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SCIENTIFIC MATHEMATICS
Annotated Handbook
MATHEMATICAL CONCEPTS, DEFINITIONS,
AND FORMULAS
HUANG KEH-NING
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KEH-NING HUANG
Professor of Physics, 1984present,
National Taiwan University and
Institute of Atomic and Molecular Sciences,
Academia Sinica
Born in Nanking, China
on December 6, 1947.
B. S. 1968,
National Cheng-Kung University,
Republic of China
Ph. D. 1974,
Yale University, USA.
Professional Experiences
President,
Physical Society of the Republic of China
Editor-in-Chief,
Chinese Journal of Physics
PREFACE
From my experiences in teaching Quantum Mechanics about thirty
three years ago at the University of Notre Dame in the United states and in
recent years at National Taiwan University, a student seldom has sufficient
familiarity with the mathematical language in which the entire subject of
quantum mechanics is developed. One unknown term every so often
leads to another, and very few books cover all the necessary terminologies
and treat them with sufficient rigor. It is the purpose of the present
monograph to summarize mathematics that are necessary to provide the
student a firm mathematical foundation as well as sufficiently broad
background for his advanced studies in quantum mechanics, which
underlies all current physical sciences.
Starting from set theory, I try to assemble essential mathematical
concepts, definitions, theorems, and formulas for the understanding and
application of quantum mechanics and physical sciences in general. I
have also tried to provide annotations to introduce new insights not to be
found in a traditional mathematics handbook. Complete proofs or full
discussions of listed results will not be given since the purpose of the
present text is to facilitate reference to and review of facts the reader is
assumed to have seen previously. The texts cited in the bibliography
often contain complete treatment of the subjects.
I wish to express my deep appreciation to Ms. Hsian-Ping Yen for
typing the earlier version of this monograph many years ago and to Mr.
Hao-Tse Shiao and Ms. Tung-En Hsiao for the final editing. Without
their contributions, this book project will never be completed. Also my
gratitude goes to my wife Yueh-Miao Yu for her understanding and patient
throughout the writing of this monograph.
Keh-Ning Huang
National Taiwan University
September 29, 2011
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CONTENTS
PREFACE
CONTENTS
iii
v
CHAPTER 1
1.1
1.2
1.3
1.4
1.5
CHAPTER 2
2.1
2.2
2.3
2.4
2.5
2.6
THEORY OF SETS
11
Set............................................................................................... 13
Specific Sets.............................................................................. 13
Relations between Sets......................................................... 14
Countability of Sets............................................................... 15
Class of sets.............................................................................. 16
Ordered Set.............................................................................. 17
CHAPTER 3
3.1
3.2
3.3
3.4
3.5
CHAPTER 4
4.1
4.2
4.3
4.4
4.5
4.6
NUMBER SYSTEMS
27
The Real Number System................................................... 29
Boundedness of a Set of Real Number........................... 30
Theorems for the Real Number System......................... 32
Specific Sets of Real Numbers........................................... 33
Decimal Representation of Real Numbers.................... 34
Number Systems..................................................................... 35
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CHAPTER 5
5.1
5.2
5.3
5.4
5.5
5.6
5.7
5.8
ELEMENTARY ALGEBRA
37
Factorials.................................................................................. 41
Multinomials............................................................................ 41
Means of a Set of Real Numbers...................................... 43
Inequalities of a Set of Real Numbers............................ 44
Polynomials.............................................................................. 45
Algebraic Equations............................................................. 46
Algebraic Equations with Real Coefficients................ 47
Mathematical induction....................................................... 49
CHAPTER 6
6.1
6.2
6.3
6.4
6.5
6.6
6.7
6.8
6.9
6.10
ELEMENTARY CALCULUS
51
Extended Real Number System........................................ 55
Function..................................................................................... 56
Limit Processes....................................................................... 57
Continuity and Differentiation......................................... 61
Sequence.................................................................................... 63
Series........................................................................................... 65
Power Series............................................................................. 68
Taylor's Series......................................................................... 72
Integration................................................................................ 73
Definite Integrals................................................................... 76
CHAPTER 7
7.1
7.2
7.3
7.4
7.5
7.6
VECTOR ANALYSIS
79
Vectors....................................................................................... 81
Products of Vectors............................................................... 82
Differentiation of Vectors................................................... 83
Vector Identities..................................................................... 85
Differential Vector Identities............................................. 86
Integral Vector Identities.................................................... 89
CHAPTER 8
CONVERGENCE OF A SEQUENCE OF
91
FUNCTIONS
Pointwise Convergence of a Sequence of Functions. 93
Uniform Convergence of a Sequence of Functions.... 96
8.1
8.2
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8.3
8.4
8.5
CHAPTER 9
9.1
9.2
9.3
9.4
9.5
9.6
CHAPTER 10
10.1
10.2
10.3
FOURIER ANALYSIS
111
Periodic Functions......................................................... 113
Orthogonal Functions................................................... 113
Fourier Series.................................................................. 114
CHAPTER 11
11.1
11.2
CALCULUS OF VARIATIONS
117
Variational Integral....................................................... 119
Variational Principle for One-Dependent and
120
One-Independent Variables ........................................
Variational Principle for n-Dependent and
125
One-Independent Variables ........................................
11.3
CHAPTER 12
12.1
12.2
DETERMINANTS
127
Determinant...................................................................... 129
Minor and Cofactor of a Determinant................... 130
CHAPTER 13
13.1
13.2
13.3
MATRICES
131
Matrix................................................................................. 133
Combination Matrices.................................................. 134
Inner Product and Outer Product of Column
Matrices............................................................................. 136
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13.4
13.5
CHAPTER 14
14.1
GROUPS
141
Group.................................................................................. 143
CHAPTER 15
15.1
15.2
15.3
15.4
15.5
15.6
15.7
15.8
15.9
15.10
15.11
15.12
CHAPTER 16
16.1
16.2
16.3
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16.4
16.5
16.6
16.7
CHAPTER 17
17.1
17.2
17.3
17.4
17.5
17.6
17.7
17.8
17.9
17.10
17.11
17.12
17.13
COMPLEX-VALUED FUNCTIONS
179
Complex Variable.......................................................... 183
Regions in the z-Plane................................................... 185
Function of Complex Variables................................ 187
Elementary Functions of a Complex Variable z 189
Analyticity of Functions of a Complex Variable 192
Singularities and Zeros................................................ 195
Contour Integrals........................................................... 196
Convergence of Power Series..................................... 199
Taylor Series and Laurent Series Expansions..... 200
Residues............................................................................. 202
Multiple-Valued Functions......................................... 203
Analytic Continuation.................................................. 205
Dispersion Relations...................................................... 207
CHAPTER 18
18.1
18.2
18.3
CHAPTER 19
19.1
19.2
19.3
HYPERGEOMETRIC FUNCTIONS
219
Hypergeometric Function........................................... 221
Hypergeometric Equation........................................... 224
Generalized Hypergeometric Function.................. 225
CHAPTER 20
CONFLUENT HYPERGEOMETRIC
229
FUNCTIONS
Confluent Hypergeometric Function...................... 231
20.1
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20.2
20.3
20.4
CHAPTER 21
21.1
21.2
WHITTAKER FUNCTIONS
239
Whittaker Functions..................................................... 241
Whittaker Equation....................................................... 244
CHAPTER 22
22.1
22.2
22.3
22.4
22.5
22.6
BESSEL FUNCTIONS
245
The Bessel Function....................................................... 247
The Neumann Function............................................... 248
The Hankel Functions................................................... 249
Bessel Equation............................................................... 249
General Properties of Bessel Functions................. 250
Bessel-Fourier Expansion Series.............................. 252
CHAPTER 23
23.1
23.2
23.3
23.4
23.5
CHAPTER 24
24.1
24.2
24.3
24.4
24.5
LAGUERRE FUNCTIONS
265
Laguerre Function......................................................... 267
Laguerre Polynomial.................................................... 267
Laguerre Equation......................................................... 268
Associated Laguerre Function................................... 268
Associated Laguerre Polynomial.............................. 269
CHAPTER 25
25.1
25.2
HERMITE POLYNOMIALS
273
Hermite Polynomial....................................................... 275
Hermite Equation........................................................... 276
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25.3
25.4
CHAPTER 26
26.1
26.2
26.3
26.4
26.5
26.6
26.7
LEGENDRE FUNCTIONS
281
Legendre Function of the First Kind...................... 283
Legendre Polynomial.................................................... 283
Legendre Function of the Second Kind.................. 285
Legendre Equation........................................................ 285
Associated Legendre Functions of the First and
Second Kinds................................................................... 286
Associated Legendre Polynomial.............................. 286
Associated Legendre Equation.................................. 288
CHAPTER 27
27.1
27.2
SPHERICAL HARMONICS
289
Spherical Harmonics..................................................... 291
Angular Momentum Operator.................................. 293
CHAPTER 28
28.1
28.2
RIEMANN EQUATION
295
Riemann Equation......................................................... 297
Special Cases of the Riemann Equation................. 298
CHAPTER 29
29.1
29.2
29.3
29.4
29.5
EIGENVALUE PROBLEMS OF
301
SECOND-ORDER DIFFERENTIAL
OPERATORS
Self-Adjoint Differential Operators........................ 303
Sturm-Liouville Operator........................................... 303
Sturm-Liouville Equation........................................... 305
Regular Sturm-Liouville Problem........................... 306
Boundary Conditions.................................................... 310
CHAPTER 30
30.1
30.2
30.3
GREEN'S FUNCTIONS
311
Boundary Conditions.................................................... 313
Boundary-Value Problems.......................................... 314
Green-Function Techniques....................................... 315
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CHAPTER 31
31.1
31.2
31.3
CHAPTER 32
32.1
32.2
32.3
32.4
32.5
32.6
32.7
32.8
32.9
CHAPTER 33
33.1
33.2
33.3
33.4
33.5
33.6
33.7
33.8
33.9
33.10
33.11
33.12
CHAPTER 34
34.1
REPRESENTATIONS OF A LINEAR
363
VECTOR SPACE
Matrix Representation................................................. 365
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34.2
34.3
CHAPTER 35
35.1
35.2
35.3
35.4
COORDINATE SYSTEMS
373
Coordinate Systems on a Line................................... 375
Coordinate Systems on a Plane................................. 375
Coordinate Systems in a Three-Dimensional
Space................................................................................... 376
Cartesian Coordinate System.................................... 377
CHAPTER 36
36.1
36.2
36.3
36.4
36.5
TENSOR ANALYSIS
379
Tensor................................................................................. 381
Contraction of two Tensors........................................ 382
Metric Tensor.................................................................. 383
Euclidean Geometry...................................................... 384
Minkowski Space............................................................ 384
CHAPTER 37
37.1
37.2
37.3
37.4
37.5
37.6
37.7
37.8
37.9
37.10
37.11
THEORY OF PROBABILITY
387
Measure.............................................................................. 389
Set Function...................................................................... 389
Notion of Probability.................................................... 390
Probability Space........................................................... 391
Random Variable of Probability.............................. 392
Distribution Functions.................................................. 394
Discrete Distribution..................................................... 396
Continuous Distribution.............................................. 397
Mixed Distribution......................................................... 398
Moments and Central-Moments............................... 399
Distributions of n-Dimensional Random
Variables............................................................................ 400
CHAPTER 38
38.1
38.2
ANGULAR-MOMENTUM EIGENSTATES
401
Angular Momentum...................................................... 403
Ladder Operators of the Angular Momentum.... 404
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38.3
CHAPTER 39
39.1
39.2
39.3
39.4
39.5
39.6
CHAPTER 40
40.1
40.2
40.3
40.4
40.5
CHAPTER 41
41.1
41.2
41.3
CHAPTER 42
42.1
42.2
42.3
CHAPTER 43
43.1
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43.2
43.3
43.4
43.5
BIBLIOGRAPHY............................................................................................... 531
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1
Notations and Constants
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Chapter 1
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1.1
Mathematical Symbols
n = 0 ,1, 2 ,L
0 ! = (1) = 1
n ! = 1 2 L n ,
n = 1, 2 ,L
n = 0 , 1, 2 , L
0 !! = 1
( 2n ) !! = 2 4 6 L ( 2n ) ,
( 2n 1) !!
2 n ( n + 12 ) ,
n = 1, 2 , L
n = 0 , 1, 2 , L
( 1) !! = 1
( 2n 1) !! = 1 3 5 L ( 2n 1) , n = 1 , 2 , L
C. Pochhammer Coefficient:
( z + n)
n = 0 ,1, 2 ,L
,
z (z)
( )0 = 1
( )2 = ( + 1)
( ) n lim
( )1 =
( )3 = ( + 1) ( + 2)
( ) n = ( + 1) L ( + n 1) ,
n =1, 2 ,L
D. Binomial Coefficient:
( z + 1)
,
lim
n z ( n + 1) ( z + 1 n )
=1
0
n = 0 ,1, 2 ,L
=
1
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Chapter 1
( 1) ( 2)
=
3 2 1
3
( 1)
=
2 1
2
1
= ( 1) L ( n + 1) ,
n n!
N
=0 ,
n
=
n = 1, 2 ,L
N!
,
( N n )! n !
for integer N n .
E. Quasi-Power:
For notational convenience, we shall define the quasi-power as
[ ]n lim
= n! ,
( z + 1 n)
n
[ ] 0 = 1
[ ] 2 = ( 1)
[ ]1 =
[ ] 3 = ( 1) ( 2 )
( z + 1)
[ ]n = ( 1) L ( n + 1) ,
[ N ]n = 0 ,
N!
=
,
( N n )!
n = 0 ,1, 2 ,L
n = 1, 2 ,L
[( a ) ( b)]n
( ) k k [a ]n k [b]k
k =0
1.1
Mathematical Symbols
F. Hankel Coefficient:
( , n ) lim
( z + 12 + n )
( n + 1) ( z + 12 n )
n = 0 ,1, 2 ,L
( , 0) = 1
( , 2) =
1
21
( , 1) = ( 2 14 )
( , 3) =
1
321
( , n ) =
( 2 14 ) ( 2 34 )
2
( 2 14 )( 2 34 )( 2 54 )
2
1
( 2 n 1) 2
( 2 14 )( 2 34 ) L ( 2 4 ) ,
n!
n = 1, 2 ,L
(i) | z |
Absolute value of z
(ii) z
Complex conjugate of z
(iii) Re ( z )
(iv) Im ( z )
Real part of z
Imaginary part of z
(v) arg ( z )
(vi) Arg ( z )
Argument, or phase, of z
(vii) Log ( z )
H. Miscellaneous Notations:
(i) max ( p , q )
(ii) min ( p , q )
(iii) sign ( x )
(iv) | x |
(v) [ x ]
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Chapter 1
(vi) O [ f ( x ) ]
as
x x0
I.
an
bn
=1
Phrases
2
p
Notation
B( a , b )
Beta function
erf (x)
error function
hypergeometric function
19
19
(z )
Gamma function
18
H n ( z)
25
F1 (a, b; c; z )
Fq (a1 K a p ; c1 K cq ; z )
Name
chapter
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1.2
List of Functions
H(1) ( z ) , H( 2) ( z )
Hankel functions
of the first and second kinds
22
h (1) ( z ), h ( 2) ( z )
23
J ( z )
Bessel function
22
jl ( z )
23
L ( z )
Laguerre function
24
Ln ( z )
24
L( ) ( z )
24
L( k ) ( z )
24
20
Whittaker functions
of the first and second kinds
21
N ( z )
22
nl ( z )
23
Legendre functions
of the first and second kinds
26
Legendre function
26
24
26
27
n ( z )
oscillator function
25
(z )
digamma function
18
polygamma function
18
P ( z ), Q ( z )
Pl ( z )
P ( z ), Q ( z )
Plm (z )
lm ( , )
(n) ( z)
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Chapter 1
speed of light
in vacuum
Symbol
gravitational constant G
Value
2.997 924 58 1010 cm sec 1 (exact)
Planck constant
h h / 2
Planck mass
mP h c / G
2.176 51(13) 10 5 g
Planck length
l P h / mP c
1.616 199(97) 10 33 cm
Planck time
Avogadro constant
NA
Boltzmann constant
electron charge
e
me
me c 2
mp
m pc 2
mn
neutron mass
mn c 2
atomic-mass unit
u mC12 / 12
electron mass
proton mass
fine-structure constant e 2 / hc
Rydberg constant
R 2 me c / 4 h
Bohr radius
a0 h 2 / me e 2
Compton wavelength
e h / me c
electron
classical-radius
re e 2 / me c 2
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1.3
Physical Constants
1 nm = 107 cm = 10 A
nanometer :
atomic size :
1 A = 108 cm
nuclear size :
1 fm = 10 13 cm = 10 5 A
112
7
1264 19
101
103
107
109
113
233
239
241
251
257
383
389
397
401
409
547
557
563
569
571
701
709
719
727
733
877
881
883
887
907
1049
1051
1061
1063
1069
1229
1231
1237
1249
1259
1429
1433
1439
1447
1451
13
17
19
23
29
127
131
137
139
149
263
269
271
277
281
419
421
431
433
439
577
587
593
599
601
739
743
751
757
761
911
919
929
937
941
1087
1091
1093
1097
1103
1277
1279
1283
1289
1291
1453
1459
1471
1481
1483
31
37
41
43
47
151
157
163
167
173
283
293
307
311
313
443
449
457
461
463
607
613
617
619
631
769
773
787
797
809
947
953
967
971
977
1109
1117
1123
1129
1151
1297
1301
1303
1307
1319
1487
1489
1493
1499
1511
53
59
61
67
71
179
181
191
193
197
317
331
337
347
349
467
479
487
491
499
641
643
647
653
659
811
821
823
827
829
983
991
997
1009
1013
1153
1163
1171
1181
1187
1321
1327
1361
1367
1373
1523
1531
1543
1549
1553
73
79
83
89
97
199
211
223
227
229
353
359
367
373
379
503
509
521
523
541
661
673
677
683
691
839
853
857
859
863
1019
1021
1031
1033
1039
1193
1201
1213
1217
1223
1381
1399
1409
1423
1427
1559
1567
1571
1579
1583
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10
Chapter 1
lower case
name
alpha
[lf]
beta
[bet], [bit]
pronunciation
gamma
[gm]
delta
[dGlt]
epsilon
zeta
[zet], [zit]
eta
[et], [it]
theta
[et], [it]
iota
[aot]
kappa
[kp]
lambda
[lmd]
mu
[mju], [mu]
nu
[nju], [nu]
xi
omicron
pi
[pa]
rho
[ro]
sigma
[sgm]
tau
[tau], [tC]
upsilon
phi
[fa]
khi
[ka]
psi
[sa], [psa]
omega
[jupsln], [jupsln]
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11
2
Theory of Sets
A working knowledge of the basic concepts and notations of set theory is
summarized.
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12
Chapter 2
Theory of Sets
2.1 SET
A. Definition
B. Examples
2.2 SPECIFIC SETS
A. Empty Set
B. Singleton
C. Union of A and B
D. Intersection of A and B
E. Complement of A Relative to B
F. Universal Set
G. Complement of A
H. Power Set of A
2.3 RELATIONS BETWEEN SETS
A. Equivalence of A and B
B. Cardinal Number
C. Equality of A and B
D. Subset and Superset
E. Proper Subset
F. Disjoint
2.4 COUNTABILITY OF SETS
A. Finite Set
B. Infinite Set
C. Countable Set
D. Examples
2.5 CLASS OF SETS
A. Boolean Ring of Sets
B. Boolean Algebra of Sets
2.6 ORDERED SET
A. Ordered Set
B. First Element of an Ordered Set
C. Well-Ordered Set
D. Well-Ordering Theorem
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2.1
Set
13
2.1 SET
A. Definition
A set is a collection of definite, distinct objects of our perception or our
thought, which are called elements of the set.
We shall denote elements of a set by lower-case letters, a , b , c , L ,
and denote sets by capital letters, A , B , C , L .
B. Examples
(i) The set of all 46 students in the Quantum Mechanics class.
(ii) The set of all natural numbers {1, 2 , 3 , L} .
(iii) The set of all real numbers.
(iv) The set of all real continuous functions ( x ) on x [0 , 1] .
(v) The set of all real functions F ( x ) on x [0 , 1] .
B. Singleton
A set consisting of exactly one element.
C. Union of A and B
The set of all elements which are either in set A or in set B or in both,
A B
D. Intersection of A and B
The set of all elements common to both set A and set B,
A B
E. Complement of A Relative to B
The set of all elements of set B which are not in set A,
B A
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14
Chapter 2
Theory of Sets
F. Universal Set
In many applications of set theory, we shall have a fixed set S given in
advance, and we shall be concerned only with subsets of this given set.
This underlying set will be referred to as the universal set of this particular
application and denoted by
S
G. Complement of A
The set of all elements of the universal set S which are not in set A,
Ac S A
H. Power Set of A
The set of all subsets of A,
P( A)
If the set A has n elements, then its power set P( A) has 2 n
elements.
C
P
P'
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2.3
15
F. Disjoint
Set A and set B are said to be disjoint if they do not have elements in
common:
A B =
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16
Chapter 2
Theory of Sets
B. Infinite Set
A set is said to be an infinite set if there are infinitely many elements in the
set.
C. Countable Set
If the elements of a set A can be ordered in a sequence and counted or
enumerated one-by-one successively, then set A is said to be a countable or
denumerable, otherwise it is said to be uncountable or non-denumerable.
All finite sets are countable, while an infinite set may or may not be
countable.
D. Examples
(i) The set of all 46 students in the Quantum Mechanics class is finite
and countable with the cardinal number 46.
(ii) The set of all natural numbers is infinite but countable with the
cardinal number a .
(iii) The set of all real numbers is infinite and uncountable with the
cardinal number c .
(iv) The set of all real continuous functions ( x ) on x [0 , 1] is
infinite and uncountable with the cardinal number c .
(v) The set of all real functions F ( x ) on x [0 , 1] is infinite and
uncountable with the cardinal number f .
We note that f > c > a > N (any finite number).
and
A B R
It is important to note that every Boolean ring of sets always contains the
empty set .
B. Boolean Algebra of Sets
2.5
A B B
and
Class of Sets
17
Ac B
B 0 B B1
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Chapter 2
Theory of Sets
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3
Point Set Theory
The elements of the ordered point set to be discussed here will be referred to as
points. The nature of the set will vary from one discussion to another so that "point"
will not necessarily have the same meaning here that it does in elementary geometry.
We shall use sets of numbers, sets of functions, and many other things, in addition to
genuine geometrical point sets. We can think of the sets to be such as lattice points or
all points of a line segment, of a straight line, on a plane, or in a cube. For example,
the straight line as a number scale may represents a similarity mapping of the ordered
set of real numbers on the points of this scale. A more general ordered set will be the
set of all points in a 3-dimensional Cartesian space, which represents the coordinates
of a particle in the 3-dimensional position space.
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Chapter 3
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