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Analytical Methods in PhysicsYi-Zen ChuContents1 Preface52 Complex Numbers and Functions83 Matrix Algebra3.1 Basics, Matrix Operations, and Special types of matrices . . . . . . . . . . . . .3.2 Determinants, Linear (In)dependence, Inverses, Eigensystems . . . . . . . . . . .3.3 Special Topic: 2D real orthogonal matrices . . . . . . . . . . . . . . . . . . . . .3.4 Special Topic: Volumes of (N D) Parallelepipeds in Flat Spaces – Relation toWedge Products & Matrix Determinants . . . . . . . . . . . . . . . . . . . . . .13131625274 Linear Algebra324.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 324.2 Inner Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 364.3 Linear Operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 434.3.1 Definitions and Fundamental Concepts . . . . . . . . . . . . . . . . . . . 434.3.2 Hermitian Operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 514.3.3 Unitary Operation as Change of Orthonormal Basis . . . . . . . . . . . . 624.3.4 Additional Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 694.4 Tensor Products of Vector Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . 724.5 Continuous Spaces and Infinite D Space . . . . . . . . . . . . . . . . . . . . . . 754.5.1 Preliminaries: Dirac’s δ-“function”, eigenket integrals, and continuous (Liegroup) operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 754.5.2 Spatial translations and the Fourier transform . . . . . . . . . . . . . . . 844.5.3 Boundary Conditions, Finite Box, Periodic functions and the Fourier Series 964.5.4 Rotations in D 2 Spatial Dimensions . . . . . . . . . . . . . . . . . . . 1024.5.5 Rotations in D 3 Spatial Dimensions: Geometry & Generators . . . . . 1094.5.6 Rotations in 3 and 4 spatial dimensions: Lie Algebra of Generators . . . 1224.5.7 Rotations in 3 Spatial Dimensions: Integer Spin & Spherical Harmonics . 1314.5.8 Rotations in 3 Spatial Dimensions: Half Integer Spin, SU2 . . . . . . . . 1364.5.9 Rotations in 3 Spatial Dimensions: ‘Adding’ Angular Momentum, TensorOperators, Wigner-Eckart Theorem . . . . . . . . . . . . . . . . . . . . . 1414.6 Special Topic: Clebsch-Gordan Coefficients . . . . . . . . . . . . . . . . . . . . . 1614.7 Special Topic: Approximation Methods for Eigensystems . . . . . . . . . . . . . 1631

4.84.94.7.1 Rayleigh-Schrödinger Perturbation Theory4.7.2 Variational Method . . . . . . . . . . . . .Special Topic: 2D Unitary Matrices . . . . . . . .Special Topic: Normal Operators . . . . . . . . .5 Calculus on the Complex Plane5.1 Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5.2 Cauchy’s integral theorems, Laurent Series, Analytic Continuation . . . . . . . .5.3 Poles and Residues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5.4 Branch Points, Branch Cuts . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5.5 Special Topic: Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . .5.5.1 Application: Damped Driven Simple Harmonic Oscillator . . . . . . . . .5.5.2 Retarded Boundary Conditions & Analytic Properties in Frequency Space5.6 Special Topic: Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5.7 Special Topic: Dilatations and the Mellin Transform . . . . . . . . . . . . . . . .1631741761781791791831911992042062102102126 Special and Approximation Techniques, Asymptotic Expansions, VariationalMethods in Calculus2146.1 Gaussian integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2146.2 Complexification . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2166.3 Differentiation under the integral sign (Leibniz’s theorem) . . . . . . . . . . . . 2166.4 Symmetry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2186.5 Asymptotic expansion of integrals . . . . . . . . . . . . . . . . . . . . . . . . . . 2216.5.1 Integration-by-parts (IBP) . . . . . . . . . . . . . . . . . . . . . . . . . . 2216.5.2 Laplace’s Method, Method of Stationary Phase, Steepest Descent . . . . 2246.6 JWKB solution to 2 ψ 00 (x) U (x)ψ(x) 0, for 0 1 . . . . . . . . . . . . 2316.7 Calculus of Variation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2327 Differential Geometry of Curved Spaces7.1 Preliminaries, Tangent Vectors, Metric, and Curvature . . . . . . . . . . . . . .7.2 Locally Flat Coordinates & Symmetries, Infinitesimal Volumes, General Tensors,Orthonormal Basis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7.3 Covariant derivatives, Parallel Transport, Geodesics, Levi-Civita, Hodge Dual . .7.4 Hypersurfaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7.4.1 Induced Metrics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7.4.2 Fluxes, Gauss-Stokes’ theorems, Poincaré lemma . . . . . . . . . . . . . .7.5 Special Topic: Helmholtz Decomposition of Vectors on S2 . . . . . . . . . . . . .2352358 Differential Geometry In Curved Spacetimes8.1 Poincaré and Lorentz Symmetry, Constancy of c . . . . . . .8.2 Lorentz and Poincaré Transformations in (3 1)D . . . . . .8.2.1 SO3,1 Lie Algebra . . . . . . . . . . . . . . . . . . . .8.2.2 SL2,C Spinors; ( 21 , 0), (0, 21 ) and ( 12 , 12 ) representations8.2.3 Poincaré: Lorentz & Space-Time Translations . . . .3013013183183193422.241255283283289297

8.38.48.58.68.78.8Curved Metrics, Orthonormal Frames & Volume; Timelike, Spacelike vs. NullVectors; Gravitational Time Dilation . . . . . . . . . . . . . . . . . . . . . . . .Connections, Curvature, Geodesics . . . . . . . . . . . . . . . . . . . . . . . . .Equivalence Principles, Geometry-Induced Tidal Forces, Isometries & GeometricTensors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .Special Topic: Metric Perturbation Theory . . . . . . . . . . . . . . . . . . . . .8.6.1 Perturbed Flat Spacetimes & Gravitational Waves . . . . . . . . . . . . .Special Topic: Conformal/Weyl Transformations; 2D Geometries . . . . . . . . .Special Topic: 2D Spacetimes . . . . . . . . . . . . . . . . . . . . . . . . . . . .9 Linear Partial Differential Equations (PDEs)9.1 Laplacians and Poisson’s Equation . . . . . . . . . . . . . . . . . . . . . .9.1.1 Poisson’s equation, uniqueness of solutions . . . . . . . . . . . . . .9.1.2 (Negative) Laplacian as a Hermitian operator . . . . . . . . . . . .9.1.3 Inverse of the negative Laplacian: Green’s function and reciprocity9.1.4 Kirchhoff integral theorem and Dirichlet boundary conditions . . .9.2 Laplacians and their spectra . . . . . . . . . . . . . . . . . . . . . . . . . .9.2.1 Infinite RD in Cartesian coordinates . . . . . . . . . . . . . . . . . .9.2.2 1 Dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9.2.3 2 Dimensions Separation-of-Variables for PDEs . . . . . . . . . .9.2.4 3 Dimensions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9.3 Heat/Diffusion Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . .9.3.1 Definition, uniqueness of solutions . . . . . . . . . . . . . . . . . . .9.3.2 Heat Kernel, Solutions with ψ( D) 0 . . . . . . . . . . . . . . . .9.3.3 Green’s functions and initial value formulation in a finite domain .9.3.4 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9.4 Massless Scalar Wave Equation (Mostly) In Flat Spacetime RD,1 . . . . . .9.4.1 Spacetime metric, uniqueness of Minkowski wave solutions . . . . .9.4.2 Waves, Initial value problem via Fourier, Green’s Functions . . . . .9.4.3 4D frequency space, Static limit, Discontinuous first derivatives . .9.4.4 Initial value problem via Kirchhoff representation . . . . . . . . . .9.4.5 JWKB Approximation for Wave Equations . . . . . . . . . . . . . .9.5 Variational Principle in Field Theory . . . . . . . . . . . . . . . . . . . . .9.6 Appendix to linear PDEs discourse:Symmetric Green’s Function of a real 2nd Order ODE . . . . . . . . . . .9.7 Special Topic: Covariant Helmholtz Decomposition of 3-Vectors . . . . . 13421424424426429430432432437458465467467. . . 470. . . 476A Copyleft479B Group Theory479C Conventions480D Physical Constants and Dimensional Analysis481E Acknowledgments4843

F Last update: March 4, 20214844

1PrefaceThis work constitutes the free textbook project I initiated towards the end of Summer 2015,while preparing for the Fall 2015 Analytical Methods in Physics course I taught to upper level(mostly 2nd and 3rd year) undergraduates here at the University of Minnesota Duluth. DuringFall 2017, I taught the graduate-level Differential Geometry and Physics in Curved Spacetimeshere at National Central University, Taiwan; this has allowed me to further expand the text.I assumed that the reader has taken the first three semesters of calculus, i.e., up to multivariable calculus, as well as a first course in Linear Algebra and ordinary differential equations.(These are typical prerequisites for the Physics major within the US college curriculum.) Myprimary goal was to impart a good working knowledge of the mathematical tools that underliefundamental physics – quantum mechanics and electromagnetism, in particular. This meant thatLinear Algebra in its abstract formulation had to take a central role in these notes.1 To this end,I first reviewed complex numbers and matrix algebra. The middle chapters cover calculus beyondthe first three semesters: complex analysis and special/approximation/asymptotic methods. Thelatter, I feel, is not taught widely enough in the undergraduate setting. The final chapter is meantto give a solid introduction to the topic of linear partial differential equations (PDEs), whichis crucial to the study of electromagnetism, linearized gravitation and quantum mechanics/fieldtheory. But before tackling PDEs, I feel that having a good grounding in the basic elements ofdifferential geometry not only helps streamlines one’s fluency in multi-variable calculus; it alsoprovides a stepping stone to the discussion of curved spacetime wave equations.Some of the other distinctive features of this free textbook project are as follows.Index notation and Einstein summation convention is widely used throughout the physicsliterature, so I have not shied away from introducing it early on, starting in §(3) on matrixalgebra. In a similar spirit, I have phrased the abstract formulation of Linear Algebra in §(4)entirely in terms of P.A.M. Dirac’s bra-ket notation. When discussing inner products, I do makea brief comparison of Dirac’s notation against the one commonly found in math textbooks.I made no pretense at making the material mathematically rigorous, but I strived to makethe flow coherent, so that the reader comes away with a firm conceptual grasp of the overallstructure of each major topic. For instance, while the full fledged study of continuous (as opposedto discrete) vector spaces can take up a whole math class of its own, I feel the physicist shouldbe exposed to it right after learning the discrete case. For, the basics are not only accessible, theFourier transform is in fact a physically important application of the continuous space spanned bythe position eigenkets { xi}. One key difference between Hermitian operators in discrete versuscontinuous vector spaces is the need to impose appropriate boundary conditions in the latter;this is highlighted in the Linear Algebra chapter as a prelude to the PDE chapter §(9), wherethe Laplacian and its spectrum plays a significant role. Additionally, while the Linear Algebrachapter was heavily inspired by the first chapter of Sakurai’s Modern Quantum Mechanics, Ihave taken effort to emphasize that quantum mechanics is merely a very important applicationof the framework; for e.g., even the famous commutation relation [X i , Pj ] iδji is not necessarilya quantum mechanical statement. This emphasis is based on the belief that the power of a given1That the textbook originally assigned for this course relegated the axioms of Linear Algebra towards thevery end of the discussion was one major reason why I decided to write these notes. This same book also costnearly two hundred (US) dollars – a fine example of exorbitant textbook prices these days – so I am glad I savedmy students quite a bit of their educational expenses that semester.5

mathematical tool is very much tied to its versatility – this issue arises again in the JWKBdiscussion within §(6), where I highlight it is not merely some “semi-classical” limit of quantummechanical problems, but really a general technique for solving differential equations.Much of §(5) is a standard introduction to calculus on the complex plane and the theoryof complex analytic functions. However, the Fourier transform application section gave methe chance to introduce the concept of the Green’s function; specifically, that of the ordinarydifferential equation describing the damped harmonic oscillator. This (retarded) Green’s functioncan be computed via the theory of residues – and through its key role in the initial valueformulation of the ODE solution, allows the two linearly independent solutions to the associatedhomogeneous equation to be obtained for any value of the damping parameter.Differential geometry may appear to be an advanced topic to many, but it really is not.From a practical standpoint, it cannot be overemphasized that most vector calculus operationscan be readily carried out and the curved space(time) Laplacian/wave operator computed oncethe relevant metric is specified explicitly. I wrote much of §(7) in this “practical physicist”spirit. Although it deals primarily with curved spaces, teaching Physics in Curved Spacetimesduring Fall 2017 at National Central University, Taiwan, gave me the opportunity to add itscurved spacetime sequel, §(8), where I elaborated upon geometric concepts – the emergence ofthe Riemann tensor from parallel transporting a vector around an infinitesimal parallelogram,for instance – deliberately glossed over in §(7). It is my hope that §(7) and §(8) can be used tobuild the differential geometric tools one could then employ to understand General Relativity,Einstein’s field equations for gravitation.In §(9) on PDEs, I begin with the Poisson equation in curved space, followed by the enumeration of the eigensystem of the Laplacian in different flat spaces. By imposing Dirichlet orperiodic boundary conditions for the most part, I view the development there as the culminationof the Linear Algebra of continuous spaces. The spectrum of the Laplacian also finds importantapplications in the solution of the heat and wave equations. I have deliberately discussed theheat instead of the Schrödinger equation because the two are similar enough, I hope when thereader learns about the latter in her/his quantum mechanics course, it will only serve to enrich her/his understanding when she/he compares it with the discourse here. Finally, the waveequation in Minkowski spacetime – the basis of electromagnetism and linearized gravitation – isdiscussed from both the position/real and Fourier/reciprocal space perspectives. The retardedGreen’s function plays a central role here, and I spend significant effort exploring different meansof computing it. The tail effect is also highlighted there: classical waves associated with masslessparticles transmit physical information within the null cone in (1 1)D and all odd dimensions.Wave solutions are examined from different perspectives: in real/position space; in frequencyspace; in the non-relativistic/static limits; and with the multipole-expansion employed to extractleading order features. The final section contains a brief introduction to the variational principlefor the classical field theories of the Poisson and wave equations.Finally, I have interspersed problems throughout each chapter because this is how I personallylike to engage with new material – read and “doodle” along the way, to make sure I am properlyfollowing the details. My hope is that these notes are concise but accessible enough that anyonecan work through both the main text as well as the problems along the way; and discover theyhave indeed acquired a new set of mathematical tools to tackle physical problems.By making this material available online, I view it as an ongoing project: I plan to updateand add new material whenever time permits; for instance, illustrations/figures accompanying6

the main text may eventually show up at some point down the road. The most updated versioncan be found at the following ods YZChu.pdfI would very much welcome suggestions, questions, comments, error reports, etc.; please feel freeto contact me at yizen [dot] chu @ gmail [dot] com.– Yi-Zen Chu7

2Complex Numbers and Functions2The motivational introduction to complex numbers, in particular the number i,3 is the solutionto the equationi2 1.(2.0.1)That is, “what’s the square root of 1?” For us, we will simply take eq. (2.0.1) as the definingequation for the algebra obeyed by i. A general complex number z can then be expressed asz x iy(2.0.2)where x and y are real numbers. The x is called the real part ( Re(z)) and y the imaginarypart of z ( Im(z)).Geometrically speaking z is a vector (x, y) on the 2-dimensional plane spanned by thereal axis (the x part of z) and the imaginary axis (the iy part of z). Moreover, you may recallfrom (perhaps) multi-variable calculus, that if r is the distance between the origin and the point(x, y) and φ is the angle between the vector joining (0, 0) to (x, y) and the positive horizontalaxis – then(x, y) (r cos φ, r sin φ).(2.0.3)Therefore a complex number must be expressible asz x iy r(cos φ i sin φ).(2.0.4)This actually takes a compact form using the exponential:z x iy r(cos φ i sin φ) reiφ ,r 0, 0 φ 2π.(2.0.5)Some words on notation. The distance r between (0, 0) and (x, y) in the complex number contextis written as an absolute value, i.e.,p(2.0.6) z x iy r x2 y 2 ,where the final equality follows from Pythagoras’ Theorem. The angle φ is denoted asarg(z) arg(reiφ ) φ.(2.0.7)The symbol C is often used to represent the 2D space of complex numbers.z z eiarg(z) C.(2.0.8)Problem 2.1. Euler’s formula.Assuming exp z can be defined through its Taylor seriesfor any complex z, prove by Taylor expansion and eq. (2.0.1) thateiφ cos(φ) i sin(φ),23φ R.Some of the material in this section is based on James Nearing’s Mathematical Tools for Physics.Engineers use j instead of i.8(2.0.9)

ArithmeticAddition and subtraction of complex numbers take place component-bycomponent, just like adding/subtracting 2D real vectors; for example, ifz1 x1 iy1andz2 x2 iy2 ,(2.0.10)thenz1 z2 (x1 x2 ) i(y1 y2 ).(2.0.11)Multiplication is more easily done in polar coordinates: if z1 r1 eiφ1 and z2 r2 eiφ2 , theirproduct amounts to adding their phases and multiplying their radii, namelyz1 z2 r1 r2 ei(φ1 φ2 ) .(2.0.12)To summarize:Complex numbers {z x iy reiφ x, y R; r 0, φ R} are 2D real vectors asfar as addition/subtraction goes – Cartesian coordinates are useful here (cf. (2.0.11)).It is their multiplication that the additional ingredient/algebra i2 1 comes intoplay. In particular, using polar coordinates to multiply two complex numbers (cf.(2.0.12)) allows us to see the result is a combination of a re-scaling of their radii plusa rotation.Problem 2.2.If z x iy what is z 2 in terms of x and y?Problem 2.3.Explain why multiplying a complex number z x iy by i amounts torotatin

Analytical Methods in Physics Yi-Zen Chu Contents 1 Preface 5 2 Complex Numbers and Functions 8 3 Matrix Algebra 13 3.1 Basics, Matrix Operations, and Special types .

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