PHY701

Mathematical Methods

Lecture 02

Series and limits, many-variable functions

and partial derivatives, multiple integrals
and the Jacobian

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Series

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Arithmetic series

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Geometric series

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 Increasing monotone sequence
sequence, bounded
from above

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Summation methods

There are few tricks that can be used to find partial sums of various series. It
should be noted that these tricks are not universal. It is not possible to find the
partial sum for any given series

The difference method

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Convergence of infinite series

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If you do series expansions in your calculations, you should avoid using
conditionally convergent series. The reason is that by re-arranging its terms,
you can make it to converge to a different limit. Actually, there is a theorem
stating that
a conditionally convergent series may converge to any chosen number
with an appropriate arrangement of the terms.
In other words, the conditional convergence is kind of fake convergence. In
contrast to it, the absolute convergence is robust and stable.

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 Convergence tests

As we have seen, when we are able to derive an analytic expression for the partial
sum, it is easy to find out whether the series converges or not. In most practical
cases, however, we cannot obtain such an expression. So, we need some
methods of testing series convergence even without obtaining the limit. Further on
we are testing the series for the absolute convergence. Therefore all the terms are
assumed to be positive

Preliminary test

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Comparison test

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D’Alembert’s ratio test

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Ratio comparison test

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Quotient test

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Integral test

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Preliminary test

Comparison test

D’Alembert’s
ratio test

Ratio comparison
test

Quotient test

Integral test

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Power series

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Taylor series

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Evaluation of limits

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Functions of many variables

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Partial derivatives

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Total differentials and derivatives

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The chain rule

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Change of variables

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Taylor series for multi-variable functions

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Stationary points for multi-variable functions

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It can be shown that the following conditions are valid for the three types of
the stationary points:

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Stationary values under constraints

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Differentiation of integrals

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Change of variables in multiple integrals

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Let us consider the variable change in
the simplest case of a two-dimensional
integral

which is taken over the domain R of the

Cartesian variables xy. These variables
form the orthogonal grid on the plane. Now
we want to use some other variables u and
v which also form a grid but not necessarily
orthogonal. We assume that it is possible to
express new variables via the old ones

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The new area element is shown in the
figure as the shaded parallelogram
KLMN. It is enclosed by the infinitely
closely drawn curves of the coordinate
grid. The KL side of this parallelogram
can be represented by a 3-dimensional
vector
∂x ∂x ∂y ∂y
dx= du+ dv dy= du+ dv
∂u ∂v ∂u ∂v

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