PHY700

Mathematical Methods
Quintin Odendaal

e-mail: rqo@up.ac.za

Lecture 01

Overview, Preliminary Calculus, Complex Numbers

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Lectures: 30 hours, 15 double lectures, 20 February – 5 April 2023
Check the published calendar for lecture days; 08:30 – 10:30R
Natural Sciences 1 Room 5-31
Test: 3 hour paper : 28 March 2023
Examination: 3 hour paper : 26 April 2023
Final mark: 50% test + 50% exam = (test + exam)/2

The purpose of this course is twofold:

• To refresh and systematize your knowledge of mathematics

• To give you a working knowledge of mathematical methods that
were not covered in the underground courses, such as

– Fourier series and transforms

– Ordinary and partial differential equations
– Operators and their eigen-functions
– Complex analysis
– Calculus of variations
– Integral equations
– Probability and statistics
– Numerical methods
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Prescribed textbook:

K. F. Riley, M. P. Hobson, S. J. Bence

“Mathematical Methods for Physics and Engineering”
Cambridge University Press (any available edition)

Recommended books:

• Mary L. Boas
Mathematical Methods in the Physical Sciences
John Wiley & Sons (any available edition)

• G. B. Arfken, H. J. Weber
Mathematical Methods for Physicists
Elsevier Academic Press (any available edition)

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 Preliminary Calculus

I am sure, all of you are familiar with the basic concepts of calculus, such as the
derivatives and integrals. However, in order to have a complete picture, I will
remind you the basic definitions.
Mathematical
sets
First of all, we define a mathematical set as a collection of elements, for example,
numbers. If an element x belongs to the set A, we write

otherwise it is written as

We can combine sets making unions, intersections, and differences

Union:
Intersection:
Difference:

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An empty set that does not contain any elements is denoted as Ø
A–A = Ø

and if C is a subset of B, then it is written as

or

An important concept is the direct product of sets. It is defined as a new

set with a higher dimension. The elements of the new set are all possible pairs
of the elements belonging to the sets, which we multiply

A simple example of such a product

is the two-dimension rectangular
domain, which is the direct product of
two one-dimensional domains:

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 Sequences A sequence is a mathematical set such that its elements
are given in certain order. In other words, there is the first element, second,
third, and so on. In most cases, when we speak about sequences, we mean
infinite sequences having infinitely many elements.
An infinite sequence of numbers

can be specified by giving a recipe for obtaining the n-th element.

For example,

A sequence can be either convergent or divergent.

divergent When we follow the
elements of a convergent series, eventually we become closer and closer to
certain number, to which this sequence converges and which is called its limit.
limit
Formally, a sequence is called convergent if for any small ε > 0 we can find
such a natural number N that all the elements with numbers greater than N lie
within the distance ε from a number L, which is called the limit

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 When we use this definition to prove the convergence of a sequence, we usually do not
know the value L of the limit, and therefore have to guess this value. There is a way to
avoid such a guessing. For that, we can use the so called Cauchy criterion.
criterion It states that:

A sequence converges if and only if the difference among its elements tends to zero

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There are special class of sequences consisting of real numbers: the so called
monotone sequences,
sequences which can be either increasing or decreasing

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It can be rigorously proved that a bounded monotone sequence is
converging.
converging We are not concerned here with mathematical subtleties, and can
be satisfied with the intuitive reasoning. If, for example, an increasing sequence
is bounded from above, i.e.

then there is no way this sequence can diverge. Indeed, for a divergent
sequence the Cauchy criterion is not valid, which means that the difference

remains nonzero and positive for any m and n, but this implies that at some
stage can go above the bound A. This contradicts the condition that the
sequence is bound. Similarly a decreasing sequence converges if it is bounded
from below.

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Suppose that (a n ) and (b n ) are convergent sequences with limits A and B
respectively; then the following rules apply:

Sum rule
(a n +bn )→ A+B
Product rule
(a n b n )→ AB
Quotient rule
(a n / bn )→ A /B, if B≠0

Scalar product rule (ka n )→kA

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 Functions

A function is defined as a rule that

makes a correspondence between
the numbers belonging to different
sets.
Such a correspondence is not
necessarily unique. The simplest
example, which is our main object of
study, is the correspondence between
two intervals of real numbers

domain co-domain11
The x is called independent variable and y is the dependent variable or the
function. The interval within which the independent variable varies, is called the
domain and the interval of the function values is called the codomain.
codomain

There are continuous and discontinuous functions.

We are not mathematicians and for us it is pretty obvious what the continuity
means. There is, however, a rigorous definition of a continuous function.

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A function is continuous at certain point if an infinite shrinking of an interval
around this point results in zero difference between the function values at the
end-points of the interval.

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 Differentiation The derivative of a function is defined as the limit

From the triangle relation, it is seen that

where θ is the angle of the slope of the line touching the function curve at
the given point.

If the derivative is positive,

the function is increasing. If
it is negative, the function is
decreasing.

The absolute value of the

first derivative tells us how
fast the function increases
or decreases.
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 Stationary points If at some point the derivative is zero, the function is
horizontal in the vicinity of that point, which is called
stationary.

It is not difficult to see that the

derivative is always zero at the
points of extrema, i.e. at the
points of maxima and minima.
However there are cases when
the first derivative is zero but the
point is not an extremum. In
other words, the condition

is necessary but not sufficient for

being the point of an
extremum.

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Suppose you find a stationary point where To find out what
kind of point it is, you need an additional information. In many cases you know
from the very beginning that it must be a minimum or a maximum there. But if you
have no such information, then you need to calculate the second derivative.
As you see, when you move near a maximum from the left, the first derivative is
positive, then becomes zero, and after that becomes negative. This means that
the first derivative is a decreasing function and therefore the second derivative is
negative. Similarly, at a minimum the second derivative is positive.

At an inflection point, the first derivative is positive or negative on both sides of the
point where it is zero. This means that at this point there is either the maximum
or the minimum of the first derivative and therefore the second derivative is zero.

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 Useful theorems

In principle, the definition of the derivative allows us to calculate it for any function.
Actually, this is how the derivatives are numerically calculated by computers. This,
however, may become a very lengthy and tedious derivation. Instead, there are
tables of the derivatives for all elementary functions and simple rules for
differentiating their combinations

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We are not mathematicians. For us these statements become obvious when we
look at the figures. So, we skip formal proofs. 18
Integration

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Multiple integrals

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For the two- and three-dimensional integrals in the Cartesian coordinates, the
products dS = dxdy and dV = dxdydz are the surface and volume elements.
When we use the polar, cylindrical, or spherical coordinates, these elements look
differently and are not the same everywhere in the space.

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These special coordinates are usually used when there is certain symmetry of
the physical system under consideration. In many cases the function you need to
integrate depends only on the radius, which means that the integration over the
angles gives a simple factor.

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Methods of integration

In many cases the problems of physics are reduced to evaluating integrals. Of

course we can always use a computer and calculate the sum

with practically any accuracy we need. This however will give us just an
accurate number. If f(x) depends on some parameters, we will not see that
dependence in that number. For each new choice of the parameters, we will
have to repeat the calculations.

It is more desirable to perform the integration analytically. In most of the

methods of integration the integrand f(x) is transformed to such a form that it
becomes a derivative of another function

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Variable change

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Integration by parts

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Few non-standard tricks

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In this way, we can obtain similar integrals with any even power of r in front of
the exponential function. What about the odd powers? They can be found in a
similar way. In order to do that, let us consider an integral of this kind with the
lowest power of r

As you see, we can move r under the differential because . This

gives

Now, taking derivatives with

respect to a, we can obtain the etc.
integral with any odd power of r
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 Infinite and improper integrals

Infinite integrals

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Therefore an infinite integral can converge if the function vanishes at infinity fast
enough. Dividing the integration interval in a finite and infinite parts, we see that to
answer the question if the integral converges, we can ignore any finite part and
consider only the asymptotic tail of the function

It does not matter how the function behaves at finite distances. It is however crucial
how it behaves when x → ∞ .

Let us consider a function with the

asymptotic tail of an arbitrary power of x
The corresponding integral
over the asymptotic interval is

As we see, the
integral
converges only
if the function
vanishes at
infinity faster
than 1/x 38
Improper integrals

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Similarly to the infinite integrals, the improper integrals may converge or not. Let
us consider an important particular case when the singularity is at x = 0 and this
is the lower limit of the integration. Similarly to the infinite integrals, we can split
the integration in two intervals: one which is problematic (near the singularity)
and the other which is finite

The crucial is how the function behaves near x = 0. Let us assume that

and find out when the integral is

convergent. The integral over the
interval near the singularity is

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Relation between the infinite and improper integrals

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Some applications of integration

Integrals are ubiquitous in physics. Let us refresh our memory about few basic,
simple applications of integration.
Length of a curve

Therefore the length of the curve between

the points x = a and x = b is

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Surfaces of
revolution

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Complex numbers

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 Such a representation of the complex
numbers is called the Argand diagram.

So, when we dealt with the real

numbers only, we moved along the
straight line and like blinds did not see
the vast plane on both sides of our
road.

Now, with the help of complex numbers, we can solve any polynomial equation

Actually, the so called ”main theorem of algebra” states that a polynomial of

the power of n always has exactly n roots. In general, these roots are complex
numbers. In some special cases it may happen that some of the corresponding
points lie on the real axis, then these roots are real.

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Arithmetic operations with complex numbers

The numbers which are symmetric

relative to the real axis are called
complex conjugate to each other

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we notice that the real and imaginary
components of the numbers are added
separately. This is the same as with the
addition of two vectors. So, the complex
numbers may be viewed as vectors directed
from the origin of the plane towards the
points represented by these numbers. Then
the addition of complex numbers can be
done using the triangular or parallelogram
rule which we know from vector algebra.
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we can use its polar representation

where arg z is the angle, counted in the

anticlockwise direction, from the positive
real axis towards the line connecting the
origin and the point that represents the
number z.

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