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You are on page 1of 36

Course Homepage: http://bohr.physics.hku.hk/~phys2325/

Lecturer: Z.D.Wang,

Office: Rm528, Physics Building

Tel:

2859 1961

E-mail: zwang@hku.hk

Student Consultation hours: 3:00-5:00pm Monday

Tutor: Mr. Xianjia HUANG, Rm525

Mathematical Methods for Physicists

International Edition (4th or 5th or 6th Edition)

by

George B. Arfken and Hans J. Weber

Main Contents:

Application of complex variables,

e.g. Cauchy's integral formula, calculus of residues.

Partial differential equations.

Properties of special functions

(e.g. Gamma functions, Bessel functions, etc.).

Fourier Series.

Assessment:

One 3-hour written examination (70% weighting)

and course assessment (30% weighting)

2

Functions of a complex variable provide us some powerful and

widely useful tools in in theoretical physics.

Some important physical quantities are complex variables (the

wave-function )

Evaluating definite integrals.

Obtaining asymptotic solutions of differentials

equations.

Integral transforms

Many Physical quantities that were originally real become complex

0

as simple theory is made more general. The energy En En i

( 1 / the finite life time).

We here go through the complex algebra briefly.

A complex number z = (x,y) = x + iy, Where. i 1

We will see that the ordering of two real numbers (x,y) is significant,

i.e. in general x + iy y + ix

X: the real part, labeled by Re(z); y: the imaginary part, labeled by Im(z)

Three frequently used representations:

(1) Cartesian representation: x+iy

z=r(cos + i sin) or z r e i

r the modulus or magnitude of z

- the argument or phase of z

4

- the argument or phase of z

r z x y

2

and polar representation:

1/ 2

tan 1 y / x

matter of convenience. Addition and subtraction of complex variables

are easier in the Cartesian representation. Multiplication, division,

powers, roots are easier to handle in polar form,

z1 z 2 ( x1 x2 ) i ( y1 y2 )

z1 z 2 ( x1 x2 y1 y2 ) i ( x1 y2 x2 y2 )

z1 z 2 r1 r2 e i 1 2

z / z r / r e i 1 2

1

z n r n e in

5

z1 z 2 z1 z 2

arg( z1 z 2 ) arg( z1 ) arg( z 2 )

can be written

f(z) = u(x,y) + iv(x,y)

in which v and u are real functions.

For example if f ( z ) z 2 , we have

f z x 2 y 2 i 2 xy

The relationship between z and f(z) is best pictured as a

mapping operation, we address it in detail later.

6

Z-plane

in the uv plane.

Since

e i cos i sin

e in (cos i sin ) n

7

*

z x iy

We then have

zz * x 2 y 2 r 2

Hence

z zz

* 12

Note:

z re i

real variable ---- multi-valued function

rei 2n

ln z ln r i

ln z ln r i 2n

and limit the phase to an interval of length of 2. The value of lnz with

n=0 is called the principal value of lnz.

8

Another possibility

| sin x |, | cos x | 1 for a real x;

however, possibly | sin z |, | cos z | 1 and even

Question:

eiz e iz

eiz e iz

cosz

; sinz

2

2i

to show (a) sin( x iy ) sinx cosh y i cos x sinh y

cos( x iy ) cos x cosh y i sin x sinh y

(b) | sinz |2 sin 2 x sinh 2 y

| cosz |2 cos 2 x sinh 2 y

Having established complex functions, we now proceed to

differentiate them. The derivative of f(z), like that of a real function, is

defined by

f z z f z

f z df

lim

f z

z 0

z 0 z

z

dz

provided that the limit is independent of the particular approach to the

lim f x lim f x f x o

point z. For real variable, we require that x

xo

x xo

Now, with z (or zo) some point in a plane, our requirement that the

limit be independent of the direction of approach is very restrictive.

lim

Consider

z x iy

f u i v

f

u i v

z x i y

10

Let us take limit by the two different approaches as in the figure. First,

with y = 0, we let x0,

f

v

u

lim

i

z 0 z x 0 x

x

u

v

i

x

x

lim

x = 0 and then let y 0. This leads to

f

u v

lim

i

z 0 z

y y

u

v

x

y

u

v

y

x

11

These are the famous Cauchy-Riemann conditions. These CauchyRiemann conditions are necessary for the existence of a derivative,

that

f x

is, if

exists, the C-R conditions must hold.

Conversely, if the C-R conditions are satisfied and

f z the partial

derivatives of u(x,y) and v(x,y) are continuous,

exists. (see the proof

in the text book).

12

Analytic functions

If f(z) is differentiable at z z0 and in some small region around z0 ,

we say that f(z) is analytic at z z0

Differentiable: Cauthy-Riemann conditions are satisfied

the partial derivatives of u and v are continuous

Analytic function:

Property 1:

2u 2 v 0

Example:

if (a) u ( x, y ) x 3 3 xy 2

(b) v( x, y ) e y sin x

13

We now turn to integration.

in close analogy to the integral of a real function

'

n

z

z

The contour 0

0 is divided into n intervals .Let

wiith z j z j z j 1 0

for j. Then

n

z0

j 1

z0

f j z j f z dz

n

lim

independent of the details of

choosing the points z j and j ,

where j is a point on the curve bewteen

z j and z j 1.

The right-hand side of the above equation is called the contour (path)

14

integral of f(z)

z2

x2 y2

c z1

c x1 y1

x2 y2

f z dz u x, y iv x, y dx idy

x2 y2

1 1

1 1

with the path C specified. This reduces the complex integral to the

complex sum of real integrals. Its somewhat analogous to the case of

the vector integral.

An important example

z n dz

c

where C is a circle of radius r>0 around the origin z=0 in

the direction of counterclockwise.

15

i

and dz ire d , and have

1

2i

z re i

n 1 2

r

z dz

2

n

0

{

1

expi n 1 d

0

for n -1

for n - 1

which is independent of r.

Cauchys integral theorem

If a function f(z) is analytical (therefore single-valued) [and its

partial derivatives are continuous] through some simply connected

region R, for every closed path C in R,

f z dz 0

c

16

Proof: (under relatively restrictive condition: the partial derivative of u, v

are continuous, which are actually not required but usually

satisfied in physical problems)

c

Stokess theorem

A dl A d s

c

A

x

A

y

ds

dxdy

z

Using

and

x

y

We have

Ax dx Ay dy A d l A d s

c

A y A x

dxdy

y

x

17

v u

udx vdy dxdy

x y

v

u

y

[since C-R conditions x

=0

]

For the imaginary part, setting u = Ay and v = Ax, we have

vdx udy u v dxdy 0

x y

f z dz 0

As for a proof without using the continuity condition, see the text book.

The consequence of the theorem is that for analytic functions the line

integral is a function only of its end points, independent of the path of

integration,

z2

z1

z1

z2

f z dz F z 2 F z1 f z dz

18

The original statement of our theorem demanded a simply connected

region. This restriction may easily be relaxed by the creation of a

barrier, a contour line. Consider the multiply connected region of

Fig.1.6 In which f(z) is not defined for the interior R

1.6 Fig.

Cauchys integral theorem is not valid for the contour C, but we can

construct a C for which the theorem holds. If line segments DE and

GA arbitrarily close together, then

A

f z dz

f z dz

19

f z dz

C

ABDEFGA

ABD

EFG

ABD

DE

GA

f z dz

EFG

f z dz 0

f z dz f z dz

C1

ABD C1'

C2

EFG C2'

20

Cauchys integral formula: If f(z) is analytic on and within a closed

contour C then

f z dz

2if z 0

z z0

here z-z0 0 and the integral is well defined.

Although f(z) is assumed analytic, the integrand (f(z)/z-z 0) is not

analytic at z=z0 unless f(z0)=0. If the contour is deformed as in Fig.1.8

Cauchys integral theorem applies.

So we have

f z dz

z z0

C2

f z

dz 0

z z0

21

approach zero

C2

f z dz

dz

z z0

(r0)

C2

f z 0 re i

re i

rie d

i

if z 0 d 2if z 0

C2

an interior point at z=z0 once the values on the boundary C are

specified.

What happens if z0 is exterior to C?

In this case the entire integral is analytic on and within C, so the

integral vanishes.

22

1

2i

f z dz f z 0 ,

z z0

0,

z 0 interior

z 0 exterior

Derivatives

Cauchys integral formula may be used to obtain an expression for

the derivation of f(z)

f z0

dz0

1

2i

f z dz

1

i

z

z

0

d

f z dz

dz 0

1

z z0

1

2i

f z dz

z z0 2

n!

n

f z0

2i

f z dz

z z 0 n1

23

We now see that, the requirement that f(z) be analytic not only

guarantees a first derivative but derivatives of all orders as well! The

derivatives of f(z) are automatically analytic. Here, it is worth to

indicate that the converse of Cauchys integral theorem holds as well

Moreras theorem:

If a function f(z) is continuous in a simply connected region R

and f ( z )dz 0 for every closed C within R, then f(z) is

C

24

Examples

1. If f ( z ) a n z n is analytic on and within

n0

f j z j! a j

a n z n j

n j 1

f j 0 j! a j

f n 0

1

an

n!

2i

f z dz

z n 1

25

then a n r n M (Cauchys inequality)

Proof:

an

where

1

2

f z dz

z r

z n 1

M r

2r

2r n 1

M

rn

M r Max z r f r

plane, it is a constant.

Proof: For any z0, construct a circle of radius R around z 0,

f z 0

1

2i

f z dz

z z0 2

R

M 2R

2 R 2

R

26

f z 0, i.e, f ( z ) const.

Conversely, the slightest deviation of an analytic function from a

constant value implies that there must be at least one singularity

somewhere in the infinite complex plane. Apart from the trivial constant

functions, then, singularities are a fact of life, and we must learn to live

with them, and to use them further.

27

Taylor Expansion

f

z

a

z

n

0

Suppose we are trying to expand f(z) about z=z0, i.e.,

n 0

and we have z=z1 as the nearest point for which f(z) is not analytic. We

construct a circle C centered at z=z0 with radius z z 0 z1 z 0

f z

1 f z dz

1

f z dz

2i C z z

2i C z z 0 z z 0

1

f z dz

2i C z z 0 1 z z 0 z z 0

28

note the identity

1

1 t t2

1 t

tn

n 0

So we may write

1

f z

2i

1

2i

z z 0 n f z dz

z 0 n 1

z

n

0

C

z z0 n

n 0

n 1

z

0

C

n 0

z z0

f z dz

f n z0

n!

which is our desired Taylor expansion, just as for real variable power

series, this expansion is unique for a given z0.

29

n

g

z

x

From the binomial expansion of

for integer n (as an

0

assignment), it is easy to see, for real x0

g z z x 0

*

n *

x0

g z*

If a function f(z) is (1) analytic over some region including the real axis

and (2) real when z is real, then

f * z f z*

We expand f(z) about some point (nonsingular) point x0 on the real axis

because f(z) is analytic at z=x0.

n x

n f

0

z x0

f z

n!

n 0

Since f(z) is real when z is real, the n-th derivate must be real.

f

z z

n 0

x0

f n x0

f z*

n!

30

Laurent Series

We frequently encounter functions that are analytic in

annular region

31

connected region, we apply Cauchys integral formula for C 2 and C1,

with radii r2 and r1, and obtain

1

f z

2i

C1

C2

f z dz

z z

We expand two denominators as we did before

1

f z

2i

C1

f z dz

z z 0 1 z z 0 z z 0

1

z z0 n

2i n0

f z

f z dz

z z0 n1

C1

an z z0 n

C2

f z dz

z z 0 1 z z 0 z z 0

1

1

2i n0 z z 0 n1

z z 0 z z.0

z z0

f z dz

C2

(Laurent Series)

32

where

an

2i

f z dz

z z 0 n1

Here C may be any contour with the annular region r < |zz0| < R encircling z0 once in a counterclockwise sense.

Laurent Series need not to come from evaluation of contour

integrals. Other techniques such as ordinary series

expansion may provide the coefficients.

Numerous examples of Laurent series appear in the next

chapter.

33

Example:

(1) Find Taylor expansion ln(1+z) at point z

(2) find Laurent series of the function

1

an

2i

z n1

dz

1

z z 1 2i

ln(1 z ) (1)

n 1

f z z z 1

m0

z m

n 1

zn

n

dz

z n2

1

rie i d

an

2i m 0 r n 2 m e i n 2m

2i

n 2 m,1

2i

m 0

1

0

an

for n -1

for n - 1

1

1

1 z z2 z3 zn

z z 1

z

n 1

34

Analytic continuation

f z 1 1 z

For example

elsewhere. For |z| < 1, the geometric series expansion f1,

while expanding it about z=i leads to f2,

1

f ( z)

;

1 z

f1 ( z ) ;

n 0

1 z i

f2

1 i n 0 z i

35

1

1 z z2

1 z

n 0

f z

1

1

1 i z i 1 i 1 z i 1 i

1 i

zi

z i

1

1 i

1 i 2

converges for

z i 1 i 2 (Fig.1.10)

function. Each representation has its own domain of convergence.

A beautiful theory:

If two analytic functions coincide in any region, such as the overlap of s1 and s2,

of coincide on any line segment, they are the same function in the sense that they

36

will coincide everywhere as long as they are well-defined.

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