Humanitarian

Untitled
P a g e | 1
UNIT I
LESSON 1: EQUATIONS OF CANONICAL TRANSFORMATIONS
CONTENTS
1.0 Aims and Objectives
1.1 Cyclic or Ignorable Coordinates:
1.2 Equation of canonical transformation:
1.3 Different forms of transformations
1.4 Requirements for Canonical transformations
1.5 Generating functions
1.6 Harmonic Oscillator problem:
1.7 Direct conditions to canonical transformations
1.8 Group properties of canonical transformations:
1.9 Let us sum up
1.10 Check your progress
1.11 Lesson end activities
1.12 Points for discussion
1.13 References
This lesson deals with the introduction of cyclic coordinates and its importance
and also presents transformation of one set of variables to another set of
variables in con:iguration space and phase space. The generating function
required for canonical transformation is also presented with emphasis given to
all the four generating functions and the corresponding transformation
equations.
1.1 Cyclic or Ignorable Coordinates:
The generalized momentum pj a s s ociated with the generalized position
coordinate qj is
P a g e | 2
This generalized momentum is referred to as canonical momentum or conjugate
momentum.
If qj is not a Cartesian coordinate pj does not necessarily have the dimensions of
linear momentum.
If the Lagrangian of a system does not contain a given coordinate qj, although
it may contain the corresponding velocity , then the coordinate is said to be
cyclic or ignorable.
The Lagrange equation of motion
Reduces for a cyclic coordinate to
Which means that pj = constant. Hence, we can state as a general
conservation theorem that the generalized momentum conjugate to a cyclic
coordinate is conserved.
1.2 Equation of canonical transformation:
We can get a straight forward solution to Hamiltons equation, provided the
Hamiltonian is a constant of the motion and where all coordinates qj are cyclic.
Under these conditions the conjugate momenta pi are all constant.
And since the Hamiltonian can not be explicit function of either the time or the
cyclic coordinates, it may be written as
Page 1
Untitled
P a g e | 3
The Hamiltons equation for are simply
Where are functions of the only.
On integrating
Where are constants of integration.
Thus, if all the coordinates are cyclic, then we may get the solution immediately.
But the number of cyclic coordinate depends on the choice of generalized
coordinates. For example if we consider the motion of a particle in a plane one
may use as generalized coordinates either the Cartesian coordinates
Or the plane polar coordinates
Both choices are equally valid, but one or the other set may be more
convenient for the problem under consideration. For central forces neither x nor
y is cyclic, whereas q is a cyclic coordinate.
For central force problem
The kinetic energy is de:ined as
And the potential energy is
P a g e | 4
Hence the Lagrange equations of motions for r and q are
For r motion
For q motion
The Lagrange equations of motions for Cartesian coordinate are
The kinetic energy is de:ined as
P a g e | 5
And the potential energy is (Considering only x direction)
In plane polar coordinated equations of motion are independent of q. Hence q
is cyclic. Equations of motion in Cartesian coordinates contains x and hence it is
not cyclic.
Hence, the number of cyclic coordinates thus depends on the choice of
generalized coordinates. So, for each problem there is a particular choice of
generalized coordinates, for which all the coordinates are cyclic. So we have to
:ind out the procedure of transformation from one set of variable into other
where all the coordinates are cyclic.
1.3 Different forms of transformations
Let us consider the transformation from one set of coordinates qi to a new set Qi
by transformation equations of the form
This kind of transformation in coordinates only is called point transformations. But
In Hamiltonian formalism the momenta are also independent variables on the
same level as the generalized coordinates. The concept of transformation of
coordinates must therefore be widened to include the simultaneous
transformation of the independent coordinates and momenta qi, pi to a new set
Qi, Pi with equations of transformation
P a g e | 6
Thus, the new set of coordinates Q and P will be de:ined not only in terms of the
old coordinates but also interms of the old momenta. The point transformation is
Page 2
Untitled
a transformation of con:iguration space. The above equations are
transformation of phase space and is referred to as contact or canonical
transformation. i.e. in developing Hamiltonian mechanics, only those
transformations can be of interest for which the new Q, P are canonical
coordinates. This requirement will be satis:ied provided there exists some
function K(Q,P,t) such that the equations of motion in the new set are in the
Hamiltonian form
The function K plays the role of Hamiltonian in the new coordinate set.
1.4 Requirements for Canonical transformations
If Qi and Pi are to be canonical coordinates, they must satisfy a modi:ied
Hamiltons principle that can be put in the form
At the same time, the old canonical coordinates, of course satisfy a similar
principle
These two equations are simultaneously valid only when the two integrands
differ at most by a total time derivative of an arbitrary function F.
Thus, the difference,
Where and .
P a g e | 7
Thus,
Since, the general form of the modi:ied Hamiltons principle has zero variation at
the end points, both statements will be satis:ied if the integrands are
connected by a relation of the form
Here F is any function of the phase space coordinates.
l-is a constant independent of canonical coordinates. The multiplicative
constant l is related to a particularly simple type of transformation of canonical
coordinates known as a scale transformation. A transformation of canonical
coordinates for which l1 will be called as an extended canonical
transformation. If the transformation equations do not contain the time explicitly
then they will be called restricted canonical transformations.
The action integral will vanish provided if F is a function of (q, p, t) or (Q, P, t) or
any mixture of the phase space coordinates since these have zero variation at
the end points. Through the transformation equations
And their inverses
F can be expressed in terms partly of old set of variables and partly of the new. F
acts as a bridge between the two sets of canonical variables and is called the
generating function of transformation.
1.5 Generating functions
Suppose F were given as a function of the old and new generalized coordinates
Then,
P a g e | 8
Since F1 is a function of q, Q and t the differentiation of F1 can be expanded as
partial differentials as
Since qi and Qi are separately independent, the above equation can hold
identically only if the coef:icients of a n d each vanish. Equating the
coef:icients on both sides
These equations are n-relations de:ining pi as functions of q, Q and t. By solving
Page 3
Untitled
the :irst of the two equations above we can obtain the transformation equations
Now, q and p in H can be expressed as a functions of Q and P through the
inverses of q and p and similarly q in can be expressed in terms of Q, P
yielding K as a function of .
Thus starting from a given generating function F1 the equations of the canonical
transformation can be obtained.
The reverse process is also possible i.e. if the transformation equations are given
appropriate generating function may be derived.
1.6 Harmonic Oscillator problem:
Consider a harmonic oscillator. In the coordinates q and p the kinetic and
potential energy are given by,
P a g e | 9
k is the force constant de:ined by and hence k= therefore V
becomes
The Hamiltonian is
If the generating function is given as, F1 (q,Q) = then the
transformation equations are
From the above equation (2) we can write
Substituting (3) in (1)
Substituting for cot Q as
P a g e | 10
We get
But
Since F1 is independent of time K = H.
Substituting for q and p from (3) and (4)
The new Hamiltonian K is independent of Q. Hence Q is cyclic. Moreover since
the Hamiltonian does not explicitly depend on time H represents the total
energy of the system and hence K is in turn the total energy of the system.
Since Q is cyclic the equation of motion is given as
Or
Therefore
P a g e | 11
It sometimes happens that it is not possible to describe the canonical
transformation by a generating function of the type F1(q,Q,t) i.e. the
transformation may be such that pi can not be written as functions of q, Q and t
but rather will be functions of q, P and t. So the generating function F should be
a function of the old coordinates q and the new momenta P. For the new
variables q and P, the transformation equation must involve rather than . This
can be accomplished by writing F as
In the above equation terms gets cancelled giving
Equating the coef:icients we get,
The corresponding procedures for the remaining two general types of
generating functions is by now obvious. A generating function F3 of the old
momenta pi the new coordinates Qi and time t is de:ined by setting
Page 4
Untitled
P a g e | 12
In the above equation terms gets cancelled giving
Equating the coef:icients we get,
If the generating function is of the form F4 (p, P, t)
By differentiating F with respect to time as done previously we get the :inal
transformation equations as,
P a g e | 13
To summarize, the four types of generating function and the corresponding
transformation equations are given as
1.7 Direct conditions to canonical transformations
Let us consider a restricted canonical transformation i.e. one in which time does
not appear in the equations of transformations.
In a restricted canonical transformation Hamiltonian function does not change.
The time derivative of Qi and Pi can be written as
But from Hamiltons equations of motion we know that
and
Substituting and in Equation (1) we get
P a g e | 14
Similarly
Substituting and in Equation (2) we get
The inverse of the transformation equations are
These equations enable to consider H(q, p, t) as a function of Q and P.
Differentiating H with respect to Q and P we get
But the Hamiltons equations of motion for Q and P are
Comparing Equations (2) and (4) with equations (5) and (6) we can write
P a g e | 15
Equating the coef:icients on both sides of the above two equations we get,
The above four sets of equations are known as the direct conditions for a
restricted canonical transformation.
1.8 Group properties of canonical transformations:
1. The identity transformation is canonical
2. If a transformation is canonical so is its inverse
3. Two successive canonical transformations de:ine a transformation that is
also canonical
4. The product operation is associative
1.9 Let us sum up
This lesson dealt with the introduction of cyclic coordinates, various
transformations from one set of variables to another set of variables namely
point transformation, canonical transformation, restricted canonical
transformation etc., The generating function which is required for the
transformation of variables from old to new set of variables is discussed in detail.
1) What is cyclic coordinate?
P a g e | 16
Page 5
Untitled
2) What is a point transformation ?
3) What is canonical transformation and restricted canonical transformation?
4) What is meant by generating function ?
Problem 1:
Show directly that the transformation
and
is canonical
Solution:
Take the derivative of Q and P with respect to q and p.
Now and taking the derivative of H with respect to q gives
P a g e | 17
Substituting for and from (3) and (4) in (7)
Taking the derivative of H with respect to p gives
Substituting for and from (5) and (6) in (9)
Differentiate p with respect to time
Differentiate q with respect to time
Differentiating Eq. (1) with respect to Q will give
Differentiating Eq. (1) with respect to P will give
Differentiating Eq. (2) with respect to P will give
P a g e | 18
Differentiating Eq. (2) with respect to Q will give
Equations 14 and 15 gives
Similarly Equations 13 and 16 gives
But the Hamiltons equations of motion are
From 11 and 12 and by comparing the above equations we can obtain
Hence the transformation equations are canonical.
1) Explain in detail various generating functions and the related transformation
equations.
2) Using canonical transformations solve the harmonic oscillator problem
1.13 References
1) Classical Mechanics by Herbert Goldstein, Narosa Publishing House
P a g e | 19
2) Introduction to Classical Mechanics by R.G. Takwale and P.S. Puranik, Tata
McGaw Hill
LESSON 2: Lagrange and Poisson Brackets
CONTENTS
2.1 Lagrange brackets
2.2 De:inition
2.3 Properties
2.4 Poisson bracket de:inition
2.5 Equations of motion in Poission brackets
2.6 Some useful identities of Poisson brackets
Page 6
Untitled
2.7 Let us Sum up
2.11 References
Aim: Lagrange and Poisson brackets are powerful and sophisticated tools in the
Hamiltonian formalism of Classical Mechanics. They also happen to provide a
direct link between classical and quantum mechanics. The de:inition and
properties of which will be presented in this lesson.
2.1 Lagrange brackets
Lagrange brackets are certain expressions closely related to Poisson brackets
that were introduced by Joseph Louis Lagrange in 18081810 for the purposes
of mathematical formulation of classical mechanics, but unlike the Poisson
brackets, have fallen out of use.
2.2 De:inition
P a g e | 20
Suppose that (q1, , qn, p1, , pn) is a system of canonical coordinates on a
phase space. If each of them is expressed as a function of two variables, u and
v, then the Lagrange bracket of u and v is de:ined by the formula
2.3 Properties
Lagrange brackets do not depend on the system of canonical coordinates (q,
p). If (Q,P) = (Q1, , Qn, P1, , Pn) is another system of canonical coordinates, so
that
Q = Q(q,p),P = P(q,p)
is a canonical transformation, then the Lagrange bracket is an invariant of the
transformation, in the sense that
[u,v]q,p = [u,v]Q,P.
Therefore, the subscripts indicating the canonical coordinates are often
omitted.
If UM is the symplectic form on the 2n-dimensional phase space W and u1,,u2n
form a system of coordinates on W, then canonical coordinates (q,p) may be
expressed as functions of the coordinates u and the matrix of the Lagrange
brackets
represents the components of UM , viewed as a tensor, in the coordinates u. This
matrix is the inverse of the matrix formed by the Poisson brackets
of the coordinates u.
P a g e | 21
As a corollary of the preceding properties, coordinates (Q1, , Qn, P1, , Pn) on
a phase space are canonical if and only if the Lagrange brackets between
them have the form
The Lagrange brackets are anticommutative,
If are any functions of 2n variables , then
where the summation on the right-hand side is taken over all pairs of variables
in the set .
But if the transformation from to is a contact
Page 7
Untitled
transformation, then
giving
P a g e | 22
Furthermore, these may be regarded as partial differential equations which must
be satis:ied by , considered as function of in
order that the transformation from one set of variables to the other may be a
contact transformation.
Let be independent functions of the variables . Then
the Poisson bracket is connected with the Lagrange bracket by
where is the Kronecker delta. But this is precisely the condition that the
determinants formed from them are reciprocal
2.4 Poisson bracket de:inition
A Poisson bracket is a special kind of relation between a pair of dynamical
variables. For any two variable u (q,p,t) and v(q,p,t) the Poisson bracket of u
and v is de:ined as
2.5 Equations of motion in Poission brackets
Let us consider the time rate of change of a variable F(q,p,t) which is given by
But and further from Hamiltons equation of motion we have
And
Considering the above facts and rewriting the equation of dF/dt as
P a g e | 23
This can be expressed in Poisson brackets notation as
Where
Is the Poisson bracket of F with H.
If F does not involve time explicitly then the partial derivative of F with respect to
time is zero.
i.e . Therefore
And is called the equation of motion in Poisson bracket form. If F is a constant of
motion then
Implying
In other words, if the Poisson bracket of F with the Hamiltonian H is zero, the
dF/dt = 0 or F = Constant.
2.6 Some useful identities of Poisson brackets
1) The Poisson bracket of any two dynamical variables is anti commutative.
As a corollary we have
P a g e | 24
The Poisson bracket of u with itself is zero.
2) If c is a constant, that is not a function of (p,q,t) then
3) The Poisson brackets satisfy the distributive property
4) The partial derivative of any Poisson bracket relation can be shown to satisfy
the following relation.
5) The total derivative of any Poisson bracket relation can be shown to satisfy
the following relation.
6) The poisson bracket of u with any constant is zero.
7) Poisson brackets of three variables X, Y and Z [X,Y],[Y,Z] and [Z,X] are related
Page 8
Untitled
by the following identity known as Jacobis identity.
8) If u and v are any two constants of motion their Poisson bracket [u,v] is also a
constant of motion.
If u and v are constants of motion then du/dt=dv/dt=0. Then according to 5 and
6 we can say [u,v] is a constant of motion.
1.19 Invariance of Poisson bracket under canonical transformations:
P a g e | 25
The Poisson brackets are invariant under canonical transformations. Suppose if
u(q,p,t) and v(q,p,t) are two dynamical variables which transform into U(Q,P,t)
and P(Q,P,t) as
Now we have to prove
Let us take the partial derivative of u with respect to q and p
But from the Direct Condition for canonical transformations we can rewrite the
above equations as
The Poisson bracket of u and v is given by
Substituting for and one has
P a g e | 26
Expanding and rewriting the above equation will give
Hence the Poisson brackets are invariant under canonical transformations.
2.7 Let us Sum up
In this lesson the lagrange and Poisson brackets are discussed. The de:inition of
which and their properties are detailed. The equation of motion in Poisson
bracket formalism is presented and the invariance of Poisson bracket under
canonical transformation is proved.
1) De:ine Lagrange bracket
2) De:ine Poisson bracket
3) State any two properties of Lagrange bracket
4) State any two properties of Poisson bracket
1) Consider a motion of a free particle of mass m. Given its constant of motion,
F= x (pt/m) and H = (p2/2m). Show that the partial derivative of F with respect
to is [F,H].
2) Using Poisson brackets show that Q = (2q)1/2 et cos p and P = (2q)1/2 e-t sin p
are canonical transformations.
3) Given H = (p2/2)-(1/2q2). Show that F = (pq/2)-Ht is a constant of motion.
4) A charged particle carrying an electric charge e in a constant magnetic
induction B so that A = B x r. Find [vx,vy]. The canonical momentum p and
mechanical momentum mv are related with each other by p = mv+eA
P a g e | 27
5) Show that Q1 = q1 and P1=p1-2p2 and Q2=P2 and P2=-2q1-q2 are canonical
transformation equations.
6) For an oscillator with H = p2/2m + mq2w2/2 show that F = ln (p+imwq) is a
constant.
Page 9
Untitled
1) De:ine Poisson bracket and state its properties and obtain the equations of
motion in Poisson bracket formalism.
2) Prove invariance of Poisson bracket under canonical transformation.
2.11 References
McGraw Hill
P a g e | 28
LESSON 3: HAMILTON JACOBI THEORY
CONTENTS
3.1 Hamilton Jacobi equation for Hamiltons principal function:
3.2 Jacobis theorem
3.3 Hamilton Jacobi equation for Harmonic Oscillator
3.4 Hamilton Jacobi equation for Hamiltons Characteristic function;
3.5 Summary of Principal and Characteristic function
3.6 Separation of variables
3.7 Let us Sum up
3.11 References
This lesson deals with the Hamilton Jacobi theory for Hamiltons principal function
and Hamiltons characteristic function. The Hamilton Jacobi equation for
Hamiltons principal function and characteristic function are discussed in detail.
The application of Hamilton Jacobis theory for harmonic oscillator problem is
presented. Separation of variables concepts is also discussed in detail. The
different properties of principal and characteristic function are presented.
3.1 Hamilton Jacobi equation for Hamiltons principal function:
A canonical transformation from the co ordinates and momenta (q,p) at the
time t to a new set of constant quantities, which may be the 2n initial values
(q0,p0) at t = 0. With such a transformation, the equation of transformation
relating the old and new canonical variables are then exactly the solution of the
problem.
P a g e | 29
If the new variables are constant in time, then the transformed Hamiltonian K
shall be identically zero for then the equations of motion are
And
But,
And hence will be zero if F satis:ies the equation
Now let us take F2 as a function of the old co ordinates qi, the new constant
momenta Pi and the time. i.e. F2(q,P,t)
But,
Hence
This equation is known as the Hamilton Jacobi equation. It is a partial differential
Page 10
Untitled
equation with n+1 variables q1,q2,.qn, t for the desired generating function F2. It
is customary to denote the solution of this equation by S and to call it Hamiltons
principal function. To get this function S also called as action function, we have
to integrate the differential equation (n+1) times. i.e. each derivatives requires
one integration and thus we obtain n+1 integration constants. Of theses (n+1)
P a g e | 30
constants one of the integration constant is irrelevant to the solution. Since S
itself does not appear in the above equation, and only its partial derivatives with
respect to q are involved hence if S is a solution to the above equation the
S+some constant must also be a solution. So one of the constant of integration
therefore appears only as an additive constant.
Let us take the n constants of integration to be the new (constant) momenta
The transformation equation can be now written as
The new constant co-ordinates appear as
3.2 Jacobis theorem
In 1845, Jacobi proved a theorem known as Jacobis theorem which was
published posthumously and which states that the system would evolve in such
a way that the derivatives of S with respect to as remain constant in time and
the equation of motion would simply read as
s are called :irst integrals of motion and s are called second integrals of
motion.
Now to prove Jacobis theorem let us write
P a g e | 31
Interchanging the order of differentiation on the R.H.S. we get
But =-H(qj, hence
But qj and a are independent hence =0. Therefore
= and substituting this in the above equation
Or
3.3 Hamilton Jacobi equation for Harmonic Oscillator
P a g e | 32
As an illustration to Hamilton Jacobi equation let us consider the one
dimensional harmonic oscillator with the Hamiltonian given by the following
equation
With k=mw2 is the spring constant. The Hamilton action function or the principal
function is of the form
Now,
The Hamilton Jacobi differential equation is
Rewriting this equation by substituting for p and H
Since the Hamiltonian is independent of time we make a separation ansatz into
space and time as
Therefore for the partial derivatives we get,
And
P a g e | 33
Now the equation (2) becomes
Page 11
Untitled
Where a is the separation constant. i.e. the left side of the above equation
depends only on space q and right side depends only on time. Therefore both
sides can only be equal if they are equal to a common constant .
For the time dependent function
Integrating this will give
For space dependent part
Rewriting this equation and integrating we will get
Substituting S1(t) and S2(q) in Eq. (3) we get
In principle what we require is not S instead the partial derivative of it. So for the
constant Q ,
P a g e | 34
Now integrating equation (4) with respect to a and rewriting the equation will
give
Which is the familiar solution for the harmonic oscillator. The solution for the
momentum is given by
Now substituting for q in the above equation we get
In these solutions the constants a and b must be connected with the initial
conditions q0 and p0 at time t=0. By squaring equations (5) and (6)
And
At time t=0, q = q0 and p=p0 substituting this condition and rewriting the
equations will give
Which is the canonical momentum identi:ied as the energy and the phase
constant b is related to q0 and p0 by
Thus, Hamiltons principal function is the generator of a canonical transformation
to a new coordinate that measures the phase angle of the oscillation and to a
new canonical momentum identi:ied as the total energy.
P a g e | 35
3.4 Hamilton Jacobi equation for Hamiltons Characteristic function;
In the Harmonic oscillator problem, the Hamilton Jacobi equation is solved
simply because, the solution S, the Hamiltons principal function could be
separated into two parts, one involving q only and the other only time t. Such
a separation is possible only when the old Hamiltonian does not involve time
explicitly.
If H is not an explicit function of time, t, then the Hamilton Jacobi equation for s
becomes,
The :irst term involves only the dependence on t, whereas the second is
concerned only with the dependence of S on q. The time variable can
therefore be separated by assuming a solution S of the form
Upon substituting this trial solution the Hamilton Jacobi equation becomes
Or
One of the integration constant appearing in S namely is equal to the
constant value of H. Now consider a canonical transformation in which the new
momenta are all constants of motion and where in particular is the
constant of motion of H. If the generating function for this transformation be
denoted by W(q,P), then the equation of transformations are
Page 12
Untitled
P a g e | 36
Even though these transformation equations resemble that for Hamiltons
principal function S, it differs by a condition that H shall be equal to the new
momentum
Or
Since W is independent of time, the old Hamiltonian H must be equal to the new
Hamiltonian K such that
The function W, known as Hamiltons characteristic function thus generates a
canonical transformation in which all the new co ordinates are cyclic. The
canonical equations for Pi in fact merely repeat the statement that the
momenta conjugate to a the cyclic co ordinates are all constant.
Therefore
Since the Hamiltonian depends on only one of the momenta , the equation of
motion for are
Having solution
P a g e | 37
The only coordinate that is not simply a constant of the motion is Q1 which is
equal to the time plus a constant. The characteristic function W possesses a
physical signi:icance similar to that for S. As W does not involve time explicitly, its
total time derivative is
Integrating
Or
The above integrals will be recognized as de:ining abbreviated action. The form
of W cannot be found a priori without obtaining a complete integral of the
Hamilton-Jacobi equation. The procedures involved in solving a mechanical
problem by either Hamiltons principal or characteristic function may be
summarized as follows.
3.5 Summary of Principal and Characteristic function
S.No Principal function Characteristic function
1 This method is applicable when
the Hamiltonian is any general
function of q, p, t
i.e. H(q,p,t)
This method is applicable when the
Hamiltonian is conserved.
H(q,p)=constant
2 The canonical transformations to
new variables are required such
that all the new coordinates Qi
and new momenta Pi a r e
The canonical transformations to new
variables are required such that the
new coordinates Qi are cyclic and
hence all the new momenta Pi are
P a g e | 38
constants of motion. constants of motion.
Page 13
Untitled
3 To meet the above requirement
the new Hamiltonian must vanish
i.e. K=0
The new Hamiltonian shall be cyclic in
all coordinates
K=H(Pi)=ai
4 Under these conditions the new
equations of motion becomes
Under these conditions, the new
equations of motion becomes
5 For the above equations of
motion, the solution is
For the above equations of motion,
the solution is
6 The generating function
producing the desired
Hamiltonian is
S(q, P, t)
(Hamiltons principal function)
The generating function producing
the desired Hamiltonian is
W(q, P)
(Hamiltons characteristic function)
7 The above generating function
will satisfy the Hamilton Jacobi
t i m e d e p e n d e n t p a r t i a l
differential equation
The above generating function will
satisfy the Hamilton Jacobi time
independent partial differential
equation
8 A complete solution to the
equation contains
n- constants of integration
A complete solution to the equation
contains n-1 constants of integration
together with form a set of n
independent constants
9 The new constant momenta is The new constant momenta is
10 The complete solution to the HJ
equation may be considered as
function of the new momenta
The complete solution to the HJ
equation may be considered as
function of the new momenta
When the Hamiltonian does not involve time explicitly both methods are suitable
and the generating functions are then related to each other by
Page 14
Untitled
P a g e | 39
3.6 Separation of variables
Under suitable conditions the variables can be separated in the Hamilton
Jacobi equation. Whenever this is possible, the Hamilton Jacobi method
becomes extremely useful. Let us consider systems in which the Hamiltonian is
one of the constants of the motion. It should be noted that it may not
necessarily be the total energy. In such a case, we need to consider only the
contact transformation generated by Hamiltons characteristic function W and
its corresponding Hamilton Jacobi equation.
Variables qi occurring in the equation are said to be separable if the solution of
the form
Splits the Hamilton Jacobi equation into n equations
Only one of the coordinates qi and partial derivative of Wi with respect to ai is
involved in each of the equations. These equations are :irst order differential
equations and can be solved for and then integrated with respect to qi. We
know that if h is not an explicit function of t, separation of variables is possible.
The solution for S was obtained in the form
With this the Hamilton Jacobi equation becomes
This equation holds only if
and
P a g e | 40
Of the above two equations, the :irst equation gives S2 a s a1t as obtained
earlier and the second equation represents the Hamilton Jacobi equation for
function W.
A similar separation of variables is possible when all except one coordinates are
cyclic. Let q1 be a non cyclic coordinate and the solution for W be of the form
Since all co ordinates except q1 are cyclic we must have
Then the Hamilton Jacobi equation reduces to
The above equation is an ordinary :irst order differential equation for W1 and
hence it can be solved immediately.
3.7 Let us Sum up
In this lesson one of the important tool in classical mechanics namely the
Hamilton Jacobi equation is presented. The Hamilton Jacobi equation of time
dependent and time independent functions names principal function and
characteristic functions are presented in detail. Also we learned the application
of the Hamilton Jacobi equation for the simple harmonic oscillator problem. The
separation of variables concept is also discussed.
P a g e | 41
1) What is the form of Hamilton Jacobi equation ?
2) Which generating function is used in HJ equation ?
3) De:ine principal and characteristic function
1) Show that the function
Is a solution of the Hamilton Jacobi equation for Hamiltons principal function for
the linear harmonic oscillator with
Page 15
Untitled
Show that this function generates a correct solution to the motion of the
harmonic oscillator in time.
2) Solve the problem of the motion of a point projectile in a vertical plane, using
the Hamilton Jacobi method. Find both the equation of the trajectory and the
dependence of the coordinates on time, assuming the projectile is :ired off at
time t=0 from the origin with the velocity v0, making an angle a with the
horizontal
1) Discuss the problem of one dimensional harmonic oscillator by the
Hamilton Jacobi method.
2) Set up the problem of a heavy symmetrical top, with one point :ixed in the
Hamilton Jacobi method and obtain the formal solution to the motion of
the top
P a g e | 42
3.11 References
McGraw Hill
P a g e | 43
LESSON 4: ACTION ANGLE VARIABLES
CONTENTS
4.1 Periodic motion
4.2 Simple pendulum
4.3 Action and angle variable
4.4 Application of action angle variable to Harmonic Oscillator problem:
4.5 Kepler problem in action angle variables:
4.6 Let us sum up
4.10 References
In this lesson a powerful method namely the action angle variables method to
study periodic systems will be presented. This method is provided by a variation
of the Hamilton Jacobi procedure. This method is used so much to :ind the
frequencies of the motion rather than its orbit. The case of simple pendulum and
harmonic oscillator problem is discussed as an applications to the action angle
variables method.
4.1 Periodic motion
In the Hamilton Jacobi method, the integration constants appearing directly in
the solution of Hamilton Jacobi equation is considered as the new momenta
whereas in the action angle variables procedure instead one use suitable
de:ined constants Ji known as action angle variables. Let us consider a
conservative system with one degree of freedom. For such a system the
Hamiltonian is given by the following
Page 16
Untitled
P a g e | 44
The momentum corresponding to it can be written as
This equation can be looked on as the equation of the orbit traced out by the
system point in the two dimensional phase space when the Hamiltonian has the
constant value . The periodic motion is determined by the characteristics of
the phase space orbit. In general two types of periodic motion may be
distinguished. In the :irst type the orbit is closed as shown above.
The system point retraces its steps periodically. Both q and p are then periodic
functions of the time with same frequency. Periodic motion of this nature will be
found when the initial position lies between two zeroes of the kinetic energy.
Such an orbit is designated as libration. In the second type of periodic motion
the orbit in phase space is such that p is some periodic function of q with period
q0 as illustrated below.
p
q
P a g e | 45
This kind of motion implies that when q is increases by q0, the con:iguration of
the system remains essentially unchanged. The position coordinate in this type of
periodicity is invariably an angle of rotation, and the motion will be referred to
simply as rotation or as circulation or revolution.
Both types of periodicity may occur in the same physical system. This can be
explained by considering the simple pendulum case.
4.2 Simple pendulum
Consider a simple pendulum in which q is the angle of de:lection q. If the length
of the pendulum is l then the constant energy of the system is given by the
following equation.
Therefore solving for pq, the equation of the path of the system point in phase
space is given by
If E is less than mgl then in this case the system point then traverses some such
path in phase space as the curve 1 as shown in the :igure below.
q
p
q0
P a g e | 46
For E greater than mgl will produce a periodic motion of rotation type. In this
case what happens physically is that the pendulum has so much energy that it
can swing through the vertical position q=p and therefore continues rotating.
Curve 3 in :igure corresponds to the rotation motion of the pendulum. When
E=mgl the path is illustrated by the curve 2. At this energy the pendulum arrives
at q=p, the vertical position with the zero kinetic energy. It is then in unstable
equilibrium and could in principle remain there inde:initely. But for a slight
perturbation, it could continue its motion either along curve 2 or its re:lected
curve. The point q=p, pq is a saddle point of the Hamiltonian function H= E(pq,q)
and there are two paths of constant E in phase space orbit that intersect at the
saddle point.
Page 17
Untitled
p
q rotatio
n
3
2 saddlle
liberation
1
q
P a g e | 47
4.3 Action and angle variable
For either type of periodic motion i.e. liberation and rotation a new variable J is
introduced to replace a1 as the constant momentum. This variable the so called
action variable is de:ined as below
Where the integration is to be carried over a complete period of liberation or of
rotation. J is always some function of a1.
Hamiltons characteristic function is
The generalized coordinate q conjugate to J is known as angle variable and
is de:ined by the transformation equation
The equation of motion for is
Where is a constant function of J. Integrating we get the solution as
Now let us consider a change in as q goes through a complete cycle of
liberation or rotation.
But
P a g e | 48
Substituting this in the integral
Since J is a constant
But
Hence
But
Hence
Or
It means changes by unity as q goes through a complete period. If t is the
period for a complete cycle of q then
Or
Or
P a g e | 49
is the frequency associated with the periodic motion of q. The use of action
angle variable thus provides a powerful technique for obtaining the frequency
of periodic motion without :inding a complete solution to the motion of the
system.
4.4 Application of action angle variable to Harmonic Oscillator
problem:
As an application to the action angle variable procedure let us consider the
linear harmonic oscillator problem. For a linear harmonic oscillator the
momentum is de:ined by the following equation.
Page 18
Untitled
The constant action variable is de:ined by the following integral equation
Now substituting for p in the above integral equation
Where a is constant total energy and is the frequency related the spring
constant and mass as (k/m)1/2. If we substitute for q the following
Then dq is
Substituting the above values of q and dq in the action integral
P a g e | 50
Simplifying the above equation will give
The above limit corresponds to a complete cycle in q. The average of
over a complete cycle is .
Now solving for
The frequency of oscillation is therefore
This is the formula for the frequency of the linear harmonic oscillator.
4.5 Kepler problem in action angle variables:
Kepler problem is central force problem and the Hamilton Jacobi equation for
the central potential is completely separable if we consider spherical polar
coordinates r, q and f. Here in this discussion let us consider only the bound
motion corresponding to energy E < 0. Hence the motion in each of the
coordinates will be periodic liberation in r and q, and rotation i n f. Thus the
condition for applying action angle variables is satis:ied and hence we can
construct the action angle variable as below.
P a g e | 51
This integral is a trivial one. Since goes through 2p radians in a complete
revolution and therefore
The other integral corresponding to liberation in terms of the coordinate q is
given as below
From the central force problem using Hamilton Jacobi procedure we can write
the above integral as follows.
After simpli:ication this integral becomes
Finally the integral corresponding to liberation in terms of the coordinate r is
given as below
From the results of
and
P a g e | 52
We can obtain the value of and rewriting the integral as
After performing the integration this equation can be solved for the energy
E interms of the three action variables . It will be noted that
can occur in E only in the combination and hence the corresponding
frequencies must be equal, indicating a degeneracy. This degeneracy
is of course a consequence of the fact that the motion is con:ined to a plane
normal to the constant angular momentum vector L. Motion in this plane implies
that q and f are related to each other such that as f goes through a complete
2p period q varies through a complete cycle between the limits (p/2) . Hence
the frequencies for these two coordinates are necessarily equal. The above
integral corresponding to r coordinate can be solved by using residues theorem
Page 19
Untitled
and the :inal result is given as below.
Now we can write the functional dependence of H upon the three action
variables and solving for E we will get
In this expression the three action variables appear only in the form .
Hence all of the frequencies are equal hence the motion is completely
degenerate. We conclude this discussion by considering only a precessing
elliptical orbit which leads to the removal of one degeneracy resulting in the
one frequency for the motion as
P a g e | 53
The evaluation of the sum of the Js in terms of the energy the period of the orbit
is
This formula for the period agrees well with Keplers third law.
4.6 Let us sum up
In this lesson an important tool in classical mechanics namely the action and
angle variables is discussed in detail. The periodic motion of the systems with the
classi:ication of liberation and rotation is discussed in detail. The concept of
liberation and rotation orbits is explained by considering the simple pendulum
case. The action and angle variables is de:ined and applied to the linear
harmonic oscillator problem. The application of action and angle variable
procedure to :ind the frequency for the Keplers problem is also presented in this
lesson.
1) What is liberation ?
2) What is rotation ?
3) De:ine the action and angle variables J and w
1) Evaluate the Jq integral in the Kepler problem by the method of complex
contour integration.
2) Solve the problem of isotropic oscillator in action angle variables using
spherical polar coordinates.
P a g e | 54
1) A three dimensional harmonic oscillator has the force constant k1 in the x and
y directions and k3 in the z direction. Using cylindrical coordinates describe the
motion in terms of the corresponding action angle variables, showing how the
frequencies can be obtained.
4.10 References
McGraw Hill
P a g e | 55
UNIT - II
LESSON 5: RIGID BODY DYNAMICS
CONTENTS
Page 20
Untitled
5.1 Generalised Co Ordinates For Rigid Body Motion
5.2. Angular Velocity Of A Rigid Body
5.2.1. Components of angular velocity vector along the body set of axes :
5.2.2. Components of Angular velocity along the space set of axes :
5.3. Angular Momentum of rigid body : Moments and products of Inertia :
5.3.1. Angular Velocity :
5.3.2. Angular Momentum
5.3.3. Moments and Product of Inertia
5.4. Let us sum up:
5.5. Check your Progress
5.6. Lesson End Activities
5.7. References
5.0 Aims & Objectives
P a g e | 56
In this lesson we begin with generalized coordinates. We will be discussing
the angular velocity of the rigid body in detail. We will have discussion on the
components of angular velocity along body and :ixed axis. Then we will be
concentrating on angular momenta and moment of inertia.
5.1 Generalised Co Ordinates For Rigid Body Motion
(i) Consider three non collinear points p, q and r ( Fig. 1 ) in a rigid body.
Each particle has three degrees of freedom and so a total of nine degrees of
freedom is required. But due to the presence of constraints, the interparticle
distance is :ixed. Consequently, there will be three equations of constraints
between them, viz.
= ( - ) + ( - ) + ( - ) 2=
1 2
2
1 2
2
1 2
2 x x y y z z pq g constant
= ( - ) + ( - ) + ( - ) 2=
2 3
2
2 3
2
2 3
2 x x y y z z qr g constant
= ( - ) + ( - ) + ( - ) 2=
3 1
2
3 1
2
3 1
2 x x y y z z rp g constant
(Fig. 1)
x
Page 21
Untitled
q(x2,y2,z2)
r(x3,y3,z3)
p(x1,y1,z1)
P
z
y
P a g e | 57
Hence the total number of degrees of freedom of this system of noncollinear
particles is reduced to 9 3 = 6. The position of each further particle, say P,
requires three coordinates but there will be three equations of constraints for
this particle ( because distance of P from p, q and r is :ixed ).
Thus three co-ordinates for P less three equations of constraints for P gives
zero degrees of freedom. That is, any other particle, apart from p, q and r, taken
to specify the con:iguration of the rigid body, will not add any new degrees of
freedom. Thus the con:iguration of the body would be completely speci:ied by
p, q and r particles i.e. by six degrees of freedom.
(ii) An alternative way of showing that six generalized co-ordinates
(degrees of freedom) are required to :ix the con:iguration of the body. For
assigning generalized co-ordinates, the :ixed point in the body, which registers its
translation and may with advantage be taken coincident with the centre of
mass of the body, is given three cartesian co-ordinates relative to the coordinate
axes of the external space. The remaining three co-ordinates then
specify the orientation of the body relative to the external frame of reference.
Orientation of the body can be described elegantly by locating a cartesian set
of co-ordinates :ixed in the rigid body (hereafter denoted by primed axes as
shown in :ig. 2) called body set of axes.
P a g e | 58
(a) (b)
xyz space or external set of axes
x'y'z' body set of axes (:ixed in the body)
(Fig. 2)
Thus con:iguration of a rigid body with respect to some cartesian coordinate
system in space (space set axes x, y, z) arbitrarily chosen is determined
completely if the position of the origin, and orientation of a cartesian coordinate
system :ixed in the body (body set of axes x', y', z') is known. To :ix
origin of co-ordinates, one can easily assign three co-ordinates which also
register translation of the body. For specifying orientation of the body set of
axes, one may take help of the direction cosines of body set of axes (primed
system) referred to space set of axes (unprimed system).
x
y
z z'
y'
O x'
k'
k
Page 22
Untitled
j'
j
x
y
z' z
y'
x'
i i'
P a g e | 59
Let i i i a , b ,g be the direction cosines and i ,j k, a' n, d ' i j, k'
r rr r rr be the unit
vectors along the axes x y z :ixed in space and x', y', z' axes :ixed in the body.
Theni ,j k, a' n, d ' i j, k'
r rr r rr
1 1 1
2 2 2
3 3 3
'
'
'
i i j k
j i j k
k i j k
a b g
a b g
a b g
= + + u
= + + y
= + +
r r r r
r r r r
r r rr
Therefore we get
2 2 2
1 1 1
2 2 2
2 2 2
2 2 2
3 3 3
' . ' 1
' . ' 1
' . ' 1
i i
j j
k k
a b g
Page 23
Untitled
a b g
a b g
= = + + u
= = + + y
= = + +
r r
r r
r r
and
1 2 1 2 1 2
2 3 2 3 2 3
3 1 3 1 3 1
' . '
' .
' . '
i j
j k
k i
a a b b g g
a a b b g g
a a b b g g
= + + u
= + + y
= + +
r r
r r
r r
As amongst nine direction cosines there are six relations connecting them, only
three out of them are left unconnected. But these three unconnected direction
cosines are not independent of each other, and therefore we can use them as
degrees of freedom or generalized co-ordinates and consequently, we cannot
set up a Lagrangian in order to describe the rotation of the system in terms of
these direction cosines.
In fact, when we generate the primed axes (body set of axes) from the
unprimed axes (space set of axes) through three successive rotations, the socalled
Euler angles, then each transformation (rotation) is an orthogonal
transformation and :inal con:iguration of primed axes will be shown to result from
a composite orthogonal transformation.
P a g e | 60
The most useful set of generalized co-ordinates for a rigid body are Euler angles,
which are the angles of rotation about speci:ied axes, executed in a speci:ic
sequence.
5.2. Angular Velocity Of A Rigid Body
The distance between any two points of a rigid body remains :ixed. This
means that the position vector of any point P relative to origin O of the body set
Page 24
Untitled
of axes is constant in magnitude and therefore, it changes in direction only
when the body is in motion (rotation). The relative velocity of any point P at the
position of ith particle is thus expressible in terms of the angular velocity u as
i i . v = r
w
We know that, the rate of change of a constant vector was absolutely
expressed in terms of the angular velocity vector and it was applicable to any
general vector G
r
. Here, the body set of axes (primed axes) undergo rotation
with respect to space set of axes and any change in the components of G
r
with
respect to body axes will differ from the corresponding change with respect to
Angle made by
Angle with
i ' j ' k'
i
j
k
a 1
a 1
a 1
a 2
a 2
a 2
a 3
a 3
a 3
P a g e | 61
space set of axes only by the effects of rotation of the body axes. Expressed in
symbols, we have
s p a c e b o d y
d G d G G
d t d t
w
o o
= +
e e
r r
r
(1)
We can :ind out the axis about which the body and therefore the body
set of axes through origin rotate. The procedure is to calculate the components
of angular velocity vector with respect to the either system of axes. Now,
.f
,
Page 25
Untitled
.q
and
.y
are, respectively, the angular speeds about the space z-axis, line of
nodes and body z-axis or z-axis. We shall denote them by u o , u e and u
respectively.
5.2.1. Components of angular velocity vector along the body set of
axes :
In consequence of the vector property of
w , we can combine these

components vectorially to form
w . We shall obtain the components of
w along
the body set of axes. Now u o is along the space z-axis, therefore, its
components along the body axes are found by applying complete orthogonal
transformation A =B C D
r rr r
, since three orthogonal transformations are required to
come to body axes.
( )
( )
( )
'
'
.
'
0
0
x
y
z
A
j
j
j
w
w
w j
e u o
e u
e u = e u
e u
e e u u e
r
giving
Page 26
Untitled
P a g e | 62
( )
( )
(w ) f q
w f q y
w f q y
f
f
f
cos
sin cos
sin sin
.
'
.
'
.
'
=
=
=
z
y
x
(2)
wq
lies along the line of nodes. We perform orthogonal transformation B

r
to
come to body axes after rotation e has been performed so the components of
wq
along x, y, z- axes are obtained upon applying the :inal transformation B

r
:
( )
( )
( )
.
'
'
'
0
0
x
y
Page 27
Untitled
z
B
q
q
q
w q
w
w
e u o
e u
e u =
e u
e e u u e
r
giving
( )
( )
( ) 0
sin
cos
'
.
'
.
'
=
= =
z
y
x
q
q
q
w
w q y
w q y
(3)
Since u is already parallel to z a xis, no transformation is necessary. Its only
component is z component equal to
.y
:
( )
( )
( )
Page 28
Untitled
o
e
=
u u u u
u
u
e e e e
e
e
.
'
'
'
0
0
w y
w
w
y
y
y
z
y
x
giving
( )
( )
( ) .
'
'
'
0
0
w y
w
w
y
y
y
=
=
=
z
y
x
(4)
Page 29
Untitled
P a g e | 63
From equations. (2,3,4), we write the components of
f w ,
q w ,
y w along x,
y, z axes as follows:
( )
( )
( )
.
'
.
'
'
s i n s i n ,
c o s ,
0
x
x
x
j
q
y
w f q y
w f y
w
= u
= y
=
(5)
( )
( )
( )
.
'
.
'
'
s i n c o s ,
s i n ,
0
y
y
y
Page 30
Untitled
f
q
y
w f q y
w q y
w
= u
= - y
=
(6)
( )
( )
( )
.
'
'
.
'
c o s ,
0 ,
z
z
z
f
q
y
w f q
w
w y
= u
= y
=
(7)
Adding the components of the three angular velocities along individual
axes we have the components of
w =
f w +
q w +
y w w ith respect to the body

axes:
'
' ' '
. .
( ) ( ) ( )
Page 31
Untitled
s i n s i n c o s
x f x q x y x w w w w
f q y q y
= + +
= +
(8)
'
' ' '
. .
( ) ( ) ( )
s i n c o s s i n
y f y q y y y w w w w
f q y q y
= + +
= (9)
'
' ' '
. .
( ) ( ) ( )
c o s
z f z q z y z w w w w
f q y
= + +
= +
(10)
P a g e | 64
5.2.2. Components of Angular velocity along the space set of axes :
In an analogous way, we can obtain the components of u along the
space set of axes. When we transform from the body set of axes to space set of
axes, all the three rotational operations are to be performed in reverse order i.e.
back, e back and f back. Therefore, components of
.y
which is along the zaxis (the body z-axis) will be obtained by multiplying it with A-1 r
or A% . Therefore
( )
( )
( )
'
'
.
'
0
0
x
T
Page 32
Untitled
y
z
A
y
y
y
w
w
w y
e u o
e u
e u = e u
e u
e e u u e
r
giving
( )
( )
( )
.
.
.
s i n s i n
s i n c o s
c o s
x
y
z
y
y
y
w y q f
w y q f
w y q
=
= =
(11)
Next,
.q
is along the line of nodes and a rotation f about z- axis in reverse
order would bring x y z set to xyz. Therefore, transformation matrix D-1 r
(=
~D
because D
r
is an orthogonal matrix) is to be applied. That is
( )
Page 33
Untitled
( )
( )
. .
1
c o s s i n 0
0 s i n c o s 0 0
0 0 0 1 0
x
y
z
D
q
q
q
w q f f q
w f f
w
e u o - o o e u e u = = e u e e u u e e e
r
giving
P a g e | 65
( )
( )
( )
.
.
c o s
s i n
0
x
y
z
q
q
q
w q f
w q f
w
=
=
=
(12)
Finally f itself lies along space z axis and no transformation is required.
Thus
( )
( )
Page 34
Untitled
( ) .
0
0
x
y
z
f
f
f
w
w
w f
e u o
e u
e u = e u
e u
e e u u e
giving
( )
( )
( ) .
0
0
x
y
z
f
f
f
w
w
w f
=
=
=
(13)
From equation. (11), (12) and (13), we write
. .
( ) ( ) ( )
s i n s i n c o s
x yx q x f x w w w w
y q f q f
= + +
= +
. .
( ) ( ) ( )
s i n c o s s i n
y yy q y f y w w w w
Page 35
Untitled
y q f q f
= + +
= - +
(14)
. .
( ) ( ) ( )
c o s
z yz q z f z w w w w
y q f
= + +
= +
Henceforth, we shall omit the prime sign to denote the body set of axes,
since the body set of axes will be used exclusively. However, this sign may
indicate a different set of axes within the body itself.
P a g e | 66
5.3. Angular Momentum of rigid body : Moments and
products of Inertia :
A rigid body can possess simultaneously the translational and
rotational motion, and the equations of motion, governing the two types of
motion, may involve both the translational and rotational co-ordinates. But we
know that the break-up of the problem into two parts can be effected in most
physical problems. This is possible as the Lagrangian L = T V divides into two
parts, one involving only the co-ordinates of the centre of mass concerned with
translational motion and the other only the angle co-ordinates which may be
chosen as Eulers angles.
5.3.1. Angular Velocity :
Consider the rotation of rigid body about an axis OQ within the body and
take, for example, a point P of the body at a perpendicular distance PN from
the axis. Then P moves in a circle with centre at N and radius PN. If r is the
position vector of P relative to the origin O, (may be taken as centre of mass)
the PN = r sin e , where e is angle of r with axis. In a time dt, P would have moved
a distance r sin e df , along an arc of angle df . Linear speed therefore is
dt
r df
sinq and it must be the magnitude of velocity
.r
r :
.
s i n
s i n
r r d
d t
r
j
q
q w
=
Page 36
Untitled
=
r
P a g e | 67
Since velocity is a vector quantity, the form of its magnitude suggests that
if u is taken as magnitude of a vector
w along the axis of rotation, then r w
r is a
vector with the magnitude and we have
.
r v r w
= = r r r (1)
If either the axis of rotation (direction of
w ) or the magnitude
dt
df changes
with the time,
w will be a function of time. Similarly we can consider changes in

components of
w , along the space set or body set of axes. If either set of

components are represented by u x, u y, u z, then
x y z w i w j w k w
= + +
r r r
Vector property of
w suggests that rotation along a certain axis can be

decomposed into rotation about orthogonal axes and vice-versa.
5.3.2. Angular Momentum
If the rigid body is taken as a rigid collection of particles, then angular
momentum is given by
( )
.
i
i i
i
i i
i
i i i
i
L m r v
Page 37
Untitled
m r r
m r r w
=
= o
e
= e u o e u e e u
a
a
a
r r r
r r
r r
Using equation (1) and the fact that
w is same for all the particles, we

expand vector triple product to give
P a g e | 68
( )
2
. .
.
i i i i i
i
i i i i
i
L m r r r r
m r r r
w w
w w

= e - u o e u e e u
= e - u o e u e e u
a
a
r r r r r
r r r
(2)
In terms of components of vectors involved in this equation, we write
x y z L =i L+ j L+ k L
r r r r
( ) 2 . ( ) i x y z i i i i i m iw j wk r wr i w x j y k z
e u o = e + + - u + + e e u a r r r r r rr
(Fig. 3)
u
O
Page 38
Untitled
N P (ith particle)
e r1
Q
P a g e | 69
since . i r w
r is scalar and will be a multiplying factor in every component.
Collecting coef:icients of i , j , k
r rr and equating each, we obtain
( )
( )( )
2
x y z i x y z i
i x i y i z i i i
i L j L k L m i j k r
x y z i x j y k z
w w w
w w w
+ + = e + + - e
+ + + + u u
a r r r r rr
r r r
( )
( )
( )
2 2
2 2
2 2
x i i i y i i i z i i i
i i i
i i i
i i i
i m r x m x y m x z
j m x y m r y m y z
k m x z m y z m r z
w w w
w w w
w w w
e u
= e - - u e u
e u
+ e - + - u e u
e u
+ e - - u + Page 39
Untitled
e u
a a a
a a a
a a a
r
r
r
(3)
Equating coef:icients of i , j , k
r rr , we obtain the components of angular
momentum Lx, Ly, Lz, in terms of angular velocity components and we see that
each is a linear function of all the components of angular velocity, (i.e., wherein
power of u x, u y, u z raised to unity occur in all the terms besides constant
coef:icients). We emphasize this linearity by introducing nine quantities Ixx, Ixy, Ixz,
Iyx, Iyy, Iyz and Izx, Izy, Izz and writing
( )
xx x xy y xz z
i i
i
i i z i
i
i i y i
i
x x i
I I I
L m r x m x y m x z
w w w
w w w
= + +
u u
u
e e
e
= a 2 - 2 - a - a
( )
yx x yy y yz z
i i
i
i i z i
i
i i y i
i
y x i
I I I
L m x y m r y m y z
w w w
w w w
= + +
Page 40
Untitled
u u
u
e e
e
= - a + a 2 - 2 - a
(4)
( )
zx x zy y zz z
i i
i
i i z i
i
i i y i
i
z x i
I I I
L m x z m y z m r z
w w w
w w w
= + +
u u
u
e e
e
= - a - a + a 2 - 2
P a g e | 70
5.3.3. MOMENTS AND PRODUCT OF INERTIA
The nine coef:icients can be written as a 3 x 3 arrangement of rows and
columns as in a matrix notation. We further enhance the linear nature of
transformation of u -components into angular momentum components by
means of the nine quantities :

o

e
o

e
o
Page 41
Untitled

e
z
y
x
zx zy zz
yx yy yz
xx xy xz
z
y
x
I I I
I I I
I I I
L
L
L
w
w
w
(5)
or
L w
= I
r r
(6)
Equation (6) implies that when I
r
operates on angular velocity vector
w , a
physically different vector, the angular momentum, L
r
, results. I
r
is therefore a
different entity, termed as the moment of inertia tensor. The components of I
r
have been arranged in matrix form in equation (5) in a way to facilitate
understanding of linear transformation : otherwise I
r
is basically a tensor.
Now we come to the physical meaning of the components of I
r
. The
diagonal element of matrix form,
Page 42
Untitled
( ) ( )
( ) ( )
( 2 2 ) ( 2 2 )
2 2 2 2
2 2 2 2
i i
i
i i i
i
zz i
i i
i
i i i
i
yy i
i i
i
i i i
i
xx i
I m r z m x y
I m r y m z x
I m r x m y z
= - = +
= - = +
= - = +
a a
a a
a a
(7)
are called the moments of inertia coef:icients ; the moments of inertia of the
body about the x, y, z-axes separately. The less familiar quantities
P a g e | 71
i i
i
zx xz i
i i
i
yz zy i
i i
i
xy yx i
I I m z x
I I m y z
I I m x y
a
a
Page 43
Untitled
a
= = = = = = (8)
are termed as the product of inertia associated with the corresponding coordinate
planes. Obviously I
r
is a symmetric tensor and is additive in nature i.e.,
the moments of inertia of a body are the sums of those of its parts.
A mathematical structure having nine components in three dimensions is
termed a tensor of rank two. In this sense, I
r
is a tensor of rank two and we shall
write such an entity in type I to emphasize its tensorial character. It is to be noted
that, not every nine quantities can be grouped as a tensor. In other words, the
quantities must be attached to a co-ordinate system and connected by means
of linear transformation to the corresponding quantities in a different coordinate
system, derived from the :irst.
We note that there exists a mirror symmetry of elements across the
principal diagonal of matrix form of I
r
, i.e., Ixy = Iyx etc. On this account, I
r
is a
symmetric tensor. In equations (2), (3) and (4), the matrix elements appear in a
form suitable for the body composed of discrete particles. For a continuous
body, the summation is replaced by a volume integration, with the particle mass
becoming a mass density n (r), and so
L rr( r w2) r wr. d r
e u o = e - u e e u o r r r r r
5.4. Let us sum up:
This lesson we began with generalized coordinates. We had a discussion on the
angular velocity of the rigid body in detail. We studied the components of
P a g e | 72
angular velocity along body and :ixed axis. Finally we studied angular
momenta and moment of inertia.
5.5. Check Your Progress
1. What is called a rigid body?
2. Explain the generalized coordinates for the rigid bodies.
3. Discuss Eulers angles as the generalized coordinates for a rigis body motion.
Obtain an expression for the angular velocity in terms of Eulers angles.
1. Explain angular velocity of rigid body.
2. Discuss about the angular momentum of rigid bodies in detail.
3. De:ine the term moment of inertia.
5.7. References
Page 44
Untitled
1. Classical Mechanics H.L. Gupta, V. Kumar, H.V. Sharma
2. Classical Mechanics H. Goldstein.
3. Classical Dynamics of Particles and Systems by J.B. Marion.
4. Classical Mechanics of Rigid Bodies.Kiran C. Gupta.
5. Principle of Mechanics Synge and Griffths
P a g e | 73
LESSON 6: Equation of Motion of Rigid Bodies
CONTENTS
6.0. Aims and Objectives
6.1. Principle Axes Transformation
6.2. Rotational Kinetic Energy of a Rigid Body
6.3. Moment of inertia of a rigid body
6.4. Equation of motion of a rigid body
6.4.1. Eulers Equations
6.4.2. Lagranges Method
6.4.3. Equation of motion about :ixed axis
6.5. Let Us Sum Up
6.7 Check your Progress
6.8. References
6.0 Aims and Objectives:
In this lesson we are going to study principle axis theorem :irst. Then we will
have a discussion on Rotational kinetic energy and Moment of inertia.Then we
will be having a discussion on equation of motion by two methods namely
Eulers angle and Legrange method.
P a g e | 74
6.1. Principle Axes Transformation
The symmetric nature of I
r
bears an important advantage. We can choose a
certain system of body axes with respect to which the off-diagonal elements
should disappear and only the diagonal elements remain in the expression for I
r
.
Such axes are called the principal axes of the body and the corresponding
moments of inertia as the principle moment of inertia.
If we denote this form of inertia tensor by ' I
r
and 1 I
r
, 2 I
r
, 3 I
r
stand for the
principal values,
Page 45
Untitled
1
'
2
3
0 0
0 0
0 0
I
I
I
o
I =

e
r
(1)
and therefore equation.

o

e
o

e
o

e
z
y
x
zx zy zz
yx yy yz
xx xy xz
z
y
x
I I I
I I I
I I I
Page 46
Untitled
L
L
L
w
w
w
becomes

o

e
o

e
o

e
z
y
x
z
y
x
I
I
I
L
L
L
w
w
w
3
2
1
0 0
0 0
0 0

Page 47
Untitled
o

e
+ +
+ +
+ +
=
z
y
x
I
I
I
w
w
w
3
2
1
0 0
0 0
0 0
or
z z
y y
x x
L I
L I
L I
w
w
w
3
2
1
=
=
=
(2)
P a g e | 75
that is, each of angular momentum component along a principal axis is a
function of corresponding angular velocity component only related to it via the
principal moment of inertia about that direction.
Once we know that I
r
is not symmetric, we can easily locate the principal
Page 48
Untitled
axes within the body. Such a procedure leads us into the realm of
diagonalisation of matrix, a process which merely means that by a suitable
transformation of axes we shall kick out the off-diagonal elements, leaving only
the diagonal ones. The diagonal form of inertia tensor in which I1, I2, I3 appear as
elements is very straightforward to obtain. We solve the following determinantal
equation which will be cubic in I and therefore will furnish three values for I, viz,
1 I
r
, 2 I
r
, 3 I
r
, which are desired principal moments of inertia:
= 0
I I I I
I I I I
I I I I
zx zy zz
yx yy yz
xx xy xz
(3)
This is called the secular equation of inertia tensor and its solutions are called
the secular values or eigenvalues.
In most of the easy problems in rigid dynamics, the principle axes can be
obtained by inspection. For example, if the symmetry axis of the body is taken as
axis of rotation and the origin of body axes lies on this, then the principle axes
are the symmetry axis and any two perpendicular axes in the plane normal to
the symmetry axis. In such cases, we shall have two equal roots of equation (3),
which shall be clue to this. In the case of a sphere, every axis through centre is
symmetry axis and therefore any three orthogonal axes through the centre are
principal axes.
6.2. ROTATIONAL KINETIC ENERGY OF A RIGID BODY
P a g e | 76
Refer to Fig. (4) wherein the ith particle of a rigid body is shown with position
vector i rr referred to a :ixed point O of the body. The body is therefore capable
of rotation about the axis in the direction of unit normal n .
The kinetic energy of motion of a system of particles is de:ined by
= a
i
i i T m v 2
2
1 (1)
where the summation extends to all the particles of the body and vi is the linear
velocity of the ith particle relative to O.
Page 49
Untitled
Using the fact that i i v r w
= r r
(Fig. 4)
in a :ixed origin, equation (1) assumes the form
= a
i
i i i T m v .v
2
1
particle
n
ith
Rigid
body
Axis of Rotation
ri
P a g e | 77
1 .
2 i i i
i
m v r w
= o
e a r r
1 .( )
2 i i i
i
m r v w
= a r r
where the last step follows from the inter-changeability of dot and cross in a
scalar triple product, keeping the order of involved vectors intact. Rearranging
slightly, we get
1 . . ( )
2 i i i
i
T m r v w
e u
= e u
e u
a r r
1 .
2
L w
=
Page 50
Untitled
r
(2)
Since the quantity within the larger bracket is identi:ied as the angular
momentum vector L
r
about O. In terms of moment of inertia tensor I
r
and
w ,
equation (2) can be rewritten as
2 . i i i i
i
L m wr wr r
e u o = e - u e e u a r r r
2 ( . ) i i i i
i
m r r r w
e u u = -e y u
a r r
w
= I
r
(3)
wherein the operator I
r
is equivalent to the expression within the curly braces.
This is legitimate
since L
r
is a function of all the components of
w and is related to it
through I
r
alone. Substituting equation (3) into (1), we have,
P a g e | 78
1 . .
2
T w w

= I
r
(4)
Let n be a unit vector in the direction of u , so that w = wn and the kinetic
energy expression looks the same as we are similar from elementary mechanics :
2
Page 51
Untitled
. . 1 2
2 2
T n n w
= I = Iw
r r
(5)
provided we are able to show that the moment of inertia I
r
about the axis of
rotation
I = n. I n.
r r
(6)
agrees with usual de:inition.
From equation (2) we have,
1 .
2
T Lw
=
r
and break up into components of
w and L
r
:
1 .
2 x y z x y z T = i e e wj + kwu u i+ wL +je e L +k u u L
r r r r r r
[ ] x x y y z z = w L +w L +w L
2
1
[ ( ) ( )
( )] z zx x zy y zz z
x xx x xy y xz z y yx x yy y yz z
I I I
I I I I I I
w w w w
w w w w w w w w
+ + +
= + + + + +
2
1
[ ] xx x yy y zz z xy x y yz y z zx x z I w I w I w 2I w w 2I w w 2I w w
2
= 1 2 + 2 + 2 + + + (7)
P a g e | 79
Page 52
Untitled
using explicitly the symmetry property of inertia tensor viz. Ix y= Iy x,etc.
We have already seen in the co-ordinate system of principal axes of the rigid
body that L
r
has the simple form
1 x 2 y 3 z L = i wI + j wI+ k wI
r r r
(8)
and therefore kinetic energy expression also assumes the simple form
1 .
2
T Lw
=
r
( ) ( ) 1 2 3
1 .
2 x y z x y z = iw +j wk +i w I +wj I w+ k wI
r r r r r r
2 2 2
1 2 3
1 1 1
2 x 2 y 2 z = I w + I w + I w
r r r
(9)
which is an expression involving the principal moments of inertia.
6.3. MOMENT OF INERTIA OF A RIGID BODY :
We shall show that n n I
r
is the moment of inertia of the rigid body about the
axis of rotation,
. ( 2 . ) i i i i
i
nI n a n= me e -r r u u r n r r r
by putting up the operator I
r
. Simplifying we get
. ( 2 . ) i i i i
i
n n n m r n r r n e u u I = e - y u
a r r r
P a g e | 80
2 ( . ) ( . ) ( . ) i i i i
i
=a m e er -n n r u u n r n r r
[( . ) ( . ) ( .] ) i i i i i
i
Page 53
Untitled
=a m r- r r n r n r r r r
since n. n= 1, . 2 i i i r r= r r r . Taking out i rr common outside we obtain
. . . . ( [ . ) ( . ]) i i i i i i i
i
r h=a s m r- r n r n r r r
. [ . ( )] i i i
i
=a m r n r n r r
as ( ) ( . ) ( . ) i i i n r n n =n r - r n n r r r . Now, by virtue of the property of scalar triple
product,
. . ( ) . ( ) i i i
i
r h=a s m r n r n r r
2 i i
i
=a m r =n I r r
Referring to Fig. (4) we note that ( ir n r ) is the perpendicular distance of the ith
particle from the axis of rotation. Therefore, it is indeed the usual expression for
moment of inertia of the body about the indicated axis.
6.4. EQUATION OF MOTION OF A RIGID BODY :
6.4.1. Eulers Equations :
P a g e | 81
The motion of a rigid body with one point :ixed will take place under the
action of a torque N
r
in such a way that its total angular momentum varies at
the rate equal to N
r
:
d L N
d t
=
r
r
(1)
Here the time-derivative refers to the space-axes, for, the equation holds only in
an inertial system. In a co-ordinate system rotating with body, we have the
following relation between the two time derivatives
x
dt
d
dt
d
space body
.
+
Page 54
Untitled
o
e
=
o
e
w
In terms of body-axes, equation (1) becomes,
b o d y
d L N
d t
w
o + =
e
r r
(2)
It is found most convenient to choose the principal axes for which
1 x 2 y 3 z L = Iw i+ wI +j wI k
r r r r r r r
(3)
where u x, u y and u z are the components of the angular velocity vector along
the principal axes.
From equation (3) and remembering that the principal moments of inertia
and the body base vectors, i , j , k
r rr are constant in time with respect to the body
co-ordinate system, we :ind that the time derivative of L
r
, that is d L
d t
r
, in rotating
system is
1 x 2 y 3 z
b o d y
d I i I j I k
d t
o = w + w + w
e
r r r r r r
(4)
P a g e | 82
The x-component (2) is obtained as
.
x . . 1 x
x
N N i w I w L
o = = -
e
Page 55
Untitled
r r r r
.
1 x y z z y = I w - e eLw - wLu u
r
I wx (I I )wywz 2 3
.
1 = - - (5)
from equation (3). By cyclic permutation of x, y, z we obtain the remaining two
equations, viz.,
y y z x N I w (I I )w w 3 1
.
2 = - - (6)
z y x y N I w (I I )w w 1 2
.
3 = - - (7)
These three equations are the Eulers equation for the motion of a rigid body
with one point :ixed.
6.4.2. Lagranges Method :
An alternative approach to these equations is the Lagranges method
using the Eulers angles as the generalized co-ordinates. When one point of the
body is :ixed, only the rotational motion is possible and the Eulers angles
completely describe the orientation of the rigid body. In such a situation, the
Lagrangian L, which is (T V), should be a function of o , e , only. Thus T will only
involve these co-ordinates and likewise V, the potential energy also. For
conservative forces, the Lagrangian can be written as
P a g e | 83
( ) . . .
L = f, Tq ,y-o ,f Vq, y, f, q ,y
e
( w w w ) (f,q,y )
2
1 2
3
2
2
2
1 I I I V x y z = + + - (8)
where we have chosen preferentially the principal axes as the body set of axes ;
I1, I2, I3 are the principal moments of inertia for the :ixed point and the kinetic
energy depends on the o , e , via the angular velocity components along the
principal axes, x, y, z. It will be remembered that the generalized forces
corresponding to these angular co-ordinates will be the components of the
impressed torque along the axis of rotation. The angle happens to be the
angle of rotation about the principal z-axis, so that angular velocity u =
.y
and we have the generalized force or
the z-component of impressed torque
Page 56
Untitled
y
N = - V z
and the Lagrange equation for -coordinate can be written as
. z
d T T V N
d t y y y
o o - = - = e e
(9)
For convenience, we reproduce here the angular velocity components
expressed in terms of Eulers angles and kinetic energy expressed in terms of u x,
u y and u z as referred to the principal axis :
. .
s i n s i n c o s x w = f q +y q y
. .
s i n c o s s i n y w =f q -y q y
P a g e | 84
. .
wz =f c oq+s y
and ( 2 )
3
2
2
2
1 2
1
x y z T = I w + I w + I w
From these, we obtain
1, . =
y
wz 0, . =
y
wx 0 . =
y
wy
= 0,
y
wz , y
x w
Page 57
Untitled
y
w
=
x
y w
y
w
=
. . . .
y
w
y w
w
y w
w
y w
z
z
y
y
x
x
T T T T
1 2 3 3 . 0 . 0 . 1 x y z z = I w + I w + I w = I w
r r r r
and
y
w
y w
Page 58
Untitled
w
y w
w
y w
z
z
y
y
x
x
T T T T
1 2 3 ( ) . 0 x y y x z = I w + wI -w wI+ w
r r r
1 2 ( ) x y = I - I w w
r r
Substituting these values of .
y
T and
y
T in equation (9), we obtain
3 1 2 ( ) ( ) z x y z
d I I I N
d t
w -w w- =
r r r
or
.
3 1 2 ( ) z x y z I w -wI w-I =N
r r r
(10)
P a g e | 85
which is identical with the z-equation obtained earlier. The other two equations
Page 59
Untitled
can now be obtained simply by permutation of indices in equation (7) .It should
be emphasized, however, that these two equations shall not be the generalized
equations for e and o -coordinates.
6.4.3. Equation of motion about :ixed axis:
The equation of motion in the case of a rigid body with a :ixed axis simplify
further as only one component of angular velocity appears, namely along the
axis of rotation, say z-axis; then,
w = w z ; = = 0 y x w w
Consequently from equation (4), viz.
x y z L =i L+j L+ k L
r r r r
( ) ( )
( )
x x x x y y x z z y x x y y y y z z
z x x z y y z z z
i I I I j I I I
k I I I
w w w w w w
w w w
= + + + + +
+ + +
r r
r
we obtain, on setting w = w z , = = 0 y x w w ,
( ) x z y z z z L =wi I + j I+ k I
r r r r
(11)
and the torque equation, equation (1) becomes,
( ) ( ) x z y z z z x z y z z z
N di I jL I kd I id I j I k I
d t d t d t
w
= = + + +w + +
r
r r r r r rr
.
( ) x z y z z z x z y z z z
i I j I k Id Ii dI j I d k
d t d t d t
w w
o
= + + + + +
e
r r r
r r r
P a g e | 86
since Ixx etc., are constants when the point of the body is :ixed. Also, since
Page 60
Untitled
= = 0 y x w w
( ) x y z
z
d i i i j k i
d t
j j
w w w w
w w
= = + +
= =
r
r r r r r
r r
( ) x y z
z
d j j i j k j
d t
i i
w w w w
w w
= = + +
= - = r
r r r r r
( ) 0 x y z
d k k i j k k
d t
w w w w
= = + + =
r
r r rr r
Because of these equations :
x y z N =i N+j N+ k N
r r r r
. . .
2 2
x x y z y z x z z z = i Iw- o I w+ j Iw+ o I w+ k wI o
e e e
r r r (12)
Equating x, y, z components, we get three equations :
2
.
w w x xx yz N = I - I
2
.
Page 61
Untitled
w w y yz xz N = I + I (13)
.w
z zz N = I
From equations (13), it appears that only the last of them is consistent with
the physical motion, while the :irst two determine the constraining torques which
are required to prevent the axis of rotation from changing its direction. If the axis
of rotation z happens to lie along one of the principle axes of the rigid body, e,g.
the axis of symmetry, then we obtain the equations
P a g e | 87
= = 0 x y N N
since Ixz = Iyz = 0 and
.w
z zz N = I
.w
= I
(14)
I being the only principal moment of inertia, that is, the moment of inertia about
the axis of rotation. Kinetic energy, T, then has the simplest form
1 . 1 2
2 2 z z T wL Iw
= =
r
1 2
2
= Iw
r
(15)
6.5. Let Us Sumup :
In this lesson we have studied the principle axis theorem :irst. Then we had
discussions on Rotational kinetic energy and Moment of inertia. Finally we
discussed the methods of equation of motion namely Eulers method and
Lagrange method.
6.6. Lesson End Activities :
1. State and explain Principle axes theorem.
2. Obtain Eulers equation of motion for a rotating rigid body
6.7 Check Your Progress
1. Show that the angular momentum J
r
of a rigid body is given by
J = Iw
r rr where w r is the angular velocity.
P a g e | 88
6.8. References
1. Classical Mechanics H.L. Gupta, V. Kumar, H.V. Sharma
2. Classical Mechanics H. Goldstein.
Page 62
Untitled
3. Classical Dynamics of Particles and Systems by J.B. Marion.
4. Classical Mechanics of Rigid Bodies.Kiran C. Gupta.
5. Principle of Mechanics Synge and Griffths
P a g e | 89
UNIT III
LESSON 7: Mechanics of small Oscillations
CONTENTS
7.1 Stable and Unstable equilibrium
7.2 Linear Oscillator Problem
7.3 Two coupled oscillators
7.3.1 The First Normal mode
7.3.2 The Second Normal mode
7.4 Formulation of the problem
7.5 Normal Coordinates
7.6 Let us sum up
7.10 References
Almost any system that is displaced from a position of stable equilibrium exhibits
oscillation. If the displacement is small the oscillations are almost always of the
type called simple harmonic. Oscillations and particularly simple harmonic
oscillations :inds wide spread applications in acoustics, molecular spectra,
vibrations of mechanisms and coupled electrical circuits and they are also
extremely useful. These small oscillations can best be treated in the Lagrangian
formulation. As a day to day example we can say all good clocks depends on
an oscillator to regulate their time keeping. The :irst reliable clocks used a
pendulum; the :irst accurate watches used an oscillating wheel; modern
watches uses the oscillation of a quartz crystal; and todays most accurate
clocks use the oscillations of an atom. In this lesson the concept of stable and
unstable equilibrium will be explained followed by discussing linear oscillator
problem and coupled oscillator problem. The formulation of the problem in
Lagrangian formalism will also be outlined. The normal frequencies, normal
modes of motion and normal coordinates are explained.
7.1 Stable and Unstable equilibrium
Hookes law states that, the force exerted by a spring has the form
P a g e | 90
Where x-is the displacement of the spring from its equilibrium length and k is
positive number called the force constant. That k is positive means that the
equilibrium at x=0 is stable. When x=0 there is no force, when x>0 (displacement
to the right side) the force is negative (back to the left) and when x<0
(displacement to the left) the force is positive (back to the right); either way, the
force is a restoring force. An exactly equivalent way to state Hookes law is that
the potential energy is
Page 63
Untitled
Consider an arbitrary conservative one dimensional system which is speci:ied by
a coordinate x and has potential energy U(x). Suppose that the system has a
stable equilibrium position x=x0=0. The behavior of U(x) in the vicinity of the
equilibrium position can be given by a Taylor series of the form
The :irst and second term vanishes hence neglecting higher order terms can be
given as
Renaming as k
i.e. for suf:iciently small displacements from stable equilibrium, Hookes law is
always valid. For this potential energy, we have a graph like this
P a g e | 91
An equilibrium position is classi:ied as stable if a small disturbance of the system
from equilibrium results only in small bounded motion about the rest position. The
equilibrium is unstable if an in:initesimal disturbance eventually produces
unbounded motion. A pendulum at rest is in stable equilibrium, but the egg
standing on end is an obvious illustration of unstable equilibrium. It can be
readily seen that when the extremum of the potential energy is a minimum the
equilibrium must be stable. Suppose the system is disturbed from the equilibrium
by an increase in energy dE above the equilibrium energy. If the potential
energy is a minimum at equilibrium, any deviation from this position will produce
an increase in the potential energy. By conservation of energy the velocities
must then decrease and eventually come to zero, indicating bound motion. On
the other hand if the potential energy decreases as the result of some departure
from equilibrium, the kinetic energy and the velocities increase inde:initely,
corresponding to unstable motion. The same conclusion may be arrived at
graphically by examining the shape of the potential energy curve as shown
below.
P a g e | 92
Fig A: Stable equilibrium
Fig B: Unstable equilibrium
In the above Fig A presents the potential energy curve for stable equilibrium and
Fig B presents the potential energy curve for unstable equilibrium. In both the
:igures E0 refers to the extremum in the potential energy. That is in Fig. A the
extremum is minimum and in Fig. B the extremum is maximum. In Fig. A a small
E0
E0+dE
E0
E0+dE
P a g e | 93
disturbance will result back to the minimum whereas in Fig. B a small disturbance
will never come back to equilibrium.
7.2 Linear Oscillator Problem
Now let us :ind the equation of motion for a mass m that is displaced from a
position of stable equilibrium. For this let us consider a mass (cart) on a frictionless
track attached to :ixed spring as shown below.
The cart of mass m has moved a distance x from it equilibrium position x0.
Page 64
Untitled
According to Hookes law we can write the force as
But from Newtons law
Where is the acceleration. Comparing the above two equatios we can write
Or
Or
Where is the frequency with which the cart will oscillate. This equation is
a second order, linear (no powers of x or its derivatives than the :irst power)
homogeneous (every term is a :irst power) differential equation and so has two
X0
X
P a g e | 94
independent solution. These two independent solution can be chosen in several
different ways, but we choose the following.
Any constant multiple of either solution is also a solution and likewise any sum of
such multiple
The linear combination of solution like this is itself a solution which called the
superposition principle. Since this solution contains two arbitrary constants, it is
the general solution of the second order equation. Any solution can be
expressed as above with the proper choice of C1 and C2. But x(t) is real, where
as the two exponentials are complex. This means the constants C1 and C2 must
be chosen in such a way that x(t) becomes real. But from Eulers formula we can
write
Therefore
Or
Any motion that is a combination of a sine and cosine of this form is called
simple harmonic motion.
7.3 Two coupled oscillators:
Now let us consider the oscillation of several bodies, such as the atoms which
make up a molecule like CO2 which we can imagine as a system of masses
connected to one another by springs. If each masses were attached to a
separate spring (:ixed), with no connection between the masses, then each
would oscillate independently. But our interest here is a system of masses that
P a g e | 95
can oscillate and are connected to one another in some way i.e. a system of
coupled oscillators. A single oscillator has single natural frequency at which it will
oscillate forever (in the absence of damping or driving forces). We will :ind now
that two or more coupled oscillators have several natural frequencies (or normal
frequencies) and the general motion is a combination of vibrations at all the
different natural frequencies.
As a simple example of coupled oscillators, let us consider two cart as shown
below.
The carts move without friction on a horizontal track, between two :ixed walls.
Each is attached to its adjacent wall by springs 1 and 2 (with force constants k1
and k3) and the carts are attached to each other by a spring 2 with force
constant k2. In the absence of spring 2 the two carts would oscillate
independently of each other. Thus, it is spring 2 that couples the two oscillators.
Page 65
Untitled
In fact, spring 2 makes it impossible that either cart move without the other
moving. For example, if cart 1 is stationary and cart 2 moves, the length of the
spring 2 will change, which will produce a changing force on cart 1, causing it
to move as well.
Suppose the two carts have moved distances x1 and x2 (measured to the right)
from their equilibrium position. Spring 1 is stretched by an amount x1 and so
exerts a force k1x1 to the left on cart 1. Spring 2 is more complicated since it is
affected by the position of both carts. But one could say that it is stretched by
the amount x2-x1 and exerts a force k2(x2-x1) to the right on cart 1. Thus the net
force on cart 1 is
X
0
X
1 X
0
X
2
m1 m2
k1 K2
K3
P a g e | 96
Similarly the net force on cart 2 is
Then the two equations of motion according to Newtons law are
These two equations can be written in a compact matrix form as
With the mass matrix m de:ined as
This is a diagonal matrix with the masses m1 and m2 down the diagonal.
X is de:ined as a column matrix as
Hence and is given as,
The spring constant matrix K is de:ined as
This matrix has a non zero off diagonal elements. The matrix equation
is a very natural generalization of the equation of motion of a single cart on a
single spring. i.e. with just one degree of freedom all the matrices X, M and K are
P a g e | 97
(1x1) matrices, that is ordinary numbers. The con:iguration matrix X is the carts
position x, the mass matrix M is the carts mass m and the spring constant matrix
K is the spring constant k and the equation of motion is
Now for let us consider a complex solution as
Using Eulers theorem we can write the above solution as
Similarly we can have
This two complex solution can be combined into a single matrix (2x1) solution of
the form
Where the column matrix a is a constant made up of two complex numbers. But
the actual motion of X(t) is the real part of Z(t)
Substituting this in we get
Rewriting this
a-is a constant hence it can not be equal to zero. Hence we will have solution
Page 66
Untitled
only if the determinant of is zero.
P a g e | 98
In this case K and M are (2 x 2) matrices, so the equation has in general two
solutions for . This implies that there are two frequencies at which the carts
can oscillate in pure sinusoidal motion. The two frequencies at which our system
can oscillate sinusoidally (the so called normal frequencies) are determined by
the quadratic equation for .
Let us suppose that the two masses are equal m1=m2=m and similarly the three
spring constants k1=k2=k3=k are equal. In this case the matrices M and K are
The matrix of the generalized eigen value equation becomes
And its determinant is
The two normal frequencies are determined by the condition that this
determinant is zero.
i.e.
will give
P a g e | 99
will give
These two normal frequencies are the frequencies at which the two carts can
oscillate in pure sinusoidal motion. Notice that the :irst one is precisely the
frequency of a single mass m on a single spring k. The sinusoidal motion of
with any one of the normal frequencies is called a normal mode.
7.3.1 The First Normal mode:
If we choose w equal to the :irst normal frequency , then the matrix
becomes
Substituting for
Now to :ind a1 and a2
Since k can not be zero
P a g e | 100
These two equations are actually the same equation and either one implies that
The corresponding motion is given by
i.e.
These two are the :irst normal modes corresponding to the :irst normal frequency
w1.
In :irst normal mode the two carts oscillate in phase and with the same
amplitude. Because X1(t) is equal to X2(t), the middle spring is neither stretched
nor compressed during the oscillation. This means that for the oscillation, in the
:irst normal mode, the middle spring is irrelevant and each cart oscillates just as if
it were attached to a single spring. In :irst normal mode the two positions
oscillate sinusoidally with equal amplitudes and in phase so that X1(t) is equal to
X2(t), and the middle spring remains at its equilibrium length all the time.
7.3.2 The Second Normal mode:
If we choose w equal to the second normal frequency , then the
matrix becomes
Substituting for
Page 67
Untitled
P a g e | 101
Now to :ind a1 and a2
Since k can not be zero
The corresponding motion is given by
i.e.
These two are the second normal modes corresponding to the second normal
frequency w2.
In the second normal mode when the cart 1 is displaced to the right, cart 2 is
displaced an equal distance to the left and vice versa. This means that when
the outer two springs are stretched the middle spring is compressed by twice as
much. In the second normal mode the two carts oscillate sinusoidally with equal
amplitudes but will be out of phase with each other.
P a g e | 102
7.4 Formulation of the problem:
Consider a system with n degrees of freedom that is oscillating about a point
of stable equilibrium. Since the system has n degrees of freedom, its
con:iguration can be speci:ied by n generalized coordinates q1..qn.
For the case of two carts
If the system is conservative so that it has a potential energy
The Lagrangian is
The kinetic energy is
Where the sum runs over all the particles a=1.N that comprise the system. The
kinetic energy has to be rewritten interms of the generalized coordinates q =
(q1qn), using the relation between the Cartesian coordinates ra and the
generalized coordinate as
The time derivative of ra is given by
Squaring the above equation will give
Therefore the kinetic energy is
P a g e | 103
Where
Now the system is making small oscillations about a con:iguration of stable
equilibrium. By rede:ining the coordinates we can arrange that the equilibrium
position is q=0 (That is q1qn=0). Expanding the potential energy at q=0 by
Taylors series
The :irst two terms of the series vanishes and :inally neglecting higher terms we
could write
Similarly for T we can write
Where
Therefore the Lagrangian is
P a g e | 104
Since there are n generalized coordinates qi (i=1n) there are n
corresponding equations of motion given by
We must differentiate the expressions for T and U.
For the case of two masses 1 and 2 we can expand this as follows
Since K12=K21
Page 68
Untitled
In general we can write
In a similar lines the general expression for
P a g e | 105
And
Therefore the equation of motion is given as
These n equations can be grouped into a single matrix of the following form
Where
And M and K are (nxn) mass and spring constant matrix. The general solution is
given by
And the eigen value equation is
Which has solution if and only if w satis:ies the characteristic or secular equation
The determinant is nth order polynomial in . So it has n solutions having n
normal frequencies and determines the equation of motion of the
system in the corresponding normal mode.
P a g e | 106
7.5 Normal Coordinates:
In the motion of the two cart system, we have seen that both of the coordinates
X1(t) and X2(t) vary with time implying that the oscillations are coupled to each
other. It is possible to introduce a new set of coordinates so called normal
coordinates using which we can consider the motion of the carts as
independent ones.
In place of the coordinates x1 and x2, we can characterize the positions of the
two carts by the two normal coordinates
The physical signi:icance of the original variables are more transparent. But we
can use and to label the con:iguration of the system.
We had seen that for the :irst normal mode corresponding to the :irst normal
frequency the equations of motion are
Both the motion are having same amplitude and are in phase with each other.
In terms of normal coordinates
For the second normal mode
P a g e | 107
In the :irst normal mode, the new variable oscillates but remains zero. In
the second normal mode varies and remains zero. In this sense, the new
coordinates are independent and either can oscillate without the other. The
general motion of an system is a superposition of both modes and in this case
both and oscillate but oscillates at the frequency and oscillates at
the frequency only.
Now let us write the equations of motion for two carts of equal mass m and
spring constant k
Add the above two equations
Divide by 2 on both the sides
If we subtract the same two equations that will results in the following
These two equations are uncoupled. The normal coordinates behave just like
the coordinates of two uncoupled oscillators. In matrix form
Page 69
Untitled
P a g e | 108
With the important difference that both M and K are diagonal. The off
diagonal elements are zero indicating the uncoupled coordinates.
The transition from the original coordinates (x1,x2) to normal coordinates ( ) is
said to diagonalize the matrices M and K.
7.6 Let us sum up
In this lesson we learned about the basics of small oscillation and what is meant
by stable and unstable equilibrium. Also linear harmonic oscillator problem for a
single mass system and a coupled system of two masses is discussed. The
formulation of the small oscillation problem in Lagrangian dynamics is also
presented in detail followed by the explanation of normal coordinates. In the
discussion of two cart problem itself the idea of normal frequencies and the
normal modes of motion corresponding to the normal frequencies are analyzed.
1) De:ine small oscillations
2) What is stable and unstable equilibrium?
3) De:ine Normal frequency, Normal mode
4) What are normal coordinates ?
7.8 Lesson end activities:
1) A mass particle moves in a constant vertical gravitational :ield along the
curve de:ined by y=ax4, where y is the vertical direction. Find the
equation of motion for small oscillations about the position of equilibrium.
P a g e | 109
2) Two identical harmonic oscillators having mass M and force constants k
each are coupled by means of a spring of force constant k. Find the
eigen frequencies corresponding to the symmetric and antisymmetric
modes of vibration. Also calculate the eigenvectors and the normal
coordinates.
1) For small oscillations we write potential energy V as a quadratic function
of displacements and neglect the linear and higher order terms. Explain
why
2) A rigid bar of mass m and length l is suspended from a rigid support by
means of two springs of force constants k each. Derive and solve the
differential equation of motion.
7.10 References:
1) Classical Mechanics, Herbert Goldstein, Narosa Publishers (1996)
2) Introduction to Classical Mechanics, R.G. Takwale and P.S. Puranik, Tata
McGraw Hill (2006)
3) Classical mechanics, John R Taylor, University Science Books (2005)
P a g e | 110
LESSON 8: Systems with few degrees of freedom
CONTENTS
8.1 Parallel Pendula Triple pendulum:
8.2 Free vibrations of a linear triatomic molecule:
Page 70
Untitled
8.3 Double pendulum:
8.4 Let us sum up
8.8 References
In this lesson the applications of the small oscillations problem to some systems
with few degrees of freedom will be discussed with speci:ic emphasis given to
triple pendulum, vibrations of linear triatomic molecule and double pendulum
will be discussed.
8.1 Parallel Pendula Triple pendulum:
f1
f2
f3
P a g e | 111
Three identical pendulums of lengths L and masses m are coupled by two
identical springs with spring constants k. The generalized coordinates are the
three angles f1, f2 and f3. The springs natural lengths are equal to the separation
of the supports of the pendulums so the equilibrium position is f1=f2 = f3=0 with
all three pendulum hanging vertically. For m = L = 1, the kinetic energies and
potential energies are given by
And
The normal frequencies and the equations of motion for the normal modes are
obtained as follows. The equations of motion for the generalized coordinates
and are given as below.
First equation of motion gives
Hence the :irst equation of motion is
P a g e | 112
Second equation of motion gives
Hence the second equation of motion is
Third equation of motion gives
Hence the third equation of motion is
Now writing all the three equations of motion
The general matrix equation can be written as
P a g e | 113
For the above three equations of motion the mass matrix M and the spring
constant matrix K can be written as
The eigen value equation is given as
Our :irst step is to :ind the normal frequencies from the characteristic equation
for which we need to write the matrix
Now to :ind the determinant
Simplifying this equation will give
From this equation we can write down the normal frequencies as
Page 71
Untitled
P a g e | 114
Now to :ind the eigen values of these normal frequencies. For the
secular equation reads as
Substituting for
Since k is not zero we can take it outside and rewrite the above equation as
This gives
Resulting in
The real part of the solution is given as
P a g e | 115
This is the normal mode corresponding to the normal frequency . This means
pendula oscillates with the same amplitude and are in phase with each other.
The springs are neither stretched or elongated instead it just translates from the
equilibrium position.
Now for the secular equation reads as
Substituting for
This gives
P a g e | 116
Resulting in
and
This is the normal mode corresponding to the normal frequency . In this case
the outer two pendula oscillate exactly out of phase but with the same
amplitude while the middle pendulum sits at rest.
Substituting for
This gives
P a g e | 117
Resulting in
This is the normal mode corresponding to the normal frequency .
8.2 Free vibrations of a linear triatomic molecule:
Consider free vibrations of a linear tri atomic molecule of atoms of masses m
and M as shown below.
For this system the kinetic and potential energies are given by
m M
m
P a g e | 118
And
The normal frequencies and the equations of motion for the normal modes are
obtained as follows. The equations of motion for the generalized coordinates
and are given as below.
Page 72
Untitled
P a g e | 119
Third equation of motion gives
Hence the third equation of motion is
For the above three equations of motion the mass matrix M and the spring
P a g e | 120
P a g e | 121
Now to :ind the eigen values of these normal frequencies. For
means there is no oscillation but only translation taking place. For this normal
frequency the secular equation reads as
Substituting for
This gives
Resulting in
P a g e | 122
molecules oscillates with the same amplitude and are in phase with each other.
The springs are neither stretched or elongated instead it just translates from the
equilibrium position.
Substituting for
This gives
P a g e | 123
Resulting in
and
This is the normal mode corresponding to the normal frequency . In this case
the outer two molecules oscillate exactly out of phase but with the same
amplitude while the middle molecule sits at rest.
Now for = the secular equation reads as
Page 73
Untitled
Substituting for
Simplifying this will result in
P a g e | 124
This is the normal mode corresponding to the normal frequency .
8.3 Double pendulum:
Consider a double pendulum, comprising a mass m1 suspended by suspended
by a massless rod of length L1 from a :ixed pivot, and a second mass m2
suspended by a massless rod of length L2 from m1 as shown below. The
generalized coordinates for this problem are the angles f1 and f2. When the
angle f1 increases from 0, the mass m1 rises by an amount L1(1-cosf1) and gains
a potential energy
f2
f1 L1
L2
P a g e | 125
Similarly as f2 increases from 0, the second mass rises by L2(1-cosf2) but, in
addition, its point of support (m1) has risen by L1(1-cosf1). Thus,
The total potential energy is therefore
The velocity of m1 is just L1 1 so its kinetic energy is given by
The velocity of m2 is bit complicated and the kinetic energy of which is given by
the following equation
And hence the total kinetic energy is given by
As such the Lagrange equations are dif:icult to solve analytically by using the
small angle approximation, let us assume that both angles f1 and f2 and the
corresponding velocities remain small at all times. This will lets us simplify the
expressions for T and U by Taylor expanding them and dropping all terms that
are of third or higher power. This assumption will results in the following expression
for kinetic and potential energies.
By substituting these expressions in the Lagrangian
And writing down the equations of motion for as before
P a g e | 126
P a g e | 127
For the above two equations of motion the mass matrix M and the spring
Now let us consider that the double pendulum has equal masses m1 =m2 = m,
and equal lengths L1=L2=L and if we realize that (g/L)1/2 is the frequency of the
single pendulum of the same length L and if we denote this frequency as w0,
Page 74
Untitled
then we can replace g everywhere by Lw02 and the mass matrix M and spring
constant matrix K becomes
P a g e | 128
Now to :ind the eigen values of these normal frequencies. For the
secular equation reads as
Substituting for will result in
This implies that
P a g e | 129
that in the :irst normal mode the two pendulums oscillate exactly in phase, with
the amplitude of the lower pendulum (2)1/2 times that of the upper pendulum.
Substituting for will result in
This implies that
that in the second normal mode the lower pendulum oscillates exactly out of
phase with the upper pendulum again with an amplitude 21/2 times bigger than
that of the upper one.
8.4 Let us sum up
In this lesson the Lagrangian formalism for small oscillations is applied to systems
with few degrees of freedom. In particular the normal frequencies and normal
P a g e | 130
modes of motion corresponding to these normal frequencies are obtained for
double pendulum, triple pendulum, linear tri atomic molecule systems.
1) How many generalized coordinates are there for a triple pendulum case?
2) What are the normal modes that describes a double pendulum ?
1) Consider two identical plane pendulums that are joined by a massless
spring. The pendulums position ar speci:ied by the angles f1 and f2. The
natural length of the spring is equal to the distance between the two
supports, so the equilibrium position is at f1 = f2=0 with the two pendulums
vertical. Write down the total kinetic energy and the gravitational and
spring potential energies. Write down the Lagrange equations of motion .
Find and describe the normal modes for these two coupled pendulums.
2) A thin rod of length 2b and mass m is suspended by its two ends with two
identical vertical springs with force constant k that are attached to the
Page 75
Untitled
horizontal ceiling. Assuming that the whole system is constrained to move
in just one vertical plane, :ind the normal frequencies and normal modes
of small oscillations. Describe and explain the normal modes.
1) Find the frequencies of small oscillations of a spherical pendulum
consisting of mass m suspended from a string of length l, if the angle of
de:lection from the vertical oscillates about the value q0.
2) Investigate the small oscillations of a CO2 like molecule
3) A uniform horizontal rectangular plate rests on four similar springs at the
corners. Investigate the small oscillations for which the plate remains rigid.
8.8 References
1) Classical Mechanics, Herbert Goldstein, Narosa Publishers (1996)
P a g e | 131
2) Introduction to Classical Mechanics, R.G. Takwale and P.S. Puranik, Tata
McGraw Hill (2006)
3) Classical mechanics, John R Taylor, University Science Books (2005).
P a g e | 132
UNIT - IV
LESSON 9: Legendre Differential Equation
CONTENTS
9.1. Power Series An Introduction
9.2. Legendre Differential Equation
9.2.1. Power Series Solution
9.3. Rodrigues formula
9.4. Corollary
9.5. Generating Function of Legendre Polynomial :
9.6. Corollary
9.7. Orthogonal Property of Legendre Polynomial
9.8. Recurrence Relations for Legendre Polynomials
9.9. Let us sum up
9.12. References
9.0 Aims and Objectives :
In this Lesson we will be giving an introduction to Legendre Differential Equation.
Then we will deriving the power series solution. We will then obtain Rodrigues formula
P a g e | 133
followed by generating function. We then prove the orthogonal property of Legendre
polynomial. Finally we will have a brief discussion on the recurrence relations.
9.1. Power Series An Introduction
A series of the form
2
a0 +a 1( x-) 0(x )+a.2 . x-.0 .x .+ . . . . .
where 0 1 2 a , a , a are constants and x is a variable is called Power series.
Page 76
Untitled
Set of values for which the power series converges is said to be interval of
convergence and is denoted by I. In case power series converge on an interval.
: , 0 I x - x < R where R is a the constant , then the power series de:ine a function f (x)
2
0 1 0 2 0 0 f ( x)= ( a) +(a ) -x. .x .+ a. . -x. . x+. .I .-x: x< R
Differentiating we get
' 2
1 2 0 3 0 0 f ( x)= 2 a( +)a 3 x(- ) x. +. a. .-x. . x+. .I . -.x : x< R
' ' 2
2 3 0 4 0 0 f ( )x=2 a6 +( a) 1 x-2 (x )+ .a . .-x. . x.+ . I. .-x. : x< R
At x = 0
0 2
''
0 1
'
0 0 f (x ) = a ; f (x ) = a f (x ) = 2a
Hence
( ) ..........
!
( )
..............
3!
( )
( )
2!
( )
( ) ( ) ( )( ) ( ) 0
0
3
0
0
'''
2
0
0
''
0 0
'
0 + - +
+
= + - + n x x n
n
f x f x f x x x f x x x f x x x f x This is
called Taylors series expansion in powers of x.
If x0 becomes zero, the series becomes
Page 77
Untitled
P a g e | 134
..........
!
.............. (0)
3!
(0)
2!
(0)
1!
( ) (0) (0)
3
'''
2
= + ' + '' + + +
n
f x f f x f x f x f x
n
n
This is called Maclaurins series where x < R
9.2. Legendre Differential Equation
The differential equation
(1 ) 2 ( 1) 0 2
2
- 2 - + + y =
dx
x dy
dx
x d y l l (1)
Or d ( d x12 y) ( y 1 ) 0
d x d x
- u + + = y

l l is called Legendres differential equation.
It is a second order differential equation with variable coef:icient
Its general solution is not available
Hence power series solution is to be constructed
9.2.1. Power Series Solution
Let a
=
= +
0
( )
r
r s
r y x a x (1)
where a, r, s are constants, to be determined.
Differentiating
a
Page 78
Untitled
=
= + + 0
'( ) ( ) ( 1)
r
r s
r y x a r s x
P a g e | 135
Differentiating again
a
=
= + - + + 0
''( ) ( 1)( ) ( 2)
r
r s
r y x a r s r s x
Substituting in equation (1)
a a a
=
=
+ - +
=
- + - + + - - + + + =
0 0
( 1) ( )
0
(1 2 ) ( 1)( ) ( 2) 2 ( ) ( 1) 0
r r
r s
r
r s
r
r
r s
r x a r s r s x x a r s x l l a x
( 2 ) ( )
0 0
( ) ( )
0 0
( ) ( 1 ) ( ) ( 1 )
2 ( ) ( 1 ) 0
r s r s
r r
r r
Page 79
Untitled
r s r s
r r
r r
a r s r s x a r s r s x
a r s x a x

+ - +
= =

+ +
= =
+ + - - + + - + + + =
a a
a a l l
a a [ ]
=
=
+ + - + - - + + - + + - + + =
0 0
( )( 1) ( 2) ( )( 1) 2( ) ( 1) ( ) 0
r r
r s
r
r s
r a r s r s x a r s r s r s l l x
a a [ { } ]
=
=
+ + - + - - + + - + - + + =
0 0
( )( 1) ( 2) ( ) 1 2 ( 1) ( ) 0
r r
r s
r
r s
r a r s r s x a r s r s l l x
( 2 [ ) ( ) ]
0 0
( ) ( 1 r ) ( s) ( 1r ) ( s 1 ) 0
r r
r r
a r s r s x a r s r s x

+ - +
= =
Page 80
Untitled
a + + a - - + + + -l l + = (2)
Equating the coef:icients of various powers of x on both the sides of the above
equation, at r =0, (s-2) is the lowest power of x, Equating coef:icients of x s-2 on both
sides of equation (2) we have,
( 1) 0 0 a s s - = {no xs-2in II term}
0 ( 1) 0 0 a = or s s - =
But 0 0 a since a0 is the :irst term in the series solution
\s(s -1) = 0
s = 0 s = 1
P a g e | 136
Equating the coef:icient of x s-1on both the sides of equation (2) at r=1
(1 ) 0 1 a + s s =
Since 0, 0 1 1 a s = or s = Equating the coef:icient of xr+s on both the sides of equation (2) we have,
( 2)( 1) [( )( 1) ( 1))] 0 2 + + + + - + + + - + = a + r s r s a r s r s l l r r { r = r+2 in the :irst term }
putting s = 0 we get
[ ] 2( 2 ) ( 1 ) ( 1 ) ( 1 ) 0 r r a r r a r r + + + - + - l +l =
r r a
r r
a r r
( 2)( 1)
( 1) ( 1)
2 + +
+ - +
= +
l l
r r a
r r
a r r
( 2)( 1)
2 2
2 + +
+ - = +
l l
r a
r r
r r
( 2)( 1)
( 2 2 ) ( )
+ +
- + = l l
( ) ( ) ( )
( 2 ) ( 1 ) r
r r r a
r r
Page 81
Untitled
- + + =
+ +
l l l a2 - b2 = (a + b)(a - b)
( ) ( 1 )
( 2 ) ( 1 ) r
r r a
r r
- + +
=
+ +
l l
This is a recurrence relation for ar+2
Now r may be even or odd
If r is even, at r=0
2 0 2 0
( 1 ) ( )
2
a a a a - +
= = l l i.e. a2 can be expressed as a function of a0.
4 2 0 a = ( ) a =( ) a( )
P a g e | 137
Similarly all even coef:icient can be expressed in terms of a0.
If r is odd, then all coef:icients can be expressed in terms of a1 ,
Hence the solution is
( ) [ .........] [ 3 .........]
1 3
4
24
2
2
0
0 y x = a x + a x + a x + + a x + a x +
[ ] [ ] 0 1 = a + a
Since all even and odd terms can be expressed in terms of 0 a and 1 a respectively.
Hence we have,
( ) ( ) ( ) 0 1 1 2 y x = a y x + a y x
where y x a x {even
r
r
r a
=
=
0
2
1 2 ( ) terms
y x a x {odd
Page 82
Untitled
r
r
r a
=
+
+ =
0
(2 1)
1 (2 1) ( ) terms
and the constants a0 and a1 can be calculated using the initial conditions.
This is the power series solution. The bounded (:inite) solution is possible only if the series
is convergent.
9.3. Rodrigues formula
The Rodrigues formula for lengendre polynomial is given by
l
l
l
l l l
( 1)
2 !
( ) = 1 x2 dx
p x d
P a g e | 138
It is differential form of p (x) l .
Consider a function
v = (x2 -1)l
Its lth derivative are legendre polynomials. If vl satis:ies Legendre Polynomial then,
v( ) p (x) l
l =
x x
dx
\ dv = ( 2 -1)l-1 2 l
v
x
x
( 1)
2
2 = l
xv
dx
x dv ( 2 -1) = 2l
. . ( 2 -1) - 2 xv = 0
dx
i e x dv l
(1- 2 ) + 2 xv = 0
Page 83
Untitled
dx
x dv l
Differentiating again
(1- x2 )v''+v'(-2x) + 2lv + 2lxv'= 0
(1- x2 )v''-2v'(x - l) + 2lv = 0
Repeating differentiation l times
(1- 2 ) l+2 - 2 l+1 + ( +1) l = 0 x v v x l l v
(1 ) 2 ( 1) 0 2
2
- 2 l - + + l = l l
l
v
dx
v x dv
dx
x d
If v l = y, then we get Legendre differential equation.
P a g e | 139
ie. v l is Legendre Polynomial.
( ) (l)
l \ p x = c v
for any linear d.E,if y is a solution,
then xy is also a solution
To :ind c:
Now
2
0
( ) ( 1 ) ( 2 2 ) !
2 ! ( ) ! ( 2 ) !
r r
r
P x c r x v
r r r
=
- = =
- - a l
l
l l
l
l l
v
dx
c d l
l
Page 84
Untitled
=
2
2
0
( 1 ) ( 2 2 ) ! ( 1 )
2 ! ( ) ! ( 2 ) !
r r
r
r x dc x
r r r d x
=
- = - - a l l
l
l l
l
l l
At r = 0, we get xl coef:icients. Equating xl coef:icients on both the sides, we get
2 ! ( 2 )
2 ! !
c d x
d x
=
l
l
l l
l
l l
= c(2l)(2l -1).............(l +1)
!
(2 )(2 1).............( 1) ( 1).............1
l
l l - l + l l = c &
!
multiplying
d i v i d i n g b y
l
2 ! 2 !
2 ! ! !
= c l
l l
l l l
2 !
1
Page 85
Untitled
l l
\c =
Substituting the value of c we get
l
l
l
l l l
( 1)
2 !
( ) = 1 x2 dx
p x d .
This is the Rodrigues formula.
P a g e | 140
9.4. Corollary
Show that p ( x) ( 1) P (x) l
l
l - = Solution :
We know that l
l
l
l l l
( 1)
2 !
( ) = 1 x2 dx
p x d
l
l
l
l l l
(( ) 1)
2 ! ( )
( ) 1 - 2 - = x
d x
p x d
l l
l
l
l l
( 1) ( 1)
2 !
= 1 x2 - dx
Page 86
Untitled
d
( 1 )d ( x12 ) ( 1 )
d x
= - - l
l l l
l
( 1) P (x) l
= - l
9.5. Generating Function of Legendre Polynomial :
Statement : The coef:icient of hl in the expansion of (1- 2xh + h2 )-1/ 2 are
Legendre Polynomials.
i.e. a
=
- + - =
0
(1 2 2 ) 1/ 2 ( )
l
l
l xh h P x h (1)
Proof:
( -1 x 2+h 2) h- =(1 h 1/ x- (2 h- 21-h )/ i )2 s v e r yQ s m a l l
r
r
r
c ( h(2x h))
2
1
0
- =a
=
P a g e | 141
Also we know that
( )! !
!
n r r
nc n r = is used only for integer n.
But for 22 ( !)2
( 1) 2 !
2
1
r
c r r
r
Page 87
Untitled
r
=
Substituting
r r r
r
r
r
h x h
r
r ( 1) (2 )
2 ( !)
( 1) 2 !
0
2 2 - =a
=
r r
r
r h x h
r
r (2 )
2 ( !)
2 !
0
2 2 - =a
=
Using the relation
0
( )
r
r r r p p
p
p
x y c x - y
=
+ =a we get,
2 2
0 0
2 ! ( 2 ) ( )
2 ( ! )
r r
r r p p
r p
r p
r h c x h
Page 88
Untitled
r
= =
=a a 2 2
0 0
( 2 ) ! ! 2 ( 1 )
2 ( ! ) ( ) ! !
r r p
r p r p p
r
r p
r h r x
r r p p
+
- = =
= - a a
p
r p
r
r p
r r p
p r p p
x
r
r h ( 1)
2 ! ( )! !
(2 )!
0 0
=
=
+
+
=
a a
Comparing the above equation with equation (1) we have
r + p = l
l
l
= \ - = - +
r
Page 89
Untitled
r p r r
2
0 0 ;
0 / 2 ;
w h e n r r
w h e n p p r

l l
l l l l
P a g e | 142
a a
=
- =
- =
0
2
2
2 ! ( )! (2 )!
( 1) (2 )!
l
l
l l
l
l
r l r r l
r r r hr x r
when , 2 . .
2
p = r r = i e = r l
l
Let l - r = k r = l - k; 2r = 2l - 2k
When 0
2 2
,
2
= = - = l l l
l we get k
/ 2 2
0 0
( 1 ) ( 2 2 ) !
2 ( ) ! ! ( 2 ) !
k k
k
Page 90
Untitled
k h x
k k k
= =
- =
- - a a l l l
l
l
l
l l
Replace k with r
/ 2 2
0 0
( 1 ) ( 2 2 ) !
2 ( ) ! ! ( 2 ) !
k r
r
r h x
r r r
= =
- =
- - a a l l l
l
l
l
l l
a
=
=
0
( )
l
l
l p x h
Thus we can say that in the expansion of ( - 1x +h2 2h1-) / 2t,he coef:icients h, h2,
h3.will be P1(x), P2(x), P3(x) etc. Hence we can write
2 1 / 2
0
( x1 h2 h ) h (P x)
=
- + = a l
l
l
Page 91
Untitled
9.6. Corollary
Show that (1) = 1 l P
Solution :
From Generating function we have,
P a g e | 143
a
=
- + =
0
2
1
(1 2 2 ) ( )
l
l
xh h hlP x
Substituting x = 1 we get
2 1 / 2
0
( 1h 2 h ) h ( P1 )
=
- + = a l
l
l
2 1 / 2 2
1 2 i. . (e1 ) h1 ( 1h ) ( P1 ) . h. . . P. . . .h . . (P1 ) . . . . . - e e - u u = + + + +
l
l
. .(1 ) 1 (1) (1) .......... (1) ..... 2
2
1
- -1 = + + + +
l
i e h hP h P hlP
2 2
1 2 i. . (+e1 . . h.+. . .h. +l. . h. . +. .h) 1 =(P1 ) (lh+1 ) .P.+. . h. .+. .P. . +( 1 ). . .. .
l
Equating the coef:icients of hl on both the sides
(1) = 1 l P
9.7. Orthogonal Property of Legendre Polynomial
The Orthogonal property of Legendre Polynomial is given by
o
- +
=
1
Page 92
Untitled
1 2 1
( ) ( ) 2 m rm P x P x dx d
l l
where

=
=
m
m
rm l
l
1,
0,
d
Proof:
Legendre differential equation is
P a g e | 144
(1- x2 ) y''-2xy'+l(l +1) y = 0
i.e. [(1- x2 ) y']+ ( +1) y = 0
dx
d
l l
Here y is the Legendre Polynomial and the solution is P (x) l
d ( 1x2 ) 'P ( )x ( P1 ) x( ) 0
d x
\ e e - lu u + l+ = l l
Multiplying the above equation by Pm(x) and integrating over -1 to +1 we get,
( ) [(1 ) '( )] ( 1) ( ) ( ) 0
1
1
1
1
o - 2 +o + =
- x P x dx P x P x dx
dx
P x d m l l m l l
Here u = Pm(x) ( 1 2 )' ( ) l d =v e ed- x Pu u x
'( ) m \d =u P x v = (x -1 2P) ' (x ) l
[ ( )(1 ) ( )] (1 ) ( ) '( ) ( 1) ( ) ( ) 0
1
1
'
1
1
1 2
Page 93
Untitled
1
- 2 ' - o - + + o =
- - P x x P x x P x P x dx P x P x dx m l l m l m l l
The :irst term vanishes for both x = +1 and -1.
0 (1 ) ( ) '( ) ( 1) ( ) ( ) 0
1
1
'
1
1
- o - 2 + + o =
- x P x P x dx P x P x dx l m l m l l (1)
Interchanging l and m in the above equation, we get
1 1
2 '
1 1
( 1 ) ( ) ' ( ) ( 1 ) ( ) ( ) 0 m m x P x P x d x m m P x P x d x
- -o - o + + = l l (2)
Subtracting equation (1) from equation (2) we get
[ ( 1) ( 1)] 0
1
1
+ - + o =
m m P P dx l m l l
P a g e | 145
( ) 0
1
1
2 + - 2 - o =
m m P P dx l m l l
( )( ) ( ) 0
1
1
+ - + - o =
m m m P P dx l m l l l
( )( 1) 0
1
1
- + + o =
m m P P dx l m l l
Page 94
Untitled
Since l and m are positive integers (l + m +1) cannot be equal to zero,
\l -m =0lm = or
1
1
0 m P P d x
o = l
, ( ) ( ) 0
1
1
\ o =
if m then P x P x dx l m l
First Condition is satis:ied.
i.e. when m m = l l d 0
when l = m,we have to :ind the value of the integral.
( ) ( ) m P x= P x l
1
2
1
P (x d) x
o l
To :ind the value of the integral we consider the generating function
2 1 / 2
0
( 1x h2 h ) P ( x ) h
a
=
- + = a l
l
l
Squaring and integrating we get,
( )
1 1 2
2 1
1 1 0
( x1 h 2h d ) x P( x ) h d x
a
- - =
o - + o = a l
l
l
P a g e | 146
i.e.
Page 95
Untitled
1 1
0 1 2
2 0 1 2
1 1
( ) ( ) ( ) . . . . . .
( 1 2 )
d x P x h P x h P x h d x
x h h - = e e + + u u + - + o o
2 2 2
0
1
2 0 2 1 2 2 2
1 2 0 1
1
P ( x ) h( )P ( x ) h. P. . x . h. .P . P. h. . d . x
= e + + u + + e e + u u o e u
Since { }
1
0 1
1
P ()x()0Pfroxmdortxhogonal propertywe have,
o =
2 2 2
0 1 2
1 1 1
2 0 2 1 2 2
1 1 1
P (x h) d (x P) x (h d) x .P x. h . d x. .
- - = o + o + o +
a o
= =
a
0
1
1
2 2 ( )
l
l
h l P x dx (1)
Evaluating L.H.S. :irst
1
2
1
Page 96
Untitled
1l o g ( 1 )
2 e x h h
h
+
- +
[log (1 2 ) log (1 2 )]
2
1 h h2 h h2
h e e - + - + +
1 l o g ( 12 ) l o g2 ( 1 )
2 e e h h
h
- e u e - - u +
1[2 l o g ( 1 ) 2 l o g ( 1] )
2 e e h h
h
- - 1 [l o g ( 1 ) l o g ( 1] ) e e h h
h
+ - 1 2 3 2 3 . . . . . . . . . . . . .
2 3 2 3
h h h h h h
h
e o u o
e - + - - - u - - e e
e u
P a g e | 147
1 2 3 2 3 . . . . . . . . . . . . . .
2 3 2 3
h h hh h h
h
e o u o
e - + + + u + +
e e e u
u u
u
e e
e

o
e
Page 97
Untitled
+ + + .......
3 5
1 2 h3 h5 h
h

o
e
+ + + .......
3 5
2 1
h2 h4
a =
+
a
0
2
(2 1)
2
l
l
l
h
i.e. a a o
= = =
+
a a
0
1
1
2 2
0
2
( )
(2 1)
2
l
l
l
l
l
l
h h P x dx
Comparing the coef:icient of h2l we get,
2 1
Page 98
Untitled
( ) 2
1
1
2
+
o =
- l l P x dx
2 1
( ) ( ) 2
1
1 +
o =
- l l P x P x dx m (1)
Hence,
1
,
1
,
( ) ( ) 2
2 1
1 ,
0 ,
m m
m
P x P x d x
m
w h e r e
m
d
d
=
+
=
=
o l l
l
l
l
l
9.8. Recurrence Relations for Legendre Polynomials
( 1 ) ( 1 ) P ( x2 1 P) ( 1P ) - - = - - - l l l l l l
P a g e | 148
From Generating function of Legendre Polynomial we have,
2 1 / 2
0
( 1x h2 h ) P ( x ) h
Page 99
Untitled
a
=
- + = a l
l
l
Differentiating the above equation with respect to h we get
2 3 / 2 1
0
1( 1 2 ) ( 2 2 ) ( )
2
x h h x h P x h
a
- =
- - + - + = a l
l
l
l
i.e. 2 3 / 2 1
0
(x )h ( x 1h 2h )P ( x ) h
a
- =
- - + = a l
l
l
l
Multiplying both the sides with ( - 1x +h2 2h) we get
2 1 / 2 2 1
0
(x ) h ( x 1 h 2 h ) x( h1 h2 P) (x ) h
a
- =
- - + = - + a l
l
l
l
or 2 1
0 0
(x )h (P )x (h x1 h2 h ) P( x ) h

= =
- a = l - a + l
l l
Page 100
Untitled
l l
l (1)
Equating coef:icients of hl-1 from both the sides we get,
1 2 1 2 x P P 2P ( x1 ) P( 2 P ) - - - - - = - - + - l l l l l l l l
1 2 P ( x2 1 P) ( 1P ) - - = - - - l l l l l l
This is the :irst recurrence relation. This may also be written in alternate form by
substituting (l +1 )for l in this relation or equating the coef:icients of hl from both
sides of equation (1) as
1 1 ( 1 P) ( x2 1P ) P + - + = + - l l l l l l
9.9. Let us Sum Up
P a g e | 149
This Lesson we began with an introduction to Legendre Differential Equation.
Then we obtained the power series solution. We derived Rodrigues formula and studied
the generating function for Legendre polynomial. We then proved the orthogonal
property of Legendre polynomial. Finally we discussed the recurrence relations.
1. Show that P2 1( 0 ) 0 . + = l
2. Show that
1
1 2
1
( ) ( ) 2
4 1
x P x P x d x =
- o l l
l
l
9.11. Lesson end activities
1. Using Rodrigues formula prove that
a)
1
0
1
P (x d) x 2
o =
b)
1
1
P (x d) x 0 , 0
o = l l
c)
1
2
Page 101
Untitled
5
1
x P( x d) x 0
o =
2. Obtain the following recurrence relations
d) 1 P xd P d P
d x d x
= l- l l l
e) 1 1
P' ( x) ' ( P) ( x 2 1P ) x( ) + - = +
l l l l
f) 1
P' ( x ) ' x( )P ( x1 P) (x ) +
- = +
l l l l
g) 1
2 ' '
1 ( 1x )P ( x ) P ( x) P( x( )x (P )x ) - - - - = l l l l l
h) 2 '
1 ( 1x ) P( )x ( x1 )P ( x( )P ( x) ) + - = + l l l l
P a g e | 150
9.12. References
1. Applied Mathematics for Scientists and Engineers L.A. Pipes and L.R. Harvill.
2. Mathematical Physics Satya Prakash.
3. Mathematical Physics B.S.Rajput .
4. Mathematical Physics SL Kakani.
5. Mathematical Physics P.P. Gupta Yadav & Malik.
P a g e | 151
LESSON 10: BESSEL FUNCTIONS
CONTENTS
10.1. Bessels Differential Equation: Bessels Functions of First
and Second kind
10.1.1. General Solution
10.1.2. Limiting values of J (x) n and Y (x) n
10.2. Bessels Functions of third kind; Hankel Functions
10.3. Problems:
10.4. Recurrence formulae for J (x) n
10.5. Generating Function for J (x) n
10.5.1. Corollary I
10.5.2. Corollary II.
Page 102
Untitled
10.6. Orthonormality of Bessels Functions: Expansion of an Arbitrary Function in a Series
of Bessels Functions
10.7 Let Us Sum up
10.9 Lesson End Activities
10.10 References
P a g e | 152
In this lesson we will get an exposure on Bessel function. We will have a discussion
on power series solution. Then we will be discussing the general solution. We will be
presenting the recurrence relations for the Bessel functions. We then obtain the
generating function. Finally, we will be presenting the orthonormal relation for the Bessel
function.
10.1. Bessels Differential Equation: Bessels Functions of First
and Second kind
The differential equation
2
2 2 2
2 x d xy d x y ( n ) y 0
d x d x
+ + - = (1a)
is called Bessels differential equation. This equation can also be put in the form
2 2
2 2
d y 1 d y1 n y0
d x x d x x
o
+ + - =
e
(1b)
The solution of this equation are called Bessels functions of order n.
The series solution of equation (1) in ascending powers of x may be written as
a
=
= + + + + = +
0
2
0 1 2 ( ...... ....)
r
k r
r
r
r
y xk a a x a x a x a x (2)
a
=
\ = + + Page 103
Untitled
0
( ) 1
r
k r
r a k r x
dx
dy (3)
2
2
2
0
( ) ( 1 )k r
r
r
a n d d a y k r k r x
d x
+ =
=a + + - (4)
P a g e | 153
Substituting these values in equation (1b), we get
2
2 1 2
2
0 0 0
( ) (k 1r 1 k ) r ( k )r k 1 r 0
r r r
r r r
a k r k r x a k r x x n a x
x x

+ - + - + - +
= = =
o
+ + - + + + + - =
e
a a a
On simpli:ication, we get
[( )( 1) ( ) ] 0
0 0
a 2 2 a
=
+
=
+ + - + + - + - + =
Page 104
Untitled
r
k r
r
r
k r
r a k r k r k r n x a x
or [( )( 1 1) ] 0
0 0
a 2 2 a
=
+
=
+ + - + - + - + =
r
k r
r
r
k r
r a k r k r n x a x
or {( ) } 0
0 0
a 2 2 2 a
=
+
=
+ - + - + =
r
k r
r
r
k r
r a k r n x a x (5)
This equation is an identity, therefore the coef:icients of various powers of x must
be equal to zero. Equating to zero, the coef:icients of lowest power of x i.e. xk-2 (r=0) in
equation (5) we get
( 2 2 ) 0
0 a k - n =
But 0 a 0 ; since the :irst term of the series is non-vanishing therefore
k 2 - n2 = 0 or k = n (6)
Now equating to zero the coef:icient of xk-1 (r=1) in (5), we get
[( 1)2 2 ] 0
1 a k + - n =
But (k +1)2 - n2 0 sin ce k = n; hence we have 0 1 a =
Again, equating to zero coef:icient of general term i.e. xk-r in equation (5); we get
[( 2)2 2 ] 0
2 + + - + = r+ r a k r n a
Page 105
Untitled
P a g e | 154
[( 2 )( 2 )] 0 2 + + + + + - + = r+ r a k r n k r n a
2 ( 2 ) ( 2 )
r
r
a a
k r n k r n + \ =
+ + + + - +
(7)
Since 0, 1 a = therefore, equation (7) gives ..... 0 3 5 7 a = a = a = = .
Now for k = n; there are two cases:
Case (i) when k = n ; we have
(2 2)( 2) 2 + + +
= - + n r r
a ar
r (8)
Substituting r = 0,2,4...etc, we get
2 0
0 0
2 2 .1!( 1)
1
(2 2).2 2.2.( 1)
a
n n
a
n
a a
+
= +
= +
= 2 2
4 2 0 2 2
1 . 1
( 2 4 ) ( 4 ) 2 ! ( 2 ) 2 2 ! ( 2 ) 2 ( 1 )
a a a a
n n n n
= - = - = +
+ + + +
2 2!( 1)( 2)
( 1) 4
2 0
+ +
= n n
Page 106
Untitled
a
Similarly ,
263!( 1)( 2)( 3)
0
6 + + +
= n n n
a a
Substituting k = n and the values of , , ....... . 1 2 3 a a a etc in equation (2); we get
u u u u
u
u
e e e e
e
e
+ + +
+ + + +
+ +
+ =
....
2 !( 1)( 2)....( )
...... ( 1)
2 2!( 1)( 2)
( 1)
2 1!( 1)
1 ( 1)
2
2
4
4
2
2
2
0
r n n n r
x
n n
x
n
x
y a x
r
r
r
Page 107
Untitled
n (9)
P a g e | 155
If we substitute
2 ( 1)
1
0 G +
=
n
a n , then the solution of Bessels equation represented by
equation (9) is called Bessels function of :irst kind and is symbolized by
2 4
2
2 4
2
2
1 ( 1 ) ( 1 ) . . . . . .
2 1 ! ( 1 ) 2 2 ! ( 1 ) ( 2 )
( )
2 ( 1 )
( 1 ) . . . .
2 ! ( 1 ) ( 2 ) . . . . ( )
n
n n r
r
r
x x
x n n n J x
n x
r n n n r
e u
e + - + - u + e + + u + =
G + e u
e + u - +
e u + + +
a
= + + +
G +
=
0
2
2
2 !( 1)( 2)....( )
( 1)
2 ( 1) r
r
r
Page 108
Untitled
r
n
n
r n n n r
x
n
x
n r
r
r x
r n r
2
0 ! ( 1) 2
( 1) 1
+
=
o
e
G + +
=a - (10)
Case (ii): When k= - n; then the series solution is obtained by substituting n for n in
equation (10) i.e.
n r
r
r
n
x
r n r
J x
2
0 ! ( 1) 2
( ) ( 1) 1
- +
=
-
o
e
G - + +
=a - (11)
10.1.1. General Solution
When n is not an integer, J (x) -n is distinct from J (x) n ; hence the most
general solution of Bessels equation is
y A J (x) B J (x) n -n = + (12)
where A and B are two arbitrary constants.
However, when n is integer and since n appears in the differential equation only
Page 109
Untitled
as n2 , there is no loss of generality in taking n to be positive integer. Then J (x) -n is not
distinct from J (x) n , In this case the dominator of the :irst n terms of series of J (x) -n for
P a g e | 156
the values of r = 0,1,2,.(n-1) will have gamma function of negative numbers. As the
gamma function of negative numbers is always in:inite; so
1 0 0 , 1 , 2 , . . . . ( 1 )
( 1 )
f o r r n
n r
= = G - + +
thereby indicating that the :irst n terms of the series for J (x) -n vanish. Therefore, we shall
have the terms left for r = n and onwards, i.e
r n
r n
r
n
x
r r n
J x
=
-
o
e
G + =a
2
! ( 1 ) 2
( ) ( 1)
Substituting s = r n i.e. r = n + s; we get
n s
s
n s
n
x
n s s
J x
2
0 ( )! ( 1) 2
( ) ( 1)
+
=
+
-
Page 110
Untitled
o
e
+ G +
=a
As (n + s)!= G(n + s +1)and G(s +1) = s!; we have
2
0
( ) ( 1 ) ( 1 )
! ( 1 ) 2
s n s
n
n
s
J x x
s n s
+
=
- o = - G + + e a
i.e. J (x) ( 1) J (x) n
n
n = - - (13)
Thus, in this case we no longer have two linearly independent solutions of Bessels
equation and an independent second solution must be found.
We have seen that when n in an integer, then J (x) n and J (x) -n are not
independent since they are related as J (x) ( 1) J (x) n
n
n = - - . Therefore , it is necessary to :ind
a second solution of Bessels equation. Let us :irst consider the simplest case of n = 0, for
which the two solution J (x) n and J (x) -n are identical.
The Bessels equation of order zero (n=0) is
1 0
2
2
+ + y =
dx
dy
dx x
d y (14)
P a g e | 157
The solution of this equation is ( ) 0 J x . As this is a second order equation, it must
have two solutions. By power-series solution method; the second solution of this
equation must be of the form
a
=
Page 111
Untitled
= +
1
0 ( ) ( ) log
m
m
m y x J x x l x (15)
So that a
=
= + + 1
1
0 0 ' ( ) log 1 ( )
m
m
m J x m x
x
J x x
dx
dy l
and a
=
= + - + - 1
2
2 0 0 2 0
2
'' ( ) log 2 ' ( ) 1 ( ) ( 1)
m
m
m J x m m x
x
J x
x
J x x
dx
d y l
Substituting these values in equation (14), we get
2 0
0 0 0 2
1
1
2 0 0
1 1
' ' ( ) 2l o 1g ' ( ) ( ) ( 1 ) l ' o g
1 ( 1 ) ( ) l o g 0
m
m
m
Page 112
Untitled
m m
m m
m m
J x x J x J x m m Jx x
x x x
J x m x J x x x
x x
l
l l
=

= =
+ - + - +
+ + + + =
a
a a
or
( 1) 1 0
( ) 2 ' ( )
( ) 1 ( )
log
1 1
1
1
2
0 0
0
2
0
2
+ - + + =
+ u u
u
e e
e
+ +
a a a
=
=
m
Page 113
Untitled
m
m
m
m
m
m
m
m m x x
x
m m x
J x
x
J x
dx
dJ x
dx x
x d J x
l l l
The :irst term in bracket is zero, since ( ) 0 J x is the solution of equation (14),
therefore, we have
2 ' ( ) ( 1) 1 0
1 1
1
1
2
0 +a - + a +a =
=
=
m
m
m
m
m
m
m
m
m m x x
x
J x m m x
x
l l l
or 2 ' ( ) ( 1) 0
1
Page 114
Untitled
1
1
1
1
1
0 +a - +a +a =
=
+
=
m
m
m
m
m
m
m
m
m J x m m l x ml x l x
or { ( 1) } 0
2 ( !)
2 ( 1)
1
1
1
1
0
2 2
2
+ - + + =
- a a a
=
+
= m
m
m
m
m
m
m
Page 115
Untitled
m
m m
m m m x x
m
x
dx
d l l
P a g e | 158
or 0
2 ( !)
2 ( 1) 2
1
1
1
2 1
0
2 2
2 1
+ + =
- a a a
=
+
=
m
m
m
m
m
m
m
m
m m
m x x
m
mx l l
or 0
2 !( 1)!
( 1)
1
1
1
2 1
Page 116
Untitled
1
2 2
2 1
+ + =
- a a a
=
+
=
m
m
m
m
m
m
m
m
m m
m x x
m m
x l l (16)
Equation (16) is an identity, therefore the coef:icients of various powers of x must
separately vanish.
Equating coef:icients of x0 to zero i.e. 0 1 l =
Equating the coef:icients of x2p to zero, we get
( 2 1) 0 2 1 2 1
+ 2 + = p + p - p l l
2 1 2 2 1
1
p ( p2p 1 )
l l + - \ = +
(17)
Since 0; 1 l = therefore if we substitute p = 1,2,3,etc. we get
........ 0 1 3 5 l = l = l = = (18)
Again equating to zero the coef:icients of x2p+1, we get
(2 2) 0
2 ( 1)! !
( 1)
2 2 2
2
2
Page 117
Untitled
1
+ + + =
+
+
+
p p p
p
p
p p
l l (19)
Substituting 2 0
1.(1!)
0, 1 2
p = - + 2 l = [since 0 l does not appear in (16)]
.1
2 (1!)
1
4
1
2 2 2 \ l = =
Substituting 4 0
2 2!.1!
1, 1 4 2
2
2 p = + l + l =
P a g e | 159
4 2 2 2
1 6 1 1 1
2 2 ! . 1 ! 2 2 ! . 1 ! 4
\ = l - -l = - 4 4 2
1 11
2 ( 2 ! ) 2
\ =l - + o
e
.
.
.
.
In general
o
e
= + + + +
=
Page 118
Untitled
o
e
+ + + +
=
- m
where h
m
h
m m
A m m
m
m
m
m
m
...... 1
3
1
2
1 1
2 ( !)
1 ( 1) ......
3
1
2
1 1
2 ( !)
( 1)
2 2
1
2 2
1
2
Hence in view of equation (18), the Bessels function of second kind of zero order
we given as
1
2
0 0 2 2
1
( ) ( ) l o g ( 1 )
2 ( ! )
m
m m
m
m
Y x J x x h x
Page 119
Untitled
m
=
= + a (20)
where
m
hm
...... 1
3
1
2
=1+ 1 + + + (21)
Therefore the complete solution of Bessels equation of zero order is
( ) ( ) 0 0 y = A J x + B Y x (22)
In the case of Bessels equation of nth order the complete solution of Bessels equation
is
y A J (x) B Y (x) n n = + (23)
P a g e | 160
where
a
a a a
=
- +
=
+
=
=
+
-
o
e
-
o
e
+
+
o
e
Page 120
Untitled
-
-
o
e
= +
1
0
2
1
1
1
1
0
2
!
( 1)!
2
1
! ( )!
2
( 1)
1
2
( ) 2 log
n
m
n m
m
k
n m
m k
n m
m
n
m
x n m
k k
m n m
x
y x x
p
p
g
p (24)
where g is Eulers constant de:ined by
... 1 log 0.57772157
3
1
Page 121
Untitled
2
1 1 =
o
e
= + + + +
n
n
Lim
n
g
and for m = 0 instead of
o
e
a +a
=
+
=
m
k
n m
k
k k
1
1
1
1 we write a =
m
k
k
1
1
Tthe form of n Y given by (24) is not the usual standard form. The usual standard
form of Bessel function of second kind ( ) n Y x , also denoted by N (x) n , is obtained by
taking the particular linear combination of J (x) n and J (x) -n as
y (x) n =
p
p
n
N x n J n x J n x
n sin
cos . ( ) ( )
( ) - = ..(25)
Page 122
Untitled
This is also known as Neumanns function. For non integral n, Y (x) n clearly
satis:ies Bessels equation because it is a linear combination of known solution
J (x) n and J (x) -n . However for integral n, we have J (x) ( 1) J (x) n
n
n = - - ; so that equation
(25) becomes indeterminate. Evaluating Y (x) n by L Hospitals rule of indeterminate
forms , we obtain
[ ]
[ p ]
p
n
dn
d
n J x J n
dn
d
Y x
n n
n
sin
cos . ( ) ( )
( )
- = (26)
p p
p p p
n
dn
dJ
dn
n J x n dJ n n
n
cos
- sin ( ) + cos . - = (26)
P a g e | 161
u u
u
e e
= e - - dn
dJ x
dn
dJ x n n n ( )
( 1)
1 ( )
p
Page 123
Untitled
(27)
A series expansion using d (xn) lnx o xg
d n
= o
e
gives result (24). The logarithmic
dependence of Y (x) n veri:ies the independence of J (x) n and Y (x) n . It is seen from (24)
that Y (x) n diverges at least logarithmically. Any boundary condition that requires the
solution to be :inite at the origin, automatically excludes Y (x) n . Conversely, in the
absence of such a requirement Y (x) n must be considered. Thus we conclude that the
most general solution of Bessels equation for any value of m may be written as
y A J (x) B Y (x) n n = +
10.1.2. Limiting values of J (x) n and Y (x) n
A precise analysis shows
/ 2
4 2
cos
( )
x
x n
Lim J x x n p
p p
o
e
-
(1)
/ 2
4 2
sin
( )
x
x n
LimY x x n p
p p
o
e
-
(2)
That is, for large values of argument x , the Bessel functions behave like
trigonometric functions of decreasing amplitude.
Also ( )
2 !
n
Page 124
Untitled
x n n
L i m J x x
n
.(3)
LimY (x) x n
in:inite (always) (4)
P a g e | 162
Since for small values of x, Y (x) n is of the order 1 if n 0
xn and of the order log x if n =
0.
10.2. Bessels Functions of third kind; Hankel Functions
In some physical problems there arise complex combinations of Bessels functions
of the :irst and second kinds so frequently that it has been found convenient to de:ine
the new functions known as Bessels functions of third kind or Hankel functions. The
Hankel functions H (1) (x) and H (2) (x) n n are de:ined as
H (1) (x) J (x) iY (x) n n n = + (1)
H (2) (x) J (x) iY (x) n n n = - (2)
Series expansion of Hankel functions may be obtained by combining de:initions
of J (x) n and Y (x) n . Since Hankel functions are linear combinations (with constant
coef:icients) of J (x) n and Y (x) n ; they satisfy the same recurrence relations.
10.3. Problems:
Show that
(i) 1 / 2
J ( ) x s 2 i x n
p x
= o
e
(ii) x
x
J (x) 2 cos 2 / 1 o
e
= - p
(iii) [ ] [ ]
x
J x J x
p
( ) ( ) 2 2
1/ 2
2
1/ 2 + = (iv) 3 / 2
J ( ) x 2 cs i onxx s
p x x
= o - o
e e
Page 125
Untitled
P a g e | 163
(v) 3 / 2
J ( )x s2 i cx n o s x
p x x = - o - o
e e
Solution.
We know that
n r
r
r
n
x
r n r
J x
2
0 ! ( 1) 2
( ) ( 1)
+
=
o
e
G + +
=a
u u
u
e e
e
+ +
+
+
G +
=
2.2( 1) 2.4.2 ( 1)( 2)
1
2 ( 1) 2
2 4
x n
x
n
x
n
x
Page 126
Untitled
n
n
(1)
(i) Substituting
2
n = 1 in the above equation (1), we get
u u
u
e e
e
- +
o
e
G
= u u
u
e e
e
- +
o
e
G
= ....
2.3 2.3.4.5
1 .
2
3
2
2 1
....
2.3 2.3.4.5
1
2
2 3
( )
3 5
1/ 2
2 4 1/ 2
1/ 2
1/ 2
1/ 2
x x x
x
J x x x x x
x
x
Page 127
Untitled
x x x
x
.... 2 sin
3! 5!
2 3 5
o
e
= u u
u
e e
e
+ + -
o
e
=
p p
(2)
(ii) Substituting
2
n = - 1 in equation (1), we get
1 / 2 2 4 1 / 2 2 4
1 / 2 1 / 2
1 / 2
( ) 1 . . . . 1 . . . .
2 1 2 2 . 3 . 2 4 . 2 ! 4 !
2
J x x x x x x x
p
- - e u e u
= - e + =u - e + u - G o e u e u
e
x
x
2 cos
o
e
=
p
(3)
(iii) Squaring and adding equations (2) and (3); we get
[ ] [ ]
x
J x J x
Page 128
Untitled
p
( ) ( ) 2 2
1/ 2
2
1/ 2 + = - (4)
P a g e | 164
(iv) Substituting
2
n = 3 in equation (1), we get
u u
u
e e
e
- + + +
o
e
G
= ....
2.5 2.4.5.7 (2.4.6.7.9)
1
2
2 5
( )
2 4 6
3 / 2
3 / 2
3 / 2
J x x x x x
u u
u
e e
e
= - + - ....
2.5 2..4.5.7 2.4.6.5.7.9
. 1 .
2
. 1
2
2 3
4 6 8
2
2
3/ 2
3/ 2 x x x x
x
x
Page 129
Untitled
p
u u
u
e e
e
= - + - + - ....
3 2.5 2..4.5.7 2.4.6.7.9
.1
2
1 4 6 8
2
1/ 2 1/ 2
x x x x
p x
u u
u
e e
e
+ - + -
o
e
= ....
3 2.3.5 2.3.4.5.7 2.3.4.6.7.9
2 x2 x4 x6 x8
px
u u
u
e e
e
+ - + -
o
e
= ....
9!
8
7!
6
5!
4
3!
2 2x2 x4 x6 x8
px
u u
u
e e
e +
Page 130
Untitled
+
o
e
= ....
9!
(9 1)
7!
(7 1)
5!
(5 1)
3!
2 (3 1) x2 x4 x6 x8
px
u u
u
e e
e
+
o
e
- -
o
e
+ - o
e
- -
o
e
-
o
e
= ....
9!
1
8!
1
7!
1
6!
1
5!
1
4!
Page 131
Untitled
1
3!
1
2!
2 1 x2 x4 x6 x8
px
u u
u
e e
e

o
e
+ - + - +
o
e
+ + -
o
e
= ......
3! 5! 7!
......
2! 4! 6!
2 x2 x4 x6 x2 x4 x6
px
[Adding and subtracting 1]
u u
u
e e
e

o
e
+ - + - +
o
e
+ - + - -
o
e
= ......
3! 5! 7!
...... 1
2! 4! 6!
Page 132
Untitled
( ) 2 1
2 4 6 3 5 7
3 / 2
x x x x
x
x x x
x
J x
p
P a g e | 165
2 c o1 s s i n
2 s i n c o s
x x
x x
x x
x x
p
p
= - o + e u e u e e u
= o - e u e u e e u
(5)
(v) We have from equation (1)
2 4
2 ( ) 1 . . . . .
2 ( 1 ) 2 . 2 ( 1 ) 2 . 4 . 2 ( 1 ) ( 2 )
n
n n
J x x x x
n n n n
e u
= - e + u G e + + + u +
Since substituting of
2
n = - 3 directly in (1) makes the gamma function in the
denominator negative; which makes the entire denominator in:inite and hence we
cannot solve the equation further. So Multiply the numerator and denominator by
(n+1), we get
2 4
2
( ) ( 1 1) . . . . .
2 ( 2 ) 2 . 2 ( 1 ) 2 . 4 . 2 ( 1 ) ( 2 )
n
n n
J x x n x x
n n n n
+ e u
= - e + u G e + + + u +
Page 133
Untitled
Substituting
2
n = - 3 , we get
3 / 2
2 4
3 / 2
3 / 2
2 4
1
( ) 1 2 . . . . .
2 1 2 2 . 4 . 1 . 1
2
2 . 1 1 . . . . .
2 2 . 4
x
J x x x
x x
p x x
- o e u = e + - + o e u G e u
e
o e u = + - e + u
e e u
u u
u
e e
e
y u

o
e
- - +
o
e
+ -
o
e
= ......
24
1
6
1
2
2 1 1 x2 1 1 x4
px x
Page 134
Untitled
u u
u
e e
e

o
e
+ - -
o
e
- + - -
o
e
= ....
6
...... 1
2 24
2 1 1 4
2
2 2 x x
x
x x
px x
P a g e | 166
u u
u
e e
e

o
e
+ - -
o
e
- + - -
o
e
= ....
3!
......
2! 4!
Page 135
Untitled
2 1 1 2 2 x3 x x x
px x
u u
u
e e
e - -
o
e
= x x
x x
2 1 cos sin
p
(6)
10.4. Recurrence formulae for J (x) n
I. ( ) ( ) ( ) 1
xJ ' x nJ x nJ x n n n+ = - (1)
Proof.
We know that Bessels function of :irst kind is
n r
r
r
n
x
r n r
J x
2
0 ! ( 1) 2
( ) ( 1) 1
+
=
o
e
G + +
=a Differentiating above equation with respect to x, we get
2
. 1
2
( 2 )
! ( 1)
'( ) ( 1)
2 1
0
+ =
Page 136
Untitled
o
e
+
G + +
=a
n r
r
r
n
n r x
r n r
J x
Multiplying both sides by x:
.
2 2
.
! ( 1)
( ) ( 1) . 2
2 1
0
'
+ =
o
e
G + +
+
=a n r
r
r
n
x x
r n r
xJ x n r
2 1
0
2
0 2
.
2
.
! ( 1)
( 1) . ( 1) 2
! ( 1) 2
Page 137
Untitled
( 1) + =
+
=
o
e
G + +
- +
o
e
G + +
=a a
n r
r
r
r
n r
r
r x x
r n r
x r
r n r
n
2 1
0 ( 1)! ( 1) 2
( ) . ( 1)
+ =
o
e
- G + +
= + a
n r
r
r
n
x
r n r
nJ x x
2 1
Page 138
Untitled
1 ( 1)! ( 1) 2
( ) . ( 1)
+ =
o
e
- G + +
= + a
n r
r
r
n
x
r n r
nJ x x Since (-1) ! =
P a g e | 167
Now substituting r -1 = s;we get
2 1
0
1
'
! ( 2) 2
( ) . ( 1)
+ +
=
+
o
e
G + +
= + a
n s
s
s
n n
x
s n s
xJ nJ x x
{ }
n s
s
s
Page 139
Untitled
n
x
s n s
nJ x x
( 1) 2
0 ! ( 1) 1 2
( ) . ( 1)
+ +
=
o
e
G + + +
= - a
Hence ( ) ( ) ( ) 1
xJ ' x nJ x nJ x n n n+ = II. ( ) ( ) ( ) 1
xJ ' x nJ x nJ x n n n- = - + .(2)
Proof.
We have
n r
r
r
n
x
r n r
J x
2
0 ! ( 1) 2
( ) ( 1) 1
+
=
o
e
G + +
=a Differentiating above equation with respect to x, we get
2
. 1
2
( 2 )
! ( 1)
'( ) ( 1)
2 1
Page 140
Untitled
0
+ =
o
e
+
G + +
=a
n r
r
r
n
n r x
r n r
J x
Multiplying both sides by x; we get
n r
r
r
n
x
r n r
xJ n r
2
0 ! ( 1) 2
' ( 1) ( 2 )
+
=
o
e
G + +
- +
=a
n r
r
r x
r n r
n r n 2
0 ! ( 1) 2
( 1) (2 2 ) +
=
o
e
Page 141
Untitled
G + +
- + =a
n r
r
n r r
r
r x
r n r
x n
r n r
n r 2
0
2
0 ! ( 1) 2
( 1)
! ( 1) 2
( 1) 2( ) +
=
+
=
o
e
G + +
-
o
e
G + +
- +
=a a
P a g e | 168
( )
! ( ) 2
( 1) 2 1
0
x x nJ x
r n r n
n r
r
r
-
o
e
Page 142
Untitled
G +
=
+ = a
( )
! ( 1 1) 2
( 1) ( 1) 2
0
x nJ x
r n r
x n
n r
r
r
-
o
e
G - + =
- +
= a
( ) ( ) 1 xJ x nJ x n n = - Hence ( ) ( ) ( ) 1
xJ ' x nJ x xJ x n n n- = - +
III. 2 ( ) ( ) ( ) 1 1
J ' x J x J x n n- n+ = - (3)
Proof.
Recurrence relations I and II are
( ) ( ) ( ) 1
xJ ' x nJ x nJ x n n n+ = ( ) ( ) ( ) 1
xJ ' x nJ x nJ x n n n- = - +
Adding the above two equations, we get
2 ( ) [ ( ) ( )] 1 1
xJ ' x x J x J x n n- n+ = Hence 2 ( ) ( ) ( ) 1 1
J ' x J x J x n n- n+ = Aliter : we have
n r
r
r
n
x
r n r
Page 143
Untitled
J x
2
0 ! ( 1) 2
( ) ( 1) 1
+
=
o
e
G + +
=a 2
. 1
2
( 2 )
! ( 1)
2 '( ) 2 ( 1) 1
2 1
0
+ =
o
e
+
G + +
= a n r
r
r
n
n r x
r n r
J x
P a g e | 169
{ } 2 1
0 ! ( 1) 2
( 1) ( ) + =
o
e
G + +
- + +
=a
Page 144
Untitled
n r
r
r x
r n r
n r r
2 1
0
2 1
0 ! ( 1) 2
( 1) .
! ( 1) 2
( 1) ( ) + =
+ =
o
e
G + +
+
o
e
G + +
- +
=a a
n r
r
n r r
r
r x
r n r
x r
r n r
n r
2 1
1
2 1
0 ( 1)! ( 1) 2
( 1) .1
! ( ) 2
( 1) + =
+ =
Page 145
Untitled
o
e
- G + +
+
o
e
G +
=a a
n r
r
n r r
r
r x
r n r
x
r n r
{ }
2 1
1
1 2
0 ( 1)! ( 1) 2
( 1) .1
! ( 1) 1 2
( 1) + =
- +
=
o
e
- G + +
+
o
e
- + +
=a a
n r
r
n r r
r
Page 146
Untitled
r x
r n r
x
r n r
2 1
0
1
1 ! ( 2) 2
( ) ( 1) .1
+ +
=
+
-
o
e
G + +
= +a
n s
r
s
n
x
s n s
J x (putting r = s + 1 in second term)
{ }
n s
r
s
n
x
s n s
J x
1 2
0
1 ! ( 1) 1 2
( ) ( 1)
+ +
=
-
o
e
G + + +
= -a
'
Page 147
Untitled
1 1 2 ( ) ( ) ( ) n n n J x J x J x - + \ = IV. 2 ( ) [ ( ) ( )] 1 1 nJ x x J x J x n n- n+ = Proof.
Recurrence relations I and II are
( ) ( ) ( ) 1
xJ ' x nJ x xJ x n n n+ = - (1)
( ) ( ) ( ) 1
xJ ' x nJ x xJ x n n n- = - + (2)
Substituting equation (2) from equation (1); we get
0 2 ( ) ( ) ( ) 1 1 nJ x xJ x xJ x n n+ n- = - - (3)
2 [ ( ) ( )] 1 1 nJ x J x J x n n+ n- \ = + (4)
P a g e | 170
1 1 . 2 ( ) ( ) ( ) n n n i e n J x x J x x J x - + = +
V [ ( )] ( ) 1 x J x x J x
dx
d
n
n
n
n
+
- = - - (5)
Proof:
[x J (x)] nx 1J (x) x J ' (x) x 1[ nJ (x) xJ ' (x)]
dx
d
n n
n
n
n
n
n
n
-n = - - - + - = - - - +
Using recurrence relation I i.e.
( ) ( ) ( ) 1
xJ ' x nJ x xJ x n n n+ = - We have
[ ( )] [ ( ) ( ) ( )] [ ( )] 1
1
1
x J x x 1 nJ x nJ x xJ x x xJ x
dx
d
n
n
n n n
Page 148
Untitled
n
n
n
+
- +
- = - - - + - = i.e. [ ( )] ( ) 1 x J x x J x
dx
d
n
n
n
n
+
- = - VI 1 n ( n ) ( )
n n
d x J x x J x
d x - e e u u = (6)
Proof.
We have
1 '
1 '
n ( )n ( n ) ( )
n n n
n
n n
d x J x x J x x J x
d x
x n J x J
e e u u = +
= e e + u u
[ ( ) { ( ) ( )}] 1
x 1 nJ x nJ x xJ x n n n
n
= - + - + Using recurrence relation II
[ ( )] 1
x 1 xJ x n
n
= P a g e | 171
[ ( )] ( ) 1 x J x x J x
Page 149
Untitled
dx
d
n
n
n
n
- =
10.5. Generating Function for J (x) n
Theorem: When n is a positive integer, Jn(x) is the coef:icient of z n in the expansion of
1
2
x z
z
e
e - u e e u u
in ascending and descending powers of z and also J (x) or ( 1) J ' (x) n
n
n - - is the
coef:icient of z -n in the above expression
i.e.
1
2 ( )
x z
z
n
n e z J x
e - u e e u u +
-
=a (1)
Proof:
We know that
n
xz xz
n
e xz xz o
e
+
+ +
o
e
- = + +
1 2
....... 1
2! 2
1
2
1
Page 150
Untitled
2
/ 2 (2)
2
/ 2 1 . . .1 . . . . (1 1 ) . . . . . . . .
2 2 ! 2 ! 2
n
e x x z x n x
z z n z
- = - + +o + - o +
e e
(3)
Hence
1
2 / .2 / 2
x z
z
e e x ez x z
e - u e e u u
= P a g e | 172
2 1 2
2 1 1 2
1 . 1 . . 1 . . 1 . . 1. . . . .
2 2 ! 2 ! 2 ( 1 ) ! 2 ( 2 ) ! 2
1 . 1 . ( . 1 . ) . ( . 1 . ) . ( . 1 . ) . . .
2 2 ! 2 ! 2 ( 1 ) ! 2 ( 2 ) ! 2
n n n
n n n n n n
x z x z x z x z x z
n n n
x x x x x
z z n z n z n z
+ +
+ + +
e o o u o o = e + + + + u + + + e e e e +u u e + e
e o - o - o - o - + + + + + + e e e + + e
u
e u
e e u u
..(4)
Coef:icient of zn in the above product is
.....
( 2)! 2! 2
( 1)
( 1)! 2
1
! 2
Page 151
Untitled
1 2 2 4
+
o
e
+
+
o
e
+
-
o
e
n n+ n+ x
n
x
n
x
n
....
!( )! 2
..... ( 1)
2!( 2)! 2
( 1)
1!( 1)! 2
( 1)
! 2
( 1) 0 2 2 4 2
+
o
e
+
+ +
o
e
+
+
o
e
+
Page 152
Untitled
+
o
e
-
=
n n+ n+ r n+ r x
r n r
x
n
x
n
x
n
( )
! ( 1) 2
( 1)
!( )! 2
( 1) 1
2
0
2
0
x J x
r n r
x
r n r n
r n r
r
n r
r
r =
o
e
G + +
=
o
e
+
= +
=
+
=
a a (5)
Similarly, coef:icient of z-n in the product (4) is
Page 153
Untitled
.....
2!( 2)! 2
( 1)
( 1)! 2
( 1)
! 2
( 1) 1 2 2 4
+
o
e
+
+
o
e
+
-
o
e
- n n n+ n+ n+ x n+
n
x
n
x
n
u u u
u
e e e
e
+
o
e
+
+
o
e
+
+
o
e
= -
+ +
Page 154
Untitled
.....
2!( 2)! 2
( 1)
( 1)! 2
( 1)
! 2
( 1) 1
n n 2 2 n 4
n x
n
x
n
x
n
n r
r
n r x
r n r
2
0 !( )! 2
( 1) ( 1) 1
+
=
o
e
+
= - a ( 1) ( ) ( )
! ( 1) 2
( 1) ( 1)
2
0
x J x J x
r n r n n
n
r n r
r
n
+
=
= - =
o
e
G + +
Page 155
Untitled
= - a .(6)
[sin ce J (x) ( 1) J (x)] n
n
n = - Combining (5) and (6) , we may write
Hence
1
2 ( )
x z
z
n
n
n
e z J x
e - u e e u u +
= -
= a .(7)
P a g e | 173
10.5.1. Corollary I
We have
Hence
1
2 ( )
x z
z
n
n e z J x
e - u e e u u +
-
=a
( ) ( ) ( ) ( ) ( ) ....... ( ) ( ) ....... 2
2
2
2
1
1
0 1 = + + + + + + + + J x zJ x z - J x z J x z J x z J x z J x n
n
n
n Usi
ng the property J (x) ( 1) J (x) n
Page 156
Untitled
n
n = - - ; we get
Hence
1
2 2
0 1 2 2
( ) ( 1) ( ) . .1 . . . ( 11 ) . ( ) . . .
x z
z
n n n
n e J x z J x z J x z J x
z z z
e - u e e u u = + - o + + +o + e + u - + e u e e e u
(8)
In the above expression '
s J appear as coef:icients of different terms and are known as
Bessels coef:icients.
10.5.2. Corollary II.
The coef:icient of z0 in the expansion (4) is
.......
2 2 .4
1 2 2
4
2
x2 x - + (9)
Therefore from equation (7) , we get
.......
2 2 .4
( ) 1 2 2
4
2
2
0 J x = - x + x - (10)
P a g e | 174
10.6. Orthonormality of Bessels Functions: Expansion of an Arbitrary Function in a Series
of Bessels Functions.
If a andb are the roots of the equation J ( ) o; n m = then:
The condition of orthogonality of Bessels function over the interval (0,1) with
weight function x is
o J ax J bx xdx = for a b n n ( ) ( ) 0
1
0
(1)
with the condition of normalization is
o [ ] = +
1
0
Page 157
Untitled
1
2 2 ( )
2
x J ( x) dx 1 J x n n a (2)
Both the above equations represent the condition of orthonormality and may be
written in the form of a single equation as
ab a b (a) d
2
( ) ( ) 1 1
2
1
0
o n n = n+ J x J x xdx J (3)
where ab d is Kronecker delta symbol de:ined as
1
0
f o r a n d
f o r
a b d a b
a b
= =
=
Proof.
We know that J (x) n is the solution of Bessels equation
1 1 0
2
2
2
2
=
o
e
+ + - y
x
n
dx
dy
dx x
d y (4)
Let us consider two Bessels functions of :irst kind of order n
u J ( x) and v J ( x) n n = a = b (5)
P a g e | 175
Substituting ax for x and u for y in equation (4), we get
0
( )
Page 158
Untitled
1
( )
1
( ) 2
2
2
2
=
o
e
+ + - u
x
n
d x
du
d x x
d u
a a a a
1 1 1 0
2 2
2
2 2
2
2 =
o
e
+ + - u
x
n
dx
du
dx x
d u
a a a
( 2 2 2 ) 0
2
2
2 + + x - n u =
dx
x du
dx
x d u a (6)
Similarly, if we substitute bx for x and v for y in Bessels equation (4); we get
( 2 2 2 ) 0
Page 159
Untitled
2
2
2 + + x - n v =
dx
x dv
dx
x d v b (7)
Multiplying equation (6) by v/x and (7) by u/x and subtracting, we get
( 2 2 ) 0
2
2
2
2
= - +
o
e
+ - u u
u
e e
e
- xuv
dx
u dv
dx
v du
dx
u d v
dx
x u d u a b
or ( ) 0 2 2 = - + u u
u
e e
e
o
e
- xuv
dx
u dv
dx
x v du
dx
d a b
Using (5), we get
( ) 0 ) ( ) ( ) ( ) ( ) ( ) ( 2 2 = - + u u
u
e e
e
Page 160
Untitled
y u

- J x xJ x J x
dx
J x J x d
dx
x J x d
dx
d
n n n n n n b a a b a b a b (8)
Integrating above equation with respect to x between the limits and 0 and 1, we get
+ o ( - ) =
y u

1
0
2 2
1
0
( ) ( ) ( ) J ( x) xJ ( x)J ( x) 0
dx
J x xJ x d
dx
xJ x d n n n n n n b a a b a b a b (9)
Case (i) If a and b are different roots of (m) = 0; n J when ( ) 0 n J a = , (b ) = 0; n J
P a g e | 176
and also (0) n J are all :inite, the :irst term in equation (9) vanishes for both the limits.
Hence equation (9) gives
( 2 - 2 )o xJ ( x)J ( x)dx = 0 n n a b a b
As a b ; we have the condition of orthogonality
o =
1
0
xJ ( x)J ( x)dx 0 n n a b (10)
Case (ii) If a = b ; then equation (9) gives
o 1
0
xJ ( x)J ( x)dx n n a b
2 2
1
( ) ( ) ( ) ( )
b a
b a a b
a b u u
u
Page 161
Untitled
e e
e =
n
n n n n J x
dx
J x xJ x d
dx
xJ x d
Lim (11)
form as b a
0
0
To evaluate this we let (a) = 0; n J but let b approach a as a limit. Then we can
use L. Hospitals rule to evaluate the right hand side of (11). With (a) = 0; n J R.H.S., of (11)
is
2 2
1
0
( ) ( )
b a
b a
b a
u u
u
e ee
=
J x
dx
xJ x d
Lim
n n
.(12)
Recurrence relation V for J (x) n is
[ ( )] ( ) 1 x J x x J x
dx
d
n
n
n
n
+
- = - P a g e | 177
or ( ) ( ) ( ) 1
Page 162
Untitled
J x nx 1J x x J x
dx
x d n
n
n
n
n
n
+
- - - - = - or ( ) ( ) ( ) 1 J x nJ x xJ x
dx
x d n n n+ = - .(13)
Replacing x by (ax) , we get
( ) ( ) ( )
( ) 1 J x nJ x xJ x
d x
x d n n n a a a a
a
a + = or ( ) ( ) ( ) 1 J x nJ x xJ x
dx
x d n n n a a a a + = - (14)
Substituting this in (12), we get
R.H.S. of (11)
[ { }]
2 2
1
1 0 ( ) ( ) ( )
b a
b a a a
b a = +
J x nJ x xJ x
Lim n n n
[ ]
2 2
1
1 0 ( ) ( )
b a
ap b a
b a = +
J x J x
Page 163
Untitled
Lim n n
2 2
1 ( ) ( )
b a
a b a
b a = +
n n Lim J J [using ( 0 ) 0 1 , 2 , 3 . . . . n J f = o r = n ]
[ ]
( )
( ) ( )
2 2
1
b a
b
a b a
b
b a
=
+
n n J J
Lim
b
a
b
b
b a 2
( )
( )
+1
=
n
J n J
Lim
Substituting b for x in recurrence relation equation (13); we get
( ) ( ) ( ) 1 b b b b
Page 164
Untitled
b
b + =
n n n J nJ J
P a g e | 178
( ) 1 [ ( ) ( )]
1 b b b
b b
b
+ =
n n
J n nJ J .(15)
Substituting this in equation (15); we get
R.H.S. of (11) 1 [ ( ) ( )] ( )
2 1 1 b b b a
b b
a
ba + +
= n n n Lim nJ J J
[ ( ) ( )] ( )
2 2 1 1 a a a a
a
a
+ + = - - n n n nJ J J
( )
2
1
1
2 a = J n+ [since (a) = 0 n J ]
Using this relation, equation (11) becomes
2
1
2
1
0
( ) 1 ( )
n n 2 x J ax d xa J+ o = .(16)
This is required normalization condition for Bessels functions.
Combining equations (10) and (16) we may express orthonormality condition of
Bessels functions as
1
2
Page 165
Untitled
1
0
( ) ( ) 1 ( )
n n n 2 x J x J x d x J a b a b a d + o = (17)
10.7 Let us Sum up:
In this lesson we will got an exposure on Bessel functions. We have discussed
power series solution and the general solution. We have presented the recurrence
relations for the Bessel functions. We then, obtained the generating functions. Finally,
have derived the orthonormal relation for the Bessel function.
P a g e | 179
1. Obtain the general solution of Bessel Differential equation.
2. State and prove the orhtonormal property of Bessel functions.
3. Obtain the recurrence relation for the Bessel functions.
10.9 Lesson end activities:
1. Show that if n is an integer
a)
0
( ) c1 o s ( s i n ) nJ x n x d
p
q q q
p
= o b) 0
0
J ( ) cx1o s x( c ods )
p
f f
p
= o
and hence deduce that
2 4 6 2
0 2 2 2 2 2 2 2
0
( ) 1 . . . . . ( 1 )
2 2 4 2 4 6 ( 2 ! )
r r
r
r
J x x x x x
r
=
= - + - + a
2. Prove that 0 2 2
0
Page 166
Untitled
e a xJ ( b )x d ,1x ,a b0
a b
p
- =
+ o
3. If n > -1, show that 1
0
( ) 1 ( )
2 !
n n
n nn x J x d x x J x
n
p
- + o = 10.10 References:
P a g e | 180
LESSON 11: Complex Variables
CONTENTS
11.1. Complex variable
11.2. Functions of a complex variable
11.3. Continuity
11.4. Differentiability
11.5. Analytic function
11.6. Cauchy Riemann equations
11.7. Laplaces equations
11.8. Complex Integration
11.9. Simply connected Region and Multiconnected Region
11.10. Cauchys Integral Theorem
11.11. Extension Of Cauchys Theorem to Multiply Connected Region
11.12. Cauchys Integral Formula
11.13. Cauchys integral formula for the derivative of an analytic function
11.14. Taylors Theorem
11.15. Laurents Theorem
11.16. Let Us Sum up
P a g e | 181
11.19. References
Page 167
Untitled
In this chapter we are going to study complex variables, analytical functions,
singular points. We will give Cauchy-Riemann equations, Cauchys integral theorem.
We will derive Cauchys integral formula. We then have a discussion on Cauchys
integral formula. Finally we are going to study about Taylors series and Laurents series.
11.1. Complex variable:
Z = x + iy is a complex variable where i = -1
11.2. Functions of a complex variable:
Let f(Z) be a function of complex variable and is denoted by
w = f(Z)
= u + iv
where u and v are the real and imaginary parts of f(Z). Both u and v are functions
of x and y.
11.3. Continuity
A function f(Z) is said to be continuous at z = zo if
lim ( ) ( ) 0
0
it f z f z
z z
=
11.4. Differentiability
A single valued function f(z) is said to be differentiable if
P a g e | 182
z
f z it f z z f z
z d
d
d
'( ) lim ( ) ( )
0
+ =
provided the limit exists and is independent of the path along which 0 z d
11.5. Analytic function:
A single valued function f(z) which is differentiable at z = z0 is said to be analytic
at the point z = z0. The point at which the function is not differentiable is called a singular
point of the function.
11.6. Cauchy Riemann equations
Theorem: The necessary condition for a function f(z) = u+iv to be analytic at all
point in a region R are
x
v
y
and ii u
y
v
Page 168
Untitled
x
i u
) )
provided these partial differentials exist.
Proof:
Let f(z) be an analytic function in a region R.
f (z) = u + iv
= u(x, y) + iv(x, y) where both u and v are functions x and y.
Let u and v be the increments in u and v respectively while dxand dy are the
increments in x and y respectively.
f (z + dz) = (u + du) + i(v + dv)
Now
z
i v
z
u
z
u i v
z
f z z f z
d
d
d
d
d
d d
d
d
= +
+
=
( + ) - ( )
P a g e | 183
Now
z
it f z z f z
z d
Page 169
Untitled
d
d
lim ( ) ( )
0
+
=
o
e
+
z
i v
z
it u
z d
d
d
d
d 0
lim (1)
Since dz can approach zero along any path.
o
e
= +
z
i v
z
f z it u
z d
d
d
d
d 0
'( ) lim
(a) along real axis: y = 0
z = x + iy becomes z = x
dz =dx, dy = 0
Putting these values in equation (1) we have
0
' ( ) l i m
y
f z i t u i v
d x i x
d d
d d
= + o
e
Page 170
Untitled
o
e
= +
x
i v
x
u
d
d
d
d (2)
(b) along imaginary axis: x = 0
z = x + iy becomes z = iy
d z = di y
Putting these values in equation (1) we have
o
e
= +
z
i v
z
f z it u
z d
d
d
d
d 0
'( ) lim
y
v
y
i u
d
d
d
d
= - + (3)
If f(z) is differentiable, then f(z) must be the same. Equating the real and
imaginary parts of equations (2) and (3) we have
P a g e | 184
x
v
y
and u
y
Page 171
Untitled
v
x
u
These equations are known as Cauchy Riemann equations.

11.7. Laplaces equations:
The Cauchy Riemann equations for a function to be analytic is given by
x
v
y
and u
y
v
x
u
Therefore
y x
v
y
and u
x y
v
x
u

Page 172
Untitled

2
2
2 2
2
2
Adding we have
y x
v
x y
ce v
y
u
x
u

2 2
2
2
2
2
0 sin
0 2
2
2
2
2 =
\ =
y
u
x
Page 173
Untitled
u u
Similarly 0 2
2
2
2
2 =
=
y
v
x
v v
There equations are known as Laplaces equations.
A function is said to be harmonic if it possesses continous :irst and second
order partial derivatives and if it satis:ies Laplaces equations.
Problem 9.1. Show that the complex variable function 2 f (z) = z is differentiable only at
the origin.
P a g e | 185
Solution
2 2 2 f (z) = z = x + y
f (z) = u + iv
\ u = x2 + y2 and v = 0
If f(z) is differentiable then
x
v
y
and u
y
v
x
u
2x = 0 and 2y = 0
\Cauchy Riemann equations are satis:ied only when x = 0, y = 0. Thus the given
Page 174
Untitled
function f(z) is differentiable only at origin.
Problem 9.2. Show that the function ex (cos y + i sin y) is an analytic function and :ind its
derivative.
Solution
f (z) = ex (cos y + i sin y)
= u + iv
\ u = ex cos y and v = ex sin y . It can be easily veri:ied that the Cauchy
Riemann equations are satis:ied.
Its derivative is
y
i v
x
f z u
'( ) =
= ex cos y + iexi sin y
P a g e | 186
= ex (cos y + i sin y)
= e xeiy = ex+iy
= e z
Problem 9.3. If f (z) = u(x, y) + iv(x, y) be an analytic function, :ind v given that u = 3x2xy.
Solution:
u = 3x - 2xy
y
x
u = 3 - 2
u 2x
y
=
dy
y
dx v
x
dv v
Page 175
Untitled
=
dy
x
dx u
y
u
o
e
o
e
= = 2xdx + (3 - 2y)dy
\v o x=2 d (+ o x3 -y 2 d ) y
= x2 + 3y - y2 + c
11.8. Complex Integration
P a g e | 187
In the case of complex function f(z) the path of de:inite integral dx
y
f z dz u
b
a

o
e
o ( )
can be along any curve from z = a to z = b. Its value depends upon the path of
integration. However if the different paths from a to b are regular curves, then the value
of the integral remains the same.
Problem 9.4. Find the value of the integral o { + + }
c
(x y)dx x2 ydy
a) along y = x2 having (0,0) and (3,9) as end points.
b) along y = 3x between the same points. Do the values depend upon path?
Solution :
o { + + }
Page 176
Untitled
c
(x y)dx x2 ydy
Let P = x + y, Q = x2y
xy
x
Q
y
P 1 = 2
x
Q
y
P
\
\ The integrals are dependent of path.
a) along y = x2
dy = 2xdx
P a g e | 188
\o { + + }
3
0
(x x2 )dx x2 x2 (2xdx)
o + + = u u
u
e e
e
= + + = + +
3
0
3
0
2 3 6
2 5 9 243
2
9
2 3 3
(x x 2x )dx x x x
= 256
Page 177
Untitled
b) along y = 3x, dy = 3dx we have
{ } o + + dx x x dx x x 3 ) 3 ( ) 3 ( 2 o = u u
u
e e
e
= + = +
3
0
4
3 2
4
200 1
4
(4x 9x )dx 2x 9x
11.9. Simply connected Region and Multiconnected Region:
A simply connected is bounded by a single curve whereas a multiconnected
region is bounded by more than two curves. A multiconnected region can be
converted into a simply connected one by giving it one or more cuts.
Multi connected region Simply connected regions
11.10. Cauchys Integral Theorem:
Cauchys integral theorem is applicable only for a simply connected region R
enclosed by a simple curve C.
C2
C2
C1
P a g e | 189
Theorem: If a function f(z) is analytic at all points within and on a closed contour C, then
( ) 0 .
C
o f z d =z
Proof:
Let the region enclosed by the curve c be R. Let
f (z) = u(x, y) + iv(x, y)
z = x + iy, dz = dx + idy
( ) ( ) ( )
C C
\ o f z= d zo u+ i v d+x i d y
( ) ( )
C C
= o u d-x v do +y i v +d x u d y
But by Greens theorem,
( )
C C
P d x Q d yQ d Px d y
x y
o
+ = - e o o o
Page 178
Untitled
( )
C R R
f z d z vd x ud y u i d v x d y
x y x y
o o
\ = - - + - e e o o o o o
Using Cauchy Riemann equations we get
y
u
x
v
and
x
u
y
v
we have
( )
C R R
f z d z ud x u d y u i d u x d y
y y x x
o o \ = - + - e e o o o o o
= 0 + i (0)
P a g e | 190
= 0.
11.11. Extension Of Cauchys Theorem To Multiply Connected Region:
If f(z) is analytic between two simple closed curves C1 and C2
then,
1 2
( ) ( )
C C
o f z d o =z f z d z
Consider the function f(z) which is analytic at all points within and on the contour
C except at z = a. With the point a as centre and radius a , draw a small circle C1 lying
entirely within C.
By making a cross cut joining any point of C to any point of C1 by two almost
equal and parallel lines, let us form a closed contour ' ' ' 1 G = B A C AB C B within which
Page 179
Untitled
the function f(z) is analytic between C and C1.
By Cauchys integral theorem
o G
f (z)dz = 0
o + o + o + o =
' ' 1
( ) ( ) ( ) ( ) 0
B A C AB C
f z dz f z dz f z dz f z dz
A
A'
B
B' C1
C
a
P a g e | 191
If the contour G is described in anticlockwise direction (positive sense), then the
cross cut is traversed twice once in each sense and hence
o = - o
' '
( ) ( )
B A AB
f z dz f z dz
( ) ( ) 0
1
\ o + o =
C C
f z dz f z dz
The integral around C is in the anticlockwise direction and the integral around C1
is in the clock wise direction. Taking into account the direction of integration.
o = o
C C
f z dz f z dz
1
( ) ( )
Corollary
1 2 3 4
( ) ( ) ( ) ( ) ( )
C C C C C
o f z d =zo f z d+ o z f z +d o z f z+ do z f z d z
11.12. Cauchys Integral Formula:
C1 C4
C3
P a g e | 192
If f(z) is analytic at all points within and on a closed contour C and if a is a point
within C1 then
Page 180
Untitled
( ) 1 ( )
2 c
f a f z d z
pi z a
=
- o
Proof:
Consider the function
z a
z f z
f( ) = ( ) which is analytic at all points within and on
the contour C except at z = a. With the point a as centre and radius d , draw a small
circle C1, lying entirely within C.
By making a cross cut joining any point of C to any point of C1 by two almost
equal and parallel, lines let us form closed contour ' ' , ' 1 G = B A C AB C B within which the
function
z a
z f z
f( ) = ( ) is analytic between C and C1. By Cauchys integral theorem,
o G
f(z)dz = 0
Since the integration along the cut is traversed twice once in each sense, we
can write by Cauchys integral theorem.
o = o
C C
z dz z dz
1
f( ) f( )
A
A'
B
B'
C
a C1
P a g e | 193
1
( ) ( )
C C
f z d z f z d z
z a z a
=
- - o o
1
( ) ( ) ( )
C
Page 181
Untitled
f z f a f ad z
z a
- +
=
- o
1 1
( ) ( ) ( )
C C
f z f d az f da z
z a z a
= +
- - o o
Now d q
d
d q
p
q
q
i e d
e
dz f a e f a
z a
f z f a i
i
i
c
o o + =
- 2
0
( ) ( ) ( ) ( )
1
i
i
z a e
d z i e d
q
q
d
d q
- =
=
Q
{ d } q
p
f a eiq f a id = o + Page 182
Untitled
2
0
( ) ( )
= 0 if d tends to zero.
Also o o =
p
q
q
d
2 d q
1 0
i
i
c e
i e d
z a
dz
= o =
p
q p
2
0
id 2 i
( ) 0 2 ( )
c
f z d z i f a
z a
\ = + p
- o
o \ =
c z a
f z dz
i
f a ( )
2
( ) 1
p
11.13. Cauchys integral formula for the derivative of an analytic function:
The Cauchys integral formula for the derivatives of analytic function can
be written by simply differentiating with respect to a.
P a g e | 194
o =
c
Page 183
Untitled
dz
z a
f z
i
f a ( )2
( )
2
'( ) 1
p
3
' ' ( ) 2 ! ( )
2 ( ) c
f a d f z z
pi z a
=
- o
( )
1
( ) ! ( )
2 ( )
n
n
c
f a n df z z
pi z a + =
- o
Problem 9.5. Evaluate the following integral
c o s
C
zd z
o z where C is the ellipse 9x2+4y2=1
Solution: The given ellipse encloses the simple pole at z = 0.
By Cauchys Integral formula
c o s 2 ( )
C
zd z i f z
z
o = p z = a
= 2pi cos z z = 0
= 2pi
Problem 9.6. Evaluate o + c
z
dz
z
e
2 1 over the circular path z = 2.
Poles of the integral are obtained by equating the denominator equal to zero.
0
Page 184
Untitled
x
y
x
y
C1
C2
+i
-i
P a g e | 195
z 2 +1 = 0;
z = i,
The integrand has two simple poles at z = i and z = -i. Both poles are inside
the circle with centre at origin and radius 2.
o o o o + +
+ =
+ =
+
1 2 2 1 ( )( ) ( )( ) ( )( )
c
z
c
z
c
z
c
z
dz
z i z i
dz e
z i z i
dz e
z i z i
dz e
z
e
1 2
z / ( z ) / ( )
c c
e z id ez z d i z
z i z i
+ = +
- + o o
z i
Page 185
Untitled
z
z i
z
z i
i e
z i
i e
- = =
y
u

+
y u

+
= 2p 2p

o
e
o
e
=
i
i e
i
i e
i i
2
2
2
2p p
= p{ei - e-i }= p{2i sin 1}
= 2pi sin 1.
Note: This problem can also be solved by using partial fraction
dz
i z i z i
dz e
z
e z
c
z
Page 186
Untitled
o o
y
u

+
=
+
1 1
2
. 1
2 1
P a g e | 196
o o +
=
c
z
c
z
dz
z i
e
i
dz
z i
e
i 2
1
2
1
{ } z i
z
z i
i ez i e
i = =- = 2 ( ) 2 ( )
2
1 p p
= p{ei - e-i }= 2pi sin 1
Problem 9.7. Integrate 3 2
C
1
(z -1 ) o around the circle z -1 = 1. Poles are given by putting
the denominator equal to zero.
(z3 -1)2 = 0
Page 187
Untitled
(z -1)2 (z 2 + z +1)2 = 0
2
1, 1 3
- z = z = are the poles and both of them of the order 2.
The pole of order two at z = 1 lies inside the circle z -1 = 1, with the centre at z = 1 and
unit radius.
By Cauchys Integral formula
3 2 2 2 2
C C
1 1
( 1 ) ( 1 ) ( 1 )
d z d z
z z z z
=
- - + + o o
1
( 2 1)2
2 1
=
y
u

+ +
=
z dz z z
pi d
2 3
1
2 2 ( 2 1 )
( 1 ) z
i z
z z
p
=
e - +u
= e u e + u +
3
2 2 ( 3 ) 4
( 1 1 1 ) 9
i i p
p
e - u = e = u e + +u
`
x
y
+
Page 188
Untitled
1
P a g e | 197
11.14. Taylors Theorem:
If f(z) is analytic at all points inside a circle C with its centre at the point a
and radius R, then at each point z inside C,
( ) .......
!
......... ( )
2!
( ) ( ) ' ( ) ''( )( )
2 ( )
+ + - +
= + - + n
n
z a
n
f z f a f a z a f a z a f a
Proof:
Take any point z inside C. Draw a circle C1 with centre a enclosing the point
z. Let w be a point on the circle C1.
1 1 1
( ) ( )
1 1
1
w z w a a z w a z a
w a z a
w a
= =
- - + - - - u

= -y - -
-
1
1 1 y u

=
w a
z a
w a
C
Page 189
Untitled
C1
a
z
w
P a g e | 198
Applying Binomial theorem
y u

+
+
+
+
=
.....
( )
..... ( )
( )
1 1 1 ( )
2
2
n
n
w a
z a
w a
z a
w a
z a
w z w a
....
( )
( )
( )
..... ( )
( )
( )
( )
1
1
Page 190
Untitled
1
3
2
2 +
+
+
+
+
= +
n
n
n
n
w a
z a
w a
z a
w a
z a
w a
z a
w a
Since <1,
w a
z a the series converges uniformly and hence the series is integrable.
Multiplying both sides by f(w) and integrating with respect to w, we get
......
( )
( ) ( )
.......
( )
( ) ( )
( )
( ) ( )
( )
( ) ( )
Page 191
Untitled
1
1 1 1 1
1
3
2
2
+
+ +
+ + =
o
o o o o
+
C
n
n
C C C C
w a
z a f w dw
w a
z a f w dw
w a
z a f w dw
w a
f w dw
w z
f w dw
We know that
( ) 2 ( )
1
i f z
w z
f w dw
C
= p
- o
2 ( )
( )
( )
1
2 i f a
Page 192
Untitled
w a
f w dw
C
= p
- o
1!
2 ' ( )
( )
( )
1
2
i f a
w a
f w dw
C
p
=
- o
2!
2 ' ' ( )
( )
( )
1
3
i f a
w a
f w dw
C
p
=
- o
------------------------------------------------------------------------------P a g e | 199
!
2 ( )
( )
( ) ( )
1
1 n
i f a
w a
f w dw n
C
n
p
=
Page 193
Untitled
- o +
Substituting
!
......... ........... ( ) . ( )
2!
( ) ''( )
1!
( ) ( ) ( ) '
2 ( )
n
f z f a z a f a z a f a z a f a
- n n
+ + +
+
= +
Problem 9.8. Find the :irst four terms of the Taylor series expansion of the complex
variable function ( ) 1
( 3 ) ( 4 )
f z z
z z
+
=
- about z = 2. Find the region of convergence.
Solution:
If the centre of the circle is at z 2, then the distances of the singularities z = 3,
and z = 4 from the centre are 1 and 2.
1 2 3 4
x
y
0
P a g e | 200
Hence if a circle is drawn with centre at z = 2 and radius unity, then within
the circle z - 2 =1, the given function is analytic. Hence the function f(z) can be
expanded in a Taylor series within the circle z - 2 =1,which is therefore the
region of convergence.
( 3)( 4)
( ) 1
- +
=
z z
f z z
Since in Taylor series, differentiations are involved, we convert the function into
partial fraction.
Page 194
Untitled
( 4 )
5
( 3 )
( ) 4
+
=
z z
f z
2
3
2
4 5
2
5
1
(2) 4 = - =
+
\ f =
2 ( 4)2
5
( 3)
' ( ) 4
+
=
z z
f z
4
11
(2 4)
5
(2 3)
' (2) 4 2 2 =
\ f =
3 ( 4)3
10
( 3)
' ' ( ) 8
Page 195
Untitled
+
=
z z
f z
4
\ f ' ' (2) = 27
4 ( 4)4
30
( 3)
' ' ' ( ) 24
+
=
z z
f z
8
\ f ' ' ' (2) = 177
Taylor series is
..............
3!
( ) '''( )
2!
( ) ''( )
1!
( ) ( ) ( ) '
2 3
+
+
+
f z = f a + z a f a z a f a z a f a
............
8
177
3!
( 2)
4
27
2!
( 2)
4
11
Page 196
Untitled
1!
( 2)
2
3
( 3)( 4)
1 2 3
+
+
+
= +
- +
\ z z z
z z
z
............
16
( 2) 59
8
( 2) 27
4
( 2) 11
2
= 3 + z - + z - 2 + z - 3 +
about z = 2.
11.15. Laurents Theorem:
P a g e | 201
If (z) is analytic on C1 and C2 and in the annular region R bounded by the
two concentric circles C1 and C2 with centre at a and of radii r1 and r2 (r1<r2) then for all
z in R,
0 0
( ) ( n) ( n )
n n
n n
f z a z a b z a

= =
=a - a + where o - +
=
1
( ) 1
( )
Page 197
Untitled
2
1
C
n n w a
f w dw
i
a
p
o - - +
=
2
( ) 1
( )
2
1
C
n n w a
f w dw
i
b
p
Proof:
By introducing a cross cut AB, the multiconnected region R is converted into a
simply connected region. Now f(z) is analytic in this region. By Cauchys integral formula
o o o o +
+
=
C AB C BA w z
f w dw
w z i
f w dw
w z i
f w dw
w z i
f w dw
i
f z ( )
2
( ) 1
2
( ) 1
2
( ) 1
Page 198
Untitled
2
( ) 1
1 2
p p p p
Integral along C2 is clockwise and so it is negative. The integrals along AB and BA
cancel each other.
o o \ =
1 2
( )
2
( ) 1
2
( ) 1
C C w z
f w dw
w z i
f w dw
i
f z
p p
A'
B
B'
C
C1
r1
R
P a g e | 202
For the :irst integral w lies on C1 for the second integral w lies on C2. For the :irst
integral 1
w a
z a
and hence the :irst integral can be expanded as in Taylor series.
o o o o +
+ +
=
Page 199
Untitled
\
1 1 1 1
..........
( )
( ) ( )
2
1
( )
( )
2
( ) ( )
2
( ) 1
2
1
3
2
2
C C C C w a
z a f w dw
w a i
f w dw
i
z a
w a
f w dw
w z i
f w dw
pi p p p
( ) ( )2 .............
0 1 2 = a + a z - a + a z - a +
where o - +
=
1
( ) 1
( )
2
1
C
n n w a
f w dw
i
a
p
since in the second integral w lies on C2 we have <1
w a
Page 200
Untitled
z a
. Therefore in this case
( ) ( )
1 1 1
w a w a a z w- a - z - a
=
- + =
( ) ( )
1
z - a - w - a
= z a
z a w a
- =
1
. 1
( )
1
1
1 1 u u u
e e
e
= z a
w a
z a
u u
u
e e
e
+
+ +
+
Page 201
Untitled
+
= - ...........
( )
...... ( )
( )
1 1 ( )
2
2
n
n
z a
w a
z a
w a
z a
w a
z a
u u
u
e e
e
+
+ +
+
+
= - + ...........
( )
...... ( )
( )
( )
( )
1
3 1
2
2 n
n
z a
w a
z a
Page 202
Untitled
w a
z a
w a
z a
Multiplying by
i
f w
2p
( ) and integrating with respect to w, we get
P a g e | 203
+
- +
- +
+
- +
- +
=
o o
o o o o
- + + - 2 2
2 2 2
( )
( )
2
1
( )
1
( )
( )
2
1
( )
1
........
( )
( )
2
1
Page 203
Untitled
( )
1
( )
( )
2
1
( )
( ) 1
2
( ) 1 . 1
2
1
1 1
2 1 3 2
C
n n
C
n n
C C C
w a
f w dw
w a z a i
f w dw
z a i
w a
f w dw
w a z a i
f w dw
z a i
f w dw
w z z a i
f w dw
i
p p
p p p p
..........
( )
.........
( )2
1 2 +
+
+
= n
n
z a
Page 204
Untitled
b
z a
b
z a
b
where o - - +
=
2
( ) 1
( )
2
1
C
n n w a
f w dw
i
b
p
Substituting a a
=
=
= - + 0 0
( ) ( ) ( )
n
n
n
f z an z a n bn z a
where
o - +
=
1
( ) 1
( )
2
1
C
n n w a
f w dw
i
a
p
o - - +
=
2
( ) 1
Page 205
Untitled
( )
2
1
C
n n w a
f w dw
i
b
p
Problem 9.9. Expand 1 2
( 1)( 2)
( ) 1 < <
- = for z
z z
f z by Laurents theorem.
Note : To expand a function by Laurents theorem is cumber some. By Binomial theorem
the expansion can be done easily.
( 1)( 2)
( ) 1
- =
z z
f z
1
1
2
1
=
z z
1 2
z
P a g e | 204
1
1
2
1
= z z
1 1 1
2 1 z/ 2 (z 1 1z / )
Page 206
Untitled
= e - u - e e - u u For the :irst term z / 2< a1nd for the second term 1 z/< 1
1 1 1 1 1
2
1
2
1 - u u
u
e e
- e - u u
u
e e
= - e z z
z
u u
u
e e
- e + + + + u u
u
e e
e
= - + + + + ......... 1 1 1 1 1 ......
2 4 8
1
2
1
2 3
2 3
z z z z
z z z
......... 1 1 1 ...........
2 4 8 16
1
2 3
2 3
z z z
= - - z - z - z - - 11.16. Let us Sum up:
In this chapter we studied about the complex variables, analytical functions,
singular points. Also we learned about Cauchy-Riemann equations, Cauchys integral
theorem. We derived Cauchys integral formula. Finally we then had a discussion on
Cauchys integral formula and studied about Taylors series and Laurents series.
11.17. Check Your Progress
1. What is called an analytical function?
2. Write down the suf:icient condition for a function to be analytic.
3. Obtain Cauchy Reimann condition.
Page 207
Untitled
4. State and prove Cauchys integral theorem.
5. Obtain Cauchys integral formula.
11.18. Lesson End Activities:
P a g e | 205
1. Construct the analytic function f(z) of which the real part is excosy.
2. Construct the analytic function f(z) =u(x,y)+iv(x,y) where v(x,y) = 6xy-5x+3.
3. Show that the function u = 2x(1-y) is analytic and determine the conjugate
function.
4. Evaluate the integral t a n
C
o z dwzhere C is |z| =2.
5. Evaluate the integral 2 1 C
d z
z - o where C is is the circle x2+y2=4.
6. Expand 2
f ( z ) z 1
z
= for |z-1| > 1.
7. Evaluate using Cauchys integral formula
4 3
( 1 ) ( 2 ) C
z d z
z z z
- - o where C is the circle
|z| = 3/2.
8. Find the value of
2
2
1
1 C
z d z
z
+
- o where C is a circle of unit radius with centre at z = 1.
11.19. References:
1. Complex Variables Spiegel
2. Applied Mathematics for Physicists and Engineers L.A. Pipes and L.R. Harvill.
P a g e | 206
LESSON 12: Contour Integration and Conformal Mapping
CONTENTS
Page 208
Untitled
12.1. Singular Point And Residue:
12.1.1. Isolated Singular Point:
12.1.2. Non Isolated Singular Point:
12.2. Pole of order m:
12.3. Residue:
12.3.1. Calculation Of Residues:
12.4. Cauchys Residue Theorem:
12.5. Evaluation of integrals by contour integration
12.7. Evaluation of dx
f x
f x o
- ( )
( )
2
1
12.8. Transformation:
12.9. Conformal Transformation:
12.10. Translation W = Z + C
12.11. Magni:ication and Rotation W = CZ
12.12. Transformation W = ez
12.13. Let us sum up
P a g e | 207
12.16. References
In this lesson we are going to start with singular points and residue. We will be
discussing Cauchys Residue theorem. We will be discussing the evaluation of de:inite
integrals. Finally we will have a study on conformal mapping.
12.1. Singular Point And Residue:
A point at which a function f(z) is not analytic is known as a singular point or
singularity of the function. Singular point is obtained by equating the denominater to
zero. For example
2
1
z has a singular point at z = 2.
12.1.1. Isolated Singular Point:
If z = a is a singularity of f(z) and if there is no other singularity within a small circle
surrounding the point z = a, the z = a is said to be an isolated singularity of the function
f(z).
For example the function
( 1)( 3)
1
z - z Page 209
Untitled
has two isolated singular points namely
z = 1 and z = 3.
P a g e | 208
12.1.2. Non Isolated Singular Point:
The function
sin / 2
1
p
is not analytic at the points where 0
2
sin =
p
ie at the points
p / z =pn i.e the points z = 1/n where n = 1, 2,3, Thus the points
z =1,1/2,1/3. . . . . .a. .n. .d z = 0 are the points of singularity. The point z = 0 is the non
isolated singularity of the function
sin / 2
1
p
because in the neighbourhood z = 0, there
are in:inite number of other singularities z = 1/n where n very large.
12.2. Pole of order m:
If the function f (z) has an isolated singular point at z=a, then the function f(z) can
be expanded in Laurents series around z = a giving,
......
( ) ( )
........
( )
( ) ( ) ( ) ........ 1
1
2
2 1 2
0 1 2 +
+
+ +
+
= + - + - + + +
+
m
m
m
m
z a
Page 210
Untitled
b
z a
b
z a
b
z a
b
f x a a z a a z a
In some cases it may happen that the coef:icients ........ 0 1 2 3 = + = = m+ m+ m+ b b b
then the above Laurent expansion reduces to
+
+ +
+
= + - + - + + m
m
z a
b
z a
b
z a
f x a a z a a z a b
( )
........
( )
( ) ( ) ( ) ........ 2
2 1 2
0 1 2
Then z = a is said to be a pole of order m of the function f(z).
When m = 1, the pole is said to be a simple pole, when m = 2, the pole is said to
be order 2 and so on.
12.3. Residue:
P a g e | 209
The coef:icient of
z - a
1 in the Laurents expansion of f(z) about an isolated
singular point z = a is called the residue of f (z) at z = a and if given by
= o
1
( )
2
1
1
C
f z dz
Page 211
Untitled
i
b
p
For a pole of order m
o = - 1
( ) ( )
2
1 1
1
C
z a n f z dz
i
b
p
. where C is any Contour.
12.3.1. Calculation Of Residues:
1. Residues of f(z) for a simple pole z = a.
Residues at z a limit(z a) f (z)
z a
= =
2. If f(z) is of the form of
( )
( ) ( )
z
f z z
y
f
=
Residue at
( )
( )
1 a
z a a
y
f
= =
3. Residue at a pole of order m.
Residue at
z a
m
m
m
z a f z
dz
d
m
Page 212
Untitled
z a
=
u u
u
e e
e
= = ( ) ( )
( 1)!
1
1
1
4. Residue at pole z = a of any order (simple pole or of order m). The coef:icient
of 1/t in the expansion of f(z) = f(a+t) in powers of t its the residue of f(z) at z
= a.
Residue at z = a= Coef:icient of 1/t
Rule: Put z = a+t in the function of f(z) and expand it in powers of t. The
coef:icient of 1/t is the residue.
5. Residue at in:inity.
P a g e | 210
The residue of f(z) at z = is given by { }
z
limit z f (z)
6. Residue of f(z) at in:inity is the negative of the coef:icient of 1/z in the
expansion of f(z) for the values of z in the neighbourhood of z = .
12.4. Cauchys Residue Theorem:
If the function f(z) is analytic within and on a closed contour C, except at a :inite
number of poles within C, then
o = a
c
f (z)dz 2pi R where a R represents the sum of the residues R1, R2, R3,.Rn
of the poles within C.
Proof:
Let us draw a set of circles C1, C2, C3, C4, C5 with centres a1, a2, a3, a4 and
a5 respectively with radius a such that they do not intersect each other and lie extively
within the closed Contour C. Then f(z) is analytic in the multiply connected region lying
between the curves C and C1, C2, C3, C4, C5.
C4
C3
C2
C
1
Page 213
Untitled
Centre
a2
Centre
a1
C5
P
P a g e | 211
The entire region may be deformed to consist of these small circles and the
polygon P. By Cauchys theorem.
o o a o
=
= +
1
( ) ( ) ( )
c P r cr
f z dz f z dz f z dz
The integral round the polygon P banishes since f(z) is analytic within and on
the closed Contour P. Therefore
( ) ( ) ( ) ( ) ( ) .......
1 2 3 1
o =a o = o + o + o +
c r= c c c c
f z dz f z dz f z dz f z dz f z dz
r
Let us now consider z = a, a pole of order m. Then by Laurents expansion.
a a
= = = - +
m
s
s
n s
n
n
n z a
b
f z a z a
0 0 ( )
( ) ( )
o a o a a oa
=
Page 214
Untitled
= +
y u

\ = 1 0 1 0 ( )
( ) ( )
r c n
s
s
c r c
n
n
n
r r
dz
z a
b
f z dz a z a dz
The :irst term n
n
n (z) a (z a)
0
- =a
=
f on the right hand side is analytic within and on
the contour Cr and has no pole and hence o =
cr
f(z)dz 0
o o a o a o a
= = = +
+
\ =
c c
m
n
s
s
c
m
n
s
s
c
m
Page 215
Untitled
n
s
s
r r
dz
z a
b
dz
z a
b
dz
z a
b
f z dz
0 0 0 ( )
........
( ) ( )
( )
2
Putting z - a = deiq where q various from 0 to 2 p
dx = deiq dq
Now o a a
= =
=
m
s
i s
i
s
c
m
s
s
s
e
b ie d
dz
z a
b
r 0 ( ) 0 ( ) q
q
d
d q
a o
=
= - m
Page 216
Untitled
s
s i s
s b i e d
0
2
0
(1 ) (1 ) .
p
d q q
P a g e | 212
The integral . 0 1
2
0
o (1 ) = ei -s d if s
p
q q
= 2p if s =1
o a = =
= - cr
m
s
s
s dz i b if s
z a
b
2 1
( ) 1
0
p
= 0 if s 1 for all the terms, where b1 is called the residue for the
function. Let the residues for r = 1, 2, 3, n be respectively R1, R2, R3, ..Rn then
1 ( ) 2
1
f z dz i R
c
o = p
2 ( ) 2
2
f z dz i R
c
o = p
n
c
f z dz i R
r
Page 217
Untitled
o ( ) =2p
o f z dz = ia R
c
( ) 2p
Problem 10.1. Find the poles and residue at at each pole of the function
( 1) ( 2)
( ) 2
2
- +
=
z z
f z z
Solution:
The poles are at z = -2 simple pole and at z = 1 of second order.
P a g e | 213
Residue at the simple pole z = -2
Residue = lim ( 2) ( )
2
it z f z
z
+
2
2
2 ( 1)
lim
=
- z
it z
z
9
4
( 3)
( 2)
2
2
=
=
Residue at the pole z = 1 of order 2. For a bole of order m, the residue
{ }
z a
m
m
z a f z
Page 218
Untitled
dz
d
m =
u u
u
e e
e
= ( ) ( )
( 1)!
1 1
For a pole of order 2, the residue at
1
2
( 2)
1
=

o
e
+
= =
z z
z
dz
z d
1
2
2
( 2)
4
= +
+
=
z z
z z
=
9
5
Problem 10.2. Determine the poles and residue at each pole of function f(z) = cot
z.
Solution:
z
f z z
sin
Page 219
Untitled
cos
( ) =
The poles are at z = 0, and z = n where n = 0, 1, 2,..
P a g e | 214
Residue at
p y
f
p
z n z
z n is z
=
=
( )
( )
1
c o s
s i n / z n
z
d z d z = p
=
1
cos
= cos =
z=np z
z
Problem 10.3. Find the residue of at z ia
z a
f z z =
+
= 2 2
2
( )
Solution:
( )( )
( )
2
z ia z ia
f z z
+ =
Method 1:
The pole at z = ia is a simple pole.
Residue at z a limit (z a) f (z)
z a
= =
Residue at
Page 220
Untitled
z ia
z ia it z
z ia +
= =
2
lim
2 2
( )2 ia
ia
= ia =
Method 2:
2 2
2
( )
z a
f z z
+
= is of the form
( )
( )
z
z
y
f
P a g e | 215
Residue at z = a is
z a z
z
= ( )
( )
y 1
f
\Residue at z = ia is
z ia
dz z a
d
z
=
( 2 + 2 )
2
2 2
( )
2
2 2 ia
ia
ia
Page 221
Untitled
z
z
z ia
= = =
=
Problem 10.4. Find the residue of ( )3
( )
z a
f z ze
z
= at its pole.
Solution:
The pole at z = a is of order 3.
Let z = a+t. where t is small.
3
( ) ( )
t
f z a t e
+ a+t
=
ea t
t t
a +
o
e
= + 3 2
1

o
e
+ + +
o
e
= + ..........
1! 2!
. 1 1
2
3 2
t t
t t
ea a
o
e
= + + + + + + .........
2
Page 222
Untitled
1 1 1
2
. 3 2 t t 2 t
a
t
a
t
ea a
Coef:icient of
o
e
= + 1
2
1 e a
t
a
P a g e | 216
Therefore the residue is
o
e
+1
2
ea . a
Problem 10.5. Find the residue of
(z a)(z b)
z
- at in:inity.
Solution:
The function of analytic at in:inity.
( )( )
( )
z a z b
f z z
- =
Residue is limit[ zf (z)]
z
u u
u
e e
e
- =
Page 223
Untitled
( )( )
lim
2
z a z b
it z
z
( )( )u
u
u
u
e e
e
e
- =
z
b
z
z a
it z
z 1 1
lim 2
2
= -1
12.5. Evaluation of integrals by contour integration
Problem 10.6. Evaluate the following integral using residue theorem.
dz
z z
z
c o
+
(2 )
1
where C is the circle z =1
Solution:
The poles of the integrand are z = o and z = 2
The pole at z = 0 lies inside the circle z =1and the pole at z = 2 lie outside the circle,
By residue theorem
P a g e | 217
dz i
z z
z
c
2p
Page 224
Untitled
(2 )
1 =
+ o Residue (at z = 0)
Residue at z = 0 is
( 0) ( )
0
lt z f z
z
=
2
1
2
1
0
=
+
=
z
lt z
z
dz i i
z z
z
c
= p = p
+
\ o 2
2 1
(2 )
1
Problem 10.7. Determine the value of the integral o - + c z z
z
( 1)2 ( 2)
2
where c is the
circle z = 3
Solution:
The poles are at z = -2 a simple pole and at z = 1, a pole of order 2.
Residue at z = -2
9
4
( 1)
lim 2
2
Page 225
Untitled
2
=
=
- z
it z
z
Residue at the pole z = 1 of order 2.
1
2
1! 2
1
=

o
e
+
=
z z
z
xz
d
1
2
2
( 2)
( 2)2
= +
+ =
z z
z z z
9
= 5
P a g e | 218
( ) 2 [ ]
2 4 52 9 9
c
f z d z i s u m o f r e s i d u e s
i i
p
p p
\ =
= e + u = e u
o
12.6. Evaluation Of De:inite Integrals Round The Unit Circle Of The
Page 226
Untitled
Type
( q q ) q
p
o d
2
0
cos , sin
Covert sin q and cos q into z
q
q q
q i
i i
ce z e
i
e e =
= sin
2
sin
i
z z
2
- 1
=
( )
2
1
2
cos z ei e i z +
=
+
=
q - q
q
Also since z = eiq dz = ieiq .dq \ dz = iz.dq iz
dq = dz
The integrand is converted into a function of z.
Problem 10.8. Using residue theorem evaluate the integral o p
q
2 q
0 5 4 sin
d
Solution :
Let q
q
q
q p
Page 227
Untitled
q q
p
d
i
e e
I d d o o i - -i
=
=
2
0
2
0
2
5 4 sin 5 4
P a g e | 219
2
0 5 2i 2 i
d
i e i e
p
q q
q
- =
+ - o
2
05 2 2
/
i q
i i
d w r i t i n g e z
i e i e
d d z i z
p
q q
q
q
- = =
+ =
o
0
1
5 2 2 /
d z
i z i z i z
Page 228
Untitled
=
+ - o where c is the unit circle z =1
o - +
=
c i z
dz
5 2 2 2
Poles of integrand are given by
2 2 5 2 0 ( )
5 2 5 1 6 5 3
4 4
z i z o r
z i i i
- + + =
- - + -
= =
- 2 , 2 = i i
Only z = i/2 lies inside c.
Residue at the simple pole
Z = i/2 is
u u
u
e e
e
- - +

o
e
(2 )( 2 )
1
2
lim
2 z i z i
z i z i
z i z i ( i i) 3i
1
2 2 2
1
2( 2 )
lim 1
2
=
- +
=
- +
=
Page 229
Untitled
Hence, by Cauchys residue theorem
0
y
Y'
x' x
C
P a g e | 220
I = 2pi sum of residues within the contour
3
2
3
2 1
p
= p =
i
I i
Problem 10.9. Use the complex variables technique to :ind the value of the integral
o +
p
q
2 q
0 2 cos
d
Solution :
Let o o o - + + =
+
+
=
+
=
p
q q
p
q q
p q q
q
q 2
0
2
0
2
0 4
2
2
Page 230
Untitled
2
2 cos i i ei e i
d
e e
I d d
Put eiq = z so that di
eiq (idq ) = dz (or) izdq = dz (or) dq = dz
o + +
=
c z z
di
dz
4 1
2
where c denotes the unit circle z =1
o + =
=
c z z
dz
i 4 1
1 2
2
The poles are given by putting the denomination equal to zero.
2 3
2
4 2 3
2
2 4 1 0 ( ) 4 16 4 = -
-
=
- z + z + = or z =
The poles within the unit circle c in a simple pole at z == -2 3
Residue at z == -2 3 is
P a g e | 221
z z i z i
z
z i z 3
1
( 2 3)
lim 2
( 2 3)( 2 3)
lim 1 ( 2 3).2
( 2 3) ( 2 3)
=
+ +
=
Page 231
Untitled
+ - + +
+ - + - +
Hence , i d p
q
p q
2
2 cos
2
0
=
+ o
3
2
3
2 . 1
p
= p =
i
i
12.7. Evaluation of dx
f x
f x o
- ( )
( )
2
1
where ( ) 1 f x and ( ) 2 f x are polynomials in x. such integrals can be reduced to
contour integrals if
i) ( ) 2 f x has no real roots.
ii) the degree of ( ) 2 f x is greater than their of ( ) 1 f x by atleast two.
Problem 10.10. Evaluate dx
z
mx o
- + 1
cos
2
where
1
( ) 2 +
=
z
f z e
imz
taken round the closed contour c consisting of the upper half
of the large circle z = R and the real axis from R to R.
Page 232
Untitled
Solution :
Poles of f(z) are given by
z2+1=0
z2 = -1
CR
-R 0 R
x
y
Z=i
CR
x'
P a g e | 222
z = i
the only pole which lies within the contour is at z = i.
The residue of f(z) at z = i.
imz
z i
e
z
z i
( 1)
lim ( ) 2 +
=
z i
eimz
z i +
=
2 lim
i
e m
2
=
Hence by Cauchys residue theorem we have
o =
C
f (z)dz 2pi sum of the residue
i
dz i e
z
e m
c
imz
2
2
Page 233
Untitled
2 1
=
+ o p
m
R
R
imz
dz e
x
e =
+ o p
2 1
Equating real parts we have,
dx e m
x
mx
-
=
+ o p
1
cos
2 or
P a g e | 223
1 2
cos
2
e m dx
x
mx -
=
+ o p
12.8. Transformation:
For every point (x,y) in the Z-plane, the relation w=f(z) de:ines a corresponding
point(u,v) in the W-plane. We call this Transformation or Mapping of Z plane into W
plane. If a point z0 maps into the point w0, w0 is also known as the image of z0.
If the point p (x,y) moves along a curve C in Z plane, the point p(u,v) will move
along a corresponding curve C1 in W plane. We, then say that a curve C in the Z plane
is mapped into the corresponding curve C1 in the W plane by the relation W = f(z).
12.9. Conformal Transformation:
Let two curves C, C1 in the Z plane intersect at the point P and the
corresponding curve C', C1' in the W plane intersect at P'. If the angle of intersection
of the curves at P in Z-plane is the same as the angle of intersection of the curves of W
Page 234
Untitled
plane at P' is magnitude and sense, then the transformation is called conformal. (or)
If the sense of the rotation as well as the magnitude of the angle is preserved,
the transformation is said to be conformal. If only the magnitude of the angle is
preserved, transformation is Isogonal.
12.10. Translation W = Z + C
where C = a+ib
u+iv = x+iy+a+ib
P a g e | 224
u = x+a and v = y+b
The point P (x,y) in the Z-plane is mapped on to the point P1 (x+a1, y+b1) in the W
plane. Similarly other points of Z plane are mapped on to W plane. Thus, if W-plane
is superposed of Z plane, the :igure of W- plane is shifted through a vector C. In other
words, the transformation is mere translation of the axes.
12.11. Magni:ication and Rotation W = CZ
Where C, Z, W are all complex numbers.
C = aeia , Z = reie , W = Reif
Putting these values in (1), we have
R ij e= a(i ae) ir=( eq) i a rqa e( + )
A B
D C
0 0
A' B'
D'
C'
Z - plane W plane
y y
x u
P a g e | 225
i.e R =a r a =n d j +q a
thus, we see that the transform W =CZ corresponds to a rotation, together with
magni:ication.
Algebraically W = CZ (or)
u + iv = (a + ib)(x + iy)
u + iv = ax - by + i(ay + bx)
u = ax - by and v = ay + bx
A B
D C
0 0
A'
Z W
y y
x U
B'
C'
D'
Page 235
Untitled
P a g e | 226
On solving these equations, we can get the values of x and y. On putting these values
in the equation of the curve to be transformed we get the equation of the image.
Problem 10.11. Find the image of the triangle with vertices at i, 1 + i, 1 i in the Z
plane, under the transformation i) W = 3z + 4 - 2i ii) W e i 3 .z 2 4i
= 5p - =
i) W = 3z + 4 - 2i
u + iv = 3(x + iy) + 4 - 2i
u + iv = 3x + 4 + i(3y - 2)
u = 3x + 4 and v = 3y - 2
Z-plane W-plane
i, (y=1) v = 3 (1) 2 = 1
1 + i (x=1, y=1)
u = 3 (1) + 4 = 7
v = 3 (1) 2 = 1
1-i (x=1, y = -1)
u = 3 (1) + 4 = 7
v = 3(-1) 2 = - 5
ii) W = 5epi/-.3 z2+ 4i
u iv i (x iy) 2 4i
3
sin 5
3
cos 5 + - +
o
e
+ = +
p p
i (x iy) 2 4i
2
3
2
1 + - +
o

e
= +
P a g e | 227

o

e
Page 236
Untitled
+ +
= - + + 4
2 2
3
2
2 3
2
x y i x y
2 3 , 3 4
2 2 2 2
u x y v y x = - + = + +
P a g e | 228
Z-plane W-plane
i ie (y=1)
2
4 9
2
0 1
2
3
2
2 3
2
2 3
2
0
= + + =
= - + = - +
v
u
1 + i ie x=1, y=1
9
2
4 3
2
1
2
3
2
3
2
3
2
2 3
2
Page 237
Untitled
1
= - + + = - +
= - + = - +
v
u
1-i ie x=1, y = -1
2
7
2
4 3
2
1
2
3
2
3
2
3
2
2 3
2
1
= - - + = - +
= - - = - v
u
12.12. Transformation W = ez
u+iv = ex+iy = ex (cos y + i sin y)
Equating real and imaginary parts we get u = ex cos y; v=ex sin y
Again W = ez
Reif = ex+iy = ex - eiy
Hence, R = ex ,f = y
Mapping of simple :igures
Z-plane W-plane
P a g e | 229
The straight line x = c Circle R = ec
y axis (x=0) Unit circle R = e0 = 1
Region between y=0,
y=
Upper half plane
Region between y=0, y=
Lower half plane
Region between the
lines y=c and y=c+2
Whole plane
Problem 10.12. Find the image of the strip -p 2 < x < p 2,1< y < 2
Page 238
Untitled
under the mapping W(z) = sin (z)
Solution:
W(z) = sin z = sin (x+iy)
= sin x cos iy + cos x sin iy
u+iv = sin x co shy + i cos x sin hy
u = sin x co shy ----------(1)
v = cos x sin hy ----------(2)
Eliminating x from (1) and (2)
2 2
2 2
2 2 s i n c o s
c o s s i n
x x u v
h y h y
+ = +
(or)
h y
v
h y
u
2
2
2
2
cos sin
1 = +
B
C
x' x
y'
y
x=- 2
p
D
A
x=- 2
p
y=1
y=2
P a g e | 230
When y = 1
2 2
2 2 1
c o s 1 s i n 1
u v
h h
+ = (or)
Page 239
Untitled
1
2.38 1.38
2 2
u + v = This is an ellipse.
When y =2,
2 2
2 2 1
c o s 2 s i n 2
u v
h h
+ = (or) 1
14.15 13.15
2 2
u + v = This is also an ellipse
On eliminating y from (1) & (2)
x
v
x
h y h y u 2
2
2
2
2 2
sin cos
cos - sin = x
v
x
u
2
2
2
2
sin cos
1 = When 2;
x = p
1 0
1
u2 v2 = u =
(or) The image of the strip ABCD is the region between two ellipses.
v
-v
-u 0 u
P a g e | 231
12.13. Let us sum up
Page 240
Untitled
In this lesson we started with singular points and residue. We then discussed
Cauchys Residue theorem. We studied the evaluation of de:inite integrals. Finally we
had a study on conformal mapping.
1. State and prove Cauchys residue theorem
2. Find the residue of
2
4 1
( 1 ) ( 2 ) ( 3 )
z a t z
z z z
=
- - .
3
4 1
( 1 ) ( 2 ) ( 3 )
z a t z
z z z
=
- - .
3 2
3
z z 1
z
- +
.at in:inity
1. Evaluate the following integral using residue theorem
4 3
( 1 ) ( 2 ) C
z d z
z z z
- - o
where C is a circle z = 3 / 2
2. Using contour integrations evaluate the real integral 0 ( 1 2 3)
d x
x
+ o
3. Using complex variables techniques evaluate the real integral 2 2
c o s 2
( 9 )
x d x
Page 241
Untitled
x
- + o
P a g e | 232
12.15. References
1. Complex Variables Spiegel
2. Applied Mathematics for Physicists and Engineers L.A. Pipes and L.R. Harvill.
P a g e | 233
LESSON 13: FOURIER SERIES
CONTENTS
13.1 Fourier Series:
13.1.1. Evaluation of the Coef:icients of Fourier Series
13.2. Dirichlets Theorem and Dirichlets Conditions
13.2.1. An Important Remark:
13.3. Change of Interval from ( , ) to ( l, l )
13.3.1 Corollary (I) Fourier series in the interval (0, l) ; Half range series :
13.4. Complex Form of Fourier series : The Fourier series for a function f (x) is
13.5. Fourier Series in the interval (0, T)
13.6. Change of Interval From (0, T) to (0, 2l)
13.7. Uses of Fourier Series
13.8. Let us sum up
13.11. References
P a g e | 234
In this lesson , we are going to study Fourier series in detail. We will be
presenting Dirichlets Theorem and Dirichlets Conditions. We will have discussion on
complex form of Fourier series.
13.1 Fourier Series:
J.B. Fourier in 1822 published a very useful theorem by which any complex
periodic function can be analysed. The theorem states that any complex
periodic, piecewise continuous function f (x) may be expressed as a series of
sines and cosines in the form
a a
=
=
= + +
1 1
Page 242
Untitled
0 ( ) cos sin
n
n
n
n f x a a nx b nx (1)
The function f (x) is said to be piecewise if it satis:ies the following two
conditions known as Dirichlet conditions:
(i) The function must have :inite number of maxima and minima.
(ii) The function must have a :inite number of :inite discontinuities, in a
period of one oscillation.
The two conditions are suf:icient; but not necessary. In most of the
physical problems these conditions are satis:ied. However, there are some
functions which do not satisfy the conditions, but may be expressed in the form
of Fourier expansion.
The functions sin nx and cos nx for integral n are periodic having a period
2 in the interval (,) since sin n (x + 2) = sin nx and cos n (x + 2) = cos x.
Therefore the function f (x) represented by (1) is periodic having a period 2
in the interval (,).
P a g e | 235
13.1.1. Evaluation of the Coef:icients of Fourier Series
To evaluate the Fourier coef:icients a0, an, bn ; we use the orthogonal
property of the sine and cosine functions, ie.,
o
+
=
p
p
sinmx cos nx dx 0 (2)
o sin sin = o cos cos = , 0
+
+
mx nx dx mx nx dx for m n mn pd
p
p
p
p
(3)
= 0 for m n
= p for m = n
To evaluate a0, we integrate equation (1) between the limits (,) ie.,
o o a o a o
=
+
Page 243
Untitled
=
+
+
+
= + +
1 1
0 ( ) cos sin
n
n
n
n f x dx a dx a nx dx b nx dx
p
p
p
p
p
p
p
p
.2 0 0 0 = a p + + (since all other integrals vanish)
Therefore o
+
=
p
p p
a f (x) dx
2
1
0 (4)
To evaluate an we multiply both sides of (1) by cos mx and integrate
between the limits (-, ) ie.,
o o a o a o
=
+
=
+
+
Page 244
Untitled
+
= + +
1 1
0 ( ) cos cos cos cos cos sin
n
n
n
n f x mx dx a mx dx a mx nx dx b mx nx dx
p
p
p
p
p
p
p
p
= 0 + + 0 n mn a pd [using (2) and (3)]
p m = a
P a g e | 236
Therefore o
+
=
p
p p
a f x mxdx m 1 ( ) cos
Replacing m by n; we get
o
+
=
p
p p
a f x nxdx n 1 ( ) cos (5)
To evaluate bn we multiply both sides of (1) by sin mx and integrate
between the limits (, ) ie.,
o o a o a o
=
+
=
+
+
Page 245
Untitled
+
= + +
1 1
0 ( ) sin sin sin cos sin sin
n
n
n
n f x mx dx a mx dx a mx nx dx b mx nx dx
p
p
p
p
p
p
p
p
0 0 pd .p n mn m = + + b = b
Therefore o
+
=
p
p p
b f x mxdx m 1 ( )sin
Replacing m by n; we get
o
+
=
p
p p
b f x nxdx n 1 ( )sin (6)
The coef:icients of a0, an and bn are given by equations (4), (5) and (6).
Summarising, we may say that the Fourier series for a periodic and
piecewise continuous function is given by
a a
=
=
= + +
1 1
0 ( ) cos sin
n
n
n
n f x a a nx b nx (6.1)
Page 246
Untitled
where o
+
=
p
p p
a f (x) dx
2
1
0
(6.2)
P a g e | 237
o
+
=
p
p p
a f x nxdx n 1 ( ) cos (6.3)
and o
+
=
p
p p
b f x nxdx n 1 ( )sin (6.4)
Now we consider the following two cases:
Case (i) If f (x) is an even function of x, ie., f (x) = f (x), then
= o = o = o
+
p p p
p p p p 0 0
0 .2 ( ) 1 ( )
2
( ) 1
2
a 1 f x dx f x dx f x dx (7)
= o = o
+
p p
p p p 0
a 1 f (x) cos nxdx 2 f (x) cos nxdx n (8)
and = 1 o ( )sin = 0
+
Page 247
Untitled
p
p p
b f x nx dx n (9)
Therefore for even function f (x); equation (6.1) reduces to
a
=
= +
1
0 ( ) cos
n
n f x a a nx (6.5)
where = o
p
p 0
0 a 1 f (x) dx
(6.6)
= o
p
p 0
a 2 f (x) cos nxdx n (6.7)
Equation (6.5) represents the function f (x) in a series of cosines and is therefore
known as cosine series in the interval (0,).
P a g e | 238
Case (ii) If f (x) is an odd function of x i.e., f (x) = f (x); then
( ) 0
2
1
0 = o =
+
p
p p
a f x dx (10)
= 1 o ( ) cos = 0
+
p
p p
a f x nxdx n (11)
o o
+
+
= =
p
p
Page 248
Untitled
p
p p p
b f x nx dx f x nx dx n 1 ( )sin 2 ( )sin (12)
Therefore for odd function f (x); equation (6.1) reduces to
a
=
=
1
( ) sin
n
n f x b nx (6.8)
where o
+
=
p
p p
b f x nx dx n 2 ( )sin
(6.9)
Equation (6.8) represents the function f (x) in a series of sines and is
therefore known as sine series in the interval (0, ).
13.2. Dirichlets Theorem and Dirichlets Conditions
The Dirichlets Theorem establishes the convergence of Fourier series for
very large class of functions and states:
If a function f (x) is well de:ined and bounded in the interval < x < and
has only a :inite number of maxima and minima and has only a :inite number of
discontinuities and also for other values of x, it satis:ies the periodicity condition
P a g e | 239
f (x + 2p ) = f (x)
then the function f (x) may be expanded in Fourier series which converges to
[ ( ) ( )]
2
1 f x+ + f xat
every values of x [and hence it converges to f (x) at points where f (x) is
continuous].
The condition imposed on f (x) in the theorem are called Dirichlets
conditions that is the Dirichlets conditions are:
(i) The function must be well de:ined and bounded in the interval - < x
< .
(ii) The function must be continuous or piecewise continuous i.e. the
function may have only a :inite number of discontinuities and only a :inite
number of maxima and minima.
(iii) The function must satisfy the periodicity condition
f (x + 2p ) = f (x)
To understand these conditions we consider a function f (x) with a period
2 in the interval x
The term discontinuity is used to describe the situation that arises
Page 249
Untitled
when the function f (x) suffers a :inite jump at a particular value of variable x. Let
this point by x = x0 (Fig 1). Then the two limiting values of f (x) as x approaches
x0 from right hand side and left hand side may be deduced as follows:
y
f (x+) A
P a g e | 240
f (x-) y = f (x)
B
(x0+a ) x0 (x0+a ) x
Fig.1
Let A and B be two points at (x0 + a ) and (x0 a ) to the right and left of x0
respectively.
(i) Approaching x0 from right: The value of function f (x) at point A is f
(x0+a ).
In the limit a 0, we have
( ) ( ) ( ) 0 0 0
+
f x = Lim f x + e = f x
e
(1)
(ii) Approaching x0 from left: The value of function f (x) at point B is given
by f (x0 - a ).
In the limit a 0, we have
( ) ( ) ( ) 0 0 0
f x = Lim f x - e = f x
e
(2)
f (x+) and f (x-) have been written simply because of convection. Evidently, for
discontinuity at x = x0 these two values of f (x) are not equal i.e.
( ) ( ) 0 0
f x+ f x- (3)
P a g e | 241
The function satisfying the inequality (3) at x = x0 is called discontinuous
function at x = x0.
The function f (x) is said to be bounded if the inequality
f (x) M (4)
holds for some constant M and for all values of x under consideration. For
example sin x is bounded but the function
f (x) = x-1 for x 0, f (0) = 0
is not bounded, even though the latter is well de:ined for each value of x.
It can be shown that if a bounded function has only a :inite number of
discontinuities, then all its discontinuities are simple. For example the function
( ) = 2 sin 1 for x 0, f (0) = 0
Page 250
Untitled
x
f x x
has in:initely many maxima near x = 0, although it is continuous and
differentiable for each value of x.
13.2.1. An Important Remark:
If f (x) is periodic, well de:ined, bounded, has a :inite number of extremum
and a :inite number of discontinuities, then Fourier series for f (x) converges to
[ ( ) ( )]
2
( ) 1 0
f x = f x+ + f x- at any value of x.
If x = x0 is a discontinuity, then
[ ( ) ( )]
2
( ) 1 0 0 0
f x = f x+ + f xP a g e | 242
where ( ) 0
f x+ and ( ) 0
f x- are approached from right and left respectively.
Problem.11.1. Find a series of sines and cosines of multiples of x ; which will
represent x + x2 in the interval < x < . Deduce that
a
=
= = + + +
1
2 2 2
2
....
3
1
2
1 1 1
6 n n
p
Solution. Let the Fourier series of given function f (x) = x + x2 be
a a
=
=
= + +
1 1
0 ( ) cos sin
n
n
n
Page 251
Untitled
where
3 3
. 2
2
1
2 2 2
( ) 1
2
( ) 1
2
1 2 3 2 2
2
0
p p
p p p p
p
p
p
p
p
p
= = u u
u
e e
e
= = + = +
+
+
+
o o a f x dx x x dx x x
o o
+
+
= = +
p
p
p
p p p
a f x nxdx x x nxdx n 1 ( ) cos 1 ( 2 ) cos
u u
u
u
e e
Page 252
Untitled
e
e
y u
+
y u

+
y u

= o
+
+
+
+
p
p
p
p
p
p
p
p p
dx
n
x nx
n
x nx
n
nx
n
1 x sin nx cos 2 sin 2 sin
2
u u u
u
e e e
e
y u

+
y u
= - +
Page 253
Untitled
+
p
p
p
p p 2 2
2 . cos sin
n
nx
n
x nx
2 2
2 2 cos 4cos
n
n
n
p np p
p
= u u
u
e e
= e and
similarly, 2
1 ( )sin 1 ( 2 )sin 2cos
n
b f x nx dx x x nx dx n n
p
p p
p
p
p
p
= o = o + = +
+
Substituting these values of a0, an and bn in (1), we get
P a g e | 243
a a
=
o
e
= + = + + Page 254
Untitled
1 1
2
2
2 4cos cos 2cos sin
3
( )
n n
nx
n
nx n
n
f x x x n p p p
o
e
+ - + -
o
e
= - - + - sin 3 ....
3
sin 2 1
2
cos3 .... 2 sin 1
3
cos 2 1
2
4 cos 1
3 2 2
2
x x x x x x p
At extremum and , we have average value of f ()
[ ( 0) ( 0)]
2
f (p ) = 1 f -p + + f p [ 2 2 ] 2
2
= 1 -p + p + p + p = p
Substituting x = in (2) ; we get
o
e
= = + + + + ...
3
1
2
4 1 1
3
( ) 2 2
Page 255
Untitled
2
2 p
f p p
i.e.,
o
e
= + + + ...
3
1
2
4 1 1
3
2
2 2
p 2
Hence ...
3
1
2
1 1
6 2 2
2
= + + +
p
(3)
Problem.11.2. Find the Fourier series of the function ex in the interval < x < .
Solution. Let Fourier series of the function f (x) = ex be
a a
=
=
= + +
1 1
0 ( ) cos sin
n
n
n
where [ ]
p
p
p p p p
p p p
p
p
p
p
p
Page 256
Untitled
[ ] sinh
2
1
2
1
2
( ) 1
2
1
0 = = = + = - - =
+
+
a o f x dx o ex dx ex e e
P a g e | 244
p
p
p
p
p
p
n
n
a f x nxdx n . sinh cos
1
1 ( ) cos 2
+ 2
= o =
+
p
p
p
p
p
p
n
n
b ex nxdx
n . sinh cos
1
1 sin 2
+ 2
= o = +
Page 257
Untitled
Substituting these values (1) ; we get
n nx
n
n n
n
e n
n n
x sinh cos sin
1
cos 2
1
sinh 2 sinh . cos
2
1
2
1
p p
p
p
p
p
p p
p
+
+
= + a a
=
=
u u
u
e e
e
o
e
+ - +
o
e
= - - + sin 2 ....
5
sin 2
2
cos 2 .... 1
5
cos 1
Page 258
Untitled
2
1
2
2sinh 1 x x x x
p
p
Problem. 11.3. Expand the function f (x) = sin x as a cosine series in the interval (0,
)
Solution. Given f (x) = sin x
The Fourier expansion of a function f (x) = sin x is given by
a a
=
=
= + +
1 1
0 ( ) cos sin
n
n
n
n f x A A nx B nx (1)
where = o
p
p 0
0 A 1 f (x) dx
[ ]
p p p
p
p 1 sin 1 cos 2
0
0
= o x dx = - x =
= o = o
p p
p p 0 0
A 1 f (x) cos nxdx 1 sin x cos nxdx n
P a g e | 245
= o + - p
p 0
[sin( 1) sin( 1) ]
2
1 n x n x dx
p
p 0 1
cos( 1)
1
Page 259
Untitled
cos( 1)
2
1
u u
u
e e
e
+
+
+
+
= n
n x
n
n x
{ } { }u u
u
e e
e - - + +
+
= p q
p
cos( 1) cos
1
cos 0 cos( 1) 1
1
1
2
1 n
n
n x
n
{ } { }u u
u
e e
e - - + +
+
= p
p
1 cos( 1)
1
1 cos( 1) 1
Page 260
Untitled
1
1
2
1 n
n
n x
n
When n is odd, cos (n+1) = cos (n-1) = 1 An = 0.
But when n is even cos (n+1) = cos (n-1) = 1
Therefore
1 1
2
1
2
2
1
2 - = u u
u
e e
e
+
=
n n n
An
p
p
1 ( )sin 1 sin sin 0
0 0
= o = o =
p p
p p
B f x nx dx x nx dx n
Therefore Equation (1) gives,
a
= = 2,4,6,...
2 cos
1
sin 2
n
nx
n
x p
p
Page 261
Untitled
o
e
= - + + cos 6 + ....
35
cos 4 1
15
cos 2 1
3
2 p 1 x x x
p
Thus is required expression for sin x as a cosine series in the interval 0 to .
13.3. Change of Interval from ( , ) to ( l, l )
P a g e | 246
The interval of Fourier expansion ( , ) may be changed to general
interval ( l, l ) as follows:
Let the periodic function have a period 2l. We introduce a variable
l
y x p
=
or
p
x = ly . Then we may represent the function f (x) in the form of a Fourier series
as
a a
=
=
+ + = Y =
o
e
=
1 1
0 ( ) ( ) cos sin
n
n
n
n f x f ly y say a a ny b ny
p
a a
=
=
= + +
1 1
0 cos sin
n
Page 262
Untitled
n
n
n l
b n x
l
a a n x p p (1)
where o o
+
+
o
e
= =
p
p
p
p p p
f
p
a y dy f ly dy
2
( ) 1
2
1
0
o o ( )
+
+
=
o
e
=
l
l
f x dx
l l
f x d x
2
( ) 1
2
1 p
p
p
p
Page 263
Untitled
(2)
Similarly we :ind
o o ( )
+
+
= =
l
l
n dx
l
f x n x
l
a y dy p
f
p
p
p
1 ( ) 1 cos (3)
o o ( )
+
+
= =
l
l
n dx
l
f x n x
l
b y dy p
f
p
p
p
1 ( ) 1 sin (4)
Note. The sum of this series is [ ( 0) ( 0)]
2
1 f -x + + f x - at each point between
l and l; while it is [ ( 0) ( 0)]
2
1 f l - + f -l + for x = l or +l and is periodic with a period
2l.
P a g e | 247
13.3.1 Corollary (I) Fourier series in the interval (0, l) ; Half range series : In this
Page 264
Untitled
case we have sine or cosine series depending on the function f (x).
Cosine series. If f (x) is even function of x ; then
a
=
= +
1
0 ( ) cos
n
n l
f x a a n x p (5)
where = o ( )
l
f x dx
l
a
0
0
1
(6)
and = o ( )
l
n dx
l
f x n x
l
a
0
2 cos p (7)
Sine series. If f (x) is odd function of x ; then
a
=
=
1
( ) sin
n
n l
f x b n x p (8)
where = o ( )
l
n dx
l
f x n x
l
b
0
2 sin p
(9)
Problem. 11.4. Find an even function f (x) of x de:ined as
Page 265
Untitled
( ) ( / 2) 1
( ) 0 / 2
= - < <
= < <
k l x for l x
f x kx for x l
Solution. The even function f (x) of x is represented by Fourier cosine series in the
form
a
=
= +
1
0 ( ) cos
n
n l
f x a a n x p
P a g e | 248
where ( ) ( ) ( ) u u
u
e e
e
= o = o + o
l
l
l l
f x dx f x dx
l
f x dx
l
a
/ 2
/ 2
0 0
0
1 1
u u
u
e e
e
= o + o l
l
l
kx dx k l x dx
l / 2
/ 2
0
Page 266
Untitled
1 ( )
u u
u
e e
e
= +
8 8
1 k l 2 kl 2
l
kl
4
= 1
and ( ) u u
u
e e
e
= o = o + o / 2
0 0 / 2
2 cos 2 cos ( ) cos l l
l
l
n dx
l
dx k l x n x
l
kx n x
l
dx
l
f x n x
l
a p p p
u u
u
e e
= e - cos -1
2
2 2cos
2 2 p
p
p
n n
n
kl
Therefore
l
n n n x
Page 267
Untitled
n
f x kl kl
n
p
p
p
p
cos 1 cos
2
2 1 2cos
4
( )
1
2 2 a
=
u u
u
e e
= + e - u u
u
e e
= - e + + cos10 + ....
10
cos 6 1
6
cos 2 1
2
8 1
4 2 2 2 2 l
x
l
x
l
kl kl px p p
p
13.4. Complex Form of Fourier series : The Fourier series for a function f (x) is
a a
=
=
= + +
1 1
0 ( ) cos sin
n
n
n
Page 268
Untitled
Expressing cos nx and sin nx in exponential form
a a
=
=

o
e
+
+
o
e
+
= +
1 1
0 2 2
( )
n
inx inx
n
n
inx inx
n
f x a a e e b e e
a a
=
o
e
+
+
o
e
= +
1 1
0 2 n 2
n n inx
n
n
n n inx
n a a a ib e b a ib e
Page 269
Untitled
P a g e | 249
a a
=
=
= + +
1 1
.0.
0
n
inx
n
n
inx
n
c ei x c e c e (2)
where
o
e
+
=
o
e
= = - 2 2
, 0 0
n n
n
n n
n
c a c a ib and c a ib
Expression (2) may be expressed as a
=-
=
n
inx
nf (x) c e
(3)
This is required complex form of Fourier series.
The coef:icients cn may be determined by multiplying both sides of (3)
with e imx and integrating with respect to x between limits to + i.e.,
o ( ) a o
+
Page 270
Untitled
=-
+
- =
p
p
p
p
f x e dx c e imx dx
n
n
imx
o
+
=
p
p
c dx m when n = m ; the other terms vanish
.2p m = c
Therefore o
+
= p
p p
c f x e imx dx
m ( )
2
1
or o
+
= p
p p
c f x e inx dx
n ( )
2
1 (4)
13.5. Fourier Series in the interval (0, T)
The general Fourier series of a periodic piecewise continuous function f (t)
having period T is expressed as
P a g e | 250
a a
=
Page 271
Untitled
=
= + +
1 1
0 ( ) cos sin
n
n
n
n f x a a nwt b nwt (1)
Evaluation of Fourier Constants a0, an and bn. To evaluate constant a0, we
integrate equation (1) with respect to t between limits 0 to T i.e.,
o ( ) = o
T T
f t dt a dt
0
0
0
; other integrals vanishing
a T 0 =
Therefore = o ( )
T
f t dt
T
a
0
0
1 (2)
In order to evaluate an we multiply both sides of (1) by cos nwt and
integrate between limits 0 to T, i.e.,
o ( ) = o
T
n
T
f t n t dt a n t dt
0
2
0
cos w cos w , other integrals vanishing
= o +
T
an n t dt
0
(1 cos 2 )
2
w
0
2
= a T + n
Therefore = o
Page 272
Untitled
T
n f t n t dt
T
a
0
2 ( ) cos w (3)
To evaluate bn we multiply both sides of (1) by sin nu t and integrate
between limits 0 to T i.e.,
o ( ) = o
T
n
T
f t n t dt b n t dt
0
2
0
sin w sin w , other integrals vanishing
P a g e | 251
= o T
bn n t dt
0
(1 cos 2 )
2
w
0
2
= b T + n
Therefore = o
T
n f t n t dt
T
b
0
2 ( )sin w (4)
In complex form the Fourier series of function f (t) between interval (0, T) is
i t
n
ne c t f w a
=-
( ) = (5)
where coef:icients cn are given by
o = T
i t
n f t e dt
T
Page 273
Untitled
c
0
1 ( ) w (6)
13.6. Change of Interval From (0, T) to (0, 2l)
The interval of Fourier expansion (0, T) may be changed to (0, 2l) as
follows:
Let the periodic function have a period 2l. We introduce a variable
T
or x lt
l
t Tx 2
2
= =
Thus we represent the function f(x) in the form of Fourier series as
o
e
=
l
f t f Tx
2
(w ) w
( ) ( ).
2
2 . x say
l
f x
l
Tx
T
f f
p p
=
o
e
=
o
e
=
P a g e | 252
a a
=
= + +
1
0 cos sin
n
n
Page 274
Untitled
n
n A A nwt B nwt
a a
=
o
e
+
o
e
= +
1 1
0 ( ) cos sin
n
n
n
n l
B n x
l
x A A n x p p
f
where = o
l
x dx
l
A
2
0
0 ( )
2
1 f
dx
l
x n x
l
A
l
n
p
f( ) cos
2
2 2
0 o
=
dx
l
Page 275
Untitled
x n x
l
B
l
n
p
f( )sin
2
2 2
0 o
=
13.7. Uses of Fourier Series
1. The Fouriers series may represent a discontinuous function. The
example is the representation of a saw tooth wave.
2. The Fouriers series may represent a periodic function. If given function
f(x) has a period 2 and if this is represented by Fourier series over one interval
(0, 2) or (, ) ; the representation holds for all :inite x. Moreover in Fourier
representation the even and odd functions are conveniently expressed as
cosine and sine series respectively. (Since for even functions bn = 0 and for odd
functions a0 = 0 and an = 0). The Fourier series expansion gives no assurance for
its validity outside the basic interval.
3. The Fourier series is helpful in the solution of equation of motion of an
oscillating particle subject to a periodic driving force. The Fourier series
expansion of the driving force then gives us the fundamental term and a series
P a g e | 253
of harmonics. The linear differential equation may be solved for each of these
harmonics, a process that may be much easier than for linear differential
equation, all the solutions may be added to obtain a :inal solution.
13.8. Let us sum up
In this lesson , we studied Fourier series and in detail. We presented
Dirichlets Theorem and Dirichlets Conditions. Finally , we had discussion on
complex form of Fourier series.
13.9. Check your progress
1. What is Fourier series
2. State an explain Dirichlet Conditions .
3. Show that periodic function f(x) can be expressed as the Fourier services
1. Derive the expression for Fourier coef:icients a0 , anand bn
2. Find the fourier series expansion of f(x) = x cos x
3. A triangular wave is represented by
0
( )
0
x x
f x
x x
p
Page 276
Untitled
p
< <
= - - < < represent
f(x) as a Fourier series.
P a g e | 254
13.11. References
1. Applied Mathematics for Scientists and Engineers L.A. Pipes and L.R.
Harvill.
P a g e | 255
UNIT V
LESSON 14: LAPLACE TRANSFORM
CONTENTS
14.1. Laplace Transform
14.2 Proof of validity of above conditions:
14.3. Properties of Laplace Transforms
14.3.1 Linearity Property :
14.3.2 Change of scale property.
14.3.3. First Translation (Shifting) Property.
14.3. 4. Second Translation Property (Heaviside Shifting Theorem)
14.3. 5. Derivative of Laplace Transform
14.4. Laplace Transform of the derivative of a function:
14.5. Laplace Transform of Integral
14.5.1. Cor. I. Multiplication by Powers of t :
14.5.2. Cor. II. Division by t :
14.5.3. Corollary. III o o

=
0 0
( ) dt f (s) ds
t
F t
14.6. Inverse Laplace Theorem : Fourier Mellin Theorem :
14.7. Properties of Inverse Laplace Transform
P a g e | 256
14.7.1. Linearity Property.
14.7.2. Change of Scale Property.
14.7.3. First Translation (or Shifting) Property.
14.7.4. Second Shifting Property
14.8 Let Us Sum Up
Page 277
Untitled
14.11 References
In this lesson, we are going to study about Laplace transformation , inverse
Laplace transformation and their properties.
14.1. Laplace Transform
The Laplace transform of a function F(t), denoted by L{F(t)} or
corresponding lower case letter f (s), is de:ined as
o
= =
a
st
a
f s L F t Lim e F t dt
0
( ) { ( )} ( ) (1)
Here the operator L is called the Laplace transformation operator. The
parameter s may be real or complex number; but generally it is taken to be a
P a g e | 257
real positive number. The Laplace transform of a function F(t) exists only if the
function satis:ies the following conditions.
(i) The function F(t) should be an arbitrary piecewise continuous function
in every :inite interval and that F(t) = 0 for all negative values of t.
(ii) The function F(t) should be of exponential order.
This means that the :inite integral o
0
F(t) dt need not exist i.e., F(t) may
diverge exponentially for large values of t ; however if there is some constant s0
such that
esotF(t) M , a positive constant
for suf:iciently large t, then the function F(t) is said to be of exponential order s0
as t .
14.2 Proof of validity of above conditions:
Let F(t) be piecewise continuous in every :inite interval and of exponential
order so as t .
Let t0 > 0, then Laplace transform of F(t) may be expressed as
o o o
-
= - = +
0
0
( ) ( ) ( ) ( )
0 0 t
Page 278
Untitled
st
t
f s e stF t dt e stF t dt e F t dt
Continuity of F(t) in the :inite interval (0, t0) implies that
o 0
0
( )
t
e stF t dt exists.
Further, if F(t) is of exponential order so as t , then
P a g e | 258
Lime s0tF(t)
t
:inite
i.e., esotF(t) < M for all values of t t0
i.e., F(t) < M esot for all values of t t0
Now o o o o
- =
0
0
0
0
0 0
( ) ( ) ( )
t
s s t
t
st s t
t
st
t
e stF t dt e F t dt e Me dt M e dt
0
0
( 0 ) 0
if s s
s s
Page 279
Untitled
Me s s t
>
=
- Thus we have
0
0
( 0 ) 0
0
( ) if s s
s s
e F t dt Me
s s t
t
st >
- - o
Now
0
( 0 ) 0
s s
Me s s t
- can be made vanishingly small by choosing t0 suf:iciently large.
Hence
0
0
e F(t) dt exists for s s
t
o st >
Hence we conclude that the Laplace transform (1) exists only if the function F (t)
satis:ies the two conditions (i) and (ii).
Remark : The conditions (i) and (ii) imposed on f(t) are suf:icient for the
existence of L f(t) but are not necessary conditions.
14.3. Properties of Laplace Transforms
14.3.3 Linearity Property :
P a g e | 259
If a1 and a2 are constants and the Laplace transforms of F1 (t) and F2 (t)
are f1 (s) and f2 (s) respectively, the Laplace transform of a1 F1 (t) + a2 F2 (t) is
given by a1 f1 (s) + a2 f2 (s) i.e.,
{ ( ) ( )} { ( )} { ( )} 1 1 2 2 1 1 2 2 L a F t + a F t = a L F t + a L F t
Page 280
Untitled
Proof:
Let { } o
= = 0
1 1 1 L F (t) f (s) e stF (t) dt
and { } o
= = 0
2 2 2 L F (t) f (s) e stF (t) dt
Therefore { } o [ ]
+ = - +
0
1 1 2 2 1 1 2 2 L a F (t) a F (t) e st a F (t) a F (t) dt
o o
= - +
0
2 2
0
1 1 a e stF (t)dt a e stF (t)dt
{ ( )} { ( )} 1 1 2 2 = a L F t + a L F t (1)
Generalising this result
a a { }
= =
=
y u

n
m
m m
n
m
m m L a F t a F t
1 1
( ) ( )
14.3.4 Change of scale property.
If f(s) is the Laplace transform of F (t), the Laplace transform of F (at) is
o
e
a
f s
Page 281
Untitled
a
1 .
P a g e | 260
Proof. We have { } o
= = 0
L F(t) f (s) e stF(t) dt
Therefore { } o
= 0
L F(at) e stF(at) dt
Substituting
a
at = u i.e., dt = du ; we get
{ }
o
e
= o = o =
a
f s
a
F u e du
a a
L F(at) F(u) e s a u du 1 ( ) s a u 1
0
( / )
0
( / ) (2)
14.3.3. First Translation (Shifting) Property.
If f(s) is Laplace transform of F(t), then that of eat F(t) will be f(s a).
Proof.
Let { } o
= = 0
L F(t) f (s) e stF(t) dt
Then { } o [ ]
= 0
L eatF(t) e st eatF(t) dt
Page 282
Untitled
o
= - - = 0
F(t)e (s a)t dt f (s a) (3a)
Similarly, we may show f (s - a) = L{e-atF(t)}
(3b)
14.3. 4. Second Translation Property (Heaviside Shifting Theorem)
P a g e | 261
If

- >
<
= =
F t a if t a
if t a
L F t f s and G t
( )
0
{ ( )} ( ) ( ) ; then L {G(t)} = e-as f(s)
Proof.
{ } o o o
-
= - = +
a
st
a
L G(t) e stG(t) dt e stG(t) dt e G(t) dt
0 0
o o
= - + - a
st
a
e st .0 dt e F(t a) dt
0
o
= + - a
0 e stF(t a) dt
Substituting t = p + a, i.e., dt = dp ; we get
{ ( )} ( ) ( ) ( )
0 0
Page 283
Untitled
L G t e s( p a)F p dp e as e spF p dp e-sa f s
-
= o - + = o = (4a)
This result may be expressed as
L{F(t - a)U(t - a)} = e-sa f (s) (4b)
where

<
>
- =
if t a
if t a
U t a
0
1
( ) is called Heavisides unit step input function.
14.3. 5. Derivative of Laplace Transform
If f(s) is Laplace transform of F(t), then
'( ) L{ t F(t)}
ds
f s = df = - and in general
n
n
n n n n
ds
L{t F(t)} = (-1) f ( ) (s) = (-1) d f (s)
P a g e | 262
Proof .
We have o
= 0
f (s) e stF(t) dt
Differentiating both sides with respect to s; we get
o
= = - 0
'( ) ( t)e F(t) dt
ds
f s df st
o
= - 0
Page 284
Untitled
e st [ t F(t)]dt
i.e f '(s) = L{-t F(t)} (5a)
Carrying out the process of differentiation n times ; we get
( ) ( ) f (s) L{( 1) t F(t)} ( 1) L{t F(t)}
ds
f s d n n n n
n
n
n = = - = - (5b)
Problem. 12.1. Find Laplace transforms of
(i) K ( constant) (ii) t (iii) kt (iv) tn, n 0 (integer) (v) eat (vi) e-at
Solution
From de:inition of Laplace transform
o
= = 0
f (s) L{F(t)} e stF(t) dt
(i) Here F(t) = k (constant)
Therefore o
= = 0
f (s) L{k} e st k dt
P a g e | 263
s
k
s
k e
t
st
= u u
u
e e
e
=
=
0
(ii) Here F(t) = t
Therefore o
= = 0
f (s) L{t} e st t dt
Page 285
Untitled
dt
s
e
s
t e
st
t
st
o
=
- u u
u
e e
e
=
0 0
2
0
1 1
s s
e
s
st
= u u
u
e e
e
=
-
(iii) Here F(t) = kt
Therefore o
= 0
L{kt} e st kt dt
2
0 s
= Ko e st t dt = k
(iv) Here F(t) = tn where n is integer 0

Therefore o
Page 286
Untitled
= 0
L{t n} t ne st dt (1)
From result (ii), we have
2
0
1
s
o e st t dt =
- (2)
Differentiating with respect to s ; we get
3
0
( )2 2
s
o -t e st dt =
P a g e | 264
i.e., 3
{ 2} 2
s
L t = (3)
Differentiating (2) (n - 1) times with respect to s ; we get
1
0
{ } !+
= o - = n
n n st
s
L t t e dt n (4)
(v) Here F(t) = eat
Therefore o o
-
= - =
0
( )
0
L{eat} eate st dt e s a t dt
s a s a
e s a t
= u u
Page 287
Untitled
u
e e
e
- =
- - 1
( ) 0
( )
(vi) Here F(t) = e-at
Therefore
s a
L e at e ate st dt e s a t dt
+
= o = o =
- +
{ - } - - 1
0
( )
0
Problem. 12.2. Find Laplace transform of the function
a
F t e
at 1 ( )
=
Solution.
y u

=
a
L F t L e
at 1 { ( )}
{ } { } o o
= - = - 0 0
1 1 1 1 1 e .1dt
a
e e dt
a
L
a
L e
Page 288
Untitled
a
at at st st
o o
- - =
= - =
0 0
( )
( )
1 1 1 . 1 1 .1 1
a s a a s s s a
e dt
a
e dt
a
s a t st
P a g e | 265
14.4. Laplace Transform of the derivative of a function:
Let F(t) be a continuous differentiable function and
dt
dF(t) is its :irst
derivative. If F(t) and
dt
dF(t) are Laplace transformable, then the Laplace
transform of the derivative
dt
dF(t) is given by
( ) s L {F(t)} F(0) s f (s) F(0)
dt
L dF t = - = y u

where F(0) is the value of F(t) at t = 0, and f(s) = L {F(t)}.
Proof.
e dt
dt
dF t
dt
L dF t -st
o
y
Page 289
Untitled
u

=
y u

0
( ) ( ) (from de:inition)
Integrating by parts, we get
[F t e ] e F t dt
dt
L dF(t) ( ) st st ( )
0
0
- = + o
y u

= -F(0) + s L {F(t)}= s f (s) - F(0) (1)
This theorem is specially useful in solving differential equations with
constant coef:icients.
14.5. Laplace Transform of Integral
If f (s) = L {F(t)}
P a g e | 266
Then
s
L F t dt f s
t ( ) ( )
0
= u u
u
e e
e o (1)
Proof. Given f (s) = L {F(t)}
Let G t F t dt
to
=
0
( ) ( )
Obviously (0) ( ) 0
0
G = o F t dt =
t
'( ) ( ) ( )
0
F t dt F t
dt
Page 290
Untitled
G t d
t
= o =
By the formula of Laplace transform of derivative
L {G'(t)} = s L {G(t)} - G(0)
i.e. L {F(t)} = s L {G(t)} - 0 = s L{G(t)}
i.e. 1 L {F(t)} L {G(t)}
s
=
Hence we get
s
L F t dt f s
t ( ) ( )
0
= u u
u
e e
e o
14.5.1. Cor. I. Multiplication by Powers of t :
If f (s) = L {F(t)},
then [ ]
ds
L F t df s
ds
L{t F(t)} = - d { ( ) = - ( ) (2a)
P a g e | 267
and in general
{ ( )} ( 1) f (s)
ds
L t F t d n
n
n = - n (2b)
Proof. We have
o
= 0
f (s) F(t) e st dt
Differentiating both sides with respect to s and applying Leibnitz rule of
differentiation under the integral sign ; we get
o [ ] o
- =
Page 291
Untitled
=
0 0
( ) F(t) e dt t F(t) e dt
ds s
df s st st
This gives { ( )} ( ) [L{F(t)}]
ds
d
ds
L t F t = - df s = Continuing the process n times, we get
{ ( )}= (-1) f (s), n = 1,2,3,....
ds
L t F t d n
n
n n
14.5.2. Cor. II. Division by t :
If f (s) = L {F(t)},
then o
=
y u
s
f x dx
t
L F(t) ( )
provided the integral Problemists.
Proof.
Let f (s) = L{F(t)}, then
P a g e | 268
o
= 0
f (s) F(t) e st dt
Integrating both sides with respect to s from s = s to , we get
o o o

=
s
st
s s
f (s) ds ds e F(t)dt
Here s and t are independent variables and hence the order of
integration in the repeated integral may be interchanged.
Page 292
Untitled
Therefore o o o

=
s
st
s
f (s) ds dt e F(t)ds
0
o o
=
s
F t dt e stds
0
( )
-

o
e
= o
s
st
t
F t dt e
0
( )
o o
y u

= =
0 0
( ) ( ) dt
t
F t dt e F t
t
e st
st
i.e. o
Page 293
Untitled
y u

=
0
( ) ( )
t
F s ds L F t (3)
14.5.3. Corollary. III o o

=
0 0
( ) dt f (s) ds
t
F t
Proof.
From equation (3) ; we have
o o

= =
y u

s s
F s ds F t dt
t
L F(t) ( ) ( )
P a g e | 269
or o o

- =
s
st dt F t dt
t
e F(t) ( )
0
Now as s 0, above equation takes the form
o o

=
0 0
( ) dt F(s)ds
t
F t (4)
Problem. 12.3. Find the Laplace transforms of (i) t sin at (ii) t cos at
Solution.
(i) We have { } 2 2 sin
s a
L at a
Page 294
Untitled
+
=
Therefore { } (L{ at})
ds
L t sin at = - d sin
2 2 ( 2 2 )2
2
s a
as
s a
a
ds
d
+
=
o
e
+
= (ii) We have { } 2 2 cos
s a
L at s
+
=
Therefore { } (L{ at})
ds
L t cos at = - d cos
2 2 2
2 2 2
2 2 ( )
2
s a
s a s
s a
s
ds
d
+
+ =
o
e
+
= 2 2 2
2 2
Page 295
Untitled
(s a )
s a
+
=
Problem. 12.4. Find Laplace transform of
(i) t eat (ii) tn eat
Solution.
P a g e | 270
From equation (2b) of Cor. I, we have
{ ( )} ( 1) f (s)
ds
L t F t d n
n
n = - n
where { } o
= = 0
f (s) L F(t) F(t) e stdt
(i) We have { }
s a
L e at
+
- = 1
Therefore, { } 2
1
( )
( 1) 1 1
ds s a s a
L t e at d
+
= u u
u
e e
e
+
- = (ii) { } 2 3
2
2 2
( )
( 1) 1 2 !
ds s a s a
L t e at d
+
= u u
Page 296
Untitled
u
e e
e
+
- = { } 3 4
3
3 3
( )
( 1) 1 3!
ds s a s a
L t e at d
+
= u u
u
e e
e
+
- = Similarly, { } ( ) 1
( 1) 1 ! +
+
= u u
u
e e
e
+
= - n n
n
n at n
s a
n
ds s a
L t e d
Problem. 12.5. Find the Laplace transform of
t
sin at . Does the transform of
t
cos at
exist?
Solution.
We have { } o
= 0
L F(t) F(t) e stdt
Therefore { } o o
Page 297
Untitled
-
= - =
0
( )
0
L eiat e steiatdt e s ia tdt
P a g e | 271
( )( )
1
0
( )
s ia s ia
s ia
s ia s ia
e s ia
- +
+
=
= u u
u
e e
e
=
- -
i.e. { } 2 2 cos sin
s a
L at i at s ia
+
+
+ =
Using Linearity property, we have
{ } 2 2 cos {sin }
s a
L at i L at s ia
+
+
+ =
Equating real and imaginary parts ; we get
{ } 2 2 cos
s a
L at s
+
= and 2 2 {sin }
Page 298
Untitled
s a
L at a
+
=
From equation (3), i.e.,
s
L F t dt f s
t ( ) ( )
0
= u u
u
e e
e o
we have
o o o { }

= = =
y u

s s s
f s ds f x dx L at dx
t
L sin at ( ) ( ) sin
o

=
u u
u
e e
= e
+
=
s x s a
x
x a
a dx 1
2 2 tan
a
s
a
1 1 s tan 1
2
= tan - - tan - = - p
Therefore,
o
e
Page 299
Untitled
=
y u

a
s
t
L sin at cot 1
This is required Laplace transform of
t
sin at .
P a g e | 272
Now dx
x a
L at dx x
t
L at
s s
o o

+
= =
y u

2 2 sin {cos ( )}
[ ]
= = + x s log (x a )
2
1 2 2
[ log ( ) log ( )]
2
1 Lim x2 a2 s2 a2
x
= + - +
As +
Lim log (x2 a2 )

x
; therefore the limit on R.H.S. does not exist. Hence
the Laplace transform of
t
cos at does not exist.
14.6. Inverse Laplace Theorem : Fourier Mellin Theorem :
If the Laplace transform of a function F(t) is f(s) i.e., L {F(t)} = (s) ; Then F(t) is
called the inverse Laplace transform of f(s) i.e.
F(t) = L-1{ f (s)} (1)
Page 300
Untitled
where L-1 is called the inverse Laplace transform operator.
We shall now develop an expression for the inverse Laplace transform L-1
appearing in equation (1).
If F(t) is piecewise regular differentiable function, then its Fourier integral is
expressed as
o o
+
-
+
-
- u u
u
e e
e
F t = eiut F(x) e iuxdx du
2
( ) 1
p
(2)
Assuming that the function F(t) has the property that F(t) = 0 for t < 0;
equation (2) becomes
P a g e | 273
o o
+
-
- u u
u
e e
e
F t = eiut F x e iuxdx du
0
( )
2
( ) 1
p
Let us now de:ine a function G (t) such that
G(t) = e-ctF(t) (3)
where c is a positive constant.
The Fourier integral of G (t) from equation (3) becomes
o o
+
-
- u u
u
e e
Page 301
Untitled
e
G t = eiut G x e iuxdx du
0
( )
2
( ) 1
p
or o o
+
-
- - - u u
u
e e
e
G t = e ctF t = eiut e ctF x e iuxdx du
0
( )
2
( ) ( ) 1
p
o o
+
-
- + u u
u
e e
e
= eiut F x e c iu xdx du
0
( ) ( )
2
1
p
(4)
Substituting s = c + iu i.e. ds
i
du = 1 ; we get
o o
+
-
- - - u u
u
e e e = =
c i
c i
Page 302
Untitled
ct e s c t F x e sxdx ds
i
G t e F t
0
( ) ( )
2
( ) ( ) 1
p
(5)
o o
+
-
- - u u
u
e e
e
=
c i
c i
e ct est F x e sxdx ds
i 0
( )
2
1
p
or o o
+
-
- u u
u
e e
e
=
c i
c i
est F x e sxdx ds
i
F t
0
( )
2
( ) 1
p
(6)
P a g e | 274
Page 303
Untitled
This is more generalized form of Fourier integral of a function F(t). If the
integral o
0
F(t) dt does not exist ; but the integral o
0
e ct F(t) dt exists for some c0 > 0
; the representation of F(t) by equation (6) is valid for some c > c0.
Now from de:inition of Laplace transform ; we have
o o

= - = 0 0
f (s) F(x)e sxdx F(t) e stdt (7)
(Since de:inite integral is independent of the variable of integration)
Then equation (6) gives
o
+
-
=
c i
c i
f s estds
i
F t ( )
2
( ) 1
p
(8)
Equation (8) is usually called Bromwich integral ; although it is sometimes
called the Fourier Mellin theorem or Fourier Mellin integral provided f(s) is given
by equation (7) for Re s c > 0 and the integral o
0
e ctF(t) dt converges
absolutely.
Problem. 12.6. Find the inverse Laplace transform of
(i) 2 2
1
s + a
(ii) s 2 a2
a
(iii) ( )2 w2
w
Page 304
Untitled
s + a +
Solution.
(i) We have 2 2
( ) 1
s a
f s
+
=
Then the function 2 2 ( )
s a
e f s e
st
st
+
= , satis:ies the required conditions of
residue method.
P a g e | 275
a +
= 2 2 ( )
s a
F t e
st
The poles of a +
Y = 2 2 ( )
s a
s e
st
, are given by s2 + a2 = 0 or s = ia
ia
e
s
s s Lim e
st iat
s ia s ia 2 2
)] ( [Re = u u
u
e e
e
Y =
=
and
ia
e
s
s s Lim e
st iat
s ia s ia 2 2
Page 305
Untitled
[Re ( )]
=- - = u u
u
e e
e
Y =
Therefore
a
at
i
e e
ia a
e
ia
F t e
iat iat iat iat sin
2
1
2 2
) ( = u u
u
e e
e = + =
- (ii) Here 2 2 ( )
s a
f s a
=
Therefore 2 2 ( ) ( )
s a
s e f s ae
st
st
Y = =
The poles of function Y (s) are given by s2 a2 = 0
i.e., s = a (simple pole)
2 2 2
[Re ( )]
st at at
s a s a
e
a
ae
s
Page 306
Untitled
s s Lim ae = = u u
u
e e
e
Y =
=
2 2 2
[Re ( )]
st at at
s a s a
e
a
ae
s
s s Lim ae
- =- - = = u u
u
e e
e
Y =
Therefore at
e e e e a F t sidues
at at at t
sinh
2 2 2
Re ) ( = u u
u
e e
e = = - =
- a
(iii) Here ( )2 2
( )
w
w
+ +
=
s a
f s
P a g e | 276
Therefore 2 2 ( )
( )
+ +w
Page 307
Untitled
Y =
s a
s e
st
The poles of Y (s) are given by
(s + a)2 +w2 = 0 i.e., s = -a iw (simple pole)
i
e e
i
e
s a
s s Lim e
st a i t at i t
s a i s a i 2( ) 2 2
[Re ( )]
( w) w
w w w
w w - + =- + - + = = u u
u
e e
e
+
Y =
Similarly,
i
e e
s a
s s Lim e
st at i t
s a i s a i 2( ) 2
[Re ( )]
= u u
u
e e
e
+
Y =
- =- - - w
w w
w
Hence e t
i
F t e e e e at
at i t at i t
Page 308
Untitled
w
w w
sin
2
( ) - - = u u
u
e e
e =
14.7. Properties of Inverse Laplace Transform
14.7.1. Linearity Property.
If f1 (s) and f2 (s) are the Laplace transforms of F1(t) and F2(t) respectively,
then
{ ( ) ( )} { ( )} { ( )} 2
1
1 2
1
1 1 2 2 1
L-1 c f s + c f s = c L- f s + c L- f s (1)
where c1 and c2 are arbitrary constants.
Proof.
By linearity property of Laplace transforms ; we have
{ ( ) ( )} { ( )} { ( )} 1 1 2 2 1 1 2 2
L-1 c F t + c F t = c L F t + c L F t
( ) ( ) 1 1 2 2 = c f s + c f s
P a g e | 277
Taking inverse Laplace transform, we get
( ) ( ) { ( ) ( )} 1 1 2 2
1
1 1 2 2 c F t + c F t = L- c f s + c f s
or { ( )} { ( )} { ( ) ( )} 1 1 2 2
1
2
1
1 2
1
1 c L- f s + c L- f s = L- c f s + c f s
14.7.2. Change of Scale Property.
If f (s) is the Laplace transform of a function F(t), then
-1{ ( )} = ( / ) , a > 0
a
L f as F t a
Proof.
We have o
Page 309
Untitled
= 0
f (s) e stF(t)dt
Therefore o
= 0
f (as) e ast .F(t)dt
o
-
o
e
=
0
. .
a
dx
a
e sx F x
o o
-
o
e
=
o
e
=
0 0
1 . . 1 . .dt
a
e F t
a
dx
a
e F x
a
sx st
1 .L{F(t / a)}
a
=
Therefore
a
L-1{ f (as)} = F(t / a)
14.7.3. First Translation (or Shifting) Property.
Page 310
Untitled
If f (s) is the Laplace transform of a function F(t), then
L-1{ f (s - a)} = eatF(t)
P a g e | 278
Proof.
As o
= 0
f (s) e stF(t)dt
Therefore o
- = - 0
f (s a) e (s a)t .F(t)dt
{ . ( ). }
0 o
= e-st eat F t dt
= L {eatF(t)}
Hence L-1{f (s - a)}= eatF(t) (3a)
Similarly it may be shown that
L-1{ f (s + a)} = e-at F(t) (3b)
Remark:
Since F(t) = L-1{ f (s)}, therefore equations (3a) and (3b) may be
Problempressed in the form
L-1{ f (s)} = e-at L-1[ f (s - a)] (3c)
L-1{f (s)}= eat L-1[ f (s + a)] (3d)
14.7.4. Second Shifting Property
If L-1 f (s) = F(t) , then
P a g e | 279

- >
<
- = =
F t a t a
t a
L eas f s G t
( ) ;
0 ;
1{ ( )} ( )
Proof.
We have o
= 0
L{G(t)} e stG(t)dt
Page 311
Untitled
o o
= - + - a
st
a
e stG(t) dt e F(t a) dt
0
o
= + - a
0 e stF(t a) dt
o
= - +
0
e s(a y)F( y) dy (substituting t a = y)
o o
= - - =
0 0
e sye saF( y) dy e syF( y) dy
= e-asL{F(t)} = e-sa f (s)
Taking inverse transform
>
<
= - - =
F t a if t a
if t a
G t L e sa f s
( )
0
( ) 1{ ( )}
The result of this theorem may also be expressed as
G(t) = F(t - a)U(t - a)
where

<
>
- =
for t a
for t a
U t a
1
Page 312
Untitled
0
( )
The function U(t) is called the Heavisides unit step input function.
P a g e | 280
Problem. 12.7. Find the inverse Laplace transform of
(i)
2 5
1
s +
(ii)
s
e-1/ s
Solution.
(i) We know
( 1)
1
1
1
+
=
y u

+
n
t
s
L
n
n (1)

y
u

o
e
+
=
y u

Page 313
Untitled
+
- 1/ 2
1 1
2
5
1
2
1
2 5
1
s
L
s
L
y u

= - 1/ 2
5 / 2 1 1
2
1
s
e L using :irst translation property

y
u

o
e
=
2
2 1
1 1/ 2
e 5 / 2 t using (1)
Therefore 5 / 2 1/ 2
2
= 1 e- t p
Page 314
Untitled
(since p =
o
e
2
1 )
(ii) u u
u
e e e = - + - +
...
3!
1
2!
1 1 1 1
2 3
1/
s s s s s
e s
P a g e | 281
u u
u
e e
e
= - + - +
...
3!
1
2!
1 1 1
2 3 4
1/
s s s s s
e s
Taking inverse transform of both the sides and using the standard result
n
n t
s
L n =
y u

+
1
1 ! , we get
u u
Page 315
Untitled
u
e e
e
= - + - +
y u

- ...
3! 3!
1
2! 2!
1 1
1/ 2 3
1 t t t
s
L e
s
14.8 Let us Sum up
In this lesson, we studied about Laplace transformation and its properties.
Then we discussed inverse Laplace transformation and its properties.
1. What is meant by Laplace transform?
2. De:ine the Laplace transformation of function f(t) and obtain the Laplace
transformation of e-t c ot s
3. Obtain Laplace transformation of the function f(t) = sinh at sin at
1. Obtain inverse Laplace transformation of ( )
5
4 2 2
6
s s
p
+p
2. Find the Laplace transform of (i) s i nt and (ii) c o st
t
P a g e | 282
3. Find 1
2 2
L s
s k
- o
- e
4. Using Laplace transform solve the differential equation
y '-y' 2y ' -f 3 o 0 r (= y0 a) =1n ' d ( y=0 ) 7
14.11 References
Page 316
Untitled
P a g e | 283
LESSON 15: Vector Spaces
CONTENTS
15.1. Introduction
15.2. De:initions
15.2.1. Sub Spaces
15.2.2. Basis
15.2.3. Dimensions
15.2.4. Identical sub spaces
15.2.5. Nullity Of A Matrix
15.3. Linear dependence of Vectors
15.4. Vectors over the Real Field
15.4.1. Inner Product
15.4.2. Corollary
15.5. Orthogonal Vectors
15.6. Length Of A Vector
15.7. Vectors Over The Complex Fields
15.8. Schwarz inequality
15.9. The Gram Schmidt Orthogonalization
15.10. Let us Sum up
P a g e | 284
15.13. References
In this lesson we are going to start with basic de:initions. Then we will be discussing
the vector spaces over the real and complex :ields. We will study Schwarz inequality
and Grame Schmidt orthogonalisation process in detail.
P a g e | 285
15.1. Introduction:
A vector has both magnitudes and direction. Scalar have only magnitudes.
Vectors can be one dimensional, two dimensional, three dimensional or
multidimensional. Let i, j, and k be unit vectors along the x,y and z axes respectively. Let
a, b and c be the scalars. Then the vectors ai,bj, c k are along x,y and z directions. A
line along x, y or z axes is an example for one dimensional vector space. A plane say xy
or yz or zx is an example for two dimensional vector space. The whole space in an
example for three dimensional vector space. Since these vectors occur along a line
and i, j, k occur only in their :irst power, these vectors and vector spaces are linear.
An n dimensional vector, in an n-dimensional vector space, can be represented
as,
Rr = Aa + Bb + Cc + Dd + ..............n terms
Page 317
Untitled
r r r r r
where r , a,b, c........ r r r r are unit vectors or base vectors, in different directions shown in
:igure 13.1.
Here r , a,b, c........ r r r r form the basis of the n dimensional vector space. They need
not all be in the same plane. They can be oriented is any direction in space. R rr is the
resultant of the various in the n dimensional vector space.
Dd
r
Ccr
R rr
P a g e | 286
Fig 13.1
15.2. De:initions
A set of n vectors over a :ield F which is closed under both addition and scalar
multiplication is called a vector space. If A A A Am
r r r r
, , ........ 1 2 3 are n vectors over F, the set of
all linear combinations
m m C A C A C C A
r r r
1 1 2 2 1 + + ....... + (1)
is a vector space over the :ield F.
Clearly every vector space (equation (1)) contains the zero n vector while the
zero n vector alone is the vector space. The totality Vn(F) of all n vectors over F is called
the n-dimensional vector space over F.
Note:
P a g e | 287
1. A set of n vectors over the :ield F is said to be closed under addition if the sum
of any two of them is a vector of the set.
2. A set of n vectors over the :ield F is said to be closed under scalar
multiplication if every scalar multiple of a vector of the set is a vector of the
set.
Example
The set of all vectors
u u u
u
u
e e e
e
e
3
2
1
a
a
a
Page 318
Untitled
of ordinary space having equal components
(a1=a2=a3) is closed under both addition and scalar multiplication. Hence it is an
example for vector space.
15.2.1. Sub Spaces
A set v of the vectors of Vn(F) is called a subspace of Vn(F), provided V is closed
under addition and scalar multiplication. Thus, the zero n vector is a subspace of Vn(F).
15.2.2. Basis
In n dimensional space, we may choose a number of sets, each set containing
n vectors (B1,B2Bn) such that the vectors of each set are linearly independent and
span the space. Any set of n such vectors is an n-dimensional space Ln is said to form a
set of basis vectors.
15.2.3. Dimensions
The dimension of vector space is de:ined as the maximum number of linearly
independent vectors in V. A vector space of dimension r consisting of n vectors will be
denoted by V r (F)
n .
P a g e | 288
15.2.4. Identical sub spaces
If ( ) ( ) 1 1 V F and V r F
n
r
n are two sub spaces of Vn(F), they are identical if and only
if each vector of ( ) 1 V r F
n is a vector of ( ) 2 V r F
n are identical if and only if each is a
subspace of the other.
15.2.5. Nullity Of A Matrix
For a system of homogenous equation Ax = 0, the solution vectors x constitute a
vector space called the null space of A. The dimension of this space is denoted by NA,
is called the nullity of A.
15.3. Linear dependence of Vectors
The m x n vector over the :ield F
[ ] n X x x x1 11 12 1 = , ,..................
[ ] n X x x x2 21 22 2 = , ,.................. (1)
.
[ ] m m m mn X x , x ,..................x 1 2 =
are said to be linearly dependent over F, provided there exists m elements k1, k2,
.km of F, not all zero such that
............... 0 1 1 2 2 + + = m m K X K X K X (2)
Otherwise, the m vectors are said to be linearly independent.
Note
P a g e | 289
If m vectors are linearly dependent, some of them may always be expressed as
a linear combination of the others.
15.4. Vectors over the Real Field:
Page 319
Untitled
15.4.1. Inner Product
Let Vn(R) is the space of all real n vectors. If
u u u u
u
u
e e e e
e
e
=
u u u u
u
u
e e e e
e
e
=
n n y
y
y
and y
x
x
x
X
.M .M
2
1
2
1
are two vectors of Vn(R). Then their inner product is de:ined to be the scalar
n n X.Y x y x y ............x y 1 1 2 2 = + +
It is also known as dot product.
15.4.2. Corollary
1. 1 2 2 1 X .X = X .X
2. . ( . ) 1 2 1 2 X kX = k X X
3. 1 2 3 2 3 1 1 2 1 3 X .(X + X ) = (X + X ).X = X .X + X .X
4. 1 2 3 4 1 3 1 4 2 3 2 4 (X + X ).(X + X ) = X .X + X .X + X .X + X .X
15.5. Orthogonal Vectors
P a g e | 290
Two vectors X and Y of Vn(R) are said to be orthogonal if their inner product is
zero.
Example
For the vectors
u u u
u
u
e e e
Page 320
Untitled
e
e
= u u u
u
u
e e e
e
e
=
u u u
u
u
e e e
e
e
=
1
2
1
2
1
2
1
1
1
1 2 3 X X and X
a) . 1.2 1.1 1.2 5 1 2 X X = + + =
b) . 1.1 1.( 2) 1.1 0 1 3 X X = + - + =
c) . 1.1 1.1 1.1 3 1 1 X X = + + =
d) .2 1.4 1.2 1.4 10 2( . ) 1 2 1 2 X X = + + = = X X
Note
The vectors X1 and X3 of the above example are orthogonal.
15.6. Length Of A Vector
The length of a vector X of Vn(R)denoted by X is de:ined as the square root of the
inner product of X and X,
is 2 2
2
2
1 . ......... n X = X X = x + x + x
The X and Y are vectors of Vn(R), then X.Y X . Y i.e. the numerical value of the
inner product of two real vectors is at most the product of their lengths.
P a g e | 291
Proof
The theorem is true if X or Y is the zero vector. Let assume that X and Y are nonzero
vectors. if a is any real number.
( ).( ) 2 aX + Y = aX + Y aX + Y
Page 321
Untitled
( 2 ) ( 2 2 ) ......... ( 2 2 2 2 )
2 2 2
2
2
2 2
1 1 1
2
1
2
n n n n = a x + ax y + y + a x + ax y + y + + a x + ax y + y
2 . . 0 = a2 X 2 + aX Y + X 2
Now a quadratic polynomial in a is greater than or equal to zero for all real values of a if
and only if its discriminant is less than or equal to zero. Thus
4( . ) 4 . 0 X Y 2 - X 2 X
Hence , X.Y X Y
15.7. Vectors Over The Complex Fields
Let X be an n-vector over the complex :ield C. The totality of such vectors
constitutes the vector space Vn(C). Vn(R)is a sub:ield of Vn(C)
If
u u u u
u
u
e e e e
e
e
=
u u u u
u
u
e e e e
e
e
=
n n y
y
y
and y
x
x
x
X
M M
2
1
2
1
are two vectors
of Vn(C) their inner product is de:ined as
Page 322
Untitled
u u u u
u
u
e e e e
e
e
+
+ +
u u u u
u
u
e e e e
e
e
+
+ +
=
n n n n ax y
ax y
ax y
ax y
ax y
ax y
M M
2 2
1 1
2 2
1 1
P a g e | 292
n n X.Y X.Y x y x y ............x y 1 1 2 2 = = + +
15.8. Schwarz inequality
As in the case of real vectors , the inequality is true if X = 0 or Y=0. When X and Y
are non zero vectors and a is real then
( ).( ) 2 aX + Y = aX + Y aX + Y
= a2 X.X + a(X.Y + Y.X ) + Y.Y
2 ( . ) 0 = a2 X 2 + aR X Y + Y 2
Since the quadratic function is a is non-negative if and only if its discriminant is nonpositive.
( . ) 0 R X Y 2 - X 2 Y 2
and R(X.Y) X Y
if X.Y = 0 then X.Y = R(X.Y) X Y
If X.Y 0, de:ine
X Y
C X Y
.
= .
Then R(CX.Y) c X . Y = c X Y = X Y
Since R(CX.Y) = R[c(X.Y)] = X.Y
Page 323
Untitled
Thus X.Y X Y for all X and Y.
15.9. The Gram Schmidt Orthogonalization
P a g e | 293
It is possible to obtain a set of orthogonal or orthonormal vectors staring from a
set of non-orthogonal linearly independent vectors.
Let u u un r r r , ........ 1 2 be a set of linearly independent vectors which are not
necessarily orthogonal. Let n v v vr r r , ........ 1 2 be the set of orthogonal vectors.
Let 1 1 v ur r = (1)
Let 2 2 21 1 v u a vr r r = + (2)
where 21 a is a constant to be determined from the condition that 2 vr and 1 vr are
orthogonal
ie. ( . ) 0 1 2 v v = r r
Taking inner product 1 vr with 2 vr
We get, ( . ) .( ) 0 1 2 1 2 21 1 v v = v u + a v = r r r r r
( . ) ( . ) 0 1 2 21 1 1 v u + a v v = r r r r
2
1
1 2
21
( . )
v
a v u r
r r \ = (3)
Thus we have two orthogonal vectors 1 vr and 2 vr
Now let 3 3 32 2 31 1 v u a v a vr r r r = + +
where 31 a and 32 a are constants to be determined from the conditions that 3 vr be
orthogonal to 1 vr and 2 vr
( . ) 0 ( . ) ( . ) 1 3 1 3 31 1 1 v v u u a v vr r r r r r = = +
1 3
3 1 2
1
a (v .u )
v
\ =
r r
r
P a g e | 294
( . ) 0 ( . ) ( . ) 2 3 2 3 32 2 2 v v v u a v vr r r r r r = = +
2
2
2 3
32
( . )
v
Page 324
Untitled
a v u r
r r = (4)
Now we have three mutually perpendicular vectors. 1 vr , 2 vr , 3 vr
So, we have 2
1
( . )
j
j i
ij
v
v u
a r
r r = (5)
Problem 13.1. Obtain a set of four orthonormal vectors by the Schmidts method
from the vectors.
(1,1,0,1) 1 u = r (2,0,0,1) 2 u = r
(0,2,3, 2) 3 u = - r (1,1,1, 5) 4 u = - r
Solution:
Let 1 vr = 1 ur
Let 2 2 21 1 v u a vr r r = +
where 21 a is given by Schmidts orthogonalization method in equation (3)as
( . )
( . ) ( . )
1 1
1 2
2
1
1 2
21 v v
v u
v
a v u r r
r r
r
r r =
=
Now
3
2 0 0 1
( . ) 1 2 1 0 0 0 1 1 1 2
=
= + + +
v u = + + + r r
Page 325
Untitled
P a g e | 295
3
1 1 0 1
( . ) 1 1 1 1 0 0 1 1 1 1
=
= + + +
v v = + + + r r
3/ 3 1 21 \a = - = Hence 2 2 1 v u vr r r = = (2,0,0,1) - (1,1,0,1)
= (1,-1,0,0)
Now let us consider
3 3 31 2 32 1 v u a v a vr r r r = + +
where 2
1
1 3
31
( . )
v
a v u r
r r = and 2
2
2 3
32
( . )
v
a v u r
r r =
Now ( . ) 1 0 1 2 0 3 1 ( 2) 1 3 v u = + + + - r r
= 0 + 2 + 0 - 2
= 0
Since ( . ) 1 3 v ur r is equal to zero, 0 31 a =
Now, ( . ) 1 0 1 2 0 3 0 2 2 3 v u = + - + + - r r
= -2
. 1 1 1 1 0 0 0 0 2 2
2
2 v = v v = + - - + + r r r
= 1+1+ 0 + 0
= 2
P a g e | 296
2
( 2)
32
- \ a =
Page 326
Untitled
ie 1 32 a =
Hence 3 3 2 v u vr r r = +
= (0,2,3,-2) + (1,-1,0,0)
= (1,1,3,-2)
Finally we take 4 4 41 2 42 2 43 3 v u a v a v a vr r r r r = + + +
Where 2
1
1 34
41
( . )
v
a v u r
r r =
2
2
2 4
42
( . )
v
a v u r
r r =
3
3
3 4
43
( . )
v
a v u r
r r =
Now ( . ) 1 1 1 1 0 1 1 ( 5) 1 4 v u = + + + + - r r
= 1+1+ 0 - 5
Also ( . ) 3 1 1
2
1 v = v v = r r r
1
3
( 3)
41 =
- \a =
Similarly ( . ) 1 1 1 1 0 1 0 5 2 4 v u = + - + + - r r
= -3
P a g e | 297
= 1-1+ 0 + 0
Page 327
Untitled
= 0
( . ) 2 2 2
2
1 v = v v = r r r
0 42 \a =
( . ) 1 1 1 1 3 1 ( 2) ( 5) 3 4 v u = + + + - - r r
= 1+1+ 3 +10
= 15
( . ) 3 3
2
3 v v vr r r =
= 11+11+ 3 3 + (-2) (-2)
= 1+1+ 9 + 4
= 15
Therefore
(15)
(15)
43
a =
= -1
Hence 4 4 1 3 v u v vr r r r = + = (1,1,1,-5) + (1,1,0,1) - (1,1,3,-2)
= (1,1,-2,-2)
The desired orthogonal set is therefore,
(1,1,0,1) (1, 1,0,0) 1 2 v = v = - r r
P a g e | 298
(1,1,3, 2) (1,1, 2, 2) 3 4 v = - v = - - r r
The corresponding orthonormal set is given by
i
i
i v
x v r
r
r =
(1,1,0,1)
3
1
1 \x =
(1, 1,0,0)
2
1
2 x = (1,1,3 2)
15
1
3 x = Page 328
Untitled
and (1,1, 2, 2)
10
1
4 x = - 15.10. Let us Sum up
In this lesson we studied de:initions of basic terms of the vector spaces. Then we
discussed the vector spaces over the real and complex :ields. We studied Schwarz
inequality and Grame Schmidt orthogonalisation process in detail.
1. Construct using Gram Schmidt process an orthonormal basis V3 given a basis.
1 2 3 u = ( 1 , 1=u, 1 ) ( -1 ,u2 , 1=) ( 1 , 2 , 3 ) r r r
2. Consider the three vectors
a i 2 j 3k , b 3i j k and c i j 2k ,
r r r r r r r r r r r r = + + = - + = + - where i j k
r r r
, , are the unit
vectors along x,y and z directions respectively. Are these vectors using Gram
Schmidt orthogonalization process.
P a g e | 299
3. Explain Schwarz inequality over complex :ield.
1. Outline the Grame Schmidt Orthogonalisation process.
2. De:ine the terms Length of a vector.
15.13. References
Page 329

Humanitarian

Uploaded by

Document Information

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Humanitarian

Uploaded by

Copyright:

Available Formats

Untitled

w , we can combine these

w . We shall obtain the components of

lies along the line of nodes. We perform orthogonal transformation B

along x, y, z- axes are obtained upon applying the :inal transformation B

y w w ith respect to the body

w along the axis of rotation, then r w

w will be a function of time. Similarly we can consider changes in

w , along the space set or body set of axes. If either set of

w suggests that rotation along a certain axis can be

w is same for all the particles, we

These equations are known as Cauchy Riemann equations.

Hence, by Cauchys residue theorem

(iv) Here F(t) = tn where n is integer 0

Lim log (x2 a2 )

You might also like