:>''''''-
~ .... 4.L- 2. 2. 2. -{ .
",~L . . ... 'I L - . 2. n-
....
... O-A 2; -n li n"'~ -
54 lnfinite Series
!(z)=CObO+Clb1Z+ClblZ2+C3b3Z3+ ...
= cog(z) + (c 1 - cO)b 1z + (c 1 - co)b 1 z 2 + (C3 - co)b 3 z 3 + ...
= cog(z) + (c 1 - co)zg'(z) + (c 2 - 2c, + cO)b1z 1
+ (C3 - 3c 1 + 2co)b 3 z 3 + ...
z2g"(Z)
= cog(z) + (c 1 - co)zg'(z) + (c 1 - 2c 1 + co) 21
Z3 g '''(Z)
+(C3 - 3c1 + 3c. - co) 3! + '" (2-41)
Cl - Co
c1 Cl - 2Cl + Co
Cz - C1 C3 - 3Cl + 3c1 - Co
C2 C3 - 2'c] + Cl
c,
...
. ..
• ••
Thus
bn =(-I)n
-z
zg'(z) = (1 + Z)l
z2g"(Z) Zl
2! - (1 + Z)3
etc.
ReCerences 55
-i -t
t
, t
-"12"
, TI
,
-TO
,
t
, '"
-TI
t
we see that
REFERENCES
Infinite series are discussed quite thoroughly in numerous books on
complex variable theory. See, for example, Whittaker and Watson (WS)
Chapter 11 and IH, ar Apostol (AS) Chapters 12 and 13.
Several fairly elementary references are Hyslop (HI3); Green (G7);
and Stanaitis (SI1). The monograph by Hirschman (HIO) is also very read-
able, but it is at a somewhat more advanced leveI than the three preceding
references.
56 Infinite Series
PROBLEMS
Find the sums of the sedes 2-1 through 2-7:
1 1 1 1 1
2-1 1+-----+-+--- - + + ...
4 16 64 256 1024
1 1 1 1
2-2 10+2·4+0+4'6+'"
1 1 1 1
2-3 1 - 5. 32 - 7.33 + 11 . 3 5 + 13.3 6 - - + + ...
1 2 3
2-4 01 + I! + 2! + ---
1 1 1
2-5 1+-+-+-+'--
9 25 49
1 1 -1
2-6 1 + 92 + 252 + 49 2 + . --
I 1 1
2-7 1--+----+-··-
2 2 2
4 9 16
2-8 Evaluate in closed form the sum
f(O) = sin O +! sin 20 +t sin 30 +t sin 40 + ---
(you may assume O < O < n for definiteness).
4x 3 9x 5
=x--+-~+'"
3! 5!
in closed form, by comparing with
x3 x 5
sinx=x--+-- + ...
3! 5!
2-12 Consider the so-called Euler numbers, defined by
~ E2~ 2
secz= L,(-lt-z n
n~O (2n)!
(a) Show that
(E + l)k + (E - V = O (k even)
Give E2' E 4 , E6' Es.
(b) Using the partia! fracHoo expansion of the secaot
evaluate:
(1 )
1 1
(2) 1-32n+l+52n+l-+'"
THREE
EVALUATION OF
INTEGRALS
In the first three sections af this chapter we discuss var-
ious techniques for the analytic evaluation af definhe
integrais. These techniques include differentiation ar
integration with respect to a parameter, the exploitation
af symmetries, and evaluation by contour integration.
Tabulated integrais such as the gamma function, beta
function, exponentiaI integral, elliptic integrais, and 50
forth, are described in Section 3--4. Approximate expan-
sioos, especial1y asymptotic expansions, are treated in
Section 3-5, and the saddle-point method is discussed
in Section 3-6.
(3-4)
t~ =u dt = ! U(l/~)-l du
•
Then
This does not look any easier, but one defines the gamma function r(z) by
(3-5)
so that
(3-6)
We shall say more about the gamma function In Section 3--4; note that
(3-1) give, rm J'.
~
Another useful technique is to introduce complex variables.
EXAMPLE
I = f,• e- cos Ax dx
U
= Re f,• e-aXé'X dx
(3-7)
tberefore,l
I Note Ihat our method seems to require Ihat À be real, but the results are in fact corceet
for À anywhere in lhe slrip 11m Àj.0Ç.4, How did Ihis happen 1
..p,,,/f-flj.fl~ 1m À>-IÃ
60 Evaluation of Integrais
This method gives us another integral at the same time, from the imaginary
part,
(3-8)
EXAMPLE
f• e-ti;; cos Ax dx
1= x (3-9)
Let
•
1(0)=
"
I e-ucosÀxdx= 2
a
,2
o a +A
Then
d a 2 - À.2
l=-d-/(a)=(, .,),
a o + Ao
We have assumed that the order of differentiation and integration can
be reversed. For necessary and sufficient conditions see mathematics
books, such as Whittaker and Watson (WS) Chapter lV, or Apostai (AS)
Chapter 9. In physical applications it will nearly always work.
EXAMPLE
""Sinx
1=
f• - dx
x
(3-10)
LeI
'" e-lU: sin x
1(0:) =
I• x
dx so that 1 = 1(0)
d/(a)
=-
I" -1
e- u sinxdx=2 1
do: o o: +
da ,
1(0:) =- fa 2
+1
= C - tan- o:
1(0:) = "__
2
tan - I o: and (3-11)
3-1 Elementary Methods 61
EXAMPLE
(3-12)
o "
This equation is easily solved by the variation of parameters method dis-
cussed in Section l-L The result is
fI> COS t
f
~ sin t .
l(a) = -cos ct -,- dt + sm ct -,- dI
l(ct) =
.
sm a f~ -
cos-t di - COS ct f" sin
- -t dI
00 t "'" t
The cosine-integral and sine-integral functions are defined by
· = f"'costd . f"sint.
C IX -- I SlX= --dI (3-13)
00 I o I
Thus [(Ix) = sin ct Ci a + cos ct(tr/2 - Si a). The functions Si o: and Ci (X are
tabulated in Jahnke et aI. (13) and Abramowitz and Stegun (AI).
Finally, the useful integraIs JO' e-ax~x" dx (n = 0,1,2, ...) can be obtained
from the first two,
foOO e - •• ' dX -- -1
2
J" -
a f
o
•
e-ax2x dx =-
1
2a
(3-14)
by repeated differentiation.
We observe in passing that if a parameter in an integral also appears in
the limit(s), the differentiation with respect to that parameter proceeds
according to the following rule:
62 Evaluation of Integrais
EXAMPLE
where i is the unit radius vector and (O, tP) are conventional spherical polar
coordinates:
The integrais
da
I.(k) ~ f (I + k _f)' (3-18)
Another example is
.-fda
II(k,a)= f 1 +k'f' (3-20)
This integral is complicated by the fact that two directions are given by the
two vectors a and k. and we cannot choose our polar axis along both of
them. However, the direction a is trivial, in that it may be "factored out."
For, consider
fda
f
J(k)~ 1 +k-f (3-21)
3-2 Use of Symmetry Arguments 63
Clearly
Il{k, a) =a ' J
Now J{k) is a vector and must point in the direction k, since no other
direction is specified in the definition (3-21) of J. Therefore,
(3-22)
To evaluate the scalar A, we dot k into both sides of (3-22) and obtain
A ~.!.k
2
- J(k)~.!.f
2
k -, dll
k k 1+ k ' ;
(3-23)
d!l1 2nk ( - 2 11 I + k)
f (1 + k' ;)2 = k} 1 _ e +k n 1 k
and therefore
(3-26)
64 Evaluation of lntegrals
etc.
To evaluate $), we observe that it is a scalar which is linear in both a and b.
The only passibility is that $1 = Aa . b, where A is a number. To find A,
let a and b both equal 2. Then
$)(2,2)
-
= A = f dO(f' 2)2 = J dO cos 2 0='3
4,
If' du
ab = o [au + b(l _ U)]2
(3-28)
-"kl-f dO (3-29)
( , ) - (l+k-i)(l+I-i)
f' f
~(k, ~ ~ o du (I + t, [ku + 1(1
dQ
u)lJ' (3-30)
This is an elementary integral, although rather tedious; the answer has the
interesting form
(3-31)
where
A=l-k·1
where L residues means the sum of the residues at ali the poles and essential
singularities inside C.
The residues at poles and isolated essential singularities may be found
as follows.
t
66 Evaluation of IntegraIs
If/(z) has a simple pote (pole or order onerat z = zo. the residue is
ao' - [(z - zo)f(z)],... (3-32)
If fez) is written in the farm fez) = q(z}fp{z), where q{z) is regular and p(z)
has a simple zero at zo. the residue of fez) at Zo may be computed from
(3-33)
BXAMPLE
(3-35)
Consider § dz/(l + Z2) a100g the contour af Figure 3-1. Alang the rcal
axis the integral is U. Along the large semicircle in the upper-half plane
we get zero, since
z = Rei' dz - iRe" dO
z-plane
R-+oo
-,
Figure 3-1 Contour for Ih. integral (3-35)
3-3 Contour Integration 67
BXAMPLB
V(t) A
= -2n f o
-o
e''''' dw
V(t)
L
EXAMPLE
• dx
1=tl+x3 (3-37)
z-plane
tü/3
•
X
~ '"
X
i. 5 ii/l
-{!. =-e
On the other hand, the integrand of J has a simple pole at z = e~i/3; the
residue theorem gives
TherefOre
2n:i e- 2 "i/3 n 2n
I~- = =-
3 1 e2ni/3
3 sm '"
... 3j3-
3
as before.
EXAMPLE
" de
I-foa+bcosO a>b>O (3-38)
21 ~ f" -:-,d-::e~
o a+bcos8
If we integrate along the unit circ1e, as in Figure 3-4,
dz = ie i8 dO
cosO=
efO+e- iO
=-
1( z+-1) (3-39)
2 2 ,
Then
21 = fc a + (bI2)[,
dz/(iz)
+ (llz)]
2 f. dz
= i bz + 2az + b
C
2
70 Evaluation of Integrais
z-plane
x,
The integrand has two poles, at the roots ofthe denominator. The product
of the roots is h/h = 1; one is outside and one inside the unit circ1e. They
are at
x.
"
aJa'- -
,= - -b +- b2
1
Then
aJa'
b
21 = i2 27ri ( residueatx 1 = - ') + b2 - 1
I _ 2n( 1 ) _ ~n~
- 2bx 1 +2a - Ja 2 _b 2
EXAMPLE
3-40
Consider the integral
i';; d,
j 1+ Z2
along the contour of Figure 3-5. We choose JZ positive on top of the cut.
Then
Therefore 1= n/J 2.
•
EXAMPLE
z-plane
order to he certain that the integral along the semicircle vanishes. Then
! = 2n; L residues
Thus
I~
Thus
(I - e2 :n:ia)/ = 2ni (residue at z = ni)
1= n as before
Slllna
* z-plane
*
*
Figure 3-7 Another contour for the integral (3-41)
3-3 Contour Integration 73
z-plane
R~ 00
(3-42)
We consider
I dz
r ~1 _ z2(1 + Z2)
along the contour of Figure 3-8. On the top side of the cut we get I, and
we get another I from the bottom side. Therefore,
21 ~ hi [2i~ + 2i~1
~"J2
EXAMPLE
Consider the integral
I~l*)dz (3-43)
j SIO 1tZ
around the contour of Figure 3-9, wheref(z) has several ísolated singularities
(indicated by crosses in the figure) and goes to zero at least as fast as Izr 1
as Izl-+ 00.
00 the one hand, the integral I may be evaluated by summing the residues
at the zeros of sin 1tZ, indicated by dots in Figure 3-9. The result is
•
(3-44)
74 Evaluation of Integrais
z-plane
x x
,,,
On the other hand, the integral along the contour of Figure 3-9 is clearly
the same as that along the contour of Figure 3-10 since the integral around
the circ1e at Iz) = 00 vanishes. The singularities enc10sed by the contour of
Figure 3-10 are now the singularities of f(z); if the locations and residues
are denoted by Zk and R~, respectively, then
I = - 21tl,'" R,
"" ~,=
t sm 1tz.
,
x x circle at
Izl= 00
This device, which converts an infinite sum into a contour integral which
is subsequently deformed, is known as a Sommerfeld-Watson transformation."
As aD example, consider the series
sin x 2 sin 2x 3 sin 3x
8(x)- 1
- a + 1 - a1 + 4 + a l + 9 - +".
[ i' h i'h]
- 4 810 ax -4'10 ax
. h ax
7t SlO
S(x) = -7t i8inha7t + - i sinh an =2sinhan
As we remarked above, this result ia valid only if Ixl < n. For x outside
this range, we simply observe that S(x), from its definition, is periodic in
x with period 2n.
(3-46)
Letx+y=u.
Let x = uI.
r(r)r(s) = Ja) e-'V+ I - 1 du (dt ,r-lei _ 1)*-1
o o
- r(, +a)B(,. s)
where B(r, s) is the beta funclion
B(,. ,) ~ r(,)r(s) ~
r(r+s) , o
f'..- '(I - xy-' dx (3-49)
This integral representation for B(r, 9) is obviously valid only for Re r > O,
Re 3 > O; the fust equality in (3-49) defines B(r, $) for ali r, s in the complex
plane.
An interesting special case of this relation is
r(z)r(1 - z) ~ r(I)B(z. I - z)
t -plane
. f"'COS tdt
CIX = (3-53)
• t
The error function is defined as
erf X
2
= J- J'
< o
e-I' dt (3-54)
C(x) ("') dt
= fo,cos 2 S(x) = Ia,sin «t')
2 dt (3-55)
6 Conven1ions differ; our defini1ions (3-55) agree with Magnus el ai. (MI) but oot with
Erdelyi tI ai. (E5).
78 Evaluation of Integrais
dx A(x) + B(x)jS(Xj
f C(x) + D(x)JS(x)
(3-56)
But we can evaluate ali the Jn from J o , J I , and J 2 , and alI the Rn from Ri> J o ,
Ji> and J 2 • Thus we only need
J,~
f dx
fO J,~
f xJ-dx J,~
f x' dx/O H,~
f dx
JS (3-59)
vS S vS (x - ,)
There are various standard forms for S; we shall consider only Legendre's,
namely, S = (1 - x 2 )(I - k 2 x 2 ). Then
dx
J ,-
- f J(l x 2)(1 ex 2 )
The integral
• dx
F-f
- ,J(I x 2 )(1 k 2x 2)
(3-60)
is ealled the Legendre elliptic integral of the first kind. Generally, one sets
x = sin (jJ, and defines
• d~
F(~. k) ~ f, J7.I~k~':;si::'n,F~f (3-61)
7 See, for eumple, Abrarnowitz and Stegun (AI) Chapter 17 for a more complete and
useful discussion.
3-4 Tabulated Integrais 79
Instead of J 2' one takes for a standard integral the Legendre elliptic
integral 01 the second kind,
E~ f Jl - k x
X
2 2
2
dx
(3-62)
o Jl- x
Again one general1y sets x = sin ~, and tabulates
E(~, k) ~ f•Jl -
o
k' sin' ~ d~ (3-63)
The integral H I is hard. One defines the Legendre el/iptic integral 01 the
third kind,
• dx
n (~, n, k) = fo (1 + nx2)J(l _ x2)(1 _ k2x·i) (3-64)
• d~
= fo (1 + n sin ~)J1 - 2
k 2 sin 2 ~ (3-65)
n (n, k) = n G, n, k) = f:'
2
The formulas for reducing S to a standard form are given in various places,
for example, Magnus et aI. (MI) Section 10-1 or Abramowitz and Stegun
(AI) Chapter 17. Elliptic integrais occur, among other places, in
I. The motion of the simple pendulum
2. Finding inductances of coils
3. Finding lengths of conic sections
4. Calculating the solid angles of circles seen obliquely
A large number of integrais are related to tabulated functions; these
integral representations are sometimes very useful. For example,
I cos tx dt 11:
fo J 1 - t
'~-2J,(x) (3-69)
I cos (n + t)~ n:
foJcos~-cosO
7;;";;~~'" d~ ~ - - P.(cos O)
J2 (3-70)
80 Evaluation of Integrais
EXAMPLE
erf x =
2
r.
v"
I'
e-I' dt
o
This series converges for ali x, but is only useful for small x, (x;$ 1).
EXAMPLE
Suppose we want erf x for large x. As x --+ 00, erf x --+ 1. Let us compute
the dilference fram 1.
2 •
1 ~ erf x = r= J e-r' dt
v" ,
We perform a sequence of integrations by parts.
"" e-r'dt=___
e-X' f"" e-I' dt
,
fX 2x" 2t
e-X'
e-X' f"" 3 e-r'
=h~ 4x 3 + x 4"7 dt
etc.
3-5 Approximate Expansions 81
1 _1 1 . 3 . 5 ... (2n-3)]
+ (- )" 2"x'" ,
+ ( _l)n
1 . 3 . 5 ... (2n - 1) 2
2n r:
f <ll e- 12
---z,;- dt (3-72)
v 1t x t
The terms in the brackets do not form the beginning of a convergent
infinite series. The series does not converge for any x, since the individual
terms eventually increase as n increases. Nevertheless, this expression witb
a finite number ofterms is very useful for large x.
The expression (3·72) is exact if we include the "remainder," that is, the
1ast term, containing the integral. 1hls remainder alternates in sign as n
increases, which means that the error afier n terms in the series is smaller
in magnitude than the next termo Thus the accuracy of the approximate
expression in the brackets is highest if we stop one term before the smallest.
The series in brackets in (3·72) is an example of an asymptotic series if
continued indefinitely.8 The precise definition of an asymptotic series is
the following:
S(z) = Co + C-1 + -Cz + ... (3-73)
z z'
is an asymptotic series expansion off(z) [writtenf(z)"" S(z), where ,.., reads
"is asymptotically equal to"] provided, for any n, the error involved in
terminating the series with the term cnz- n goes to zero faster than z-n as Izl
goes to 00 for some range of arg z, that is,
Um z'[f(z) - S,(z)] ~ O (3-74)
Irl"'oo
for arg z in the given interval; S~(z) means Co + c1 /z + ... + c,.}%".
[A convergent series approaches fez) as n -. 00 for given z, whereas ao
asymptotic series approachesf(z) as z-+ 00 for given n.]
From the definition, it is easy to show that asymptotic series may be
added, multiplied, and integrated to obtain asymptotic series for the sum,
product, and integral of the corresponding functions. Also, the asymptotic
expansion of a gíven functionf(z) is unique, but the reverse is not true. An
asymptotic series does not specify a function f(z) uniquely [see Whittaker
and Watson (W5) Chapter VIII or Jefl'reys and Jeffreys (J4) Chapter 17].
• The idea is probahly due to Poincaré; see reference (P2) Chapter VIU.
82 EvaIuation of Integrais
Ei(-x) =
f -· e'
-dt= f' e- r _dt (x> O)
-00 t "" t
-'" ",-r
=-~-f ~dt
1
x "" t
" f x e-r
+(-1)(n+1)! 00t"+2dt (3-75)
,-' ( 1 2! 3! )
-Ei(-x),..,~ 1-~+ x2 - x 3 + - ... (3-76)
f'"
·_'--;;',dt~ (-1)" Ei(-x)+ (-1)" _,-_.
t" (n 1)! (n-l)! x
x [1-~ +
x
2! _ + ... +(_1)"(. -_2)1]
x2 X~2
(3-77)
For large x, the integrand looks as shown in Figure 3-12. To find the
maximum, we have
f'(t)-~-1 j'=Ofort=x
I
(If x> I,
we make a very small error by extending the integral to - 00.)
Doing the t integral gives
This is the first term of Stirling' s formula, which is the asymptotic expansion
ofn! = r(n + 1):
(3-79)
where C is a path in the complex plane such that the ends of the path do
not contribute significantly to the inlegral. [This method usually gives
the first term in an asymptotic expansian of [(IX), valid for large IX.]
If fez) = u + iv, we would expect most af the contribution to I(IX) to come
from parts of the contour where u is largesL The idea of the method of
steepest descents is to deform the contour C so that the regioo of large u
is compressed into as short a space as possible.
To see how to deform the contour it is necessary to examine the behavior
of the functions u and v in more ar less detail for the example at hand.
However, some general features apply to any regular functionf(z). Neither
u nor v can have a maximum or minimum except at a singularity, because
V2 u = O and V2 v = 0. 9 For example, if
a'u
ôx 2 < O then
ôu=ôu=O (3-81)
ôx ôy
must be a "saddle point," where the surface looks like a saddle or a mountain
pass, as shown in Figure 3-13.
By the Cauchy-Riemann equations (A-8), we see that (3-81) implies
ôv/êy = O and av/ax = O, so that F(z) = O. Thus a saddle point of the
function u(x, y) is also a saddle point of v(x, y) as well as a point where
1'(,) ~ o.
Near the saddle point zo,
1(1X)::::: ~e«I(~a)e'.
--.j-.p (3-83)
where tP has one of the values - 9/2 ± 'n/2, depending on which direction
we traveI over the passo (tP is just the inclination of the path at the saddle
paint.) For example, ir (J = 1[/2 we have the two alternatives or Figure 3-14.
The first is much more likely to be correot, but to be sure we should examine
the .. mountain range" we are passing through. Ir it looks anytbing Iike
that shown in part (a) or Figure 3-15, then tP = 1[/4 is indeed correct. On
the other hand. ir the range is like tbat shown in part (b) or Figure 3-15,
the second alternative. tP = - 31[/4, is the right one.
As an example or the method or steepest descents with a more general
contour, we shall work out the asymptotic approximation to r(z + 1) for
3-6 Saddle-Point Methods 87
Let
(3-85)
Then
and
-1
I"(t) = - ,"
t'
(a) (b)
~ ti = constant /
I _
ridge /
co.".,o' I / -
~_~/;~~~":':" constant
cu,
ridge
v = constant li = constant\ \
\
\
However, the result (3·86) is aetually valid for alI Izl- 00 provided we stay
away fram the negative real axis (see Whittaker and Watson (W5) Seetion
12.33).
The result (3·86) is just the first term of an asymptotie series for the gamma
funetion, whieh we shall now findo First write
(3-87)
The constants A, B, ... may be found from the recursion relation for the
gamma funetion:
r(z + 1) = zr(z)
For, from (3·87),
x [ 1+ A + B + ... ]
z +1 (z + 1)2
A B-A C-2B+A ]
xl+-+
[ + + ...
z Z2 Z3
90 EvaIuation of Integrais
We have not proved the validity of this heuristic procedure, but it gives the
right answer.
One last procedure for approximately evaluating integrais should be
mentioned. This is the so-called method of stationary phase; it is concerned
with integraIs of the form
(3-88)
where IX is large and positive, andf(z) is real aIong the contour C. Unless
f'(z) = O, the contributions to I from the neighborhood of z will largely
cancel because of the rapidly oscillating character of el~f(z). Thus we look
for points along the contour where f'(~) = 0, and use the result
This method is clearly very closely related to the method of steepest descent.
Note that if the integrands for the two methods are written in the same form,
é'"f(z>, the paths of integration are along a curve Imf(z) = constant for the
method of steepest descent, and along a curve Re f(z) = constant for the
method of stationary phase.
REFERENCES
Convenient collections of useful integraIs are to be found in Dwight (D8)
and Pierce and Foster (PI). Grobner and Hofreiter (G8) and Gradshteyn
and Ryzhik (G6) give more extensive Iists. The possibility of finding a
given integral in a table of integral transforms, such as tbose of Erdelyi
et ai. (E6), should not be overlooked.
Many useful tables and graphs of functions defined in this and later chapters
may be found in Jabnke et ai. (B), and Abramowitz and Stegun (Al).
Additional properties of these functions are collected in Magnus et ai. (Ml)
and Erdelyi et aJo (E5). In particular. the reader who is- faced with the
problem of actual1y evaluating some elliptic integral will find convenient
transformations and reduction formulas in Magnus et aI. (MI) Chapter X;
Problems 91
Abramowitz and Stegun (AI) Section 17; lahnke et aI. (J3) Chapter V;
MUne-Thomson(M7) pp. 26-38; and Hancock (H6). Also, the lovely mono-
graph by Artin (A6) on the gamma function should not be overlooked.
Evaluation of integrais by contour integration is treated in many books;
among them are Copson (C8) Chapter VI; Whittaker and Watson (W5)
Chapter lU; and Morse and Feshhach (M9) Chapter 4.
Asymptotic expansions are treated by Jeffreys and Jeffreys (J4) Chapter
17; Whittaker and Watson (W5) Chapter VIII; and 8mith (85) Chapter 8.
Two smaller books, devoted specifically to asymptotic expansions and related
questions, are Erdelyi (E3) and de Bruijn (D4). Saddle-point methods are
discussed in the last-named reference, as well as by Jeffreys and Jeffreys
(J4) Chapter 17; Smith (S5) Chapter 8; and Morse and Feshbach (M9)
Chapter 4.
PROBLEMS
Evaluate the integrais in Problems 3-1 to 3-9:
3-1 folO e-li' - e- b1 dy
o y
i dx 1 + x
f o x
-
In .,--'--::
1 x
Hint: Expand the integrand in a power series.
" dx
fo cash x
Hint: Expand the integrand in a series wbicb is useful near x = 00.
92 Evaluation of Integrais
3-10
<Xl X2 dx
3-12
f -<Xl (a 2 + X 2 )2
d'x
3-13
f (a 2 + r 2 )3
+1 dx
3-14 { (a>b>O)
-1 Ji-x 2 (a+bx)
<Xl X dx
3-15
f o 1 + XS
h sin2 8 d9
3-16
f o a+bcos8
(a> Ibl)
<Xl sinh ax d
3-17 { . x
-<Xl smh n:x
3-18
fooo(l~n=x),,'
1+ x
dx
2
3-19
00 dx
3-20 (a> O, b > O)
fo (a + bx 2 f
"" dx
i
X2
3-21
o (a 2 + X 2 )3
'" sin x dx
3-22
f x(a + x
o 2 2
)
h d9
3-23
t (a + b cos 8)2
(a> b > O)
•
Problems 93
'" In x dx
. 3-24
fo (x + 1)2
•
3-25 Evaluate Io e-"'z Ci (ax) dx
• 3-30 Consider the integral F(z) = Se dt( - ty-1e- r where the t-plane
is cut along the positive real axis, (_W- 1 is detined to equal
exp [(z - 1) In (- t)] with In (-I) real on the negative reaI t-axis,
and the path af integration C comes in from t = + 00 below lhe cut,
goes around the origin and retums to t = + 00 above the cut. This
integral defines tbe gamma function r(z) throughout the complex
plane [unlike the detinition (3-46)]; more precisely, F(z) = (something)
x r(z). Evaluate ,(something). (~tN.ttit.)
3-31 (a) Consider the contour integral §f(z) ctn 1I:Z dz around a suitable
large contour, and obtain tbereby a formula for the sum
(b) EvaIuate
3-32 The absorption mean free path À for neutrons in a certaio material
is measured by ao absorptioo experiment as follows: A thin foi!
detector in the sbape of a disk of radius b is irradiated at a distance
a from a point source of oeutroos, and its aetivity Ao is measured.
Ao absorber of tbickness Tis tben placcd betweeo the source and foil
as sbown. aod tbe activity A produced in tbe same length or time is
,
messured. Find À if a = b = 12 em, T - 1 em, and A/Ao = 0.25.
f.
l
94 Evaluation of Integrais
Remarks:
1. Source emits neutrons isotropicaJly.
2. Neglect seattering of neutrons.
-,,----
7
---
source
absorber
~foil
T
(kT)'"
-
a'
<O
t-plane
o
FOUR
INTEGRAL
TRANSFORMS
In this chapter we discuss Fourier series, Fourier trans-
forms, and Laplace transforms. Some other transform
pairs are Iisted in Section 4-4, but not discussed. The
use ofintegral transforms in soIving problems is briefiy
illustrated by a few examples in Section 4---5. Further
applications af integral transforms to the solution af
partial differential equations and integral equations will
be made later, in Chapters 8 and 11.
1(9)
-2~ -~ 9
-2~ ~ 9
1(6)
EXAMPLE
1(0) ~ (+1
-I
(4-3)
B" = -
1 f'"1(0) sin nO d8
4
= -
f"!2
1(0) sin n8 dO = -
4
71:0 no nn
Therefore
4(
sin30 + sin50 + ... )
1(8)=- sinO+ (4-4)
" 3 5
This series exhibits the nonuniformity of the convergence of a Fourier
series near a discontinuity. Successive approximations are illustrated in
Figure 4-4. Note the overshoot, which is called Gibbs' phenomenon. In
,
1(6)
1
,...
-w
\w --- +---f---l- ---
O 6
...., -I
Figure 4-4
"
Partial sums of tbe Fourier series (4-4), witb increasing
number of terms
4-1 Fourier Sedes 99
a senes known as Gregory's series. lt may aIso be derived from the series
x3 x!
tan- x 1
=x - - + - - + ...
3 5
EXAMPLE
Thus
(4-6)
f(x) = iA + 1I~1
• (
Ali COS
2xnx
L
. 2nnX)
+ B. Stn L
2 f
A" = L o!(x)cosLdx
L 2nnx
(4-7)
l
k-,> ~[fCe+o)+-f(ho)J
Ct-I--'"'oQ )
Ali our remarks about evenness, oddness, and 80 aR may be carried aver to
this new interval.
One must leato to be clear about what the fundamental interval L is for
aoy particular problem. Suppose a functionf(x) ia given to us in the interval
O < x < a. We may expandf(x) in a Fourier series af period a:
Clearly we need both the cosines and sines for an arbitrary!(x). In other
words, sines ar cosines (with period a) alone are incomplete.
00 the other hand, we can expand in sines a/one by defining /(x) on
-Q < X < O by f( -x) = -!(x). Now take 2a to be lhe period af our
Fourier series, 80 that
nnx
f(x) = L B, , i n
Q!)
- (4-9)
11"" 1 a
Thus, 80 to speak, we have thrown away the cosines but doubled the number
af sine terms, and we still have a complete set of fUDetioos. We could, of
course, also expand !(x) in a series containing only cosines of period la
by. defining !( - x) = +!(x) for O < x < a.
It is often convenient to write Fourier series in complex form:
•
f(8) = L a,e'"
l i " -00
(4-10)
(4-11)
li" -00
To evaluate the coefficients a" in (4-11), multiply both sides by e- 2d..u;IL and
integrate from O to L (ar any other interval of length L). Then we observe
that
,
f, e-2..J..."ILe2..JIIXILdx = Lb".,. (4-12)
The quantity (l/L) J5lf(xW dx, namely, the average absolute square
af I(x), is often af interest in physical applications. Expanding f(x) In a
complex Fourier series (4-11), we obtain 2
(4-15)
•
This result (4-15) shows that each Fourier component af f(x) makes its
separate contribution to the integral J~ If(xW dx independently af the
other Fourier components. There are no interference terms af the form
a: am • [Compare the comments made below in connection with the example
(4-26).)
We wish to consider the case L --l> 00. Then the sum may be converted into
an integral as follows: define
2..
-~y and
L.
Then, since n increases in steps of unity in the sum,
g(y) is called the Fourier transforrn of f(x), or vice versa. The position of
- -
the 2n: is quite arbitrary; oeten one defines things more symmetrically,
f(x) =J L
1
21&
"
""y(y)e'''' dy g(y) -
Jf 1 "
-2n: _ <Xl f(x)e-'" dx (4-17)
f(x) = -1 f"
2n: _""
dy e'''' f" f(x')e-
_""
dx ' l
""
= f dx'!(x')-f e'("-"')Ydy
" 1 "
(4-18)
-<Xl 21t -""
The fact that (4-18) holds for any functionf(x) teUs us something remarkable
about the integral
..f-. ~(x) - O
~(x) dx - 1
xo'O
a•. b > O
(4-19)
for any functionf(x), provided the range of integration includes the point x.
Comparison of(4-18) and (4-20) now shows that
27t - ""
b(x) = -1 f" e'''' dy (4-21)
f ""
_ DO
If(xW dx = f dx -2n1 f_ g*(y)e~IX1 dy -2n1 J- '" g(y')é"" dy'
ro
- co
DO
00
00
~ - f dy g*(y) f dy'g(y') - f
1 00 1 '"
'"
dxe/(Y'-Y)X
21t _'" 2n -'"
-00
~ -2n1 f • -00
dy g'(y) f•
-""
dy'g(y') b(y' - y)
1 "
= 2nf_oo dy g*(y) g(y) (4-22)
= f,•f(x)(é"Y + e-i",) dx
2 f" f(x) cos xy dx (4-23)
=
,
Now note that g(y) is even. Therefore
1
f(x) = - f g(y) cos xy dy
00
rr ,
(4-24)
[(x) and g(y), which now need only be defined for positive x and y, are called
Fourier cosine transforms of each other.
By considering the Fourier transform af an odd function, we similarly
obtain the relations hetween Fourier sine transforms
,
=- f J, f(x) sin xy dx
1 •
f(x) g(y) sin xy dy g(y) = 2 (4-25)
n o
We may symmetrize by putting ./i/rr
before each integral in (4-23), (4-24),
and (4-25) ifwe wish.
Extensive tables of Fourier transforms are given by Erdelyi et ai. (E6).
104 Integral Transforms
EXAMPLE
O (t< O)
f(t) ~ (4-26)
(e- r/T sin W o t (t > O)
This function is shown in Figure 4-5. I(t) might represent the displacement
of a damped harmonic oscillator, or the electric field in a radiated wave,
or the current in an antenna, for example.
The Fourier transform of I(t) is
1 1 1
2
w+w o - -
i
w-w o - -
,
T T
We may interpret the physical meaning of g(w) with the help of Parseval's
theorem (4-22). For example, if/(t) is a radiated electric field, the radiated
power is proportional to If(tW and the total energy radiated is proportional
to J~ If(tW dI. This is equal to
f(t)
---
[,/
/
- /
Ig(ro) I'
2
T
ro
Figure 4-6 Energy spectrum for the damped oscillation of Figure 4-5
Ig(w)1 '" ~ J (w -
1
W O)2 + T1
1
Fourier transforms may easily .be generalized to more than one dimensiono
For example, in thrce-dimensional space we have the transform pair
q,(k) = f d xf(x)e-
3 I
......
(4-27)
f(x) = f (2,)
d'k
q,(k)é"'
J
x
c5(x) = f d 3k
(2n)3
.
e'''''' (4-28)
106 Integral Transforms
f d x ó(x)
3
= I
provided origin is ins;de region of
integration (4-29)
EXAMPLE
(4-30)
Introduce polar coordinates, with the z axis along k. LeI cos e= ct. Then
~
4rr
__ N f'" "
rdre- r I~ 2 e'., r
k 2i -OC>
2
= ~1T Ne-k'a2/4 f'" r dr exp [_ ~2 (r _ ika ),]
Ik -OC> a 2
2rr N , -k'a'/4
~-
ik
f_00
00 (
y +-
ika- )
2
2
d y' -y'la'
.. Funçlions of lhe form Ae-s~2 (A, B constant) are often cal1ed Guussian funclions
because of Iheir occurrence in lhe least-squares method of data anaJysis, which originated
with Gauss. See also lhe foolnole on p. 378.
4-3 Laplace Transforms 107
L<.xL<.p '" h
The probability distribution 1$(kW found above is a Gaussian centered
at k = O. We might expect that a similar distribution centered at an arbitrary
ko could be obtained, starting with the same probability distribution in
position If(r)1 2 • This may be done by simply mllltiplying f(x) by a factor
e/ ko ''', as the reader may easily verify.
x<o
(4-32)
x>O
[Note that (dfdt)H(t) = (j(t), as can be shown by integrating the (j functiou.]
The functionf(x)e-C"H(x) now has the Fourier transform:
f(x)e-C"H(x) = -
1
f •
27t _ '"
g(y)é X
)' dy
108 Integral Transforms
s = c + iy (4-33)
(4-34)
(4-35)
where the path of integration eis upward along the straight line, Re s = c =
constant (Figure 4-7).
F(s), as given by (4-34), is called the Laplace transjorm of j(x). The
integral exists only in the "right-half" s-plane, Re s > a, where a is
the minimum value for c mentioned above. In this region, F(s) is ana-
lytic; F(s) may usually be defined in the left-half plane by analytic continua-
tion.
The second integral (4-35) is called the Laplace inversion integral. Note·
that for x> O it gives f(x) {or more precisely Hj(x +) + j{x- )]} but for
x < O it automatically gives zero; when x < O the contour C may be closed
by the addition of a large semicircle on the right, where F(s) is analytic.
We shall hereafter omit the H(x) in (4-35), and write simply
(4-36)
with the understanding that ali functions j(x) which are to be Laplace
transformed vanish for negative arguments.
s-plane
EXAMPLE
f(x) ~ 1
(4-37)
F(s) = S"'!ex)e-U dx
o
= f""o e-": dx = ~,
where the integral exists for Re s > O (that is, IX = O). Note that F(s) has a
singularity (a sim pie pole in this example) 00 the limiting line, Re s = O.
We may verify the inversion formula:
1 e'X
1
f(x) = - .
2nl
f c+l",
c-iX)
F(s)e'X ds = -.
2m
f - d, 0+100
c-ioo S
where c > O.
If x> 0, we complete the contour by a large semicircle to the left, and
f(x) ~ 1
•
Mellin transform: cfJ(z) = Ia t f(/) dt Z
-
1
(4-40)
(4-41)
f(x) ~ ~ p
1t
r -00
g(y) dy
Y X
(4-43)
r
-o
e-sxf'(x) dx = e-SX!(x)I:f + s J'oo e-SXf(x) dx
o
We shall write Z[J(x), s] or Z[J(x)] for the Laplace transform of f(x),
and similarly 3"[j(x)] for the Fourier transformo Then our reiation above
may be written
2'[l'(x)] ~ ,2'[f(x)] - j(O) (4-44)
Similarly,
2'[/"(x)] ~ ,'2'[f(x)]- ,j(O) - 1'(0) (4-45)
and so forth (note that O reaIly means 0+, the limit as zero is approached
from the positive side). For Fourier transforms the integrated parts vanish,
and
F[f'(x)] ~iyF[f(x)] etc. (4-46)
3. IntegraIs:
•dxf(t)e-SX
fo dlf,
~
~ -f
1
,
00
o
dtf(r) e-sI
Thus
(4-47)
For Fourier transforms, things are not quite so sim pie. Suppose
g(x) = Sf(x) dx is an indefinite integral off(x). Then, from (4-46),
F[f(x)] ~ iyF[g(x)]
4-5 Applications of Integral Transforms 111
This arbitrariness is also obvious from the fact that Jf(x) dx is uncertain
to within an arbitrary additive constant C, and
"'[C] ~ 2xC .(y)
4. Translafion:
f f(x + a) e-
00
ixy
9'(f(x + a)] =
_00
dx
= f_""f(x)
00
e-iy(x-a) dx
Therefore
"'[f(x + a)] ~ "·''''[f(x)] (4-49)
For Laplace transforres, we must be a little more careful. Consider the
cases a > O, a < O separately.
For a > O,f(x + a) is shown in Figure 4-8b.
Since the Laplace transform ignores f(x) for x < O (in fact, assumes it is
zero), we must chop off some of our function, and
so that
a> O (4-50)
.T[J(x - a)] = t 00
f(x - a) e- u dx
= f-.f(x) e-;(""+~) dx
00
Therefore,
2'[/(x - a)] ~ e-"2'[I(x)] a>O (4-51)
5. Mu/tiplication by an exponential:
The following two formulas are easily verified:
F[e7(x); y] ~ F[I(x); y + i"] (4-52)
2'[,"[(x); ,] ~ 2'[/(x);' -"] (4-53)
6. Multiplication by a power Df x:
Ir
g(y) ~ J 00
-00
f(x) e-o" dx
then
Thus
7. Convo/ution theorems:
Let !J(x), f2(X) be two arbitrary functions. We define their convofution
(faltung in German) to he
00
then
-"'[g(x)] ~ -"'[f,(x)]-"'[f,(x)]
An interesting converse relation holds for Laplace transforms. Suppose
and
where the Laplace integrais for 91(S) and 9is) exist for Res > ai and Re s >
<1. 2 , respectively. Then the Laplace transform ofthe productflf2 is given hy
(4-59)
where the path of integration is along the line Re z = c, with (Re s - a J ) >
c> ai' This result may be obtained by substituting the Laplace inversion
integral for !tez) in the integral Z[fd2].
The corresponding relation for Fourier transforms is s
(4-60)
~ Again, the faclor lj21T depends on one's convention for Fourier transforms; see remarks
after Eq. (4-57).
114 Integral Transforms
EXAMPLE
Find the current in the circuit of Figure 4-9 if the switch is closed at time
t = O, and the initial charge on the condenser is Qo.
dI Q
RI + L- + - = Eo (4-61)
dt C
Strict1y speaking, we should write Eo H(I), where H(t) is the step function
(4-32), but in dealing with Laplace transforms we assume everything vanishes
for t < O anyway.
Since dQfdt = /, Q(t) = Qo + J~ I(r') dt', and (4-61) may be written
RI + L dI + ~
dt C
[Q, + f'l(t') dt'] ~ E,
o
Now take the Laplace transform ofboth sides. Let 2[/(1)] = i(s):
E,--
Q,
i(s) = L C 1
(s + a)l + b 1
where
a~-
2L
R
b= J~C- :~~ [and 1(0) ~ O]
c
Figure 4-9 Serles RLC circuit
4-5 Applications oflntegral Transforms 115
Bu!
,ze . b1
"[ -" Slnt=( b
)' ,
s+a +b
Therefore
E _ Qo
I(t)= o C e-a<sinbt
(4-62)
L b
EXAMPLE
I I
""
(4-63)
Let .P[x/t)] = Fls). Then the Laplace transforms of our two differential
equations (4-63) are
116 Integral Transforms
We must now solve these simultaneous algebraic equations for FI and Fl'
We find
~- 1 +_----,1-,
2 9
2
s +-
1
+ 2 -mk S2 +-9I
Therefore,
-
.
sm
J--- J 9
-+2-1
I m
k
+
.
sm
9
-I
I
J g
IJfk
-+2-
m
Similarly, we can work out x 2 (t). Note that g/I +'2(k/m) and J J U/'
are the (angular) frequencies of the two normal modes.
This equation has a solution y(x) which looks something like the sketch in
Figure 4-11. Let
_ro 2g(ro) + i dU = O
dw
which gives, inverting the transform,
g(ro) = Ae- i (W'/3l (A = arbitrary const.)
Thus
ri Y(x)
/
x
v v
n
() = +-
2
n
~~ +-4
Therefore.
2. Let x---+ -00. Now the large positive parameter is -x, and
ridge ridge
v = constant = O v = constant = O
;'
"'~'~,,~,,~u~->::~oo~__________~v:a:lI:'Y~~~~U~->::~OO~,,~;,:-="
/
" w1 - +i~//
, , valley /' /'....-, '"
..... /' 6' (asymptote)
"" ""
R,w
ridge u _-00
v = constant =O
u -;.. 00
.
References 119
We see that our two asymptotic formulas (4-66) and (4-67) are in fact
the respective WKB solutions, and that they are indeed related by the con-
nection formula (l-113), derived previously in Chapter 1.
In Table 4-1 we list a few of the most frequently occurring Laplace trans-
forms; the results enumerated as 1, 2,"', 7 at the beginning of Section 4--5
may be used to extend this list.
Table 4-1 Laplace Transforms
1
1 ,-
o(x - xo} (Xo > O) e-'~O
À
sinÀx $2 +À2
,
cos "-x 82 +À2
n!
x" $"+ i
e-~~
1
'+À
REFERENCES
Rigorous discussions of Fourier series may be found .in ApostoI (A5)
and in Whittaker and Watson (W5) as well as in other mathematical texts.
Fourier integrais are treated by Morse and Feshbach (M9) and by
Titchmarsh (T3). Do not be deceived by the title of the last-named refer-
ence; it is not for the casual reader.
In recent years, various new formalisms have been developed, among
whose advantages is rigorous treatment of delta functions and similar
functions. Readahle discussions of some of this new material are given in
120 Integral Transforms
Lighthill (L8); Mikusinski (M5); and Erdelyi (E4). The first of these three
is especially recommended.
The reference work of Erdelyi et aI. (E6) contains useful tables of Laplace
and Fourier transforms as weIl as several other integral transforms.
Many examples of the application of Laplace transforms to physical
problems can be found in Carslaw and Jaeger (C2).
PROBLEMS
4-1 Expand the functionf(x) shown below, in a Fourier series.
f(x)
f(x + L) ~ f(x)
L x
2
f(O)~(+1 O<O<:n
-1 :n <O <21t
o 8
«
=
Problems 121
g(t) ~ -1
T ,
f' G(r - r')f(r') dr'
4-8 Pind lhe Fourier transform af the wave function for a 2p electron
in hydrogen:
rJt(x) = 1 ze-r/1ao
J32na õ
where ao = radius of first Bohr orbit and z is a rectangular coordinate.
4-9 A linear system has a response G(w)e- illl ' to the input signal e-Illl'
(warbitrary). If the inputf(t) has the particular form
O (r <O)
f(t) = (e-À' (I > O)
4-10 Find the Laplace transform .2"[f(x)] of the function sketched below.
!(x)
I •••
I 2 3 4 5 6 ••• x
!(x) ~ L• ,.x
•
~_o n!
Write the function g(y) = I:'=o cn y~ in elosed form in terms of f(x).
4-12 By using the integral representation
1
(S2 + 1)(s 1)
the Laplace transform?
4-14 Three radioactive nuelei decay sllccessively in series, so that the
numbers N 1 (t) of the three types obey the equations
dN,
- - = -).tNt
dt
dN,
- - = ).lN 1 - A.2 N 2
dt
dN,
Tt=A.2N2 -À 3 N 3