2
and x
2
of the vector x =(x
1
, x
2
) =x
1
e
1
+x
2
e
2
in some nonorthogonal basis. 40
4.2 A universal quantum interference device operating on a qubit can be re
alized by a 4port interferometer with two input ports 0, 1 and two output
ports 0
, 1
Part I:
Metamathematics and Metaphysics
1
Unreasonable effectiveness of mathematics in the natu
ral sciences
All things considered, it is mindboggling why formalized thinking and
numbers utilize our comprehension of nature. Even today people muse
about the unreasonable effectiveness of mathematics in the natural sci
ences
1
.
1
Eugene P. Wigner. The unreasonable
effectiveness of mathematics in the
natural sciences. Richard Courant Lecture
delivered at New York University, May
11, 1959. Communications on Pure and
Applied Mathematics, 13:114, 1960. DOI :
10.1002/cpa.3160130102. URL http:
//dx.doi.org/10.1002/cpa.3160130102
Zeno of Elea and Parmenides, for instance, wondered how there can be
motion, either in universe which is innitely divisible, or discrete. Because,
in the dense case, the slightest nite move would require an innity of ac
tions. Likewise in the discrete case, how can there be motion if everything
is not moving at all times
2
?
2
H. D. P. Lee. Zeno of Elea. Cambridge
University Press, Cambridge, 1936; Paul
Benacerraf. Tasks and supertasks, and the
modern Eleatics. Journal of Philosophy,
LIX(24):765784, 1962. URL http://
www.jstor.org/stable/2023500;
A. Grnbaum. Modern Science and Zenos
paradoxes. Allen and Unwin, London,
second edition, 1968; and Richard Mark
Sainsbury. Paradoxes. Cambridge
University Press, Cambridge, United
Kingdom, third edition, 2009. ISBN
0521720796
A related question regards the physical limit state of a hypothetical
lamp, considered by Thomson
3
, with ever decreasing switching cycles.
3
James F. Thomson. Tasks and supertasks.
Analysis, 15:113, October 1954
For the sake of perplexion, take Neils Henrik Abels verdict denouncing
that (Letter to Holmboe, January 16, 1826
4
), divergent series are the in
4
Godfrey Harold Hardy. Divergent Series.
Oxford University Press, 1949
vention of the devil, and it is shameful to base on them any demonstration
whatsoever. This, of course, did neither prevent Abel nor too many other
discussants to investigate these devilish inventions.
If one encodes the physical states of the Thomson lamp by 0 and 1,
associated with the lamp on and off, respectively, and the switching
process with the concatenation of +1 and 1 performed so far, then the
divergent innite series associated with the Thomson lamp is the Leibniz
series
s =
n=0
(1)
n
=11+11+1
A
=
1
1(1)
=
1
2
(1.1)
which is just a particular instance of a geometric series (see below) with
the common ratio 1. Here, A indicates the Abel sum
5
obtained from a
5
Godfrey Harold Hardy. Divergent Series.
Oxford University Press, 1949
continuation of the geometric series, or alternatively, by s =1s.
As this shows, formal sums of the Leibnitz type (1.1) require speci
cations which could make them unique. But has this specication by
continuation any kind of physical meaning?
In modern days, similar arguments have been translated into the pro
24 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
posal for innity machines by Blake
6
, p. 651, and Weyl
7
, pp. 4142, which
6
R. M. Blake. The paradox of temporal
process. Journal of Philosophy, 23(24):
645654, 1926. URL http://www.jstor.
org/stable/2013813
7
Hermann Weyl. Philosophy of Mathe
matics and Natural Science. Princeton
University Press, Princeton, NJ, 1949
could solve many very difcult problems by searching through unbounded
recursively enumerable cases. To achive this physically, ultrarelativistic
methods suggest to put observers in fast orbits or throw them toward
black holes
8
.
8
Itamar Pitowsky. The physical Church
Turing thesis and physical computational
complexity. Iyyun, 39:8199, 1990
The Pythagoreans are often cited to have believed that the universe
is natural numbers or simple fractions thereof, and thus physics is just a
part of mathematics; or that there is no difference between these realms.
They took their conception of numbers and worldasnumbers so seriously
that the existence of irrational numbers which cannot be written as some
ratio of integers shocked them; so much so that they allegedly drowned
the poor guy who had discovered this fact. That is a typical case in which
the metaphysical belief in ones own construction of the world overwhelms
critical thinking; and what should be wisely taken as an epistemic nding is
taken to be ontologic truth.
The connection between physics and formalism has been debated by
Bridgman
9
, Feynman
10
, and Landauer
11
, among many others. The ques
9
Percy W. Bridgman. A physicists sec
ond reaction to Mengenlehre. Scripta
Mathematica, 2:101117, 224234, 1934
10
Richard Phillips Feynman. The Feynman
lectures on computation. AddisonWesley
Publishing Company, Reading, MA, 1996.
edited by A.J.G. Hey and R. W. Allen
11
Rolf Landauer. Information is physical.
Physics Today, 44(5):2329, May 1991.
DOI : 10.1063/1.881299. URL http:
//dx.doi.org/10.1063/1.881299
tion, for instance, is imminent whether we should take the formalism very
serious and literal, using it as a guide to new territories, which might even
appear absurd, inconsistent and mindboggling; just like Alices Adven
tures in Wonderland. Should we expect that all the wild things formally
imaginable have a physical realization?
Note that the formalist Hilbert
12
, p. 170, is often quoted as claiming
12
David Hilbert. ber das Unendliche.
Mathematische Annalen, 95(1):161
190, 1926. DOI : 10.1007/BF01206605.
URL http://dx.doi.org/10.1007/
BF01206605; and Georg Cantor. Beitrge
zur Begrndung der transniten Men
genlehre. Mathematische Annalen,
46(4):481512, November 1895. DOI :
10.1007/BF02124929. URL http:
//dx.doi.org/10.1007/BF02124929
that nobody shall ever expel mathematicians from the paradise created
by Cantors set theory. In Cantors naive set theory denition, a set is
German original: Aus dem Paradies, das
Cantor uns geschaffen, soll uns niemand
vertreiben knnen.
a collection into a whole of denite distinct objects of our intuition or of
our thought. The objects are called the elements (members) of the set. If
Cantors German original: Unter einer
Menge verstehen wir jede Zusammen
fassung M von bestimmten wohlunter
schiedenen Objekten m unsrer Anschau
ung oder unseres Denkens (welche die
Elemente von M genannt werden) zu
einem Ganzen.
one allows substitution and selfreference
13
, this denition turns out to be
13
Raymond M. Smullyan. What is the
Name of This Book? PrenticeHall, Inc., En
glewood Cliffs, NJ, 1992a; and Raymond M.
Smullyan. Gdels Incompleteness Theo
rems. Oxford University Press, New York,
New York, 1992b
inconsistent; that is selfcontradictory for instance Russels paradoxical
set of all sets that are not members of themselves qualies as set in the
Cantorian approach. In praising the set theoretical paradise, Hilbert must
have been well aware of the inconsistencies and problems that plagued
Cantorian style set theory, but he fully dissented and refused to abandon
its stimulus.
Is there a similar pathos also in theoretical physics?
Maybe our physical capacities are limited by our mathematical fantasy
alone? Who knows?
For instance, could we make use of the BanachTarski paradox
14
as a
14
Robert French. The BanachTarski
theorem. The Mathematical Intelligencer,
10:2128, 1988. ISSN 03436993. DOI :
10.1007/BF03023740. URL http://dx.
doi.org/10.1007/BF03023740; and
Stan Wagon. The BanachTarski Paradox.
Cambridge University Press, Cambridge,
1986
sort of ideal production line? The BanachTarski paradox makes use of the
fact that in the continuum it is (nonconstructively) possible to transform
any given volume of threedimensional space into any other desired shape,
form and volume in particular also to double the original volume by
transforming nite subsets of the original volume through isometries, that
is, distance preserving mappings such as translations and rotations. This,
UNREASONABLE EFFECTI VENESS OF MATHEMATI CS I N THE NATURAL SCI ENCES 25
of course, could also be perceived as a merely abstract paradox of innity,
somewhat similar to Hilberts hotel.
By the way, Hilberts hotel
15
has a countable innity of hotel rooms. It
15
Rudy Rucker. Innity and the Mind.
Birkhuser, Boston, 1982
is always capable to acommodate a newcomer by shifting all other guests
residing in any given room to the room with the next room number. Maybe
we will never be able to build an analogue of Hilberts hotel, but maybe we
will be able to do that one far away day. Anton Zeilinger has quoted Tony Klein
as saying that every system is a perfect
simulacrum of itself.
After all, science nally succeeded to do what the alchemists sought for
so long: we are capable of producing gold from mercury
16
. 16
R. Sherr, K. T. Bainbridge, and H. H.
Anderson. Transmutation of mer
cury by fast neutrons. Physical Re
view, 60(7):473479, Oct 1941. DOI :
10.1103/PhysRev.60.473. URL http:
//dx.doi.org/10.1103/PhysRev.60.473
2
Methodology and proof methods
FOR MANY THEOREMS there exist many proofs. For instance, the 4th edi
tion of Proofs from THE BOOK
1
lists six proofs of the innity of primes
1
Martin Aigner and Gnter M. Ziegler.
Proofs from THE BOOK. Springer,
Heidelberg, four edition, 19982010.
ISBN 9783642008559. URL
http://www.springerlink.com/
content/9783642008566
(chapter 1). Chapter 19 refers to nearly a hundred proofs of the fundamen
tal theorem of algebra, that every nonconstant polynomial with complex
coefcients has at least one root in the eld of complex numbers.
WHI CH PROOFS, if there exist many, somebody choses or prefers is often
a question of taste and elegance, and thus a subjective decision. Some
proofs are constructive
2
and computable
3
in the sense that a construction
2
Douglas Bridges and F. Richman. Varieties
of Constructive Mathematics. Cambridge
University Press, Cambridge, 1987; and
E. Bishop and Douglas S. Bridges. Con
structive Analysis. Springer, Berlin, 1985
3
Oliver Aberth. Computable Analysis.
McGrawHill, New York, 1980; Klaus
Weihrauch. Computable Analysis. An
Introduction. Springer, Berlin, Heidelberg,
2000; and Vasco Brattka, Peter Hertling,
and Klaus Weihrauch. A tutorial on
computable analysis. In S. Barry Cooper,
Benedikt Lwe, and Andrea Sorbi, editors,
New Computational Paradigms: Changing
Conceptions of What is Computable, pages
425491. Springer, New York, 2008
method is presented. Tractability is not an entirely completely different
issue
4
note that even higher polynomial growth of temporal or space
4
Georg Kreisel. A notion of mechanis
tic theory. Synthese, 29:1126, 1974.
DOI : 10.1007/BF00484949. URL http:
//dx.doi.org/10.1007/BF00484949;
Robin O. Gandy. Churchs thesis and prin
ciples for mechanics. In J. Barwise, H. J.
Kreisler, and K. Kunen, editors, The Kleene
Symposium. Vol. 101 of Studies in Logic
and Foundations of Mathematics, pages
123148. North Holland, Amsterdam, 1980;
and Itamar Pitowsky. The physical Church
Turing thesis and physical computational
complexity. Iyyun, 39:8199, 1990
and memory resources of a computation with some parameter may result
in a solution which is unattainable for all practical purposes (fapp)
5
.
5
John S. Bell. Against measurement.
Physics World, 3:3341, 1990. URL http:
//physicsworldarchive.iop.org/
summary/pwaxml/3/8/phwv3i8a26
FOR THOSE OF US with a rather limited amount of storage and memory,
and with a lot of troubles and problems, is is quite consolating that it is not
(always) necessary to be able to memorize all the proofs that are necessary
for the deduction of a particular corollary or theorem which turns out to
be useful for the physical task at hand. In some cases, though, it may be
necessary to keep in mind the assumptions and derivation methods that
such results are based upon. For example, how many readers may be able
to immediately derive the simple power rule for derivation of polynomials
that is, for any real coefcient a, the derivative is given by (r
a
)
= ar
a1
?
Most of us would acknowledge to be aware of, and be able and happy to
apply, this rule.
LET US J UST LI ST some concrete examples of the perplexing varieties of
proof methods used today.
For the sake of listing a mathematical proof method which does not
have any constructive or algorithmic avour, consider a proof of the
following theorem: There exist irrational numbers x, y RQwith x
y
Q.
28 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Consider the following proof:
case 1:
2
Q;
case 2:
2
Q, then
2
=2 Q.
The proof assumes the law of the excluded middle, which excludes all
other cases but the two just listed. The question of which one of the two
cases is correct; that is, which number is rational, remains unsolved in the
context of the proof. Actually, a proof that case 2 is correct and
2
is a
transcendential was only found by Gelfond and Schneider in 1934! The GelfondSchneider theorem states
that, if n and m are algebraic numbers
that is, if n and m are roots of a nonzero
polynomial in one variable with rational
or equivalently, integer, coefcients with
n = 0, 1 and if m is not a rational number,
then any value of n
m
= e
mlogn
is a
transcendental number.
A TYPI CAL PROOF BY CONTRADI CTI ON is about the irrationality of
2.
Suppose that
2 =
n
m
for some n, m N.
Suppose further that n and m are coprime; that is, they have no common
positive divisor other than 1 or, equivalently, if their greatest common
divisor is 1. Squaring the (wrong) assumption
2 =
n
m
yields 2 =
n
2
m
2
and
thus n
2
=2m
2
. We have two different cases: either n is odd, or n is even.
case 1: suppose that n is odd; that is n =(2k+1) for some k N; and thus
n
2
=4k
2
+2k +1 is again odd (the square of an even number is again odd);
but that cannot be, since n
2
equals 2m
2
and thus should be even; hence we
arrive at a contradiction.
case 2: suppose that n is even; that is n = 2k for some k N; and thus
4k
2
= 2m
2
or 2k
2
= m
2
. Now observe that by assumption, m cannot be
even (remember n and m are coprime, and n is assumed to be even), so
m must be odd. By the same argument as in case 1 (for odd n), we arrive
at a contradiction. By combining these two exhaustive cases 1 & 2, we
arrive at a complete contradiction; the only consistent alternative being the
irrationality of
2.
STI LL ANOTHER I SSUE is whether it is better to have a proof of a true
mathematical statement rather than none. And what is truth can it
be some revelation, a rare gift, such as seemingly in Sr
i =1
i
2
=
1
3
(1+2n)
n
i =1
i .
As naive and silly this Babylonian proof method may appear at rst
glance for various subjective reasons (e.g. you may have some suspicions
with regards to particular deductive proofs and their results; or you sim
ply want to check the correctness of the deductive proof ) it can be used to
METHODOLOGY AND PROOF METHODS 29
convince students and ourselves that a result which has derived deduc
tively is indeed applicable and viable. We shall make heavy use of these
kind of intuitive examples. As long as one always keeps in mind that this
inductive, merely anecdotal, method is necessary but not sufcient (suf
ciency is, for instance, guaranteed by complete induction) it is quite all
right to go ahead with it.
Another altogether different issue is knowledge acquired by revelation
or by some authority. Oracles occur in modern computer science, but only
as idealized concepts whose physical realization is highly questionable if
not forbidden.
LET US shortly enumerate some proof methods, among others:
1. (indirect) proof by contradiction;
2. proof by mathematical induction;
3. direct proof;
4. proof by construction;
5. nonconstructive proof.
THE CONTEMPORARY notion of proof is formalized and algorithmic.
Around 1930 mathematicians could still hope for a mathematical the
ory of everything which consists of a nite number of axioms and algo
rithmic derivation rules by which all true mathematical statements could
formally be derived. In particular, as expressed in Hilberts 2nd problem
[Hilbert, 1902], it should be possible to prove the consistency of the axioms
of arithmetic. Hence, Hilbert and other formalists dreamed, any such for
mal system (in German Kalkl) consisting of axioms and derivation rules,
might represent the essence of all mathematical truth. This approach, as
curageous as it appears, was doomed.
GDEL
8
, Tarski
9
, and Turing
10
put an end to the formalist program.
8
Kurt Gdel. ber formal unentscheidbare
Stze der Principia Mathematica und
verwandter Systeme. Monatshefte fr
Mathematik und Physik, 38(1):173198,
1931. DOI : 10.1007/s0060500604237.
URL http://dx.doi.org/10.1007/
s0060500604237
9
Alfred Tarski. Der Wahrheitsbegriff in
den Sprachen der deduktiven Disziplinen.
Akademie der Wissenschaften in Wien.
Mathematischnaturwissenschaftliche
Klasse, Akademischer Anzeiger, 69:912,
1932
10
A. M. Turing. On computable numbers,
with an application to the Entschei
dungsproblem. Proceedings of the
London Mathematical Society, Series
2, 42, 43:230265, 544546, 19367 and
1937. DOI : 10.1112/plms/s242.1.230,
10.1112/plms/s243.6.544. URL
http://dx.doi.org/10.1112/plms/
s242.1.230,http://dx.doi.org/10.
1112/plms/s243.6.544
They coded and formalized the concepts of proof and computation in
general, equating them with algorithmic entities. Today, in times when
universal computers are everywhere, this may seem no big deal; but in
those days even coding was challenging in his proof of the undecidability
of (Peano) arithmetic, Gdel used the uniqueness of prime decompositions
to explicitly code mathematical formul!
FOR THE SAKE of exploring (algorithmically) these ideas let us consider the
sketch of Turings proof by contradiction of the unsolvability of the halting
problem. The halting problem is about whether or not a computer will
eventually halt on a given input, that is, will evolve into a state indicating
30 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
the completion of a computation task or will stop altogether. Stated differ
ently, a solution of the halting problem will be an algorithm that decides
whether another arbitrary algorithm on arbitrary input will nish running
or will run forever.
The scheme of the proof by contradiction is as follows: the existence of a
hypothetical halting algorithm capable of solving the halting problem will
be assumed. This could, for instance, be a subprogram of some suspicious
supermacro library that takes the code of an arbitrary program as input
and outputs 1 or 0, depending on whether or not the program halts. One
may also think of it as a sort of oracle or black box analyzing an arbitrary
program in terms of its symbolic code and outputting one of two symbolic
states, say, 1 or 0, referring to termination or nontermination of the input
program, respectively.
On the basis of this hypothetical halting algorithm one constructs an
other diagonalization program as follows: on receiving some arbitrary
input program code as input, the diagonalization program consults the
hypothetical halting algorithm to nd out whether or not this input pro
gram halts; on receiving the answer, it does the opposite: If the hypothetical
halting algorithm decides that the input program halts, the diagonalization
program does not halt (it may do so easily by entering an innite loop).
Alternatively, if the hypothetical halting algorithm decides that the input
program does not halt, the diagonalization program will halt immediately.
The diagonalization program can be forced to execute a paradoxical task
by receiving its own program code as input. This is so because, by consider
ing the diagonalization program, the hypothetical halting algorithm steers
the diagonalization program into halting if it discovers that it does not halt;
conversely, the hypothetical halting algorithm steers the diagonalization
program into not halting if it discovers that it halts.
The complete contradiction obtained in applying the diagonalization
program to its own code proves that this program and, in particular, the
hypothetical halting algorithm cannot exist.
A universal computer can in principle be embedded into, or realized
by, certain physical systems designed to universally compute. Assuming
unbounded space and time, it follows by reduction that there exist physical
observables, in particular, forecasts about whether or not an embedded
computer will ever halt in the sense sketched earlier, that are provably
undecidable.
3
Numbers and sets of numbers
THE CONCEPT OF NUMBERI NG THE UNI VERSE is far from trivial. In par
ticular it is far from trivial which number schemes are appropriate. In the
pythagorean tradition the natural numbers appear to be most natural. Ac
tually Leibnitz (among others like Bacon before him) argues that just two
number, say, 0 and 1, are enough to creat all of them.
EVERY PRI MARY EMPI RI CAL EVI DENCE seems to be based on some click
in a detector: either there is some click or there is none. Thus every empiri
cal physical evidence is composed from such elementary events.
Thus binary number codes are in good, albeit somewhat accidential, ac
cord with the intuition of most experimentalists today. I call it accidential
because quantum mechanics does not favour any base; the only criterium
is the number of mutually exclusive measurement outcomes which de
termines the dimension of the linear vector space used for the quantum
description model two mutually exclusive outcomes would result in a
Hilbert space of dimension two, three mutually exclusive outcomes would
result in a Hilbert space of dimension three, and so on.
THERE ARE, of course, many other sets of numbers imagined so far; all
of which can be considered to be encodable by binary digits. One of the
most challenging number schemes is that to the real numbers
1
. It is totally
1
S. Drobot. Real Numbers. PrenticeHall,
Englewood Cliffs, New Jersey, 1964
different from the natural numbers insofar as there are undenumerably
many reals; that is, it is impossible to nd a onetoone function a sort of
translation from the natural numbers to the reals.
Cantor appears to be the rst having realized this. In order to proof it,
he invented what is today often called Cantors diagonalization technique,
or just diagonalization. It is a proof by contradiction; that is, what shall
be disproved is assumed; and on the basis of this assumption a complete
contradiction is derived.
For the sake of contradiction, assume for the moment that the set of
reals is denumerable. (This assumption will yield a contradiction.) That
32 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
is, the enumeration is a onetoone function f : N R (wrong), i.e., to
any k Nexists some r
k
R and vice versa. No algorithmic restriction is
imposed upon the enumeration, i.e., the enumeration may or may not be
effectively computable. For instance, one may think of an enumeration
obtained via the enumeration of computable algorithms and by assuming
that r
k
is the output of the kth algorithm. Let 0.d
k1
d
k2
be the successive
digits in the decimal expansion of r
k
. Consider now the diagonal of the
array formed by successive enumeration of the reals,
r
1
= 0.d
11
d
12
d
13
r
2
= 0.d
21
d
22
d
23
r
3
= 0.d
31
d
32
d
33
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
(3.1)
yielding a new real number r
d
=0.d
11
d
22
d
33
. Now, for the sake of contra
diction, construct a new real r
d
by changing each one of these digits of r
d
,
avoiding zero and nine in a decimal expansion. This is necessary because
reals with different digit sequences are equal to each other if one of them
ends with an innite sequence of nines and the other with zeros, for exam
ple 0.0999. . . = 0.1. . .. The result is a real r
= 0.d
1
d
2
d
3
with d
n
= d
nn
,
which differs from each one of the original numbers in at least one (i.e., in
the diagonal) position. Therefore, there exists at least one real which is
not contained in the original enumeration, contradicting the assumption
that all reals have been taken into account. Hence, R is not denumerable.
Bridgman has argued
2
that, from a physical point of view, such an
2
Percy W. Bridgman. A physicists sec
ond reaction to Mengenlehre. Scripta
Mathematica, 2:101117, 224234, 1934
argument is operationally unfeasible, because it is physically impossible
to process an innite enumeration; and subsequently, quasi on top of
that, a digit switch. Alas, it is possible to recast the argument such that r
d
is nitely created up to arbitrary operational length, as the enumeration
progresses.
Part II:
Linear vector spaces
4
Finitedimensional vector spaces
VECTOR SPACES are prevalent in physics; they are essential for an un
derstanding of mechanics, relativity theory, quantum mechanics, and
statistical physics.
4.1 Basic denitions
In what follows excerpts from Halmos beautiful treatment FiniteDimensional
Vector Spaces will be reviewed
1
. Of course, there exist zillions of other
1
Paul R.. Halmos. Finitedimensional Vec
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
very nice presentations, among them Greubs Linear algebra, and Strangs
Introduction to Linear Algebra, among many others, even freely down
loadable ones
2
competing for your attention.
2
Werner Greub. Linear Algebra, volume 23
of Graduate Texts in Mathematics. Springer,
New York, Heidelberg, fourth edition, 1975;
Gilbert Strang. Introduction to linear
algebra. WellesleyCambridge Press,
Wellesley, MA, USA, fourth edition, 2009.
ISBN 0980232716. URL http://math.
mit.edu/linearalgebra/; Howard
Homes and Chris Rorres. Elementary
Linear Algebra: Applications Version. Wiley,
New York, tenth edition, 2010; Seymour
Lipschutz and Marc Lipson. Linear algebra.
Schaums outline series. McGrawHill,
fourth edition, 2009; and Jim Hefferon.
Linear algebra. 320375, 2011. URL
http://joshua.smcvt.edu/linalg.
html/book.pdf
The more physically oriented notation in Mermins book on quan
tum information theory
3
is adopted. Vectors are typed in bold face. The
3
N. David Mermin. Lecture notes on
quantum computation. 20022008.
URL http://people.ccmr.cornell.
edu/~mermin/qcomp/CS483.html; and
N. David Mermin. Quantum Computer
Science. Cambridge University Press,
Cambridge, 2007. ISBN 9780521876582.
URL http://people.ccmr.cornell.edu/
~mermin/qcomp/CS483.html
overline sign stands for complex conjugation; that is, if a = a +i a is a
complex number, then a =a i a.
Unless stated differently, only nitedimensional vector spaces are
considered.
4.1.1 Fields of real and complex numbers
In physics, scalars are either real or complex numbers and their associated
elds. Thus we shall restrict our attention to these cases.
A eld F, +, , ,
1
, 0, 1 is a set together with two operations, usually
called addition and multiplication, and denoted by + and (often ab
is identied with the expression ab without the center dot) respectively,
such that the following axioms hold:
(i) closure of F under addition and multiplication for all a, b F, both a +b
and ab are in F;
(ii) associativity of addition and multiplication: for all a, b, and c in F, the
following equalities hold: a +(b +c) =(a +b) +c, and a(bc) =(ab)c;
36 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
(iii) commutativity of addition and multiplication: for all a and b in F, the
following equalities hold: a +b =b +a and ab =ba;
(iv) additive and multiplicative identity: There exists an element of F,
called the additive identity element and denoted by 0, such that for all
a in F, a +0 = a. Likewise, there is an element, called the multiplicative
identity element and denoted by 1, such that for all a in F, 1 a = a.
(To exclude the trivial ring, the additive identity and the multiplicative
identity are required to be distinct.)
(v) Additive and multiplicative inverses: for every a in F, there exists an
element a in F, such that a +(a) = 0. Similarly, for any a in F other
than 0, there exists an element a
1
in F, such that a a
1
= 1. (The ele
ments +(a) and a
1
are also denoted a and
1
b
, respectively.) Stated
differently: subtraction and division operations exist.
(vi) Distributivity of multiplication over addition For all a, b and c in F, the
following equality holds: a(b +c) =(ab) +(ac).
4.1.2 Vectors and vector space
For proofs and additional information see
2 in
Paul R.. Halmos. Finitedimensional Vec
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
A linear vector space V, +, , , 0, 1 is a set Vof elements called vectors
satisfying certain axioms; among them, with respect to addition of vectors:
(i) commutativity,
(ii) associativity,
(iii) the uniqueness of the origin or null vector 0, as well as
(iv) the uniqueness of the negative vector;
with respect to multiplication of vectors with scalars associativity:
(v) the existence of a unit factor 1; and
(vi) distributivity with respect to scalar and vector additions, that is
(+)x =x+x,
(x+y) =x+y, with x, y, Vand scalars , ,
(4.1)
respectively.
Examples of vector spaces are:
(i) The set C of complex numbers: C can be interpreted as a complex
vector space by interpreting as vector addition and scalar multiplication
as the usual addition and multiplication of complex numbers, and with
0 as the null vector;
FI NI TEDI MENSI ONAL VECTOR SPACES 37
(ii) The set C
n
, n Nof ntuples of complex numbers: Let x = (x
1
, . . . , x
n
)
and y = (y
1
, . . . , y
n
). C
n
can be interpreted as a complex vector space
by interpreting as vector addition and scalar multiplication as the or
dinary addition x +y = (x
1
+ y
1
, . . . , x
n
+ y
n
) and the multiplication
x = (x
1
, . . . , x
n
) by a complex number , respectively; the null tuple
0 =(0, . . . , 0) is the neutral element of vector addition;
(iii) The set Pof all polynomials with complex coefcients in a variable
t : Pcan be interpreted as a complex vector space by interpreting as
vector addition and scalar multiplication as the ordinary addition of
polynomials and the multiplication of a polynomial by a complex num
ber, respectively; the null polynomial is the neutral element of vector
addition.
4.2 Linear independence
A set S= {x
1
, x
2
, . . . , x
k
} Vof vectors x
i
in a linear vector space is linear
independent if no vector can be written as a linear combination of other
vectors in this set S; that is, x
i
=
1j k, j =i
j
x
j
.
Equivalently, linear independence of the vectors in Bmeans that no
vector in Scan be written as a linear combinations of others in S. That
is, let {x
1
, . . . , x
k
}; if
n
i =1
i
x
i
= 0 implies
i
= 0 for each i , then the set
S={x
1
, x
2
, . . . , x
k
} is linearly independent.
4.3 Subspace
For proofs and additional information see
10 in
Paul R.. Halmos. Finitedimensional Vec
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
A nonempty subset Mof a vector space is a subspace or, used synony
muously, a linear manifold if, along with every pair of vectors x and y
contained in M, every linear combination x+y is also contained in M.
If U and Vare two subspaces of a vector space, then U+Vis the sub
space spanned by U and V; that is, the set of all vectors z =x+y, with x U
and y V.
Mis the linear span
M=span(U, V) =span(x, y) ={x+y  , F, x U, x V}. (4.2)
A generalization to more than two vectors and more than two subspaces
is straightforward.
For every vector space V, the set containing the null vector {0}, and the
vector space Vitself are subspaces of V.
4.3.1 Scalar or inner product [61]
A scalar or inner product presents some form of measure of distance or
apartness of two vectors in a linear vector space. It should not be con
fused with the bilinear functionals (introduced on page 44) that connect a
38 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
vector space with its dual vector space, although for real Euclidean vector
spaces these may coincide, and although the scalar product is also bilinear
in its arguments. It should also not be confused with the tensor product
introduced on page 48.
An inner product space is a vector space V, together with an inner
product; that is, with a map  : VV R or C, in general F, that
satises the following three axioms for all vectors and all scalars:
(i) Conjugate symmetry: x  y =y  x. For real, Euclidean vector spaces, this
function is symmetric; that is x  y =
y  x.
(ii) Linearity in the rst (and second) argument:
x+y  z =x  z +v  z.
(ii) Positivedeniteness: x  x 0; with equality only for x =0.
The norm of a vector x is dened by
x =
_
x  x (4.3)
One example is the dot product
xy =
n
i =1
x
i
y
i
(4.4)
of two vectors x = (x
1
, . . . , x
n
) and y = (y
1
, . . . , y
n
) in C
n
, which, for real
Euclidean space, reduces to the wellknown dot product xy = x
1
y
1
+ +
x
n
y
n
=xycos(x, y).
It is mentioned without proof that the most general form of an inner
product in C
n
is xy = yAx
= E
the orthogonal
complement of E.
The following projection theorem is mentioned without proof. If Mis
any subspace of a nitedimensional inner product space V, then Vis the
direct sum of Mand M
; that is, M
=M.
For the sake of an example, suppose V= R
2
, and take E to be the set
of all vectors spanned by the vector (1, 0); then E
i j
=
_
0, for i = j ;
1, for i = j
. (4.7)
becomes the Dirac delta function (x y), which is a generalized function
in the continuous variables x, y. In the Dirac braket notation, unity is
given by 1 =
_
+
x
2
1
e
2
0
x
(c) (d)
Figure 4.1: Coordinazation of vectors: (a)
some primitive vector; (b) some primitive
vectors, laid out in some space, denoted by
dotted lines (c) vector coordinates x
2
and
x
2
of the vector x = (x
1
, x
2
) = x
1
e
1
+x
2
e
2
in a standard basis; (d) vector coordinates
x
2
and x
2
of the vector x = (x
1
, x
2
) =
x
1
e
1
+x
2
e
2
in some nonorthogonal basis.
Elementary high school tutorials often
condition students into believing that
the components of the vector is the
vector, rather then emphasizing that
these components represent the vector
with respect to some (mostly implicitly
assumed) basis. A similar problem occurs
in many introductions to quantum theory,
where the span (i.e., the onedimensional
linear subspace spanned by that vector)
{y  y = x, C}, or, equivalently, for
orthogonal prjections, the projector (i.e.,
the projection operator; see also page 51)
E
x
= x
T
x corresponding to a unit (of
length 1) vector x often is identied with
that vector. In many instances, this is a
great help and, if administered properly, is
consistent and ne (fapp).
The standard (Cartesian) basis in ndimensional complex space C
n
is
the set of vectors x
i
, i = 1, . . . , n, represented by ntuples, dened by the
condition that the i th coordinate of the j th basis vector e
j
is given by
i j
,
FI NI TEDI MENSI ONAL VECTOR SPACES 41
where
i j
is the Kronecker delta function
i j
=
_
0, for i = j ;
1, for i = j
. (4.8)
Thus,
e
1
= (1, 0, . . . , 0),
e
2
= (0, 1, . . . , 0),
.
.
.
e
n
= (0, 0, . . . , 1).
(4.9)
In terms of these standard base vectors, every vector x can be written as
a linear combination
x =
n
i =1
x
i
e
i
=(x
1
, x
2
, . . . , x
n
), (4.10)
or, in dot product notation, that is, column times row and row times
column; the dot is usually omitted (the superscript T stands for trans
position),
x =(x
1
, x
2
, . . . , x
n
)
T
(e
1
, e
2
, . . . , e
n
) =
_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
(e
1
, e
2
, . . . , e
n
), (4.11)
(the superscript T stands for transposition) of the product of the coor
dinates x
i
with respect to that standard basis. Here the equality sign =
really means coded with respect to that standard basis.
In what follows, we shall often identify the column vector
_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
containing the coordinates of the vector x with the vector x, but we always
need to keep in mind that the tuples of coordinates are dened only with
respect to a particular basis {e
1
, e
2
, . . . , e
n
}; otherwise these numbers lack
any meaning whatsoever.
Indeed, with respect to some arbitrary basis B= {f
1
, . . . , f
n
} of some n
dimensional vector space Vwith the base vectors f
i
, 1 i n, every vector
x in Vcan be written as a unique linear combination
x =
n
i =1
x
i
f
i
=(x
1
, x
2
, . . . , x
n
) (4.12)
of the product of the coordinates x
i
with respect to the basis B.
The uniqueness of the coordinates is proven indirectly by reductio
ad absurdum: Suppose there is another decomposition x =
n
i =1
y
i
f
i
=
42 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
(y
1
, y
2
, . . . , y
n
); then by subtraction, 0 =
n
i =1
(x
i
y
i
)f
i
= (0, 0, . . . , 0). Since
the basis vectors f
i
are linearly independent, this can only be valid if all
coefcients in the summation vanish; thus x
i
y
i
=0 for all 1 i n; hence
nally x
i
= y
i
for all 1 i n. This is in contradiction with our assumption
that the coordinates x
i
and y
i
(or at least some of them) are different.
Hence the only consistent alternative is the assumption that, with respect
to a given basis, the coordinates are uniquely determined.
A set B= {a
1
, . . . , a
n
} of vectors is orthonormal if, whenever for both a
i
and a
j
which are in Bit follows that
a
i
 a
j
=
i j
. (4.13)
Any such set is called complete if it is not contained in any larger orthonor
mal set. Any complete set is a basis.
4.7 Finding orthogonal bases from nonorthogonal ones
A GramSchmidt process is a systematic method for orthonormalising a set
of vectors in a space equipped with a scalar product, or by a synonym pre
ferred in matematics, inner product. The GramSchmidt process takes a The scalar or inner product xy of two
vectors x and y is dened on page 37. In
Euclidean space such as R
n
, one often
identies the dot product x y = x
1
y
1
+
+x
n
y
n
of two vectors x and y with their
scalar or inner product.
nite, linearly independent set of base vectors and generates an orthonor
mal basis that spans the same (sub)space as the original set.
The general method is to start out with the original basis, say, {x
1
, x
2
, x
3
, . . . , x
n
},
and generate a new orthogonal basis {y
1
, y
2
, y
3
, . . . , y
n
} by
y
1
= x
1
,
y
2
= x
2
p
y
1
(x
2
),
y
3
= x
3
p
y
1
(x
3
) p
y
2
(x
3
),
.
.
.
y
n
= x
n
n1
i =1
p
y
i
(x
n
),
(4.14)
where
p
y
(x) =
xy
yy
y, and p
y
(x) =x
xy
yy
y (4.15)
are the orthogonal projections of x onto y and y
y
)
2
(x) =p
y
(p
y
(x)) =x
xy
yy
y
_
xy
yy
xyyy
yy
2
_
y, =p
y
(x),
p
y
(p
y
(x)) =p
y
(p
y
(x)) =
xy
yy
y
xyyy
yy
2
y =0;
(4.16)
see also page 51.
Subsequently, in order to obtain an orthonormal basis, one can divide
every basis vector by its length.
FI NI TEDI MENSI ONAL VECTOR SPACES 43
The idea of the proof is as follows (see also Greub
5
, section 7.9). In
5
Werner Greub. Linear Algebra, volume 23
of Graduate Texts in Mathematics. Springer,
New York, Heidelberg, fourth edition, 1975
order to generate an orthogonal basis from a nonorthogonal one, the rst
vector of the old basis is identied with the rst vector of the new basis;
that is y
1
= x
1
. Then, the second vector of the new basis is obtained by
taking the second vector of the old basis and subtracting its projection on
the rst vector of the new basis. More precisely, take the Ansatz
y
2
=x
2
+y
1
, (4.17)
thereby determining the arbitrary scalar such that y
1
and y
2
are orthogo
nal; that is, y
1
y
2
=0. This yields
x
2
y
1
+y
1
y
1
=0, (4.18)
and thus, since y
1
=0,
=
x
2
y
1
y
1
y
1
. (4.19)
To obtain the third vector y
3
of the new basis, take the Ansatz
y
3
=x
3
+y
1
+y
2
, (4.20)
and require that it is orthogonal to the two previous orthogonal basis
vectors y
1
and y
2
; that is y
1
y
3
=y
2
y
3
=0. As a result,
=
x
3
y
1
y
1
y
1
, =
x
3
y
2
y
2
y
2
. (4.21)
A generalization of this construction for all the other new base vectors
y
3
, . . . , y
n
is straightforward.
Consider, as an example, the standard Euclidean scalar product denoted
by and the basis {(0, 1), (1, 1)}. Then two orthogonal bases are obtained
obtained by taking
(i) either the basis vector (0, 1) and
(1, 1)
(1, 1) (0, 1)
(0, 1) (0, 1)
(0, 1) =(1, 0),
(ii) or the basis vector (1, 1) and
(0, 1)
(0, 1) (1, 1)
(1, 1) (1, 1)
(1, 1) =
1
2
(1, 1).
4.8 Mutually unbiased bases
Two orthonormal bases {x
1
, . . . , x
n
} and {y
1
, . . . , y
n
} are said to be mutually
unbiased if their scalar or inner products are
x
i
y
j

2
=
1
n
(4.22)
44 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
for all 1 i , j n. Note without proof that is, you do not have to be
concerned that you need to understand this from what has been said so far
that the elements of two or more mutually unbiased bases are mutually
maximally apart.
In physics, one seeks maximal sets of orthogonal bases whose elements
in different bases are maximally apart
6
. Such maximal sets are used in
6
W. K. Wootters and B. D. Fields. Optimal
statedetermination by mutually unbi
ased measurements. Annals of Physics,
191:363381, 1989. DOI : 10.1016/0003
4916(89)903229. URL http://dx.doi.
org/10.1016/00034916(89)903229;
and Thomas Durt, BertholdGeorg En
glert, Ingemar Bengtsson, and Karol
Zyczkowski. On mutually unbiased
bases. International Journal of Quan
tum Information, 8:535640, 2010.
DOI : 10.1142/S0219749910006502.
URL http://dx.doi.org/10.1142/
S0219749910006502
quantum information theory to assure maximal performance of certain
protocols used in quantum cryptography, or for the production of quan
tum random sequences by beam splitters. They are essential for the prac
tical exploitations of quantum complementary properties and resources.
Consider, for example, the real plane R
2
. There the two bases
{(0, 1), (1, 0)} and
{
1
2
(1, 1),
1
2
(1, 1)}
(4.23)
are mutually unbiased.
For a proof, just form the four inner products.
4.9 Direct sum
For proofs and additional information see
18 in
Paul R.. Halmos. Finitedimensional Vec
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
Let U and Vbe vector spaces (over the same eld, say C). Their direct sum
W= UVconsist of all ordered pairs (x, y), with x U in y V, and with
the linear operations dened by
(x
1
+x
2
, y
1
+y
2
) =(x
1
, y
1
) +(x
2
, y
2
). (4.24)
We state without proof that, if U and Vare subspaces of a vector space
W, then the following three conditions are equivalent:
(i) W=UV;
(ii) U
_
V = 0 and U+V = W(i.e., U and Vare complements of each
other);
(iii) every vector z Wcan be written as z =x+y, with x U and y V, in
one and only one way.
4.10 Dual space
For proofs and additional information see
1315 in
Paul R.. Halmos. Finitedimensional Vec
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
Every vector space Vhas a corresponding dual vector space (or just dual
space) consisting of all linear functionals on V.
A linear functional on a vector space Vis a scalarvalued linear function
y dened for every vector x V, with the linear property that
y(
1
x
1
+
2
x
2
) =
1
y(x
1
) +
2
y(x
2
). (4.25)
FI NI TEDI MENSI ONAL VECTOR SPACES 45
For example, let x =(x
1
, . . . , x
n
), and take y(x) =x
1
.
For another example, let again x = (x
1
, . . . , x
n
), and let
1
, . . . ,
n
C be
scalars; and take y(x) =
1
x
1
+ +
n
x
n
.
If we adopt a bracket notation [, ] for the functional
y(x) =[x, y], (4.26)
then this bracket functional is bilinear in its two arguments; that is,
[
1
x
1
+
2
x
2
, y] =
1
[x
1
, y] +
2
[x
2
, y], (4.27)
and
[x,
1
y
1
+
2
y
2
] =
1
[x, y
1
] +
2
[x, y
2
]. (4.28)
The square bracket can be identied with
the scalar (dot) product [x, y] = x  y
only for Euclidean vector spaces R
n
,
since for complex spaces this would no
longer be positive denite. That is, for
Euclidean vector spaces R
n
the inner or
scalar product is bilinear.
If Vis an ndimensional vector space, and if B= {f
1
, . . . , f
n
} is a basis
of V, and if {
1
, . . . ,
n
} is any set of n scalars, then there is a unique linear
functional y on Vsuch that [f
i
, y] =
i
for all 0 1 n.
A constructive proof of this theorem can be given as follows: Since every
x Vcan be written as a linear combination x = x
1
f
1
+ +x
n
f
n
of the
base vectors in Bin a unique way; and since y is a (bi)linear functional, we
obtain
[x, y] =x
1
[f
1
, y] + +x
n
[f
n
, y], (4.29)
and uniqueness follows. With [f
i
, y] =
i
for all 0 1 n, the value of [x, y]
is determined by [x, y] =x
i
i
+ +x
n
n
.
4.10.1 Dual basis
We now can dene a dual basis, or, used synonymuously a reciprocal basis.
If Vis an ndimensional vector space, and if B={f
1
, . . . , f
n
} is a basis of V,
then there is a unique dual basis B
= {f
1
, . . . , f
n
} in the dual vector space
V
i
, f
j
) =
i j
. (4.31)
or, in a different notation in which f
j
=f
j
,
g(f
j
, f
i
) =
j
i
. (4.32)
In terms of the inner product, the representation of the metric g as out
lined and characterized on page 90 with respect to a particular basis
B= {f
1
, . . . , f
n
} is g
i j
= g(f
i
, f
j
) = f
i
 f
j
. Note that the coordinates g
i j
of the metric g need not necessarily be positive denite. For example, spe
cial relativity uses the pseudoEuclidean metric g = diag(+1, +1, +1, 1)
46 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
(or just g = diag(+, +, +, )), where diag stands for the diagonal matrix
with the arguments in the diagonal. The metric tensor g
i j
represents a bilin
ear functional g(x, y) = x
i
y
j
g
i j
that is
symmetric; that is, g(x, y) =g(x, y) and non
degenerate; that is, for any nonzero vector
x V, x =0, there is some vector y V, so
that g(x, y) =0. g also satises the triangle
inequality xz xy +yz.
The dual space V
is ndimensional.
In a real Euclidean vector space R
n
with the dot product as scalar prod
uct, the dual basis of an orthogonal basis is also orthogonal. Moreover,
for an orthonormal basis, the bases vectors are uniquely identiable by
e
i
e
i
=e
i
T
. This is not true for nonorthogonal bases.
In a proof by reductio ad absurdum. Suppose there exist a vector e
i
, e
j
] =
i j
for all e
j
B. But since Bis supposed to span the corre
sponding vector space V, e
i
.
For orthogonal but not orthonormal bases, the term reciprocal basis can
be easily explained from the fact that the norm (or length) of each vector in
the reciprocal basis is just the inverse of the length of the original vector.
For a proof, consider B B
1
=I
n
.
(i) For example, if
B={e
1
, e
2
, . . . , e
n
} ={(1, 0, . . . , 0), (0, 1, . . . , 0), . . . , (0, 0, . . . , 1)}
is the standard basis in ndimensional vector space containing unit
vectors of norm (or length) one, then (the superscript T indicates
transposition)
B
= {e
1
, e
2
, . . . , e
n
}
=
_
(1, 0, . . . , 0)
T
, (0, 1, . . . , 0)
T
, . . . , (0, 0, . . . , 1)
T
_
=
_
_
_
_
_
_
_
_
_
1
0
.
.
.
0
_
_
_
_
_
_
_
,
_
_
_
_
_
_
_
0
1
.
.
.
0
_
_
_
_
_
_
_
, . . . ,
_
_
_
_
_
_
_
0
0
.
.
.
1
_
_
_
_
_
_
_
_
_
FI NI TEDI MENSI ONAL VECTOR SPACES 47
has elements with identical components, but those tuples are the trans
posed tuples.
(ii) If
X={
1
e
1
,
2
e
2
, . . . ,
n
e
n
} ={(
1
, 0, . . . , 0), (0,
2
, . . . , 0), . . . , (0, 0, . . . ,
n
)},
1
,
2
, . . . ,
n
R, is a dilated basis in ndimensional vector space
containing unit vectors of norm (or length)
i
, then
X
= {
1
1
e
1
,
1
2
e
2
, . . . ,
1
n
e
n
}
=
_
(
1
1
, 0, . . . , 0)
T
, (0,
1
2
, . . . , 0)
T
, . . . , (0, 0, . . . ,
1
n
)
T
_
=
_
_
1
1
_
_
_
_
_
_
_
1
0
.
.
.
0
_
_
_
_
_
_
_
,
1
2
_
_
_
_
_
_
_
0
1
.
.
.
0
_
_
_
_
_
_
_
, . . . ,
1
n
_
_
_
_
_
_
_
0
0
.
.
.
1
_
_
_
_
_
_
_
_
_
has elements with identical components of inverse length
1
i
, and again
those tuples are the transposed tuples.
(iii) Consider the nonorthogonal basis B= {(1, 2), (3, 4)}. The associated
row matrix is
B=
_
1 2
3 4
_
.
The inverse matrix is
B
1
=
_
2 1
3
2
1
2
_
;
and the associated dual basis is obtained from the columns of B
1
by
B
=
__
2
3
2
_
,
_
1
1
2
__
=
_
1
2
_
4
3
_
,
1
2
_
2
1
__
.
4.10.2 Dual coordinates
With respect to a given basis, the components of a vector are often written
as tuples of ordered (x
i
is written before x
i +1
not x
i
< x
i +1
) scalars as
column vectors
x =
_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
, (4.34)
whereas the components of vectors in dual spaces are often written in
terms of tuples of ordered scalars as row vectors
x
=(x
1
, x
2
, . . . , x
n
). (4.35)
48 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
The coordinates (x
1
, x
2
, . . . , x
n
)
T
=
_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
are called covariant, whereas the
coordinates (x
1
, x
2
, . . . , x
n
) are called contravariant, . Alternatively, one can
denote covariant coordinates by subscripts, and contravariant coordinates
by superscripts; that is (see also Havlicek
7
, Section 11.4),
7
Hans Havlicek. Lineare Algebra fr
Technische Mathematiker. Heldermann
Verlag, Lemgo, second edition, 2008
x
i
=
_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
and x
i
=(x
1
, x
2
, . . . , x
n
). (4.36)
Note again that the covariant and contravariant components x
i
and x
i
are
not absolute, but always dened with respect to a particular (dual) basis.
The Einstein summation convention requires that, when an index vari
able appears twice in a single term it implies that one has to sum over all of
the possible index values. This saves us from drawing the sum sign
i
for
the index i ; for instance x
i
y
i
=
i
x
i
y
i
.
In the particular context of covariant and contravariant components
made necessary by nonorthogonal bases whose associated dual bases are
not identical the summation always is between some superscript and
some subscript; e.g., x
i
y
i
.
Note again that for orthonormal basis, x
i
=x
i
.
4.10.3 Representation of a functional by inner product
For proofs and additional information see
67 in
Paul R.. Halmos. Finitedimensional Vec
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
The following representation theorem is about the connection between
any functional in a vector space and its inner product; it is stated without
proof: To any linear functional z on a nitedimensional inner product
space Vthere corresponds a unique vector y V, such that
z(x) =[x, z] =x  y (4.37)
for all x V.
Note that in real vector space R
n
and with the dot product, y =z.
4.11 Tensor product
For proofs and additional information see
24 in
Paul R.. Halmos. Finitedimensional Vec
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
4.11.1 Denition
For the moment, sufce it to say that the tensor product VU of two linear
vector spaces Vand U should be such that, to every x Vand avery y U
there corresponds a tensor product z = x y VU which is bilinear in
both factors.
FI NI TEDI MENSI ONAL VECTOR SPACES 49
If A={f
1
, . . . , f
n
} and B={g
1
, . . . , g
m
} are bases of n and m dimensional
vector spaces Vand U, respectively, then the set Z of vectors z
i j
= f
i
g
j
with i =1, . . . n and j =1, . . . m is a basis of the tensor product VU.
A generalization to more than one factors is straightforward.
4.11.2 Representation
The tensor product z =xy has three equivalent representations:
(i) as the scalar coordinates x
i
y
j
with respect to the basis in which the
vectors x and y have been dened and coded;
(ii) as the quasimatrix z
i j
= x
i
y
j
, whose components z
i j
are dened with
respect to the basis in which the vectors x and y have been dened and
coded;
(iii) as a quasivector or attened matrix dened by the Kronecker
product z = (x
1
y, x
2
y, . . . , x
n
y) = (x
1
y
1
, x
1
y
2
, . . . , x
n
y
n
). Again, the scalar
coordinates x
i
y
j
are dened with respect to the basis in which the
vectors x and y have been dened and coded.
In all three cases, the pairs x
i
y
j
are properly represented by distinct mathe
matical entities.
4.12 Linear transformation
For proofs and additional information see
3234 in
Paul R.. Halmos. Finitedimensional Vec
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
4.12.1 Denition
A linear transformation (or, used synonymuosly, linear operator A on a
vector space Vis a correspondence that assigns every vector x Va vector
Ax V, in a linear way that
A(x+y) =Ax+Ay, (4.38)
identically for all vectors x, y Vand all scalars , .
4.12.2 Operations
The sumS = A+B of two linear transformations A and B is dened by
Sx =Ax+Bx for every x V.
The product P =AB of two linear transformations A and B is dened by
Px =A(Bx) for every x V.
The notation A
n
A
m
= A
n+m
and (A
n
)
m
= A
nm
, with A
1
= A and A
0
= 1
turns out to be useful.
With the exception of commutativity, all formal algebraic properties of
numerical addition and multiplication, are valid for transformations; that
is A0 = 0A = 0, A1 = 1A = A, A(B+C) = AB+AC, (A+B)C = AC+BC,
50 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
and A(BC) = (AB)C. In matrix notation, 1 = 1, and the entries of 0 are 0
everywhere.
The inverse operator A
1
of A is dened by AA
1
=A
1
A=I.
The commutator of two matrices A and B is dened by
[A, B] =ABBA. (4.39)
The commutator should not be confused
with the bilinear funtional introduced for
dual spaces.
The polynomial can be directly adopted from ordinary arithmetic; that
is, any nite polynomial p of degree n of an operator (transformation) A
can be written as
p(A) =
0
1+
1
A
1
+
2
A
2
+ +
n
A
n
=
n
i =0
i
A
i
. (4.40)
The BakerHausdorff formula
e
i A
Be
i A
=B +i [A, B] +
i
2
2!
[A, [A, B]] + (4.41)
for two arbitrary noncommutative linear operators A and B is mentioned
without proof (cf. Messiah, Quantum Mechanics, Vol. 1
8
).
8
A. Messiah. Quantum Mechanics,
volume I. NorthHolland, Amsterdam,
1962
If [A, B] commutes with A and B, then
e
A
e
B
=e
A+B+
1
2
[A,B]
. (4.42)
4.12.3 Linear transformations as matrices
Due to linearity, there is a close connection between a matrix dened by an
nbyn square array
A =i A j =a
i j
=
_
_
_
_
_
_
_
11
12
1n
21
22
2n
.
.
.
.
.
.
.
.
.
n1
n2
nn
_
_
_
_
_
_
_
(4.43)
containing n
2
entries, also called matrix coefcients or matrix coordinates,
i j
and a linear transformation A, encoded with respect to a particular
basis B. This can be well understood in terms of transformations of the
basis elements, as every vector is a unique linear combination of these
basis elements; more explicitly, see the Ansatz y
i
=Ax
i
in Eq. (4.50) below.
Let Vbe an ndimensional vector space; let B= {f
1
, f
2
, . . . , f
n
} be any
basis of V, and let A be a linear transformation on V. Because every vector
is a linear combination of the basis vectors f
i
, it is possible to dene some
matrix coefcients or coordinates
i j
such that
Af
j
=
i j
f
i
(4.44)
for all j = 1, . . . , n. Again, note that this denition of a transformation
matrix is tied up with a basis.
FI NI TEDI MENSI ONAL VECTOR SPACES 51
In terms of this matrix notation, it is quite easy to present an example
for which the commutator [A, B] does not vanish; that is A and B do not
commute.
Take, for the sake of an example, the Pauli spin matrices which are
proportional to the angular momentum operators along the x, y, zaxis
9
:
9
Leonard I. Schiff. Quantum Mechanics.
McGrawHill, New York, 1955
1
=
x
=
_
0 1
1 0
_
,
2
=
y
=
_
0 i
i 0
_
,
1
=
z
=
_
1 0
0 1
_
.
(4.45)
Together with unity, i.e., I
2
= diag(1, 1), they form a complete basis of all
(44) matrices. Now take, for instance, the commutator
[
1
,
3
] =
1
1
=
_
0 1
1 0
__
1 0
0 1
_
_
1 0
0 1
__
0 1
1 0
_
=2
_
0 1
1 0
_
=
_
0 0
0 0
_
.
(4.46)
4.13 Projector or Projection
For proofs and additional information see
41 in
Paul R.. Halmos. Finitedimensional Vec
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
4.13.1 Denition
If Vis the direct sum of some subspaces Mand Nso that verey z V
can be uniquely written in the form z = x+y, with x Mand with y N,
then the projector, or, uses synonymuosly, projection on Malong Nis the
transformation E dened by Ez = x. Conversely, Fz = y is the projector on
Nalong M.
A linear transformation E is a projector if and only if it is idempotent;
that is, EE=E.
For a proof note that, if E is the projector on Malong N, and if z =x+y,
with x Mand with y N, the the decomposition of x yields x+0, so that
E
2
z = EEz = Ex = x = Ez. The converse idempotence EE = E implies
that E is a projector is more difcult to prove. For this proof we refer to
the literature; e.g., Halmos
10
.
10
Paul R.. Halmos. Finitedimensional Vec
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
We also mention without proof that a linear transformation E is a pro
jector if and only if 1E is a projector. Note that (1E)
2
=1EE+E
2
=
1E; furthermore, E(1E) =(1E)E=EE
2
=0.
Furthermore, if E is the projector on Malong N, then 1E is the projec
tor on Nalong M.
52 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
4.13.2 Construction of projectors from unit vectors
How can we construct projectors from unit vectors, or systems of orthog
onal projectors from some vector in some orthonormal basis with the
standard dot product?
Let x be the coordinates of a unit vector; that is x =1. Then the dyadic
or tensor product (also in Diracs bra and ket notation)
E
x
=xx
T
=xx
=
_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
(x
1
, x
2
, . . . , x
n
)
=
_
_
_
_
_
_
_
x
1
(x
1
, x
2
, . . . , x
n
)
x
2
(x
1
, x
2
, . . . , x
n
)
.
.
.
x
n
(x
1
, x
2
, . . . , x
n
)
_
_
_
_
_
_
_
=
_
_
_
_
_
_
_
x
1
x
1
x
1
x
2
x
1
x
n
x
2
x
1
x
2
x
2
x
2
x
n
.
.
.
.
.
.
.
.
.
.
.
.
x
n
x
1
x
n
x
2
x
n
x
n
_
_
_
_
_
_
_
(4.47)
is the projector associated with x.
If the vector x is not normalized, then the associated projector is
E
x
=
xx
T
x  x
=
xx
x  x
(4.48)
This construction is related to p
x
on page 42 by p
x
(y) =E
x
y.
For a proof, let E
x
=xx
T
, then
E
x
E
x
=(xx
T
) (xx
T
)
=
_
_
_
_
_
_
_
_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
(x
1
, x
2
, . . . , x
n
)
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
(x
1
, x
2
, . . . , x
n
)
_
_
_
_
_
_
_
=
_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
_
_
_
_
_
_
_
(x
1
, x
2
, . . . , x
n
)
_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
_
_
_
_
_
_
_
(x
1
, x
2
, . . . , x
n
)
=
_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
1 (x
1
, x
2
, . . . , x
n
) =
_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
(x
1
, x
2
, . . . , x
n
) =E
x
.
FI NI TEDI MENSI ONAL VECTOR SPACES 53
Fo two examples, let x =(1, 0)
T
and y =(1, 1)
T
; then
E
x
=
_
1
0
_
(1, 0) =
_
1(1, 0)
0(1, 0)
_
=
_
1 0
0 0
_
,
and
E
y
=
1
2
_
1
1
_
(1, 1) =
1
2
_
1(1, 1)
1(1, 1)
_
=
1
2
_
1 1
1 1
_
.
4.14 Change of basis
For proofs and additional information see
46 in
Paul R.. Halmos. Finitedimensional Vec
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
Let Vbe an ndimensional vector space land let X = {x
1
, . . . , x
n
} and Y=
{y
1
, . . . , y
n
} be two bases in V.
Take an arbitrary vector x V. In terms of the two bases Xand Y, x can
be written as
x =
n
i =1
x
i
x
i
=
n
i =1
y
i
y
i
, (4.49)
where x
i
and y
i
stand for the coordinates of the vector x with respect to the
bases Xand Y, respectively.
What is the relation between the coordinates x
i
and y
i
? Suppose that,
as an Ansatz, we dene a linear transformation between the corresponding
vectors of the bases Xand Yby
y
i
=Ax
i
, (4.50)
for all i = 1, . . . , n. Note that somewhat hidden in Eq. (4.50) there is a
matrix multiplication which can be made explicit: let a
i j
be the matrix
components corresponding to A in the basis X; then
y
j
=Ax
j
=
n
i =1
a
i j
x
i
. (4.51)
Here, the subscript j refers to the j th coordinate of y, whereas in Eq.
(4.50) the subscript j refers to the j th vectors x
j
and y
i
in the two bases
Xand Y, respectively.
Then, since
x =
n
j =1
y
j
y
j
=
n
j =1
y
j
Ax
j
=
n
j =1
y
j
n
i =1
a
i j
x
i
=
n
i =1
_
n
j =1
a
i j
y
j
_
x
i
;
and hence by comparison of the coefcients in Eq. (4.49),
x
i
=
n
j =1
a
i j
y
j
. (4.52)
54 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
4.15 Rank
The (column or row) rank, (A) of a linear transformation A in an n
dimensional vector space Vis the maximum number of linearly indepen
dent (column or, without proof, equivalently, row) vectors of the associated
nbyn square matrix a
i j
.
4.16 Determinant
4.16.1 Denition
Suppose A = a
i j
is the nbyn square matrix representation of a linear
transformation A in an ndimensional vector space V. We shall dene its
determinant recursively.
First, a minor M
i j
of an nbyn square matrix A is dened to be the
determinant of the (n 1) (n 1) submatrix that remains after the entire
i th row and j th column have been deleted from A.
A cofactor A
i j
of an nbyn square matrix A is dened in terms of its
associated minor by
A
i j
=(1)
i +j
M
i j
. (4.53)
The determinant of a square matrix A, denoted by detA or A, is a scalar
regursively dened by
detA =
n
j =1
a
i j
A
i j
=
n
i =1
a
i j
A
i j
(4.54)
for any i (row expansion) or j (column expansion), with i , j = 1, . . . , n. For
11 matrices, detA =a
11
.
4.16.2 Properties
The following properties of determinants are mentioned without proof:
(i) If A and B are square matrices of the same order, then detAB =detAdetB.
(ii) If either two rows or two columns are exchanged, then the determinant
is multiplied by a factor 1.
(iii) det(A
T
) =detA.
(iv) The determinant detA of a matrix A is nonzero if and only if A is
invertible. In particular, if A is not invertible, detA = 0. If A has an
inverse matrix A
1
, then det(A
1
) =(detA)
1
.
(v) Multiplication of any row or column with a factor results in a deter
minant which is times the original determinant.
FI NI TEDI MENSI ONAL VECTOR SPACES 55
4.17 Trace
4.17.1 Denition
The German word for trace is Spur.
The trace of an nbyn square matrix A = a
i j
, denoted by TrA, is a scalar
dened to be the sum of the elements on the main diagonal (the diagonal
from the upper left to the lower right) of A; that is (also in Diracs bra and
ket notation),
TrA =a
11
+a
22
+ +a
nn
=
n
i =1
a
i i
=
n
i =1
i Ai . (4.55)
4.17.2 Properties
The following properties of traces are mentioned without proof:
(i) Tr(A+B) =TrA+TrB;
(ii) Tr(A) =TrA, with C;
(iii) Tr(AB) =Tr(BA);
(iv) TrA =TrA
T
;
(v) Tr(AB) =TrATrB;
(vi) the trace is the sum of the eigenvalues of a normal operator;
(vii) det(e
A
) =e
TrA
;
(viii) the trace is the derivative of the determinant at the identity;
(xi) the complex conjugate of the trace of an operator is equal to the trace
of its adjoint; that is (TrA) =Tr(A
);
(xi) the trace is invariant under rotations of the basis and under cyclic
permutations.
A trace class operator is a compact operator for which a trace is nite
and independent of the choice of basis.
4.18 Adjoint
4.18.1 Denition
Let Vbe a vector space and let y be any element of its dual space V
.
For any linear transformation A, consider the bilinear functional y
be dened by
[x, A
=0, 1
=1, (A+B)
=A
+B
, (A)
=A
, (AB)
=B
,
and (A
1
)
=(A
)
1
; as well as (in nite dimensional spaces)
A
=A. (4.57)
4.18.3 Matrix notation
In matrix notation and in complex vector space with the dot product, note
that there is a correspondence with the inner product (cf. page 48) so that,
for all z Vand for all x V, there exist a unique y Vwith
[Ax, z]
=Ax  y
=y  Ax
= y
i
A
i j
x
j
= y
i
A
T
j i
x
j
=xA
T
y
=[x, A
z]
=x  A
y
=x
i
A
i j
y
j
=xA
y,
(4.58)
and hence
A
=(A)
T
= A
T
, or A
i j
= A
j i
. (4.59)
In words: in matrix notation, the adjoint transformation is just the trans
pose of the complex conjugate of the original matrix.
4.19 Selfadjoint transformation
The following denition yields some analogy to real numbers as compared
to complex numbers (a complex number z is real if z = z), expressed in
terms of operators on a complex vector space. An operator A on a linear
vector space Vis called selfadjoint, if
A
=A. (4.60)
In terms of matrices, a matrix A corresponding to an operator A in some
xed basis is selfadjoint if
A
=(A
i j
)
T
= A
i j
= A
i j
= A. (4.61)
More generally, if the matrix corresponding to A in some basis Bis A
i j
,
then the matrix corresponding to A
is
(A
i j
)
T
.
FI NI TEDI MENSI ONAL VECTOR SPACES 57
In real inner product spaces, the usual word for a selfadjoint transfor
mation is symmetric transformation. In complex inner product spaces, the
usual word for selfadjoint is Hermitian transformation.
For the sake of an example, consider again the Pauli spin matrices
1
=
x
=
_
0 1
1 0
_
,
2
=
y
=
_
0 i
i 0
_
,
1
=
z
=
_
1 0
0 1
_
.
(4.62)
which, together with unity, i.e., I
2
=diag(1, 1), are all selfadjoint.
The following operators are not selfadjoint:
_
0 1
0 0
_
,
_
1 1
0 0
_
,
_
1 0
i 0
_
,
_
0 i
i 0
_
. (4.63)
4.20 Positive transformation
A linear transformation A on an inner product space Vis positive, that
is in symbols A 0, if it is selfadjoint, and if Ax  x 0 for all x V. If
Ax  x =0 implies x =0, A is called strictly positive.
4.21 Unitary transformations and isometries
For proofs and additional information see
73 in
Paul R.. Halmos. Finitedimensional Vec
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
4.21.1 Denition
Note that a complex number z has absolute value one if z =1/z, or zz =1.
In analogy to this modulus one behavior, consider unitary transforma
tions, or, used synonymuously, isometries U for which
U
=U
=U
1
, or UU
=U
U=I. (4.64)
Alternatively, we mention without proof that the following conditions are
equivalent:
(i) Ux  Uy =x  y for all x, y V;
(ii) Ux =x for all x, y V;
4.21.2 Characterization of change of orthonormal basis
Let B= {f
1
, f
2
, . . . , f
n
} be an orthonormal basis of an ndimensional inner
product space V. If U is an isometry, then UB={Uf
1
, Uf
2
, . . . , Uf
n
} is also an
orthonormal basis of V. (The converse is also true.)
58 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
4.21.3 Characterization in terms of orthonormal basis
For proofs and additional information see
5.11.3, Theorem 5.1.5 and subsequent
Corollary in
Satish D. Joglekar. Mathematical Physics:
The Basics. CRC Press, Boca Raton, Florida,
2007
Every unitary operator U can be written in terms of an orthonormal basis
B= {f
1
, f
2
, . . . , f
n
} by stacking the vectors of that orthonormal basis on
top of each other; that is
U=
_
_
_
_
_
_
_
f
1
f
2
.
.
.
f
n
_
_
_
_
_
_
_
. (4.65)
Thereby the vectors of the orthonormal basis Bserve as the rows of U.
Also, every unitary operator U can be written in terms of an orthonor
mal basis B= {f
1
, f
2
, . . . , f
n
} by pasting the (transposed) vectors of that
orthonormal basis one after another; that is
U=
_
f
T
1
, f
T
2
, , f
T
n
_
. (4.66)
Thereby the (transposed) vectors of the orthonormal basis Bserve as the
columns of U.
Of course, any permutation of vectors in Bwould also yield unitary
matrices.
4.22 Orthogonal projectors
For proofs and additional information see
75 & 76 in
Paul R.. Halmos. Finitedimensional Vec
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
A linear transformation E is an orthogonal projector if and only if E =E
2
=
E
.
If E
1
, E
2
, . . . , E
n
are orthogonal projectors, then a necessary and suf
cient condition that E=E
1
+E
2
+ +E
n
be an orthogonal projector is that
E
i
E
j
=0 whenever i = j ; that is, that all E
i
are pairwise orthogonal.
4.23 Proper value or eigenvalue
For proofs and additional information see
54 in
Paul R.. Halmos. Finitedimensional Vec
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
4.23.1 Denition
A scalar is a proper value or eigenvalue, and a nonzero vector x is a
proper vector or eigenvector of a linear transformation A if
Ax =x. (4.67)
In an ndimensional vector space VThe set of the set of eigenvalues and
the set of the associated eigenvectors {{
1
, . . . ,
k
}, {x
1
, . . . , x
n
}} of a linear
transformation A form an eigensystem of A.
4.23.2 Determination
Since the eigenvalues and eigenvectors are those scalars vectors x for
which Ax = x, this equation can be rewritten with a zero vector on the
FI NI TEDI MENSI ONAL VECTOR SPACES 59
right side of the equation; that is (I = diag(1, . . . , 1) stands for the identity
matrix),
(AI)x =0. (4.68)
Suppose that AI is invertible. Then we could formally write x = (A
I)
1
0; hence x must be the zero vector.
We are not interested in this trivial solution of Eq. (4.68). Therefore,
suppose that, contrary to the previous assumption, AI is not invert
ible. We have mentioned earlier (without proof ) that this implies that its
determinant vanishes; that is,
det(AI) =AI =0. (4.69)
This is called the sekular determinant; and the corresponding equation
after expansion of the determinant is called the sekular equation or charac
teristic equation. Once the eigenvalues, that is, the roots (i.e., the solutions)
of this equation are determined, the eigenvectors can be obtained oneby
one by inserting these eigenvalues onebyone into Eq. (4.68).
For the sake of an example, consider the matrix
A =
_
_
_
1 0 1
0 1 0
1 0 1
_
_
_. (4.70)
The secular determinant yields
1 0 1
0 1 0
1 0 1
=0,
which yields the characteristic equation (1)
3
(1) =(1)[(1)
2
1] =(1)[
2
2] =(1)(2) =0, and therefore three eigenvalues
1
=0,
2
=1, and
3
=2 which are the roots of (1)(2) =0.
Let us now determine the eigenvectors of A, based on the eigenvalues.
Insertion
1
=0 into Eq. (4.68) yields
_
_
_
_
_
_
1 0 1
0 1 0
1 0 1
_
_
_
_
_
_
0 0 0
0 0 0
0 0 0
_
_
_
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_ =
_
_
_
1 0 1
0 1 0
1 0 1
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_ =
_
_
_
0
0
0
_
_
_;
(4.71)
therefore x
1
+x
3
= 0 and x
2
= 0. We are free to choose any (nonzero)
x
1
= x
3
, but if we are interested in normalized eigenvectors, we obtain
x
1
=(1/
2)(1, 0, 1)
T
.
Insertion
2
=1 into Eq. (4.68) yields
_
_
_
_
_
_
1 0 1
0 1 0
1 0 1
_
_
_
_
_
_
1 0 0
0 1 0
0 0 1
_
_
_
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_ =
_
_
_
0 0 1
0 0 0
1 0 0
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_ =
_
_
_
0
0
0
_
_
_;
(4.72)
60 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
therefore x
1
= x
3
= 0 and x
2
is arbitrary. We are again free to choose any
(nonzero) x
2
, but if we are interested in normalized eigenvectors, we obtain
x
2
=(0, 1, 0)
T
.
Insertion
3
=2 into Eq. (4.68) yields
_
_
_
_
_
_
1 0 1
0 1 0
1 0 1
_
_
_
_
_
_
2 0 0
0 2 0
0 0 2
_
_
_
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_ =
_
_
_
1 0 1
0 1 0
1 0 1
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_ =
_
_
_
0
0
0
_
_
_;
(4.73)
therefore x
1
+x
3
= 0 and x
2
= 0. We are free to choose any (nonzero)
x
1
= x
3
, but if we are once more interested in normalized eigenvectors, we
obtain x
1
=(1/
2)(1, 0, 1)
T
.
Note that the eigenvectors are mutually orthogonal. We can construct
the corresponding orthogonal projectors by the dyadic product of the
eigenvectors; that is,
E
1
=x
1
x
T
1
=
1
2
(1, 0, 1)
T
(1, 0, 1) =
1
2
_
_
_
1(1, 0, 1)
0(1, 0, 1)
1(1, 0, 1)
_
_
_ =
1
2
_
_
_
1 0 1
0 0 0
1 0 1
_
_
_
E
2
=x
2
x
T
2
=(0, 1, 0)
T
(0, 1, 0) =
_
_
_
0(0, 1, 0)
1(0, 1, 0)
0(0, 1, 0)
_
_
_ =
_
_
_
0 0 0
0 1 0
0 0 0
_
_
_
E
3
=x
3
x
T
3
=
1
2
(1, 0, 1)
T
(1, 0, 1) =
1
2
_
_
_
1(1, 0, 1)
0(1, 0, 1)
1(1, 0, 1)
_
_
_ =
1
2
_
_
_
1 0 1
0 0 0
1 0 1
_
_
_
(4.74)
Note also that A can be written as the sum of the products of the eigen
values with the associated projectors; that is (here, E stands for the corre
sponding matrix), A =0E
1
+1E
2
+2E
3
.
If the eigenvalues obtained are not distinct und thus some eigenvalues
are degenerate, the associated eigenvectors traditionally that is, by con
vention and not necessity are chosen to be mutually orthogonal. A more
formal motivation will come from the spectral theorem below.
For the sake of an example, consider the matrix
B =
_
_
_
1 0 1
0 2 0
1 0 1
_
_
_. (4.75)
The secular determinant yields
1 0 1
0 2 0
1 0 1
=0,
which yields the characteristic equation (2 )(1 )
2
+[(2 )] =
(2 )[(1 )
2
1] = (2 )
2
= 0, and therefore just two eigenvalues
1
=0, and
2
=2 which are the roots of (2)
2
=0.
FI NI TEDI MENSI ONAL VECTOR SPACES 61
Let us now determine the eigenvectors of B, based on the eigenvalues.
Insertion
1
=0 into Eq. (4.68) yields
_
_
_
_
_
_
1 0 1
0 2 0
1 0 1
_
_
_
_
_
_
0 0 0
0 0 0
0 0 0
_
_
_
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_ =
_
_
_
1 0 1
0 2 0
1 0 1
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_ =
_
_
_
0
0
0
_
_
_;
(4.76)
therefore x
1
+x
3
=0 and x
2
=0. Again we are free to choose any (nonzero)
x
1
= x
3
, but if we are interested in normalized eigenvectors, we obtain
x
1
=(1/
2)(1, 0, 1)
T
.
Insertion
2
=2 into Eq. (4.68) yields
_
_
_
_
_
_
1 0 1
0 2 0
1 0 1
_
_
_
_
_
_
2 0 0
0 2 0
0 0 2
_
_
_
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_ =
_
_
_
1 0 1
0 0 0
1 0 1
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_ =
_
_
_
0
0
0
_
_
_;
(4.77)
therefore x
1
= x
3
; x
2
is arbitrary. We are again free to choose any values of
x
1
, x
3
and x
2
as long x
1
= x
3
as well as x
2
are satised. Take, for the sake
of choice, the orthogonal normalized eigenvectors x
2,1
= (0, 1, 0)
T
and
x
2,2
=(1/
2)(1, 0, 1)
T
, which are also orthogonal to x
1
=(1/
2)(1, 0, 1)
T
.
Note again that we can nd the corresponding orthogonal projectors by
the dyadic product of the eigenvectors; that is, by
E
1
=x
1
x
T
1
=
1
2
(1, 0, 1)
T
(1, 0, 1) =
1
2
_
_
_
1(1, 0, 1)
0(1, 0, 1)
1(1, 0, 1)
_
_
_ =
1
2
_
_
_
1 0 1
0 0 0
1 0 1
_
_
_
E
2,1
=x
2,1
x
T
2,1
=(0, 1, 0)
T
(0, 1, 0) =
_
_
_
0(0, 1, 0)
1(0, 1, 0)
0(0, 1, 0)
_
_
_ =
_
_
_
0 0 0
0 1 0
0 0 0
_
_
_
E
2,2
=x
2,2
x
T
2,2
=
1
2
(1, 0, 1)
T
(1, 0, 1) =
1
2
_
_
_
1(1, 0, 1)
0(1, 0, 1)
1(1, 0, 1)
_
_
_ =
1
2
_
_
_
1 0 1
0 0 0
1 0 1
_
_
_
(4.78)
Note also that B can be written as the sum of the products of the eigen
values with the associated projectors; that is (here, E stands for the corre
sponding matrix), B = 0E
1
+2(E
1,2
+E
1,2
). This leads us to the much more
general spectral theorem.
The following theorems are enumerated without proofs.
If A is a selfadjoint transformation on an inner product space, then ev
ery proper value (eigenvalue) of A is real. If A is positive, or stricly positive,
then every proper value of A is positive, or stricly positive, respectively
Due to their idempotence EE=E, projectors have eigenvalues 0 or 1.
Every eigenvalue of an isometry has absolute value one.
If A is either a selfadjoint transformation or an isometry, then proper
vectors of A belonging to distinct proper values are orthogonal.
62 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
4.24 Normal transformation
A transformation A is called normal if it commutes with its adjoint; that is,
[A, A
] =AA
A=0.
It follows from their denition that Hermitean and unitary transforma
tions are normal.
We mention without proof that a normal transformation on a nite
dimensional unitary space is (i) Hermitian, (ii) positive, (iii) strictly posi
tive, (iv) unitary, (v) invertible, (vi) idempotent if and only if all its proper
values are (i) real, (ii) positive, (iii) strictly positive, (iv) of absolute value
one, (v) different from zero, (vi) equal to zero or one.
4.25 Spectrum
For proofs and additional information see
78 in
Paul R.. Halmos. Finitedimensional Vec
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
4.25.1 Spectral theorem
Let Vbe an ndimensional linear vector space. The spectral theorem states
that to every selfadjoint (more general, normal) transformation A on an
ndimensional inner product space there correspond real numbers, the
spectrum
1
,
2
, . . . ,
k
of all the eigenvalues of A, and their associated
orthogonal projectors E
1
, E
2
, . . . , E
k
where 0 < k n is a strictly positive
integer so that
(i) the
i
are pairwise distinct,
(ii) the E
i
are pairwise orthogonal and different from0,
(iii)
k
i =1
E
i
=I
n
, and
(iv) A=
k
i =1
i
E
i
is the spectral form of A.
4.25.2 Composition of the spectral form
If the spectrum of a Hermitian (or, more general, normal) operator A is
nondegenerate, that is, k = n, then the i th projector can be written as the
dyadic or tensor product E
i
= x
i
x
T
i
of the i th normalized eigenvector
x
i
of A. In this case, the set of all normalized eigenvectors {x
1
, . . . , x
n
} is n
othonormal basis of the vector space V. If the spectrum of A is degenerate,
then the projector can be chosen to be the orthogonal sum of projectors
corresponding to orthogonal eigenvectors, associated with the same eigen
values.
Furthermore, for a Hermitian (or, more general, normal) operator A, if
1 i k, then there exist polynomials with real coefcients, such as, for
instance,
p
i
(t ) =
1 j k
j =i
t
j
j
(4.79)
FI NI TEDI MENSI ONAL VECTOR SPACES 63
so that p
i
(
j
) =
i j
; moreover, for every such polynomial, p
i
(A) =E
i
.
For a proof, it is not too difcult to show that p
i
(
i
) = 1, since in this
case in the product of fractions all numerators are equal to denominators,
and p
i
(
j
) = 0 for j = i , since some numerator in the product of fractions
vanishes.
Now, substituting for t the spectral formA =
k
i =1
i
E
i
of A, as well as
decomposing unity in terms of the projectors E
i
in the spectral form of A;
that is, I
n
=
k
i =1
E
i
, yields
p
i
(A) =
1j k, j =i
A
j
I
n
j
=
1j k, j =i
k
l =1
l
E
l
k
l =1
E
l
j
=
1j k, j =i
k
l =1
E
l
(
l
j
)
j
=
k
l =1
E
l
1j k, j =i
j
=
k
l =1
E
l
l i
=E
i
.
(4.80)
With the help of the polynomial p
i
(t ) dened in Eq. (4.79), which re
quires knowledge of the eigenvalues, the spectral form of a Hermitian (or,
more general, normal) operator A can thus be rewritten as
A=
k
i =1
i
p
i
(A) =
k
i =1
1j k, j =i
A
j
I
n
j
. (4.81)
If A =
k
i =1
i
E
i
is the spectral form of a selfadjoint transformation
A on a nitedimensional inner product space, then a necessary and
sufcient condition (if and only if = iff) that a linear transformation B
commutes with A is that it commuts with each E
i
, 1 i r .
4.26 Functions of normal transformations
Suppose A=
k
i =1
i
E
i
is a normal transformation with its spectral form. If
f is an arbitrary complexvalued function dened at least at the eigenval
ues of A, then a linear transformation f (A) can be dened by
f (A) =
k
i =1
f (
i
)E
i
. (4.82)
For the denition of the square root for every positve operator A),
consider
A=
k
i =1
_
i
E
i
. (4.83)
Clearly, (
A)
2
=
A=A.
64 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
4.27 Decomposition of operators
For proofs and additional information see
83 in
Paul R.. Halmos. Finitedimensional Vec
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
4.27.1 Standard decomposition
In analogy to the decomposition of every imaginary number z = z +i z
with z, z R, every arbitrary transformation A on a nitedimensional
vector space can be decomposed into two Hermitian operators B C such
that
A=B+i C; with
B=
1
2
(A+A
),
C=
1
2i
(AA
).
(4.84)
4.27.2 Polar representation
The analogue of the polar representation of every imaginary number z =
Re
i
with R, R, R >0, 0 <2, every arbitrary transformation A on a
nitedimensional inner product space can be decomposed into a unique
positive transformP and an isometry U, such that A=UP. If A is invertible,
then U is uniquely determined by A. A necessary and sufcient condition
that A is normal is that UP=PU.
4.27.3 Decomposition of isometries
Any unitary or orthogonal transformation in nitedimensional inner
product space can be composed from a succession of twoparameter uni
tary transformations in twodimensional subspaces, and a multiplication
of a single diagonal matrix with elements of modulus one in an algorith
mic, constructive and tractable manner. The method is similar to Gaussian
elimination and facilitates the parameterization of elements of the unitary
group in arbitrary dimensions (e.g., Ref.
11
, Chapter 2).
11
F. D. Murnaghan. The Unitary and Rota
tion Groups. Spartan Books, Washington,
D.C., 1962
It has been suggested to implement these group theoretic results by
realizing interferometric analogues of any discrete unitary and hermitean
operators in a unied and experimentally feasible way by generalized
beam splitters
12
.
12
M. Reck, Anton Zeilinger, H. J. Bernstein,
and P. Bertani. Experimental realization
of any discrete unitary operator. Physical
Review Letters, 73:5861, 1994. DOI :
10.1103/PhysRevLett.73.58. URL http:
//dx.doi.org/10.1103/PhysRevLett.
73.58; and M. Reck and Anton Zeilinger.
Quantum phase tracing of correlated
photons in optical multiports. In F. De
Martini, G. Denardo, and Anton Zeilinger,
editors, Quantum Interferometry, pages
170177, Singapore, 1994. World Scientic
4.27.4 Singular value decomposition
The singular value decomposition (SVD) of an (mn) matrix A is a factor
ization of the form
A=UV, (4.85)
where U is a unitary (mm) matrix (i.e. an isometry), V is a unitary (n n)
matrix, and is a unique (mn) diagonal matrix with nonnegative real
FI NI TEDI MENSI ONAL VECTOR SPACES 65
numbers on the diagonal; that is,
=
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
1
.
.
.
.
.
. 0
r
.
.
.
.
.
.
.
.
.
0 0
.
.
.
.
.
.
.
.
.
.
.
.
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
. (4.86)
The entries
1
2
r
>0 of are called singular values of A. No proof
is presented here.
4.27.5 Schmidt decomposition of the tensor product of two vectors
Let U and Vbe two linear vector spaces of dimension n m and m, re
spectively. Then, for any vector z UVin the tensor product space, there
exist orthonormal basis sets of vectors {u
1
, . . . , u
n
} U and {v
1
, . . . , v
m
} V
such that z =
m
i =1
i
u
i
v
i
, where the
i
s are nonnegative scalars and the
set of scalars is uniquely determined by z.
Equivalently
13
, suppose that z is some tensor product contained in
13
M. A. Nielsen and I. L. Chuang. Quantum
Computation and Quantum Information.
Cambridge University Press, Cambridge,
2000
the set of all tensor products of vectors UVof two linear vector spaces U
and V. Then there exist orthonoral vectors u
i
U and v
j
Vso that
z =
i
u
i
v
i
, (4.87)
where the
i
s are nonnegative scalars; if z is normalized, then the
i
s are
satisfying
i
2
i
=1; they are called the Schmidt coefcients.
For a proof by reduction to the singular value decomposition, let i and
 j be any two xed orthonormal bases of U and V, respectively. Then, z
can be expanded as z =
i j
a
i j
i  j , where the a
i j
s can be interpreted
as the components of a matrix A. A can then be subjected to a singular
value decomposition A = UV, or, written in index form (note that =
diag(
1
, . . . ,
n
) is a diagonal matrix), a
i j
=
l
u
i l
l
v
l j
; and hence z =
i j l
u
i l
l
v
l j
i  j . Finally, by identifying u
l
=
i
u
i l
i as well as v
l
=
l
v
l j
 j one obtains the Schmidt decompsition (4.87). Since u
i l
and v
l j
represent unitary martices, and because i as well as  j are orthonormal,
the newly formed vectors u
l
as well as v
l
form orthonormal bases as
well. The sum of squares of the
i
s is one if z is a unit vector, because
(note that
i
s are realvalued) zz = 1 =
l m
m
u
l
u
m
v
l
v
m
=
l m
l m
=
l
2
l
.
66 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
4.28 Commutativity
For proofs and additional information see
84 in
Paul R.. Halmos. Finitedimensional Vec
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
A set M = {A
1
, A
2
, . . . , A
k
} of selfadjoint transformations on a nite
dimensional inner product space are mutually commuting if and only if
there exists a selfadjoint transformation R and a set of realvalued func
tions F = { f
1
, f
2
, . . . , f
k
} of a real variable so that A
1
= f
1
(R), A
2
= f
2
(R), . . .,
A
k
= f
k
(R). If such a maximal operator R exists, then it can be written as
a function of all transformations in the set M; that is, R =G(A
1
, A
2
, . . . , A
k
),
where G is a suitable realvalued function of n variables (cf. Ref.
14
, Satz 8).
14
John von Neumann. ber Funktionen
von Funktionaloperatoren. Annals of
Mathematics, 32:191226, 1931. URL
http://www.jstor.org/stable/1968185
The maximal operator R can be interpreted as containing all the infor
mation of a collection of commuting operators at once; stated pointedly,
rather than consider all the operators in Mseparately, the maximal opera
tor R represents M; in a sense, the operators A
i
Mare all just incomplete
aspects of, or individual functional views on, the maximal operator R.
Let us demonstrate the machinery developed so far by an example.
Consider the normal matrices
A=
_
_
_
0 1 0
1 0 0
0 0 0
_
_
_, B=
_
_
_
2 3 0
3 2 0
0 0 0
_
_
_, C=
_
_
_
5 7 0
7 5 0
0 0 11
_
_
_,
which are mutually commutative; that is, [A, B] = ABBA = [A, C] =
ACBC=[B, C] =BCCB=0.
The eigensystems that is, the set of the set of eigenvalues and the set of
the associated eigenvectors of A, B and C are
{{1, 1, 0}, {(1, 1, 0)
T
, (1, 1, 0)
T
, (0, 0, 1)
T
}},
{{5, 1, 0}, {(1, 1, 0)
T
, (1, 1, 0)
T
, (0, 0, 1)
T
}},
{{12, 2, 11}, {(1, 1, 0)
T
, (1, 1, 0)
T
, (0, 0, 1)
T
}}.
They share a common orthonormal set of eigenvalues
_
_
1
2
_
_
_
1
1
0
_
_
_,
1
2
_
_
_
1
1
0
_
_
_,
_
_
_
0
0
1
_
_
_
_
_
which form an orthonormal basis of R
3
or C
3
. The associated projectors are
obtained by the dyadic or tensor products of these vectors; that is,
E
1
=
1
2
_
_
_
1 1 0
1 1 0
0 0 0
_
_
_,
E
2
=
1
2
_
_
_
1 1 0
1 1 0
0 0 0
_
_
_,
E
3
=
_
_
_
0 0 0
0 0 0
0 0 1
_
_
_.
FI NI TEDI MENSI ONAL VECTOR SPACES 67
Thus the spectral decompositions of A, B and C are
A=E
1
E
2
+0E
3
,
B=5E
1
E
2
+0E
3
,
C=12E
1
2E
2
+11E
3
,
(4.88)
respectively.
One way to dene the maximal operator R for this problem would be
R=E
1
+E
2
+E
3
,
with , , R0 and = = = . The functional coordinates f
i
(),
f
i
(), and f
i
(), i {A, B, C}, of the three functions f
A
(R), f
B
(R), and f
C
(R)
chosen to match the projector coefcients obtained in Eq. (4.88); that is,
A= f
A
(R) =E
1
E
2
+0E
3
,
B= f
B
(R) =5E
1
E
2
+0E
3
,
C= f
C
(R) =12E
1
2E
2
+11E
3
.
It is no coincidence that the projectors in the spectral forms of A, B and
C are identical. Indeed it can be shown that mutually commuting normal
operators always share the same eigenvectors; and thus also the same
projectors.
Let the set M = {A
1
, A
2
, . . . , A
k
} be mutually commuting normal (or
Hermitian, or selfadjoint) transformations on an ndimensional inner
product space. Then there exists an orthonormal basis B= {f
1
, . . . , f
n
}
such that every f
j
Bis an eigenvalue of each of the A
i
M. Equivalently,
there exist n orthogonal projectors (let the vectors f
j
be represented by
the coordinates which are column vectors) E
j
= f
j
f
T
j
such that every E
j
,
1 j n occurs in the spectral form of each of the A
i
M.
4.29 Measures on closed subspaces
In what follows we shall assume that all (probability) measures or states
w behave quasiclassically on sets of mutually commuting selfadjoint
operators, and in particular on orthogonal projectors.
Suppose E = {E
1
, E
2
, . . . , E
n
} is a set of mutually commuting orthogo
nal projectors on a nitedimensional inner product space V. Then, the
probability measure w should be additive; that is,
w(E
1
+E
2
+E
n
) =w(E
1
) +w(E
2
) + +w(E
n
). (4.89)
Stated differently, we shall assume that, for any two orthogonal projec
tors E, F so that EF =FE=0, their sumG=E+F has expectation value
G =E +F. (4.90)
68 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
We shall consider only vector spaces of dimension three or greater, since
only in these cases two orthonormal bases can be interlinked by a common
vector in two dimensions, distinct orthonormal bases contain distinct
basis vectors.
4.29.1 Gleasons theorem
For a Hilbert space of dimension three or greater, the only possible form of
the expectation value of an selfadjoint operator A has the form
15 15
Andrew M. Gleason. Measures on
the closed subspaces of a Hilbert space.
Journal of Mathematics and Mechanics
(now Indiana University Mathematics
Journal), 6(4):885893, 1957. ISSN 0022
2518. DOI : 10.1512/iumj.1957.6.56050".
URL http://dx.doi.org/10.1512/
iumj.1957.6.56050; Anatolij Dvure cen
skij. Gleasons Theorem and Its Appli
cations. Kluwer Academic Publishers,
Dordrecht, 1993; Itamar Pitowsky. In
nite and nite Gleasons theorems and
the logic of indeterminacy. Journal of
Mathematical Physics, 39(1):218228,
1998. DOI : 10.1063/1.532334. URL
http://dx.doi.org/10.1063/1.532334;
Fred Richman and Douglas Bridges. A
constructive proof of Gleasons theorem.
Journal of Functional Analysis, 162:287
312, 1999. DOI : 10.1006/jfan.1998.3372.
URL http://dx.doi.org/10.1006/jfan.
1998.3372; and Asher Peres. Quantum
Theory: Concepts and Methods. Kluwer
Academic Publishers, Dordrecht, 1993
A =Tr(A), (4.91)
the trace of the operator product of the density matrix (which is a positive
operator of the trace class) for the system with the matrix representation
of A.
In particular, if A is a projector E corresponding to an elementary yesno
proposition the system has property Q, then E = Tr(E) corresponds to
the probability of that property Q if the system is in state .
4.29.2 KochenSpecker theorem
For a Hilbert space of dimension three or greater, there does not exist any
twovalued probability measures interpretable as consistent, overall truth
assignment
16
. As a result of the nonexistence of twovalued states, the
16
Ernst Specker. Die Logik nicht gle
ichzeitig entscheidbarer Aussagen. Di
alectica, 14(23):239246, 1960. DOI :
10.1111/j.17468361.1960.tb00422.x.
URL http://dx.doi.org/10.1111/j.
17468361.1960.tb00422.x; and Simon
Kochen and Ernst P. Specker. The problem
of hidden variables in quantum mechan
ics. Journal of Mathematics and Mechanics
(now Indiana University Mathematics Jour
nal), 17(1):5987, 1967. ISSN 00222518.
DOI : 10.1512/iumj.1968.17.17004. URL
http://dx.doi.org/10.1512/iumj.
1968.17.17004
classical strategy to construct probabilities by a convex combination of all
twovalued states fails entirely.
In Greechie diagram
17
, points represent basis vectors. If they belong to
17
J. R. Greechie. Orthomodular lattices
admitting no states. Journal of Com
binatorial Theory, 10:119132, 1971.
DOI : 10.1016/00973165(71)90015X.
URL http://dx.doi.org/10.1016/
00973165(71)90015X
the same basis, they are connected by smooth curves.
__ __ __ __
__
__
__
__
__
__ __ __ __
__
__
__
__
__ .
........................
.....................
. . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . .
. . . . . . . . . . . . .
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. . . . . . . . . .
. . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
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. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
.
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . .
...................
................
..............
............
..........
..........
........... ............
..............
.................
...................
......................
........................
.
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . .
..................
................
.............
...........
..........
...........
............ ..............
.................
....................
.......................
.........................
.
..................................................
.................................................
...............................................
..............................................
.............................................
............................................
...........................................
.........................................
........................................
.........................................
.
.......................................
.....................................
.....................................
......................................
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..........................................
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............................................
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.
.........................
.....................
. . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . .
. . . . . . . . . .
. . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
.
.........................
......................
...................
................
..............
.............
............
. . . . . . . . . . . .
. . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
.
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . . .
. . . . . . . . . . . .
............
.............
..............
...............
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.
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...........................................
M
A
L
B
J
D
K
C
I N
E R
H O
F Q
G P
a
b
c
d
e
f
g
h i
The most compact way of deriving the KochenSpecker theorem in four
dimensions has been given by Cabello
18
. For the sake of demonstra
18
Adn Cabello, Jos M. Estebaranz, and
G. GarcaAlcaine. BellKochenSpecker
theorem: A proof with 18 vectors. Physics
Letters A, 212(4):183187, 1996. DOI :
10.1016/03759601(96)00134X. URL http:
//dx.doi.org/10.1016/03759601(96)
00134X; and Adn Cabello. Kochen
Specker theorem and experimental test on
hidden variables. International Journal
of Modern Physics, A 15(18):28132820,
2000. DOI : 10.1142/S0217751X00002020.
URL http://dx.doi.org/10.1142/
S0217751X00002020
FI NI TEDI MENSI ONAL VECTOR SPACES 69
tion, consider a Greechie (orthogonality) diagram of a nite subset of the
continuum of blocks or contexts embeddable in fourdimensional real
Hilbert space without a twovalued probability measure The proof of the
KochenSpecker theorem uses nine tightly interconnected contexts a =
{A, B,C, D}, b ={D, E, F,G}, c ={G, H, I , J}, d ={J, K, L, M}, e ={M, N, O, P},
f ={P,Q, R, A}, g ={B, I , K, R}, h ={C, E, L, N}, i ={F, H, O,Q} consisting of
the 18 projectors associated with the one dimensional subspaces spanned
by the vectors from the origin (0, 0, 0, 0) to A = (0, 0, 1, 1), B = (1, 1, 0, 0),
C = (1, 1, 1, 1), D = (1, 1, 1, 1), E = (1, 1, 1, 1), F = (1, 0, 1, 0), G =
(0, 1, 0, 1), H = (1, 0, 1, 0), I = (1, 1, 1, 1), J = (1, 1, 1, 1), K = (1, 1, 1, 1),
L = (1, 0, 0, 1), M = (0, 1, 1, 0), N = (0, 1, 1, 0), O = (0, 0, 0, 1), P = (1, 0, 0, 0),
Q = (0, 1, 0, 0), R = (0, 0, 1, 1), respectively. Greechie diagrams represent
atoms by points, and contexts by maximal smooth, unbroken curves.
In a proof by contradiction,note that, on the one hand, every observable
proposition occurs in exactly two contexts. Thus, in an enumeration of the
four observable propositions of each of the nine contexts, there appears
to be an even number of true propositions, provided that the value of an
observable does not depend on the context (i.e. the assignment is non
contextual). Yet, on the other hand, as there is an odd number (actually
nine) of contexts, there should be an odd number (actually nine) of true
propositions.
4.30 Hilbert space quantum mechanics and quantum logic
4.30.1 Quantum mechanics
The following is a very brief introduction to quantum mechanics. Introduc
tions to quantum mechanics can be found in Refs.
19
.
19
Richard Phillips Feynman, Robert B.
Leighton, and Matthew Sands. The
Feynman Lectures on Physics. Quantum
Mechanics, volume III. AddisonWesley,
Reading, MA, 1965; L. E. Ballentine.
Quantum Mechanics. Prentice Hall,
Englewood Cliffs, NJ, 1989; A. Messiah.
Quantum Mechanics, volume I. North
Holland, Amsterdam, 1962; Asher Peres.
Quantum Theory: Concepts and Methods.
Kluwer Academic Publishers, Dordrecht,
1993; and John Archibald Wheeler and
Wojciech Hubert Zurek. Quantum Theory
and Measurement. Princeton University
Press, Princeton, NJ, 1983
All quantum mechanical entities are represented by objects of Hilbert
spaces
20
. The following identications between physical and theoretical
20
John von Neumann. Mathematis
che Grundlagen der Quantenmechanik.
Springer, Berlin, 1932; and Garrett
Birkhoff and John von Neumann. The
logic of quantum mechanics. An
nals of Mathematics, 37(4):823843,
1936. DOI : 10.2307/1968621. URL
http://dx.doi.org/10.2307/1968621
objects are made (a caveat: this is an incomplete list).
In what follows, unless stated differently, only nite dimensional Hilbert
spaces are considered. Then, the vectors corresponding to states can be
written as usual vectors in complex Hilbert space. Furthermore, bounded
selfadjoint operators are equivalent to bounded Hermitean operators.
They can be represented by matrices, and the selfadjoint conjugation is
just transposition and complex conjugation of the matrix elements. Let
B={b
1
, b
2
, . . . , b
n
} be an orthonormal basis in ndimensional Hilbert space
H. That is, orthonormal base vectors in Bsatisfy b
i
, b
j
=
i j
, where
i j
is
the Kronecker delta function.
(I) A quantum state is represented by a positive Hermitian operator of
trace class one in the Hilbert space H; that is
(i)
= =
n
i =1
p
i
b
i
b
i
, with p
i
0 for all i = 1, . . . , n, b
i
B, and
70 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
n
i =1
p
i
=1, so that
(ii) x  x =x  x 0,
(iii) Tr() =
n
i =1
b
i
  b
i
=1.
A pure state is represented by a (unit) vector x, also denoted by  x, of
the Hilbert space Hspanning a onedimensional subspace (manifold)
M
x
of the Hilbert space H. Equivalently, it is represented by the one
dimensional subspace (manifold) M
x
of the Hilbert space Hspannned
by the vector x. Equivalently, it is represented by the projector E
x
=
xx  onto the unit vector x of the Hilbert space H.
Therefore, if two vectors x, y Hrepresent pure states, their vector sum
z = x +y Hrepresents a pure state as well. This state z is called the
coherent superposition of state x and y. Coherent state superpositions
between classically mutually exclusive (i.e. orthogonal) states, say  0
and  1, will become most important in quantum information theory.
Any pure state x can be written as a linear combination of the set of
orthonormal base vectors {b
1
, b
2
, b
n
}, that is, x =
n
i =1
i
b
i
, where n is
the dimension of Hand
i
=b
i
 x C.
In the Dirac braket notation, unity is given by 1 =
n
i =1
b
i
b
i
, or just
1 =
n
i =1
i i .
(II) Observables are represented by selfadjoint or, synonymuously, Hermi
tian, operators or transformations A = A
n
i =1
b
i
Ab
i
.
Furthermore, any Hermitian operator has a spectral representation as
a spectral sumA =
n
i =1
i
E
i
, where the E
i
s are orthogonal projection
operators onto the orthonormal eigenvectors a
i
of A (nondegenerate
case).
Observables are said to be compatible if they can be dened simultane
ously with arbitrary accuracy; i.e., if they are independent. A criterion
for compatibility is the commutator. Two observables A, B are compati
ble, if their commutator vanishes; that is, if [A, B] =ABBA=0.
It has recently been demonstrated that (by an analog embodiment using
particle beams) every Hermitian operator in a nite dimensional Hilbert
space can be experimentally realized
21
.
21
M. Reck, Anton Zeilinger, H. J. Bernstein,
and P. Bertani. Experimental realization
of any discrete unitary operator. Physical
Review Letters, 73:5861, 1994. DOI :
10.1103/PhysRevLett.73.58. URL http:
//dx.doi.org/10.1103/PhysRevLett.
73.58
(III) The result of any single measurement of the observable A on a state
x Hcan only be one of the real eigenvalues of the corresponding Her
mitian operator A. If x is in a coherent superposition of eigenstates of A,
the particular outcome of any such single measurement is believed to
be indeterministic
22
; that is, it cannot be predicted with certainty. As a
22
Max Born. Zur Quantenmechanik der
Stovorgnge. Zeitschrift fr Physik, 37:
863867, 1926a. DOI : 10.1007/BF01397477.
URL http://dx.doi.org/10.1007/
BF01397477; Max Born. Quantenmechanik
der Stovorgnge. Zeitschrift fr Physik, 38:
803827, 1926b. DOI : 10.1007/BF01397184.
URL http://dx.doi.org/10.1007/
BF01397184; and Anton Zeilinger. The
message of the quantum. Nature, 438:
743, 2005. DOI : 10.1038/438743a. URL
http://dx.doi.org/10.1038/438743a
FI NI TEDI MENSI ONAL VECTOR SPACES 71
result of the measurement, the system is in the state which corresponds
to the eigenvector a
i
of A with the associated realvalued eigenvalue
i
;
that is, Ax =
n
a
n
(no Einstein sum convention here).
This transition x a
n
has given rise to speculations concern
ing the collapse of the wave function (state). But, subject to tech
nology and in principle, it may be possible to reconstruct coherence;
that is, to reverse the collapse of the wave function (state) if the pro
cess of measurement is reversible. After this reconstruction, no infor
mation about the measurement must be left, not even in principle.
How did Schrdinger, the creator of wave mechanics, perceive the
function? In his 1935 paper Die Gegenwrtige Situation in der Quan
tenmechanik (The present situation in quantum mechanics
23
), on
23
Erwin Schrdinger. Die gegenwrtige
Situation in der Quantenmechanik.
Naturwissenschaften, 23:807812, 823828,
844849, 1935b. DOI : 10.1007/BF01491891,
10.1007/BF01491914, 10.1007/BF01491987.
URL http://dx.doi.org/10.1007/
BF01491891,http://dx.doi.org/10.
1007/BF01491914,http://dx.doi.org/
10.1007/BF01491987
page 53, Schrdinger states, the function as expectationcatalog:
. . . In it [[the function]] is embodied the momentarilyattained sum
of theoretically based future expectation, somewhat as laid down in
a catalog. . . . For each measurement one is required to ascribe to the
function (=the prediction catalog) a characteristic, quite sudden
change, which depends on the measurement result obtained, and so can
not be foreseen; from which alone it is already quite clear that this sec
ond kind of change of the function has nothing whatever in common
with its orderly development between two measurements. The abrupt
change [[of the function (=the prediction catalog)]] by measurement
. . . is the most interesting point of the entire theory. It is precisely the
point that demands the break with naive realism. For this reason one
cannot put the function directly in place of the model or of the physi
cal thing. And indeed not because one might never dare impute abrupt
unforeseen changes to a physical thing or to a model, but because in the
realism point of view observation is a natural process like any other and
cannot per se bring about an interruption of the orderly ow of natural
events. German original: Die Funktion als
Katalog der Erwartung: . . . Sie [[die 
Funktion]] ist jetzt das Instrument zur
Voraussage der Wahrscheinlichkeit von
Mazahlen. In ihr ist die jeweils erreichte
Summe theoretisch begrndeter Zukun
ftserwartung verkrpert, gleichsam wie in
einem Katalog niedergelegt. . . . Bei jeder
Messung ist man gentigt, der Funktion
(=dem Voraussagenkatalog) eine eige
nartige, etwas pltzliche Vernderung
zuzuschreiben, die von der gefundenen
Mazahl abhngt und sich nicht vorherse
hen lt; woraus allein schon deutlich ist,
da diese zweite Art von Vernderung
der Funktion mit ihrem regelmigen
Abrollen zwischen zwei Messungen nicht
das mindeste zu tun hat. Die abrupte
Vernderung durch die Messung . . . ist der
interessanteste Punkt der ganzen Theorie.
Es ist genau der Punkt, der den Bruch
mit dem naiven Realismus verlangt. Aus
diesem Grund kann man die Funktion
nicht direkt an die Stelle des Modells oder
des Realdings setzen. Und zwar nicht etwa
weil man einem Realding oder einem
Modell nicht abrupte unvorhergesehene
nderungen zumuten drfte, sondern
weil vom realistischen Standpunkt die
Beobachtung ein Naturvorgang ist wie
jeder andere und nicht per se eine Unter
brechung des regelmigen Naturlaufs
hervorrufen darf.
The late Schrdinger was much more polemic about these issues;
compare for instance his remarks in his Dublin Seminars (19491955),
published in Ref.
24
, pages 1920: The idea that [the alternate mea
24
Erwin Schrdinger. The Interpretation
of Quantum Mechanics. Dublin Seminars
(19491955) and Other Unpublished Essays.
Ox Bow Press, Woodbridge, Connecticut,
1995
surement outcomes] be not alternatives but all really happening simul
taneously seems lunatic to [the quantum theorist], just impossible. He
thinks that if the laws of nature took this form for, let me say, a quar
ter of an hour, we should nd our surroundings rapidly turning into a
quagmire, a sort of a featureless jelly or plasma, all contours becoming
blurred, we ourselves probably becoming jelly sh. It is strange that
he should believe this. For I understand he grants that unobserved na
ture does behave this way namely according to the wave equation.
. . . according to the quantum theorist, nature is prevented from rapid
jellication only by our perceiving or observing it.
(IV) The probability P
x
(y) to nd a system represented by state
x
in
72 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
some pure state y is given by the Born rule which is derivable from
Gleasons theorem: P
x
(y) = Tr(
x
E
y
). Recall that the density
x
is a
positive Hermitian operator of trace class one.
For pure states with
2
x
=
x
,
x
is a onedimensional projector
x
=
E
x
= xx onto the unit vector x; thus expansion of the trace and E
y
=
yy yields P
x
(y) =
n
i =1
i  xxyy  i =
n
i =1
y  i i  xxy =
n
i =1
y  1  xxy =y  x
2
.
(V) The average value or expectation value of an observable A in a quan
tum state x is given by A
y
=Tr(
x
A).
The average value or expectation value of an observable A=
n
i =1
i
E
i
in a pure state x is given by A
x
=
n
j =1
n
i =1
i
j  xxa
i
a
i
 j =
n
j =1
n
i =1
i
a
i
 j j  xxa
i
=
n
j =1
n
i =1
i
a
i
 1  xxa
i
=
n
i =1
i
x  a
i

2
.
(VI) The dynamical law or equation of motion can be written in the form
x(t ) = Ux(t
0
), where U
= U
1
( stands for transposition and complex
conjugation) is a linear unitary transformation or isometry.
The Schrdinger equation i h
t
(t ) = H(t ) is obtained by identify
ing U with U=e
i Ht /h
, where H is a selfadjoint Hamiltonian (energy)
operator, by differentiating the equation of motion with respect to the
time variable t .
For stationary
n
(t ) = e
(i /h)E
n
t
n
, the Schrdinger equation
can be brought into its timeindependent formH
n
= E
n
n
. Here,
i h
t
n
(t ) = E
n
n
(t ) has been used; E
n
and
n
stand for the nth
eigenvalue and eigenstate of H, respectively.
Usually, a physical problem is dened by the Hamiltonian H. The
problem of nding the physically relevant states reduces to nding a
complete set of eigenvalues and eigenstates of H. Most elegant solutions
utilize the symmetries of the problem; that is, the symmetry of H. There
exist two canonical examples, the 1/r potential and the harmonic
oscillator potential, which can be solved wonderfully by these methods
(and they are presented over and over again in standard courses of
quantum mechanics), but not many more. (See, for instance,
25
for a
25
A. S. Davydov. Quantum Mechanics.
AddisonWesley, Reading, MA, 1965
detailed treatment of various Hamiltonians H.)
4.30.2 Quantum logic
The dimensionality of the Hilbert space for a given quantum system de
pends on the number of possible mutually exclusive outcomes. In the
spin
1
2
case, for example, there are two outcomes up and down, asso
ciated with spin state measurements along arbitrary directions. Thus, the
dimensionality of Hilbert space needs to be two.
Then the following identications can be made. Table 4.1 lists the iden
tications of relations of operations of classical Boolean settheoretic and
quantum Hillbert lattice types.
FI NI TEDI MENSI ONAL VECTOR SPACES 73
generic lattice order relation meet join complement
propositional implication disjunction conjunction negation
calculus and or not
classical lattice subset intersection union complement
of subsets
of a set
Hilbert subspace intersection of closure of orthogonal
lattice relation subspaces linear subspace
span
lattice of E
1
E
2
=E
1
E
1
E
2
E
1
+E
2
E
1
E
2
orthogonal
commuting projection
{noncommuting} { lim
n
(E
1
E
2
)
n
}
projection
operators
Table 4.1: Comparison of the identica
tions of lattice relations and operations for
the lattices of subsets of a set, for experi
mental propositional calculi, for Hilbert
lattices, and for lattices of commuting
projection operators.
(i) Any closed linear subspace M
p
spanned by a vector p in a Hilbert space
H or, equivalently, any projection operator E
p
= pp on a Hilbert
space Hcorresponds to an elementary proposition p. The elementary
truefalse proposition can in English be spelled out explicitly as
The physical system has a property corresponding to the associated
closed linear subspace.
It is coded into the two eigenvalues 0 and 1 of the projector E
p
(recall
that E
p
E
p
=E
p
).
(ii) The logical and operation is identied with the set theoretical in
tersection of two propositions ; i.e., with the intersection of two
subspaces. It is denoted by the symbol . So, for two propositions p
and q and their associated closed linear subspaces M
p
and M
q
,
M
pq
={x  x M
p
, x M
q
}.
(iii) The logical or operation is identied with the closure of the linear
span of the subspaces corresponding to the two propositions. It is
denoted by the symbol . So, for two propositions p and q and their
associated closed linear subspaces M
p
and M
q
,
M
pq
=M
p
M
q
={x  x =y+z, , C, y M
p
, z M
q
}.
The symbol will used to indicate the closed linear subspace spanned
by two vectors. That is,
uv ={w w=u+v, , C, u, v H}.
Notice that a vector of Hilbert space may be an element of M
p
M
q
without being an element of either M
p
or M
q
, since M
p
M
q
includes
all the vectors in M
p
M
q
, as well as all of their linear combinations
(superpositions) and their limit vectors.
74 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
(iv) The logical notoperation, or negation or complement, is identi
ed with operation of taking the orthogonal subspace . It is denoted
by the symbol
. In particular, for a proposition p and its associated
closed linear subspace M
p
, the negation p
is associated with
M
p
={x  x  y =0, y M
p
},
where x  y denotes the scalar product of x and y.
(v) The logical implication relation is identied with the set theoretical
subset relation . It is denoted by the symbol . So, for two propo
sitions p and q and their associated closed linear subspaces M
p
and
M
q
,
p q M
p
M
q
.
(vi) A trivial statement which is always true is denoted by 1. It is repre
sented by the entire Hilbert space H. So,
M
1
=H.
(vii) An absurd statement which is always false is denoted by 0. It is
represented by the zero vector 0. So,
M
0
=0.
4.30.3 Diagrammatical representation, blocks, complementarity
Propositional structures are often represented by Hasse and Greechie di
agrams. A Hasse diagram is a convenient representation of the logical
implication, as well as of the and and or operations among proposi
tions. Points represent propositions. Propositions which are implied
by other ones are drawn higher than the other ones. Two propositions are
connected by a line if one implies the other. Atoms are propositions which
cover the least element 0; i.e., they lie just above 0 in a Hasse diagram of
the partial order.
A much more compact representation of the propositional calculus
can be given in terms of its Greechie diagram
26
. In this representation, the
26
J. R. Greechie. Orthomodular lattices
admitting no states. Journal of Com
binatorial Theory, 10:119132, 1971.
DOI : 10.1016/00973165(71)90015X.
URL http://dx.doi.org/10.1016/
00973165(71)90015X
emphasis is on Boolean subalgebras. Points represent the atoms. If
they belong to the same Boolean subalgebra, they are connected by edges
or smooth curves. The collection of all atoms and elements belonging to
the same Boolean subalgebra is called block; i.e., every block represents
a Boolean subalgebra within a nonboolean structure. The blocks can be
joined or pasted together as follows.
(i) The tautologies of all blocks are identied.
(ii) The absurdities of all blocks are identied.
FI NI TEDI MENSI ONAL VECTOR SPACES 75
(iii) Identical elements in different blocks are identied.
(iii) The logical and algebraic structures of all blocks remain intact.
This construction is often referred to as pasting construction. If the blocks
are only pasted together at the tautology and the absurdity, one calls the
resulting logic a horizontal sum.
Every single block represents some maximal collection of comeasurable
observables which will be identied with some quantum context. Hilbert
lattices can be thought of as the pasting of a continuity of such blocks or
contexts.
Note that whereas all propositions within a given block or context are
comeasurable; propositions belonging to different blocks are not. This
latter feature is an expression of complementarity. Thus from a strictly
operational point of view, it makes no sense to speak of the real physical
existence of different contexts, as knowledge of a single context makes
impossible the measurement of all the other ones.
EinsteinPodolskiRosen (EPR) type arguments
27
utilizing a congu
27
Albert Einstein, Boris Podolsky, and
Nathan Rosen. Can quantummechanical
description of physical reality be con
sidered complete? Physical Review,
47(10):777780, May 1935. DOI :
10.1103/PhysRev.47.777. URL http:
//dx.doi.org/10.1103/PhysRev.47.777
ration sketched in Fig. 4.5 claim to be able to infer two different contexts
counterfactually. One context is measured on one side of the setup, the
other context on the other side of it. By the uniqueness property
28
of cer
28
Karl Svozil. Are simultaneous Bell
measurements possible? New Jour
nal of Physics, 8:39, 18, 2006. DOI :
10.1088/13672630/8/3/039. URL
http://dx.doi.org/10.1088/
13672630/8/3/039
tain twoparticle states, knowledge of a property of one particle entails
the certainty that, if this property were measured on the other particle
as well, the outcome of the measurement would be a unique function of
the outcome of the measurement performed. This makes possible the
measurement of one context, as well as the simultaneous counterfactual
inference of another, mutual exclusive, context. Because, one could argue,
although one has actually measured on one side a different, incompatible
context compared to the context measured on the other side, if on both
sides the same context would be measured, the outcomes on both sides
would be uniquely correlated. Hence measurement of one context per side
is sufcient, for the outcome could be counterfactually inferred on the
other side.
As problematic as counterfactual physical reasoning may appear from
an operational point of view even for a two particle state, the simultaneous
counterfactual inference of three or more blocks or contexts fails because
of the missing uniqueness property of quantum states.
4.30.4 Realizations of twodimensional beam splitters
In what follows, lossless devices will be considered. The matrix
T(, ) =
_
sin cos
e
i
cos e
i
sin
_
(4.92)
introduced in Eq. (4.92) has physical realizations in terms of beam splitters
and MachZehnder interferometers equipped with an appropriate number
76 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
of phase shifters. Two such realizations are depicted in Fig. 4.2. The el
P
3
,
S(T)
0 0
1
T
bs
(, , , )
E
E
E
E
d
d
d
d
d
d
d
d
d
d
d
d
d
d
P
4
,
M
M
S
1
S
2
0 0
1
c
b
T
MZ
(, , , )
E
E
E
E
P
3
,
a)
b)
r
r
r
r
r
r
r
r
r
r
r
r
r
r
P
1
, +
P
1
, +
P
2
,
P
2
,
Figure 4.2: A universal quantum interfer
ence device operating on a qubit can be
realized by a 4port interferometer with
two input ports 0, 1 and two output ports
0
, 1
T 1
+i
R0
,
S : 1
T 0
+i
R1
,
P
3
: 0
0
e
i
,
(4.93)
where every reection by a beam splitter S contributes a phase /2 and
thus a factor of e
i /2
= i to the state evolution. Transmitted beams remain
unchanged; i.e., there are no phase changes. Global phase shifts from
mirror reections are omitted. With
R()
T()
T() i
R()
_
=
_
i sin cos
cos i sin
_
.
A phase shifter in twodimensional Hilbert space is represented by either
diag
_
e
i
, 1
_
or diag
_
1, e
i
_
. The action of the entire device consisting of
such elements is calculated by multiplying the matrices in reverse order in
which the quanta pass these elements
31
; i.e.,
31
B. Yurke, S. L. McCall, and J. R. Klauder.
SU(2) and SU(1,1) interferometers. Phys
ical Review A, 33:40334054, 1986. URL
http://dx.doi.org/10.1103/PhysRevA.
33.4033; and R. A. Campos, B. E. A. Saleh,
and M. C. Teich. Fourthorder interference
of joint singlephoton wave packets in
lossless optical systems. Physical Review A,
42:41274137, 1990. DOI : 10.1103/Phys
RevA.42.4127. URL http://dx.doi.org/
10.1103/PhysRevA.42.4127
T
bs
(, , , ) =
_
e
i
0
0 1
__
i sin cos
cos i sin
__
e
i (+)
0
0 1
__
1 0
0 e
i
_
.
(4.95)
The elementary quantum interference device T
MZ
depicted in Fig. 4.2b)
is a MachZehnder interferometer with two input and output ports and
three phase shifters. The process can be quantum mechanically described
by
P
1
: 0 0e
i (+)
,
P
2
: 1 1e
i
,
S
1
: 1 (b +i c)/
2,
S
1
: 0 (c +i b)/
2,
P
3
: b be
i
,
S
2
: b (1
+i 0
)/
2,
S
2
: c (0
+i 1
)/
2,
P
4
: 0
0
e
i
.
(4.96)
The corresponding unitary evolution matrix is given by
T
MZ
(, , , ) =i e
i (+
2
)
_
e
i (+)
sin
2
e
i
cos
2
e
i
cos
2
sin
2
_
. (4.97)
Alternatively, T
MZ
can be computed by matrix multiplication; i.e.,
T
MZ
(, , , ) =i e
i (+
2
)
_
e
i
0
0 1
_
1
2
_
i 1
1 i
__
e
i
0
0 1
_
2
_
i 1
1 i
__
e
i (+)
0
0 1
__
1 0
0 e
i
_
.
(4.98)
Both elementary quantum interference devices T
bs
and T
MZ
are uni
versal in the sense that every unitary quantum evolution operator in
twodimensional Hilbert space can be brought into a onetoone cor
respondence with T
bs
and T
MZ
. As the emphasis is on the realization of
the elementary beam splitter T in Eq. (4.92), which spans a subset of the
set of all twodimensional unitary transformations, the comparison of
the parameters in T(, ) = T
bs
(
) = T
MZ
(
) yields
=
/2,
= /2 ,
= /2,
= /2,
= /2 ,
=,
=, and thus
T(, ) =T
bs
(,
2
,
2
,
2
) =T
MZ
(2, ,
2
, ). (4.99)
78 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Let us examine the realization of a few primitive logical gates corre
sponding to (unitary) unary operations on qubits. The identity element
I
2
is dened by 0 0, 1 1 and can be realized by
I
2
=T(
2
, ) =T
bs
(
2
,
2
,
2
,
2
) =T
MZ
(, , , 0) =diag(1, 1) . (4.100)
The not gate is dened by 0 1, 1 0 and can be realized by
not =T(0, 0) =T
bs
(0,
2
,
2
,
2
) =T
MZ
(0, ,
2
, ) =
_
0 1
1 0
_
. (4.101)
The next gate, a modied
I
2
, is a truly quantum mechanical, since it
converts a classical bit into a coherent superposition; i.e., 0 and 1.
I
2
is
dened by 0 (1/
2)(0+1), 1 (1/
4
, 0) =T
bs
(
4
,
2
,
2
,
2
) =T
MZ
(
2
, ,
4
, ) =
1
2
_
1 1
1 1
_
.
(4.102)
Note that
I
2
I
2
=I
2
. However, the reduced parameterization of T(, ) is
insufcient to represent
not, such as
not =T
bs
(
4
, ,
3
4
, ) =
1
2
_
1+i 1i
1i 1+i
_
, (4.103)
with
not
not =not.
4.30.5 Two particle correlations
In what follows, spin state measurements along certain directions or an
gles in spherical coordinates will be considered. Let us, for the sake of
clarity, rst specify and make precise what we mean by direction of mea
surement. Following, e.g., Ref.
32
, page 1, Fig. 1, and Fig. 4.3, when not
32
G. N. Ramachandran and S. Ramase
shan. Crystal optics. In S. Flgge, editor,
Handbuch der Physik XXV/1, volume XXV,
pages 1217. Springer, Berlin, 1961
specied otherwise, we consider a particle travelling along the positive
zaxis; i.e., along 0Z, which is taken to be horizontal. The xaxis along 0X
is also taken to be horizontal. The remaining yaxis is taken vertically along
0Y . The three axes together form a righthanded system of coordinates.
The Cartesian (x, y, z)coordinates can be translated into spherical
coordinates (r , , ) via x = r sincos, y = r sinsin, z = r cos,
whereby is the polar angle in the xzplane measured from the zaxis,
with 0 , and is the azimuthal angle in the xyplane, measured
from the xaxis with 0 < 2. We shall only consider directions taken
from the origin 0, characterized by the angles and , assuming a unit
radius r =1.
Consider two particles or quanta. On each one of the two quanta, cer
tain measurements (such as the spin state or polarization) of (dichotomic)
observables O(a) and O(b) along the directions a and b, respectively, are
FI NI TEDI MENSI ONAL VECTOR SPACES 79
_
'
.
.
.
"
*
0
Z
Y
X
i =1
O(a)
i
O(b)
i
. (4.104)
Quantum mechanically, we shall follow a standard procedure for ob
taining the probabilities upon which the expectation functions are based.
We shall start from the angular momentum operators, as for instance de
ned in Schiffs Quantum Mechanics
33
, Chap. VI, Sec.24 in arbitrary
33
Leonard I. Schiff. Quantum Mechanics.
McGrawHill, New York, 1955
directions, given by the spherical angular momentum coordinates and
, as dened above. Then, the projection operators corresponding to the
eigenstates associated with the different eigenvalues are derived from the
dyadic (tensor) product of the normalized eigenvectors. In Hilbert space
based
34
quantum logic
35
, every projector corresponds to a proposition
34
John von Neumann. Mathematische
Grundlagen der Quantenmechanik.
Springer, Berlin, 1932
35
Garrett Birkhoff and John von Neumann.
The logic of quantum mechanics. Annals
of Mathematics, 37(4):823843, 1936.
DOI : 10.2307/1968621. URL http:
//dx.doi.org/10.2307/1968621
that the system is in a state corresponding to that observable. The quan
tum probabilities associated with these eigenstates are derived from the
Born rule, assuming singlet states for the physical reasons discussed above.
These probabilities contribute to the correlation and expectation func
tions.
Twostate particles:
Classical case:
For the twooutcome (e.g., spin onehalf case of photon polarization)
case, it is quite easy to demonstrate that the classical expectation function
in the plane perpendicular to the direction connecting the two particles is
a linear function of the azimuthal measurement angle. Assume uniform
distribution of (opposite but otherwise) identical angular momenta
shared by the two particles and lying on the circumference of the unit circle
in the plane spanned by 0X and 0Y , as depicted in Figs. 4.3 and 4.4.
........................
.........................
.........................
.........................
........................
.......................
.......................
........................
.........................
.........................
.........................
........................ ........................
.........................
.........................
.........................
........................
.......................
.......................
........................
.........................
.........................
.........................
........................
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
a
+
........................
.........................
.........................
.........................
........................
.......................
.......................
........................
.........................
.........................
.........................
........................ ........................
.........................
.........................
.........................
........................
.......................
.......................
........................
.........................
.........................
.........................
........................
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
b
+
........................
.........................
.........................
.........................
........................
.......................
.......................
........................
.........................
.........................
.........................
........................ ........................
.........................
.........................
.........................
........................
.......................
.......................
........................
.........................
.........................
.........................
........................
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
+
+=
+=
+
a
b
Figure 4.4: Planar geometric demonstra
tion of the classical two twostate particles
correlation.
By considering the length A
+
(a, b) and A
(a, b)]
=
1
2
[2A
+
(a, b) 2] =
2
a b 1 =
2
1,
(4.105)
where the subscripts stand for the number of mutually exclusive measure
ment outcomes per particle, and for the number of particles, respectively.
Note that A
+
(a, b) +A
(a, b) =2.
Quantum case:
The two spin onehalf particle case is one of the standard quantum
mechanical exercises, although it is seldomly computed explicitly. For the
sake of completeness and with the prospect to generalize the results to
more particles of higher spin, this case will be enumerated explicitly. In
what follows, we shall use the following notation: Let + denote the pure
state corresponding to e
1
=(0, 1), and  denote the orthogonal pure state
corresponding to e
2
= (1, 0). The superscript T, and stand for
transposition, complex and Hermitian conjugation, respectively.
In nitedimensional Hilbert space, the matrix representation of pro
jectors E
a
from normalized vectors a = (a
1
, a
2
, . . . , a
n
)
T
with respect to
some basis of ndimensional Hilbert space is obtained by taking the dyadic
product; i.e., by
E
a
=
_
a, a
_
=
_
a, (a
)
T
_
=aa
=
_
_
_
_
_
_
a
1
a
a
2
a
. . .
a
n
a
_
_
_
_
_
_
=
_
_
_
_
_
_
a
1
a
1
a
1
a
2
. . . a
1
a
n
a
2
a
1
a
2
a
2
. . . a
2
a
n
. . . . . . . . . . . .
a
n
a
1
a
n
a
2
. . . a
n
a
n
_
_
_
_
_
_
.
(4.106)
The tensor or Kronecker product of two vectors a and b = (b
1
, b
2
, . . . , b
m
)
T
can be represented by
ab =(a
1
b, a
2
b, . . . , a
n
b)
T
=(a
1
b
1
, a
1
b
2
, . . . , a
n
b
m
)
T
(4.107)
The tensor or Kronecker product of some operators
A=
_
_
_
_
_
_
a
11
a
12
. . . a
1n
a
21
a
22
. . . a
2n
. . . . . . . . . . . .
a
n1
a
n2
. . . a
nn
_
_
_
_
_
_
and B=
_
_
_
_
_
_
b
11
b
12
. . . b
1m
b
21
b
22
. . . b
2m
. . . . . . . . . . . .
b
m1
b
m2
. . . b
mm
_
_
_
_
_
_
(4.108)
is represented by an nmnmmatrix
AB=
_
_
_
_
_
_
a
11
B a
12
B . . . a
1n
B
a
21
B a
22
B . . . a
2n
B
. . . . . . . . . . . .
a
n1
B a
n2
B . . . a
nn
B
_
_
_
_
_
_
=
_
_
_
_
_
_
a
11
b
11
a
11
b
12
. . . a
1n
b
1m
a
11
b
21
a
11
b
22
. . . a
2n
b
2m
. . . . . . . . . . . .
a
nn
b
m1
a
nn
b
m2
. . . a
nn
b
mm
_
_
_
_
_
_
.
(4.109)
Observables:
FI NI TEDI MENSI ONAL VECTOR SPACES 81
Let us start with the spin onehalf angular momentum observables of a
single particle along an arbitrary direction in spherical coordinates and
in units of h
36
; i.e.,
36
Leonard I. Schiff. Quantum Mechanics.
McGrawHill, New York, 1955
M
x
=
1
2
_
0 1
1 0
_
, M
y
=
1
2
_
0 i
i 0
_
, M
z
=
1
2
_
1 0
0 1
_
. (4.110)
The angular momentum operator in arbitrary direction , is given by its
spectral decomposition
S1
2
(, ) = xM
x
+yM
y
+zM
z
=M
x
sincos+M
y
sinsin+M
z
cos
=
1
2
(, ) =
1
2
_
cos e
i
sin
e
i
sin cos
_
=
1
2
_
sin
2
2
1
2
e
i
sin
1
2
e
i
sin cos
2
2
_
+
1
2
_
cos
2
2
1
2
e
i
sin
1
2
e
i
sin sin
2
2
_
=
1
2
_
1
2
_
I
2
(, )
__
+
1
2
_
1
2
_
I
2
+(, )
__
.
(4.111)
The orthonormal eigenstates (eigenvectors) associated with the eigen
values
1
2
and +
1
2
of S1
2
(, ) in Eq. (4.111) are

,
x
1
2
(, ) =e
i
+
_
e
i
2
sin
2
, e
i
2
cos
2
_
,
+
,
x
+
1
2
(, ) =e
i
_
e
i
2
cos
2
, e
i
2
sin
2
_
,
(4.112)
respectively.
+
and
(, ) =
1
2
_
I
2
(, )
_
(4.113)
for the spin down and up states along and , respectively. By setting all
the phases and angles to zero, one obtains the original orthonormalized
basis {, +}.
In what follows, we shall consider twopartite correlation operators
based on the spin observables discussed above.
1. Twopartite angular momentum observable
If we are only interested in spin state measurements with the associated
outcomes of spin states in units of h, Eq. (4.115) can be rewritten to
include all possible cases at once; i.e.,
S1
2
1
2
(
, ) =S1
2
(
1
,
1
) S1
2
(
2
,
2
). (4.114)
2. General twopartite observables
The twoparticle projectors F
2
to indi
cate the outcome on the rst or the second particle, corresponding to
a two spin
1
2
particle joint measurement aligned (+) or antialigned
() along arbitrary directions are
F
2
(
, ) =
1
2
_
I
2
1
(
1
,
1
)
_
1
2
_
I
2
2
(
2
,
2
)
_
; (4.115)
82 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
where
i
, i = 1, 2 refers to the outcome on the i th particle, and the
notation
, is used to indicate all angular parameters.
To demonstrate its physical interpretation, let us consider as a con
crete example a spin state measurement on two quanta as depicted in
Fig. 4.5: F
+
(
_
`
+
1
,
1
2
,
2
`
_
_ _
Figure 4.5: Simultaneous spin state mea
surement of the twopartite state repre
sented in Eq. (4.118). Boxes indicate spin
state analyzers such as SternGerlach
apparatus oriented along the directions
1
,
1
and
2
,
2
; their two output ports
are occupied with detectors associated
with the outcomes + and , respec
tively.
More generally, we will consider two different numbers
+
and
, and
the generalized singleparticle operator
R1
2
(, ) =
_
1
2
_
I
2
(, )
_
_
+
+
_
1
2
_
I
2
+(, )
_
_
, (4.116)
as well as the resulting twoparticle operator
R1
2
1
2
(
, ) =R1
2
(
1
,
1
) R1
2
(
2
,
2
)
=
+
F
+
+
+
F
+
+
+
+
F
++
.
(4.117)
Singlet state:
Singlet states 
d,n,i
could be labeled by three numbers d, n and i ,
denoting the number d of outcomes associated with the dimension of
Hilbert space per particle, the number n of participating particles, and the
state count i in an enumeration of all possible singlet states of n particles
of spin j = (d 1)/2, respectively
37
. For n = 2, there is only one singlet
37
Maria Schimpf and Karl Svozil. A
glance at singlet states and fourpartite
correlations. Mathematica Slovaca,
60:701722, 2010. ISSN 01399918.
DOI : 10.2478/s1217501000417.
URL http://dx.doi.org/10.2478/
s1217501000417
state, and i = 1 is always one. For historic reasons, this singlet state is also
called Bell state and denoted by 
.
Consider the singlet Bell state of two spin
1
2
particles

=
1
2
_
 +  +
_
. (4.118)
With the identications + e
1
= (1, 0) and  e
2
= (0, 1) as before,
the Bell state has a vector representation as

2
(e
1
e
2
e
2
e
1
)
=
1
2
[(1, 0) (0, 1) (0, 1) (1, 0)] =
_
0,
1
2
,
1
2
, 0
_
.
(4.119)
The density operator
; i.e.,
=
 =
_

, 
_
=
1
2
_
_
_
_
_
_
0 0 0 0
0 1 1 0
0 1 1 0
0 0 0 0
_
_
_
_
_
_
. (4.120)
Singlet states are form invariant with respect to arbitrary unitary trans
formations in the singleparticle Hilbert spaces and thus also rotation
ally invariant in conguration space, in particular under the rotations
+ =e
i
2
_
cos
2
+
sin
2

_
and  =e
i
2
_
sin
2
+
+cos
2

_
in the
spherical coordinates , dened earlier [e. g., Ref.
38
, Eq. (2), or Ref.
39
,
38
Gnther Krenn and Anton Zeilinger.
Entangled entanglement. Physical Review
A, 54:17931797, 1996. DOI : 10.1103/Phys
RevA.54.1793. URL http://dx.doi.org/
10.1103/PhysRevA.54.1793
39
L. E. Ballentine. Quantum Mechanics.
Prentice Hall, Englewood Cliffs, NJ, 1989
Eq. (749)].
The Bell singlet state is unique in the sense that the outcome of a spin
state measurement along a particular direction on one particle xes also
the opposite outcome of a spin state measurement along the same direc
tion on its partner particle: (assuming lossless devices) whenever a plus
or a minus is recorded on one side, a minus or a plus is recorded on
the other side, and vice versa.
Results:
We now turn to the calculation of quantum predictions. The joint prob
ability to register the spins of the two particles in state
aligned or
antialigned along the directions dened by (
1
,
1
) and (
2
,
2
) can be
evaluated by a straightforward calculation of
P
2
(
, ) =Tr
_
2
_
,
__
=
1
4
_
1(
1
1)(
2
1)
_
cos
1
cos
2
+sin
1
sin
2
cos(
1
2
)
__
.
(4.121)
Again,
i
, i =1, 2 refers to the outcome on the i th particle.
Since P
=
+P
=
=1 and E =P
=
P
=
, the joint probabilities to nd the two
particles in an even or in an odd number of spin
1
2
states when mea
sured along (
1
,
1
) and (
2
,
2
) are in terms of the expectation function
given by
P
=
=P
++
+P
=
1
2
(1+E)
=
1
2
_
1
_
cos
1
cos
2
sin
1
sin
2
cos(
1
2
)
__
,
P
=
=P
+
+P
+
=
1
2
(1E)
=
1
2
_
1+
_
cos
1
cos
2
+sin
1
sin
2
cos(
1
2
)
__
.
(4.122)
Finally, the quantum mechanical expectation function is obtained by the
difference P
=
P
=
; i.e.,
E
1,+1
(
1
,
2
,
1
,
2
) =
_
cos
1
cos
2
+cos(
1
2
) sin
1
sin
2
_
.
(4.123)
By setting either the azimuthal angle differences equal to zero, or by as
suming measurements in the plane perpendicular to the direction of parti
84 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
cle propagation, i.e., with
1
=
2
=
2
, one obtains
E
1,+1
(
1
,
2
) = cos(
1
2
),
E
1,+1
(
2
,
2
,
1
,
2
) = cos(
1
2
).
(4.124)
The general computation of the quantum expectation function for
operator (4.117) yields
E
2
(
, ) =Tr
_
R1
2
1
2
_
,
_
_
=
=
1
4
_
(
+
+
)
2
(
+
)
2
_
cos
1
cos
2
+cos(
1
2
) sin
1
sin
2
__
.
(4.125)
The standard twoparticle quantum mechanical expectations (4.123)
based on the dichotomic outcomes 1 and +1 are obtained by setting
+
=
=1.
A more natural choice of
=
1
2
. The expectation func
tion of these observables can be directly calculated via S 1
2
; i.e.,
E
1
2
,+
1
2
(
, ) =Tr
_
_
S 1
2
(
1
,
1
) S 1
2
(
2
,
2
)
__
=
1
4
_
cos
1
cos
2
+cos(
1
2
) sin
1
sin
2
_
=
1
4
E
1,+1
(
, ).
(4.126)
5
Tensors
What follows is a corollary, or rather an extension, of what has been
presented in the previous chapter; in particular, dual vector spaces (page
44), and the tensor product (page 48).
5.1 Notation
In what follows, let us consider the vector space R
n
of dimension n; a
basis B= {e
1
, e
2
, . . . , e
n
} consisting of n basis vectors e
i
, and k arbitrary
vectors x
1
, x
2
, . . . , x
k
R
n
; the vector x
i
having the vector components
X
i
1
, X
i
2
, . . . , X
i
k
R or C.
Please note again that, just like any tensor (eld), the tensor product
z =xy has three equivalent representations:
(i) as the scalar coordinates X
i
Y
j
with respect to the basis in which the
vectors x and y have been dened and coded; this form is often used in
the theory of (general) relativity;
(ii) as the quasimatrix z
i j
= X
i
Y
j
, whose components z
i j
are dened
with respect to the basis in which the vectors x and y have been dened
and coded; this form is often used in classical (as compared to quan
tum) mechanics and electrodynamics;
(iii) as a quasivector or attened matrix dened by the Kronecker
product z =(X
1
y, X
2
y, . . . , X
n
y) =(X
1
Y
1
, . . . , X
1
Y
n
, . . . , X
n
Y
1
, . . . , X
n
Y
n
).
Again, the scalar coordinates X
i
Y
j
are dened with respect to the basis
in which the vectors x and y have been dened and coded. This latter
form is often used in (fewpartite) quantum mechanics.
In all three cases, the pairs X
i
Y
j
are properly represented by distinct math
ematical entities.
Tensor elds dene tensors in every point of R
n
separately. In general,
with respect to a particular basis, the components of a tensor eld depend
on the coordinates.
86 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
We adopt Einsteins summation convention to sum over equal indices
(one pair with a superscript and a subscript). Sometimes, sums are written
out explicitly.
In what follows, the notations x y, (x, y) and x  y will be used
synonymously for the scalar product or inner product. Note, however, that
the notation x y may be a little bit misleading; for example, in the case
of the pseudoEuclidean metric diag(+, +, +, , +, ) it is no more the
standard Euclidean dot product diag(+, +, +, , +, +).
For a more systematic treatment, see for instance Klingbeils or Dirschmids
introductions
1
.
1
Ebergard Klingbeil. Tensorrechnung
fr Ingenieure. Bibliographisches In
stitut, Mannheim, 1966; and Hans Jrg
Dirschmid. Tensoren und Felder. Springer,
Vienna, 1996
5.2 Multilinear form
A multilinear form
: R
k
R (5.1)
is a map satisfying
(x
1
, x
2
, . . . , Ax
1
i
+Bx
2
i
, . . . , x
k
) = A(x
1
, x
2
, . . . , x
1
i
, . . . , x
k
)
+B(x
1
, x
2
, . . . , x
2
i
, . . . , x
k
)
(5.2)
for every one of its (multi)arguments.
5.3 Covariant tensors
Let x
i
=
n
j
i
=1
X
j
i
i
e
j
i
= X
j
i
i
e
j
i
be some tensor in an ndimensional vector
space Vlabelled by an index i . A tensor of rank k
: R
k
R (5.3)
is a multilinear form
(x
1
, x
2
, . . . , x
k
) =
n
i
1
=1
n
i
2
=1
n
i
k
=1
X
i
1
1
X
i
2
2
. . . X
i
k
k
(e
i
1
, e
i
2
, . . . , e
i
k
). (5.4)
The
A
i
1
i
2
i
k
=(e
i
1
, e
i
2
, . . . , e
i
k
) (5.5)
are the components of the tensor with respect to the basis B.
Question: how many coordinates are there?
Answer: n
k
.
Question: proof that tensors are multilinear forms.
Answer: by insertion.
(x
1
, x
2
, . . . , Ax
1
j
+Bx
2
j
, . . . , x
k
)
TENSORS 87
=
n
i
1
=1
n
i
2
=1
n
i
k
=1
X
i
i
1
X
i
2
2
. . . [A(X
1
)
i
j
j
+B(X
2
)
i
j
j
] . . . X
i
k
k
(e
i
1
, e
i
2
, . . . , e
i
j
, . . . , e
i
k
)
= A
n
i
1
=1
n
i
2
=1
n
i
k
=1
X
i
i
1
X
i
2
2
. . . (X
1
)
i
j
j
. . . X
i
k
k
(e
i
1
, e
i
2
, . . . , e
i
j
, . . . , e
i
k
)
+B
n
i
1
=1
n
i
2
=1
n
i
k
=1
X
i
i
1
X
i
2
2
. . . (X
2
)
i
j
j
. . . X
i
k
k
(e
i
1
, e
i
2
, . . . , e
i
j
, . . . , e
i
k
)
= A(x
1
, x
2
, . . . , x
1
j
, . . . , x
k
) +B(x
1
, x
2
, . . . , x
2
j
, . . . , x
k
)
5.3.1 Basis transformations
Let Band B
i
of B
can
be represented as linear combination of basis vectors fromB:
e
i
=
n
j =1
a
j
i
e
j
, i =1, . . . , n. (5.6)
Formally, one may treat e
i
and e
i
as scalar variables e
i
and e
j
, respectively;
such that a
j
i
=
e
i
e
j
.
Consider an arbitrary vector x R
n
with components X
i
with respect to
the basis Band X
i
with respect to the basis B
:
x =
n
i =1
X
i
e
i
=
n
i =1
X
i
e
i
. (5.7)
Insertion into (5.6) yields
x =
n
i =1
X
i
e
i
=
n
i =1
X
i
e
i
=
n
i =1
X
i
n
j =1
a
j
i
e
j
=
n
i =1
_
n
j =1
a
j
i
X
i
_
e
j
. (5.8)
A comparison of coefcient yields the transformation laws of vector com
ponents
X
j
=
n
j =1
a
j
i
X
i
. (5.9)
The matrix a = {a
j
i
} is called the transformation matrix. In terms of the
coordinates X
j
, it can be expressed as
a
j
i
=
X
j
X
i
. (5.10)
A similar argument using
e
i
=
n
j =1
a
j
i
e
j
, i =1, . . . , n (5.11)
yields the inverse transformation laws
X
j
=
n
j =1
a
j
i
X
i
. (5.12)
88 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Again, formally, we may treat e
i
and e
i
as scalar variables e
i
and e
j
, respec
tively; such that a
j
i
=
e
i
e
j
. Thereby,
e
i
=
n
j =1
a
j
i
e
j
=
n
j =1
a
j
i
n
k=1
a
k
j
e
k
=
n
j =1
n
k=1
[a
j
i
a
k
j
]e
k
, (5.13)
which, due to the linear independence of the basis vectors e
i
of B, is only
satised if
a
j
i
a
k
j
=
k
i
or a
a =I. (5.14)
That is, a
j
i
=
X
j
X
i
. (5.15)
5.3.2 Transformation of Tensor components
Because of multilinearity (!) and by insertion into (5.6),
(e
j
1
, e
j
2
, . . . , e
j
k
) =
_
n
i
1
=1
a
i
1
j
1
e
i
1
,
n
i
2
=1
a
i
2
j
2
e
i
2
, . . . ,
n
i
k
=1
a
i
k
j
k
e
i
k
_
=
n
i
1
=1
n
i
2
=1
n
i
k
=1
a
i
1
j
1
a
i
2
j
2
a
i
k
j
k
(e
i
1
, e
i
2
, . . . , e
i
k
) (5.16)
or
A
j
1
j
2
j
k
=
n
i
1
=1
n
i
2
=1
n
i
k
=1
a
i
1
j
1
a
i
2
j
2
a
i
k
j
k
A
i
1
i
2
...i
k
. (5.17)
5.4 Contravariant tensors
5.4.1 Denition of contravariant basis
Consider again a covariant basis B= {e
1
, e
2
, . . . , e
n
} consisting of n basis
vectors e
i
. Just as on page 45 earlier, we shall dene a contravariant basis
B
={e
1
, e
2
, . . . , e
n
} consisting of n basis vectors e
i
by the requirement that
the scalar product obeys
j
i
=e
i
e
j
(e
i
, e
j
) e
i
 e
j
=
_
1 if i = j
0 if i = j
. (5.18)
To distinguish elements of the two bases, the covariant vectors are
denoted by subscripts, whereas the contravariant vectors are denoted by
superscripts. The last terms e
i
e
j
(e
i
, e
j
) e
i
 e
j
recall different
notations of the scalar product.
Again, note that (see also below) the dual basis vectors of an orthonor
mal basis can be coded identically (i.e. onetoone) as compared to the
components of the original basis vectors; that is, in this case, the compo
nents of the dual basis vectors are just rearranged in the transposed form of
the original basis vectors.
TENSORS 89
The entire tensor formalism developed so far can be applied to dene
contravariant tensors as multinear forms
: R
k
R (5.19)
by
(x
1
, x
2
, . . . , x
k
) =
n
i
1
=1
n
i
2
=1
n
i
k
=1
1
i
1
2
i
2
. . .
k
i
k
(e
i
1
, e
i
2
, . . . , e
i
k
). (5.20)
The
B
i
1
i
2
i
k
=(e
i
1
, e
i
2
, . . . , e
i
k
) (5.21)
are the components of the contravariant tensor with respect to the basis
B
.
More generally, suppose Vis an ndimensional vector space, and B=
{f
1
, . . . , f
n
} is a basis of V; if g
i j
is the metric tensor, the dual basis is dened
by
g( f
i
, f
j
) =g( f
i
, f
j
) =
i
j
, (5.22)
where again
i
j
is Kronecker delta function, which is dened
i
j
=
_
0, for i = j ;
1, for i = j
, (5.23)
regardless of the order of indices, and regardless of whether these indices
represent covariance and contravariance.
5.4.2 Connection between the transformation of covariant and contravari
ant entities
Because of linearity, we can make the formal Ansatz
e
j
=
i
b
j
i
e
i
, (5.24)
where {b
j
i
} =b is the transformation matrix associated with the contravari
ant basis. How is b related to a, the transformation matrix associated with
the covariant basis?
By exploiting (5.18) one can nd the connection between the trans
formation of covariant and contravariant basis elements and thus tensor
components; that is,
j
i
=e
i
e
j
=(a
k
i
e
k
) (b
j
l
e
l
) =a
k
i
b
j
l
e
k
e
l
=a
k
i
b
j
l
l
k
=a
k
i
b
j
k
, (5.25)
and
b =a
1
=a
. (5.26)
The entire argument concerning transformations of covariant tensors and
components can be carried through to the contravariant case. Hence, the
90 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
contravariant components transform as
(e
j
1
, e
j
2
, . . . , e
j
k
) =
_
n
i
1
=1
a
j
1
i
1
e
i
1
,
n
i
2
=1
a
j
2
i
2
e
i
2
, . . . ,
n
i
k
=1
a
j
k
i
k
e
i
k
_
=
n
i
1
=1
n
i
2
=1
n
i
k
=1
a
j
1
i
1
a
j
2
i
2
a
j
k
i
k
(e
i
1
, e
i
2
, . . . , e
i
k
) (5.27)
or
B
j
1
j
2
j
k
=
n
i
1
=1
n
i
2
=1
n
i
k
=1
a
j
1
i
1
a
j
2
i
2
a
j
k
i
k
B
i
1
i
2
...i
k
. (5.28)
5.5 Orthonormal bases
For orthonormal bases,
j
i
=e
i
e
j
e
i
=e
i
, (5.29)
and thus the two bases are identical
B=B
(5.30)
and formally any distinction between covariant and contravariant vectors
becomes irrelevant. Conceptually, such a distinction persists, though.
5.6 Invariant tensors and physical motivation
5.7 Metric tensor
Metric tensors are dened in metric vector spaces. A metric vector space
(sometimes also refered to as vector space with metric or geometry) is a
vector space with inner or scalar product.
This includes (pseudo) Euclidean spaces with indenite metric. (I.e.,
the distance needs not be positive or zero.)
5.7.1 Denition metric
A metric is a functional R
n
R with the following properties
xy =0 x =y,
xy =yx (symmetry),
xz xy +yz (triangle inequality).
5.7.2 Construction of a metric from a scalar product by metric tensor
The metric tensor is dened by the scalar product
g
i j
=e
i
e
j
(e
i
, e
j
) e
i
 e
j
. (5.31)
TENSORS 91
and
g
i j
=e
i
e
j
(e
i
, e
j
) e
i
 e
j
. (5.32)
By denition of the (dual) basis in Eq. (4.32) on page 45,
g
i
j
=g
i l
g
l j
=
i
j
. (5.33)
which is a reection of the covariant and contravariant metric tensors be
ing inverse, since the basis and the associated dual basis is inverse (and
vice versa). Note that it easy to change a covarant tensor into a contravari
ant and vice versa by the application of a metric tensor. This can be seen
as follows. Because of linearity, any contravariant basis vector e
i
can be
written as a linear sum of covariant basis vectors:
e
i
= A
i j
e
j
. (5.34)
Then,
g
i k
=e
i
e
k
=(A
i j
e
j
) e
k
= A
i j
(e
j
e
k
) = A
i j
k
j
= A
i k
(5.35)
and thus
e
i
=g
i j
e
j
(5.36)
and
e
i
=g
i j
e
j
. (5.37)
Question: Show that, for orthonormal bases, the metric tensor can be
represented as a Kronecker delta function in all basis (form invariant); i.e.,
i j
,
i
j
,
j
i
,
i j
.
Question: Why is g a tensor? Show its multilinearity.
5.7.3 What can the metric tensor do for us?
Most often it is used to raise/lower the indices; i.e., to change from con
travariant to covariant and conversely from covariant to contravariant.
In the previous section, the metric tensor has been derived from the
scalar product. The converse is true as well. The metric tensor represents
the scalar product between vectors: let x = X
i
e
i
R
n
and y =Y
j
e
j
R
n
be
two vectors. Then ("T" stands for the transpose),
x y (x, y) x  y = X
i
e
i
Y
j
e
j
= X
i
Y
j
e
i
e
j
= X
i
Y
j
g
i j
= X
T
gY . (5.38)
It also characterizes the length of a vector: in the above equation, set
y =x. Then,
x x (x, x) x  x = X
i
X
j
g
i j
X
T
g X, (5.39)
and thus
x =
_
X
i
X
j
g
i j
=
_
X
T
g X. (5.40)
The square of an innitesimal vector ds ={dx
i
} is
(ds)
2
=g
i j
dx
i
dx
j
=dx
T
gdx. (5.41)
92 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Question: Prove that x mediated by g is indeed a metric; that is, that
g represents a bilinear functional g(x, y) = x
i
y
j
g
i j
that is symmetric; that
is, g(x, y) = g(x, y) and nondegenerate; that is, for any nonzero vector x V,
x =0, there is some vector y V, so that g(x, y) =0.
5.7.4 Transformation of the metric tensor
Insertion into the denitions and coordinate transformations (5.10) and
(5.15) yields
g
i j
=e
i
e
j
=a
l
i
e
l
a
m
j
e
m
=a
l
i
a
m
j
e
l
e
m
=a
l
i
a
m
j
g
l m
=
X
l
X
i
X
m
X
j
g
l m
.
(5.42)
Conversely,
g
i j
=e
i
e
j
=a
l
i
e
l
a
m
j
e
m
=a
l
i
a
m
j
e
l
e
m
=a
l
i
a
m
j
g
l m
=
X
l
X
i
X
m
X
j
g
l m
. (5.43)
If the geometry (i.e., the basis) is locally orthonormal, g
l m
=
l m
, then
g
i j
=
X
l
X
i
X
l
X
j
.
In terms of the Jacobian matrix
J J
i j
=
X
i
X
j
_
_
_
X
1
X
1
X
1
X
n
.
.
.
.
.
.
.
.
.
X
n
X
1
X
n
X
n
_
_
_, (5.44)
the metric tensor in Eq. (5.42) can be rewritten as
g = J
T
g
J g
i j
= J
l i
J
mj
g
l m
. (5.45)
If the manifold is embedded into an Euclidean space, then g
l m
=
l m
and
g = J
T
J .
The metric tensor and the Jacobian (determinant) are thus related by
det g =(det J
T
)(det g
)(det J ). (5.46)
5.7.5 Examples
In what follows a few metrics are enumerated and briey commented. For
a more systematic treatment, see, for instance, Snapper and Troyers Metric
Afne geometry
2
.
2
Ernst Snapper and Robert J. Troyer. Metric
Afne Geometry. Academic Press, New
York, 1971
ndimensional Euclidean space
g {g
i j
} =diag(1, 1, . . . , 1
. .
n times
) (5.47)
One application in physics is quantum mechanics, where n stands
for the dimension of a complex Hilbert space. Some denitions can be
TENSORS 93
easily adopted to accommodate the complex numbers. E.g., axiom 5 of the
scalar product becomes (x, y) = (x, y), where (x, y) stands for complex
conjugation of (x, y). Axiom 4 of the scalar product becomes (x, y) =
(x, y).
Lorentz plane
g {g
i j
} =diag(1, 1) (5.48)
Minkowski space of dimension n
In this case the metric tensor is called the Minkowski metric and is often
denoted by :
{
i j
} =diag(1, 1, . . . , 1
. .
n1 times
, 1) (5.49)
One application in physics is the theory of special relativity, where
D = 4. Alexandrovs theorem states that the mere requirement of the
preservation of zero distance (i.e., lightcones), combined with bijectivity
(onetooneness) of the transformation law yields the Lorentz transforma
tions
3
.
3
A. D. Alexandrov. On Lorentz transforma
tions. Uspehi Mat. Nauk., 5(3):187, 1950;
A. D. Alexandrov. A contribution to chrono
geometry. Canadian Journal of Math.,
19:11191128, 1967a; A. D. Alexandrov.
Mappings of spaces with families of cones
and spacetime transformations. Annali
di Matematica Pura ed Applicata, 103:
229257, 1967b; A. D. Alexandrov. On the
principles of relativity theory. In Classics
of Soviet Mathematics. Volume 4. A. D.
Alexandrov. Selected Works, pages 289318.
1996; H. J. Borchers and G. C. Hegerfeldt.
The structure of spacetime transforma
tions. Communications in Mathematical
Physics, 28:259266, 1972; Walter Benz.
Geometrische Transformationen. BI Wis
senschaftsverlag, Mannheim, 1992; June A.
Lester. Distance preserving transfor
mations. In Francis Buekenhout, editor,
Handbook of Incidence Geometry. Elsevier,
Amsterdam, 1995; and Karl Svozil. Con
ventions in relativity theory and quantum
mechanics. Foundations of Physics, 32:479
502, 2002. DOI : 10.1023/A:1015017831247.
URL http://dx.doi.org/10.1023/A:
1015017831247
Negative Euclidean space of dimension n
g {g
i j
} =diag(1, 1, . . . , 1
. .
n times
) (5.50)
Artinian fourspace
g {g
i j
} =diag(+1, +1, 1, 1) (5.51)
General relativity
In general relativity, the metric tensor g is linked to the energymass dis
tribution. There, it appears as the primary concept when compared to the
scalar product. In the case of zero gravity, g is just the Minkowski metric
(often denoted by ) diag(1, 1, 1, 1) corresponding to at spacetime.
The best known nonat metric is the Schwarzschild metric
g
_
_
_
_
_
(12m/r )
1
0 0 0
0 r
2
0 0
0 0 r
2
sin
2
0
0 0 0 (12m/r )
_
_
_
_
_
(5.52)
with respect to the spherical spacetime coordinates r , , , t .
94 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Computation of the metric tensor of the ball
Consider the transformation from the standard orthonormal three
dimensional cartesian coordinates X
1
= x, X
2
= y, X
3
= z, into spher
ical coordinates (for a denition of spherical coordinates, see also page
78) X
1
= r , X
2
= , X
3
= . In terms of r , , , the cartesian coordinates
can be written as X
1
= r sincos X
1
sinX
2
cos X
3
, X
2
= r sinsin
X
1
sinX
2
sinX
3
, X
3
=r cos X
1
cos X
2
. Furthermore, since we are dealing
with the cartesian orthonormal basis, g
i j
=
i j
; hence nally
g
i j
=
X
l
X
i
X
l
X
j
diag(1, r
2
, r
2
sin
2
), (5.53)
and
(ds)
2
=(dr )
2
+r
2
(d)
2
+r
2
sin
2
(d)
2
. (5.54)
The expression (ds)
2
= (dr )
2
+r
2
(d)
2
for polar coordinates in two
dimensions (i.e., n =2) is obtained by setting =/2 and d =0.
Computation of the metric tensor of the Moebius strip
Parameter representation of the Moebius strip:
(u, v) =
_
_
_
(1+v cos
u
2
) sinu
(1+v cos
u
2
) cosu
v sin
u
2
_
_
_ (5.55)
with u [0, 2] represents the position of the point on the circle, and
v [a, a] a >0, where 2a is the width of the Moebius strip.
v
=
v
=
_
_
_
cos
u
2
sinu
cos
u
2
cosu
sin
u
2
_
_
_ (5.56)
u
=
u
=
_
_
_
1
2
v sin
u
2
sinu +
_
1+v cos
u
2
_
cosu
1
2
v sin
u
2
cosu
_
1+v cos
u
2
_
sinu
1
2
v cos
u
2
_
_
_ (5.57)
(
v
)
T
u
=
_
_
_
cos
u
2
sinu
cos
u
2
cosu
sin
u
2
_
_
_
T _
_
_
1
2
v sin
u
2
sinu +
_
1+v cos
u
2
_
cosu
1
2
v sin
u
2
cosu
_
1+v cos
u
2
_
sinu
1
2
v cos
u
2
_
_
_
=
1
2
_
cos
u
2
sin
2
u
_
v sin
u
2
1
2
_
cos
u
2
cos
2
u
_
v sin
u
2
+
1
2
sin
u
2
v cos
u
2
=0 (5.58)
(
v
)
T
v
=
_
_
_
cos
u
2
sinu
cos
u
2
cosu
sin
u
2
_
_
_
T _
_
_
cos
u
2
sinu
cos
u
2
cosu
sin
u
2
_
_
_
TENSORS 95
= cos
2
u
2
sin
2
u +cos
2
u
2
cos
2
u +sin
2
u
2
=1 (5.59)
(
u
)
T
u
=
_
_
_
1
2
v sin
u
2
sinu +
_
1+v cos
u
2
_
cosu
1
2
v sin
u
2
cosu
_
1+v cos
u
2
_
sinu
1
2
v cos
u
2
_
_
_
T _
_
_
1
2
v sin
u
2
sinu +
_
1+v cos
u
2
_
cosu
1
2
v sin
u
2
cosu
_
1+v cos
u
2
_
sinu
1
2
v cos
u
2
_
_
_
=
1
4
v
2
sin
2
u
2
sin
2
u +cos
2
u +2v cos
2
ucos
u
2
+v
2
cos
2
ucos
2
u
2
+
1
4
v
2
sin
2
u
2
cos
2
u +sin
2
u +2v sin
2
ucos
u
2
+v
2
sin
2
ucos
2
u
2
+
1
4
v
2
cos
2
1
2
u =
1
4
v
2
+v
2
cos
2
u
2
+1+2v cos
1
2
u
=
_
1+v cos
u
2
_
2
+
1
4
v
2
(5.60)
Thus the metric tensor is given by
g
i j
=
X
s
X
i
X
t
X
j
g
st
=
X
s
X
i
X
t
X
j
st
_
u
u
v
u
v
u
v
v
_
=diag
_
_
1+v cos
u
2
_
2
+
1
4
v
2
, 1
_
.
(5.61)
5.7.6 Decomposition of tensors
Although a tensor of rank n transforms like the tensor product of n tensors
of rank 1, not all rankn tensors can be decomposed into a single tensor
product of n tensors of rank 1.
Nevertheless, by a generalized Schmidt decomposition (cf. page 65), any
rankn tensor can be decomposed into the sum of n
k
tensor products of n
tensors of rank 1.
5.7.7 Form invariance of tensors
A tensor (eld) is form invariant with respect to some basis change if its
representation in the new basis has the same form as in the old basis.
For instance, if the 12122component T
12122
(x) of the tensor T with
respect to the old basis and old coordinates x equals some function f (x)
(say, f (x) = x
2
), then, a necessary condition for T to be form invariant
is that, in terms of the new basis, that component T
12122
(x
) equals the
same function f (x
. A sufcient
condition for form invariance of T is that all coordinates or components of
T are form invariant in that way (but maybe with different f ).
Although form invariance is a gratifying feature, a tensor (eld) needs
not be form invariant. Indeed, while
S(x)
_
x
2
2
x
1
x
2
x
1
x
2
x
2
1
_
(5.62)
96 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
is a form invariant tensor eld with respect to the basis {(0, 1), (1, 0)} and
orthogonal transformations (rotations around the origin)
_
cos sin
sin cos
_
, (5.63)
T(x)
_
x
2
2
x
1
x
2
x
1
x
2
x
2
1
_
(5.64)
is not (please verify). This, however, does not mean that T is not a valid,
respectable tensor eld; it is just not form invariant under rotations.
A physical motivation for the use of form invariant tensors can be given
as follows. What makes some tuples (or matrix, or tensor components in
general) of numbers or scalar functions a tensor? It is the interpretation
of the scalars as tensor components with respect to a particular basis. In
another basis, if we were talking about the same tensor, the tensor compo
nents; tht is, the numbers or scalar functions, would be different.
Ultimately, these tensor coordinates are numbers; that is, scalars, which
are encodings of a multilinear function. As these tensor components are
scalars, they can thus be treated as scalars. For instance, due to commuta
tivity and associativity, one can exchange their order. (Notice, though, that
this is generally not the case for differential operators such as
i
=/x
i
.)
A form invariant tensor with respect to certain transformations is a
tensor which retains the same functional form if the transformations are
performed; that is, if the basis changes accordingly. That is, in this case,
the functional form of mapping numbers or coordinates or other entities
remains unchanged, regardless of the coordinate change. Functions re
main the same but with the new parameter components as arguement. For
instance; 4 4 and f (X
1
, X
2
, X
3
) f (X
1
, X
2
, X
3
).
Furthermore, if a tensor is invariant with respect to one transformation,
it need not be invariant with respect to another transformation, or with
respect to changes of the scalar product; that is, the metric.
Nevertheless, totally symmetric (antisymmetric) tensors remain totally
symmetric (antisymmetric) in all cases:
A
i
1
i
2
...i
s
i
t
...i
k
= A
i
1
i
2
...i
t
i
s
...i
k
= A
j
1
i
2
... j
s
j
t
... j
k
=a
i
1
j
1
a
i
2
j
2
a
i
s
j
s
a
i
t
j
t
a
i
k
j
k
A
i
1
i
2
...i
s
i
t
...i
k
=a
i
1
j
1
a
i
2
j
2
a
i
s
j
s
a
i
t
j
t
a
i
k
j
k
A
i
1
i
2
...i
t
i
s
...i
k
=a
i
1
j
1
a
i
2
j
2
a
i
t
j
t
a
i
s
j
s
a
i
k
j
k
A
i
1
i
2
...i
t
i
s
...i
k
= A
j
1
i
2
... j
t
j
s
... j
k
(5.65)
A
i
1
i
2
...i
s
i
t
...i
k
=A
i
1
i
2
...i
t
i
s
...i
k
= = A
j
1
i
2
... j
s
j
t
... j
k
=a
i
1
j
1
a
i
2
j
2
a
i
s
j
s
a
i
t
j
t
a
i
k
j
k
A
i
1
i
2
...i
s
i
t
...i
k
=a
i
1
j
1
a
i
2
j
2
a
i
s
j
s
a
i
t
j
t
a
i
k
j
k
A
i
1
i
2
...i
t
i
s
...i
k
=a
i
1
j
1
a
i
2
j
2
a
i
t
j
t
a
i
s
j
s
a
i
k
j
k
A
i
1
i
2
...i
t
i
s
...i
k
.
=A
j
1
i
2
... j
t
j
s
... j
k
(5.66)
In physics, it would be nice if the natural laws could be written into a
form which does not depend on the particular reference frame or basis
TENSORS 97
used. Form invariance thus is a gratifying physical feature, reecting the
symmetry against changes of coordinates and bases.
After all, physicists dont want the formalization of their fundamental
laws not to articially depend on, say, spacial directions, or on some par
ticular basis, if there is no physical reason why this should be so. Therefore,
physicists tend to be crazy to write down everything in a form invariant
manner.
One strategy to accomplish form invariance is to start out with form
invariant tensors and compose by tensor products and index reduction
everything from them. This method guarantees form invarince (at least
in the 0th order). Nevertheless, note that, while the tensor product of form
invariant tensors is again a form invariant tensor, not every form invariant
tensor might be decomposed into products of form invariant tensors.
Let + (0, 1) and  (1, 0). For a nondecomposable tensor, consider
the sum of twopartite tensor products (associated with two entangled
particles) Bell state (cf. Eq. (4.119) on page 82) in the standard basis

=
1
2
( +  +)
_
0,
1
2
,
1
2
, 0
_
1
2
_
_
_
_
_
_
0 0 0 0
0 1 1 0
0 1 1 0
0 0 0 0
_
_
_
_
_
_
.
(5.67)

2
( + + +),

+
=
1
2
( + ++), and

=
1
2
(  ++), forms an or
thonormal basis of C
4
.
Why is 
 +
+
 + +
+
 + +
++
 ++, (5.68)
with
i j
C, and compare it to the most general state obtainable through
products of singlepartite states 
1
=
 +
+
+ 
2
=
 +
+
+
with
i
,
i
C; that is
 =
1

2
=(
 +
+
+)(
 +
+
+)
=
 +
+
 + +
+
 + +
+
+
 ++,
(5.69)
and compare  with . Since the twopartite basis states 
(1, 0, 0, 0),  + (0, 1, 0, 0),  + (0, 0, 1, 0),  ++ (0, 0, 0, 1) are
linear independent (indeed, orthonormal), we obtain
+
=
+
,
+
=
+
,
++
=
+
+
from that comparison. Hence,
/
+
=
/
+
=
+
/
++
, and thus a necessary and sufcient con
dition for a twopartite state to be decomposable is that its amplitudes
obey
++
=
+
+
. (5.70)
98 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
This is not satised for the Bell state 
=
++
= 0 and
+
=
+
= 1/
2. Such nondecomposability is in
physics referred to as entanglement
4
.
4
Erwin Schrdinger. Discussion of
probability relations between sepa
rated systems. Mathematical Pro
ceedings of the Cambridge Philosoph
ical Society, 31(04):555563, 1935a.
DOI : 10.1017/S0305004100013554.
URL http://dx.doi.org/10.1017/
S0305004100013554; Erwin Schrdinger.
Probability relations between sepa
rated systems. Mathematical Pro
ceedings of the Cambridge Philosoph
ical Society, 32(03):446452, 1936.
DOI : 10.1017/S0305004100019137.
URL http://dx.doi.org/10.1017/
S0305004100019137; and Erwin
Schrdinger. Die gegenwrtige Situa
tion in der Quantenmechanik. Natur
wissenschaften, 23:807812, 823828,
844849, 1935b. DOI : 10.1007/BF01491891,
10.1007/BF01491914, 10.1007/BF01491987.
URL http://dx.doi.org/10.1007/
BF01491891,http://dx.doi.
org/10.1007/BF01491914,http:
//dx.doi.org/10.1007/BF01491987
Note also that 
sin
2

_
,
 =e
i
2
_
sin
2
+
+cos
2

_
(5.71)
in the spherical coordinates , dened earlier on page 78, but it cannot
be composed or written as a product of a single (let alone form invariant)
twopartite tensor product.
In order to prove form invariance of a constant tensor, one has to trans
form the tensor according to the standard transformation laws (5.17) and
(5.21), and compare the result with the input; that is, with the untrans
formed, original, tensor. This is sometimes referred to as the outer trans
formation.
In order to prove form invariance of a tensor eld, one has ta addition
ally transform the spatial coordinates on which the eld depends; that
is, the arguments of that eld; and then compare. This is sometimes re
ferred to as the inner transformation. This will become clearer with the
following example.
Consider the tensor eld dened by its components
A
i j
(x
1
, x
2
) =
_
x
1
x
2
x
2
2
x
2
1
x
1
x
2
_
with respect to the standard basis {(1, 0), (0, 1)}. Is A form invariant with
respect to rotations around the origin? That is, A should be form invariant
with repect to transformations x
i
=a
i j
x
j
with
a
i j
=
_
cos sin
sin cos
_
.
Outer transformation: The right hand term in A
i j
=a
i k
a
j l
A
kl
(x
n
) can
be rewritten as a product of three matrices; that is,
a
i k
a
j l
A
kl
(x
n
) =a
i k
A
kl
a
j l
=a
i k
A
kl
_
a
T
_
l j
a A a
T
.
a
T
stands for the transposed matrix; that is, (a
T
)
i j
=a
j i
.
_
cos sin
sin cos
__
x
1
x
2
x
2
2
x
2
1
x
1
x
2
__
cos sin
sin cos
_
=
=
_
x
1
x
2
cos+x
2
1
sin x
2
2
cos+x
1
x
2
sin
x
1
x
2
sin+x
2
1
cos x
2
2
sin+x
1
x
2
cos
__
cos sin
sin cos
_
=
TENSORS 99
=
_
_
_
_
_
_
_
_
_
cos
_
x
1
x
2
cos+x
2
1
sin
_
+ sin
_
x
1
x
2
cos+x
2
1
sin
_
+
+sin
_
x
2
2
cos+x
1
x
2
sin
_
+cos
_
x
2
2
cos+x
1
x
2
sin
_
cos
_
x
1
x
2
sin+x
2
1
cos
_
+ sin
_
x
1
x
2
sin+x
2
1
cos
_
+
+sin
_
x
2
2
sin+x
1
x
2
cos
_
+cos
_
x
2
2
sin+x
1
x
2
cos
_
_
_
_
_
_
_
_
_
_
=
=
_
_
_
_
_
_
_
_
_
x
1
x
2
_
sin
2
cos
2
_
+ 2x
1
x
2
sincos
+
_
x
2
1
x
2
2
_
sincos x
2
1
sin
2
x
2
2
cos
2
2x
1
x
2
sincos+ x
1
x
2
_
sin
2
cos
2
+x
2
1
cos
2
+x
2
2
sin
2
_
x
2
1
x
2
2
_
sincos
_
_
_
_
_
_
_
_
_
Let us now perform the inner transform
x
i
=a
i j
x
j
=
x
1
= x
1
cos+x
2
sin
x
2
= x
1
sin+x
2
cos.
Thereby we assume (to be corroborated) that the functional form in the
new coordinates are identical to the functional form of the old coordinates.
A comparison yields
x
1
x
2
=
_
x
1
cos+x
2
sin
__
x
1
sin+x
2
cos
_
=
=
_
x
2
1
sincos+x
2
2
sincosx
1
x
2
sin
2
+x
1
x
2
cos
2
_
=
= x
1
x
2
_
sin
2
cos
2
_
+
_
x
2
1
x
2
2
_
sincos
(x
1
)
2
=
_
x
1
cos+x
2
sin
__
x
1
cos+x
2
sin
_
=
= x
2
1
cos
2
+x
2
2
sin
2
+2x
1
x
2
sincos
(x
2
)
2
=
_
x
1
sin+x
2
cos
__
x
1
sin+x
2
cos
_
=
= x
2
1
sin
2
+x
2
2
cos
2
2x
1
x
2
sincos
and hence
A
(x
1
, x
2
) =
_
x
1
x
2
(x
2
)
2
(x
1
)
2
x
1
x
2
_
is invariant with respect to basis rotations
{(cos, sin), (sin, cos)}
.
Incidentally, A(x) can be written as the product of two invariant tensors
b
i
(x) and c
j
(x):
A
i j
(x) =b
i
(x)c
j
(x),
with b(x
1
, x
2
) =(x
2
, x
1
), and c(x
1
, x
2
) =(x
1
, x
2
). This can be easily checked
by comparing the components:
b
1
c
1
= x
1
x
2
= A
11
,
100 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
b
1
c
2
= x
2
2
= A
12
,
b
2
c
1
= x
2
1
= A
21
,
b
2
c
2
= x
1
x
2
= A
22
.
Under rotations, b and c transform into
a
i j
b
j
=
_
cos sin
sin cos
__
x
2
x
1
_
=
_
x
2
cos+x
1
sin
x
2
sin+x
1
cos
_
=
_
x
2
x
1
_
a
i j
c
j
=
_
cos sin
sin cos
__
x
1
x
2
_
=
_
x
1
cos+x
2
sin
x
1
sin+x
2
cos
_
=
_
x
1
x
2
_
.
This factorization of A is nonunique, since
A(x
1
, x
2
) =
_
x
1
x
2
x
2
2
x
2
1
x
1
x
2
_
=
_
x
2
2
x
1
x
2
_
_
x
1
x
2
, 1
_
.
5.8 The Kronecker symbol
For vector spaces of dimension n the totally symmetric Kronecker symbol
, sometimes referred to as the delta symbol tensor, can be dened by
i
1
i
2
i
k
=
_
+1 if i
1
=i
2
= =i
k
0 otherwise (that is, some indices are not identical).
(5.72)
5.9 The LeviCivita symbol
For vector spaces of dimension n the totally antisymmetric LeviCivita
symbol , sometimes referred to as the LeviCivita symbol tensor, can be
dened by the number of permutations of its indices; that is,
i
1
i
2
i
k
=
_
_
+1 if (i
1
i
2
. . . i
k
) is an even permutation of (1, 2, . . . k)
1 if (i
1
i
2
. . . i
k
) is an odd permutation of (1, 2, . . . k)
0 otherwise (that is, some indices are identical).
(5.73)
Hence, stands for the the sign of the permutation in the case of a permuta
tion, and zero otherwise.
In two dimensions,
i j
_
11
12
21
22
_
=
_
0 1
1 0
_
.
In three dimensional Euclidean space, the cross product, or vector
product of two vectors a a
i
and b b
i
can be written as ab
i j k
a
j
b
k
.
TENSORS 101
5.10 The nabla, Laplace, and DAlembert operators
The nabla operator
=
_
x
1
,
x
2
, . . . ,
x
n
_
. (5.74)
is a vector differential operator in an ndimensional vector space V. In
index notation,
i
=
x
=
x
i
.
In three dimensions and in the standard Cartesian basis,
=
_
x
1
,
x
2
,
x
3
_
=e
1
x
1
+e
2
x
2
+e
3
x
3
. (5.75)
It is often used to dene basic differential operations; in particular, (i) to
denote the gradient of a scalar eld f (x
1
, x
2
, x
3
) (rendering a vector eld),
(ii) the divergence of a vector eld v(x
1
, x
2
, x
3
) (rendering a scalar eld), and
(iii) the curl (rotation) of a vector eld v(x
1
, x
2
, x
3
) (rendering a vector eld)
as follows:
gradf =f =
_
f
x
1
,
f
x
2
,
f
x
3
_
, (5.76)
divv = v =
v
1
x
1
+
v
2
x
2
+
v
3
x
3
, (5.77)
rotv =v =
_
v
3
x
2
v
2
x
3
,
v
1
x
3
v
3
x
1
,
v
2
x
1
v
1
x
2
_
. (5.78)
The Laplace operator is dened by
=
2
= =
2
2
x
1
+
2
2
x
2
+
2
2
x
3
. (5.79)
In special relativity and electrodynamics and wave theory, as well as
in by the Minkowski space of dimension four, the DAlembert operator is
dened by the Minkowski metric =diag(1, 1, 1, 1)
=
i
i
=
i j
j
=
2
2
t
=
2
2
t
=
2
2
x
1
+
2
2
x
2
+
2
2
x
3
2
t
.
(5.80)
5.11 Some tricks
There are some tricks which are commonly used. Here, some of them are
enumerated:
(i) Indices which appear as internal sums can be renamed arbitrarily
(provided their name is not already taken by some other index). That is,
a
i
b
i
=a
j
b
j
for arbitrary a, b, i , j .
(ii) With the euclidean metric,
i i
=n.
(iii)
X
i
X
j
=
i
j
.
(iv) With the euclidean metric,
X
i
X
i
=n.
102 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
(v) For threedimensional vector spaces (n = 3) and the euclidean metric,
the Grassmann identity holds:
i j k
kl m
=
i l
j m
i m
j l
. (5.81)
(vi) For threedimensional vector spaces (n =3) and the euclidean metric,
ab =
_
i j k
i st
a
j
a
s
b
k
b
t
=
_
a
2
b
2
(a b)
2
=
_
_
det
_
a a a b
a b b b
_
=
ab sin
ab
.
(vii) Let u, v X
1
, X
2
be two parameters associated with an orthonormal
cartesian basis {(0, 1), (1, 0)}, and let : (u, v) R
3
be a mapping from
some area of R
2
into a twodimensional surface of R
3
. Then the metric
tensor is given by g
i j
=
k
X
i
m
X
j
km
.
5.12 Some common misconceptions
5.12.1 Confusion between component representation and the real thing
Given a particular basis, a tensor is uniquely characterized by its compo
nents. However, without reference to a particular basis, any components
are just blurbs.
Example (wrong!): a rank1 tensor (i.e., a vector) is given by (1, 2).
Correct: with respect to the basis {(0, 1), (1, 0)}, a rank1 tensor (i.e., a
vector) is given by (1, 2).
5.12.2 A matrix is a tensor
See the above section.
Example (wrong!): A matrix is a tensor of rank 2.
Correct: with respect to the basis {(0, 1), (1, 0)}, a matrix represents a
rank2 tensor. The matrix components are the tensor components.
Consider the following examples in threedimensional vector space. Let
r
2
=
3
i =1
x
2
i
.
1.
j
r =
j
_
i
x
2
i
=
1
2
1
_
i
x
2
i
2x
j
=
x
j
r
(5.82)
By using the chain rule one obtains
j
r
=r
1
_
j
r
_
=r
1
_
x
j
r
_
=r
2
x
j
(5.83)
and thus r
=r
2
x.
2.
j
logr =
1
r
_
j
r
_
(5.84)
With
j
r =
x
j
r
derived earlier in Eq. (5.83) one obtains
j
logr =
1
r
x
j
r
=
x
j
r
2
, and thus logr =
x
r
2
.
TENSORS 103
3.
j
_
_
i
(x
i
a
i
)
2
_
1
2
+
_
i
(x
i
+a
i
)
2
_
1
2
_
=
=
1
2
_
1
(
i
(x
i
a
i
)
2
)
3
2
2
_
x
j
a
j
_
+
1
(
i
(x
i
+a
i
)
2
)
3
2
2
_
x
j
+a
j
_
_
=
i
(x
i
a
i
)
2
_
3
2
_
x
j
a
j
_
i
(x
i
+a
i
)
2
_
3
2
_
x
j
+a
j
_
.
(5.85)
4.
_
r
r
3
_
i
_
r
i
r
3
_
=
1
r
3
i
r
i
..
=3
+r
i
_
3
1
r
4
_
_
1
2r
_
2r
i
=3
1
r
3
3
1
r
3
=0.
(5.86)
5. With the earlier solution (5.86) one obtains, for r =0,
_
1
r
_
i
1
r
=
i
_
1
r
2
_
_
1
2r
_
2r
i
=
i
r
i
r
3
=0.
(5.87)
6. With the earlier solution (5.86) one obtains
_
rp
r
3
_
i
r
j
p
j
r
3
=
i
_
p
i
r
3
+r
j
p
j
_
3
1
r
5
_
r
i
_
=
=p
i
_
3
1
r
5
_
r
i
+p
i
_
3
1
r
5
_
r
i
+
+r
j
p
j
__
15
1
r
6
_
_
1
2r
_
2r
i
_
r
i
+r
j
p
j
_
3
1
r
5
_
i
r
i
..
=3
=
=r
i
p
i
1
r
5
(33+159) =0
(5.88)
7. With r =0 and constant p one obtains Note that, in three dimensions, the
Grassmann identity (5.81)
i j k
kl m
=
i l
j m
i m
j l
holds.
(p
r
r
3
)
i j k
kl m
p
l
r
m
r
3
=p
l
i j k
kl m
_
j
r
m
r
3
_
=
= p
l
i j k
kl m
_
1
r
3
j
r
m
+r
m
_
3
1
r
4
__
1
2r
_
2r
j
_
=
= p
l
i j k
kl m
_
1
r
3
j m
3
r
j
r
m
r
5
_
=
= p
l
(
i l
j m
i m
j l
)
_
1
r
3
j m
3
r
j
r
m
r
5
_
=
= p
i
_
3
1
r
3
3
1
r
3
_
. .
=0
p
j
_
1
r
3
j
r
i
..
=
i j
3
r
j
r
i
r
5
_
=
p
r
3
+3
_
rp
_
r
r
5
.
8.
()
i j k
=
i k j
=
i k j
=
i j k
k
=0.
(5.89)
This is due to the fact that
j
k
is symmetric, whereas
i j k
ist totally
antisymmetric.
104 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
9. For a proof that (xy) z =x(yz) consider
(xy) z
i j l
j km
x
k
y
m
z
l
=
i l j
j km
x
k
y
m
z
l
=(
i k
l m
i m
l k
)x
k
y
m
z
l
=x
i
y z+y
i
x z.
(5.90)
versus
x(yz)
i l j
j km
x
l
y
k
z
m
=(
i k
l m
i m
l k
)x
l
y
k
z
m
= y
i
x zz
i
x y.
(5.91)
10. Let w=
p
r
with p
i
=p
i
_
t
r
c
_
, whereby t and c are constants. Then,
divw = w
i
w
i
=
i
_
1
r
p
i
_
t
r
c
_
_
=
=
_
1
r
2
__
1
2r
_
2r
i
p
i
+
1
r
p
i
_
1
c
__
1
2r
_
2r
i
=
=
r
i
p
i
r
3
1
cr
2
p
i
r
i
.
Hence, divw= w=
_
rp
r
3
+
rp
cr
2
_
.
rotw = w
i j k
j
w
k
=
i j k
__
1
r
2
__
1
2r
_
2r
j
p
k
+
1
r
p
k
_
1
c
__
1
2r
_
2r
j
_
=
=
1
r
3
i j k
r
j
p
k
1
cr
2
i j k
r
j
p
k
=
1
r
3
_
r p
_
1
cr
2
_
r p
_
.
11. Let us verify some specic examples of Gauss (divergence) theorem,
stating that the outward ux of a vector eld through a closed surface is
equal to the volume integral of the divergence of the region inside the
surface. That is, the sum of all sources subtracted by the sum of all sinks
represents the net ow out of a region or volume of threedimensional
space:
_
V
wdv =
_
F
w df. (5.92)
Consider the vector eld w=(4x, 2y
2
, z
2
) and the (cylindric) volume
bounded by the planes x
2
+y
2
=4, z =0 und z =3.
Let us rst look at the left hand side
_
V
wdv of Eq. (5.92):
w=div w=44y +2z
TENSORS 105
=
_
V
div wdv =
3
_
z=0
dz
2
_
x=2
dx
4x
2
_
y=
4x
2
dy
_
44y +2z
_
=
cylindric coordinates:
_ x = r cos
y = r sin
z = z
_
=
3
_
z=0
dz
2
_
0
r dr
2
_
0
d
_
44r sin+2z
_
=
=
3
_
z=0
dz
2
_
0
r dr
_
4+4r cos+2z
_
2
=0
=
=
3
_
z=0
dz
2
_
0
r dr (8+4r +4z 4r ) =
=
3
_
z=0
dz
2
_
0
r dr (8+4z)
= 2
_
8z +4
z
2
2
_
z=3
z=0
=2(24+18)=84
Now consider the right hand side
_
F
w df of Eq. (5.92). The surface
consists of three parts: the upper plane F
1
of the cylinder is character
ized by z =0; the lower plane F
2
of the cylinder is characterized by z =3;
the side area F
3
of the cylinder is characterized by x
2
+y
2
= 4. df must
be normal to these surfaces, pointing outwards; hence
F
1
:
_
F
1
w df
1
=
_
F
1
_
_
_
4x
2y
2
z
2
=0
_
_
_
_
_
_
0
0
1
_
_
_ d xd y =0
F
2
:
_
F
2
w df
2
=
_
F
2
_
_
_
4x
2y
2
z
2
=9
_
_
_
_
_
_
0
0
1
_
_
_ d xd y =
= 9
_
K
r =2
d f =9 4=36
F
3
:
_
F
3
w df
3
=
_
F
3
_
_
_
4x
2y
2
z
2
_
_
_
_
x
x
z
_
ddz (r =2 =const.)
x
=
_
_
_
r sin
r cos
0
_
_
_ =
_
_
_
2sin
2cos
0
_
_
_;
x
z
=
_
_
_
0
0
1
_
_
_
=
_
x
x
z
_
=
_
_
_
2cos
2sin
0
_
_
_
106 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
=F
3
=
2
_
=0
d
3
_
z=0
dz
_
_
_
4 2cos
2(2sin)
2
z
2
_
_
_
_
_
_
2cos
2sin
0
_
_
_ =
=
2
_
=0
d
3
_
z=0
dz
_
16cos
2
16sin
3
_
=
= 3 16
2
_
=0
d
_
cos
2
sin
3
_
=
=
_
_
cos
2
d =
2
+
1
4
sin2
_
sin
3
d = cos+
1
3
cos
3
_
=
= 3 16
_
2
2
__
1+
1
3
_
_
1+
1
3
__
. .
=0
_
=48
For the ux through the surfaces one thus obtains
_
F
w df =F
1
+F
2
+F
3
=84.
12. Let us verify some specic examples of Stokes theorem in three di
mensions, stating that
_
F
rot b df =
_
C
F
b ds. (5.93)
Consider the vector eld b = (yz, xz, 0) and the (cylindric) volume
bounded by spherical cap formed by the plane at z = a/
2 of a sphere
of radius a centered around the origin.
Let us rst look at the left hand side
_
F
rot b df of Eq. (5.93):
b =
_
_
_
yz
xz
0
_
_
_ =rot b =b =
_
_
_
x
y
2z
_
_
_
Let us transform this into spherical coordinates:
x =
_
_
_
r sincos
r sinsin
r cos
_
_
_
=r
_
_
_
coscos
cossin
sin
_
_
_;
x
=r
_
_
_
sinsin
sincos
0
_
_
_
df =
_
x
_
dd=r
2
_
_
_
sin
2
cos
sin
2
sin
sincos
_
_
_dd
TENSORS 107
b =r
_
_
_
sincos
sinsin
2cos
_
_
_
_
F
rot b df =
/4
_
=0
d
2
_
=0
da
3
_
_
_
sincos
sinsin
2cos
_
_
_
_
_
_
sin
2
cos
sin
2
sin
sincos
_
_
_ =
= a
3
/4
_
=0
d
2
_
=0
d
_
sin
3
_
cos
2
+sin
2
_
. .
=1
2sincos
2
_
=
= 2a
3
_
_
/4
_
=0
d
_
1cos
2
_
sin2
/4
_
=0
dsincos
2
_
_
=
= 2a
3
/4
_
=0
dsin
_
13cos
2
_
=
_
transformation of variables:
cos =u du =sind d =
du
sin
_
= 2a
3
/4
_
=0
(du)
_
13u
2
_
=2a
3
_
3u
3
3
u
_
/4
=0
=
= 2a
3
_
cos
3
cos
_
/4
=0
=2a
3
_
2
2
8
2
2
_
=
=
2a
3
8
_
2
2
_
=
a
3
2
2
Now consider the right hand side
_
C
F
b ds of Eq. (5.93). The radius r
)
2
+
a
2
; hence, r
= a/
2. The
curve of integration C
F
can be parameterized by
{(x, y, z)  x =
a
2
cos, y =
a
2
sin, z =
a
2
}.
Therefore,
x =a
_
_
_
_
_
1
2
cos
1
2
sin
1
2
_
_
_
_
_
=
a
2
_
_
_
cos
sin
1
_
_
_ C
F
Let us transform this into polar coordinates:
ds =
dx
d
d=
a
2
_
_
_
sin
cos
0
_
_
_d
b =
_
_
_
_
a
2
sin
a
2
cos
a
2
0
_
_
_
_
=
a
2
2
_
_
_
sin
cos
0
_
_
_
108 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Hence the circular integral is given by
_
C
F
b ds =
a
2
2
a
2
2
_
=0
_
sin
2
cos
2
_
. .
=1
d=
a
3
2
2
2=
a
3
2
.
Part III:
Functional analysis
6
Brief review of complex analysis
The curriculum at the Vienna University of Technology includes complex
analysis and Fourier analysis in the rst year, so when taking this course
in the second year, students need just to memorize these subjects. In what
follows, a very brief review of complex analysis will therefore be presented.
For more detailed introductions to complex analysis, take, for instance,
the classical book by Ahlfors
1
, among a zillion other very good ones
2
. We
1
Lars V. Ahlfors. Complex Analysis: An
Introduction of the Theory of Analytic
Functions of One Complex Variable.
McGrawHill Book Co., New York, third
edition, 1978
2
Klaus Jnich. Funktionentheorie.
Eine Einfhrung. Springer, Berlin,
Heidelberg, sixth edition, 2008. DOI :
10.1007/9783540350156. URL
10.1007/9783540350156; and
Dietmar A. Salamon. Funktionentheorie.
Birkhuser, Basel, 2012. DOI : 10.1007/978
3034801690. URL http://dx.doi.
org/10.1007/9783034801690. see
also URL http://www.math.ethz.ch/ sala
mon/PREPRINTS/cxana.pdf
shall study complex analysis not only for its beauty, but also because it
yields very important analytical methods and tools; mainly for the com
putation of denite integrals. These methods will then be required for the
computation of distributions and Greens functions, which will be reviewed
later.
If not mentioned otherwise, it is assumed that the Riemann surface,
representing a deformed version of the complex plane for functional
purposes, is simply connected. Simple connectedness means that the
Riemann surface it is pathconnected so that every path between two
points can be continuously transformed, staying within the domain, into
any other path while preserving the two endpoints between the paths. In
particular, suppose that there are no holes in the Riemann surface; it is
not punctured.
Furthermore, let i be the imaginary unit with the property that i
2
= 1
be the solution of the equation x
2
+1 = 0. Any complex number z can be
decomposed into real numbers x, y, r and such that
z =z +i z =x +i y =re
i
, (6.1)
with x =r cos and y =r sin; where Eulers formula
e
i
=cos+i sin (6.2)
has been used. Note that, in particular, Eulers identity
e
i
=1, or e
i
+1 =0, (6.3)
holds. For many mathematicians this is the most beautiful theorem
3
.
3
David Wells. Which is the most beau
tiful? The Mathematical Intelligencer,
10:3031, 1988. ISSN 03436993. DOI :
10.1007/BF03023741. URL http:
//dx.doi.org/10.1007/BF03023741and
David Wells. Which is the most beau
tiful? The Mathematical Intelligencer,
10:3031, 1988. ISSN 03436993. DOI :
10.1007/BF03023741. URL http:
//dx.doi.org/10.1007/BF03023741
112 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Eulers formula can be used to derive de Moivres formula for integer n
(for noninteger n the formula is multivalued for different arguments ):
e
i n
=(cos+i sin)
n
=cos(n) +i sin(n). (6.4)
If z =z we call z a real number. If z =i z we call z a purely imaginary
number.
6.1 Differentiable, holomorphic (analytic) function
Consider the function f (z) on the domain G Domain( f ).
f is called differentiable or at the point z
0
if the differential quotient
d f
dz
z
0
= f
(z)
z
0
=
f
x
z
0
=
1
i
f
y
z
0
(6.5)
exists.
If f is differentiable in the entire domain G it is called holomorphic, or,
used synonymuously, analytic.
6.2 CauchyRiemann equations
The function f (z) = u(z) +i v(z) (where u and v are real valued functions)
is analytic or holomorph if and only if (a
b
=a/b)
u
x
=v
y
, u
y
=v
x
. (6.6)
For a proof, differentiate along the real, and then along the complex axis,
taking
f
(z) =lim
x0
f (z+x)f (z)
x
=
f
x
=
u
x
+i
v
x
, and
f
(z) =lim
y0
f (z+i y)f (z)
i y
=
f
i y
=i
f
y
=i
u
y
+
v
y
.
(6.7)
For f to be analytic, both partial derivatives have to be identical, and thus
f
x
=
f
i y
, or
u
x
+i
v
x
=i
u
y
+
v
y
. (6.8)
By comparing the real and imaginary parts of this equation, one obtains
the two real CauchyRiemann equations
u
x
=
v
y
,
v
x
=
u
y
.
(6.9)
6.3 Denition analytical function
BRI EF REVI EW OF COMPLEX ANALYSI S 113
Since if f is analytic in G, all derivatives of f exist, and all mixed deriva
tives are independent on the order of differentiations. Then the Cauchy
Riemann equations imply that
x
_
u
x
_
=
x
_
v
y
_
=
y
_
v
x
_
=
y
_
u
y
_
, and
y
_
u
x
_
=
y
_
v
y
_
=
x
_
v
x
_
=
x
_
u
y
_
,
(6.10)
and thus
_
2
x
2
+
2
y
2
_
u =0, and
_
2
x
2
+
2
y
2
_
v =0 . (6.11)
If f = u +i v is analytic in G, then the lines of constant u and v are
orthogonal.
The tangential vectors of the lines of constant u and v in the two
dimensional complex plane are dened by the twodimensional nabla
operator u(x, y) and v(x, y). Since, by the CauchyRiemann equations
u
x
=v
y
and u
y
=v
x
u(x, y) v(x, y) =
_
u
x
u
y
_
_
v
x
v
y
_
=u
x
v
x
+u
y
v
y
=u
x
v
x
+(v
x
)u
x
=0
(6.12)
these tangential vectors are normal.
f is angle (shape) preserving conformal if and only if it is holomorphic
and its derivative is everywhere nonzero.
Consider an analytic function f and an arbitrary path C in the com
plex plane of the arguments parameterized by z(t ), t R. The image of C
associated with f is f (C) =C
: f (z(t )), t R.
The tangent vector of C
in t =0 and z
0
=z(0) is
d
dt
f (z(t ))
t =0
=
d
dz
f (z)
z
0
d
dt
z(t )
t =0
=
0
e
i
0
d
dt
z(t )
t =0
. (6.13)
Note that the rst term
d
dz
f (z)
z
0
is independent of the curve C and only
depends on z
0
. Therefore, it can be written as a product of a squeeze
(stretch)
0
and a rotation e
i
0
. This is independent of the curve; hence
two curves C
1
and C
2
passing through z
0
yield the same transformation of
the image
0
e
i
0
.
6.4 Cauchys integral theorem
If f is analytic on G and on its borders G, then any closed line integral of f
vanishes
_
G
f (z)dz =0 . (6.14)
No proof is given here.
114 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
In particular,
_
CG
f (z)dz is independent of the particular curve, and
only depends on the initial and the end points.
For a proof, subtract two line integral which follow arbitrary paths
C
1
and C
2
to a common initial and end point, and which have the same
integral kernel. Then reverse the integration direction of one of the line
integrals. According to Cauchys integral theorem the resulting integral
over the closed loop has to vanish.
Often it is useful to parameterize a contour integral by some form of
_
C
f (z)dz =
_
b
a
f (z(t ))
dz(t )
dt
dt . (6.15)
Let f (z) =1/z and C : z() =Re
i
, with R >0 and <. Then
_
z=R
f (z)dz =
_
f (z())
dz()
d
d
=
_
1
Re
i
Ri e
i
d
=
_
i
=2i
(6.16)
is independent of R.
6.5 Cauchys integral formula
If f is analytic on G and on its borders G, then
f (z
0
) =
1
2i
_
G
f (z)
z z
0
dz . (6.17)
No proof is given here.
The generalized Cauchys integral formula or, by another term, Cauchys
differentiation formula states that if f is analytic on G and on its borders
G, then =
f
(n)
(z
0
) =
n!
2i
_
G
f (z)
(z z
0
)
n+1
dz . (6.18)
No proof is given here.
Cauchys integral formula presents a powerful method to compute
integrals. Consider the following examples.
(i) For a starter, let us calculate
_
z=3
3z +2
z(z +1)
3
dz.
The kernel has two poles at z = 0 and z = 1 which are both inside the
domain of the contour dened by z = 3. By using Cauchys integral
BRI EF REVI EW OF COMPLEX ANALYSI S 115
formula we obtain for small
_
z=3
3z+2
z(z+1)
3
dz
=
_
z=
3z+2
z(z+1)
3
dz +
_
z+1=
3z+2
z(z+1)
3
dz
=
_
z=
3z+2
(z+1)
3
1
z
dz +
_
z+1=
3z+2
z
1
(z+1)
3
dz
=
2i
0!
[[
d
0
dz
0
]]
3z+2
(z+1)
3
z=0
+
2i
2!
d
2
dz
2
3z+2
z
z=1
=
2i
0!
3z+2
(z+1)
3
z=0
+
2i
2!
d
2
dz
2
3z+2
z
z=1
=4i 4i
=0.
(6.19)
(ii) Consider
_
z=3
e
2z
(z+1)
4
dz
=
2i
3!
3!
2i
_
z=3
e
2z
(z(1))
3+1
dz
=
2i
3!
d
3
dz
3
e
2z
z=1
=
2i
3!
2
3
e
2z
z=1
=
8i e
2
3
.
(6.20)
Suppose g(z) is a function with a pole of order n at the point z
0
; that is
g(z) =
f (z)
(z z
0
)
n
(6.21)
where f (z) is an analytic function. Then,
_
G
g(z)dz =
2i
(n 1)!
f
(n1)
(z
0
) . (6.22)
6.6 Laurent series
Every function f which is analytic in a concentric region R
1
<z z
0
 < R
2
can in this region be uniquely written as a Laurent series
f (z) =
k=
(z z
0
)
k
a
k
(6.23)
The coefcients a
k
are (the closed contour C must be in the concentric
region)
a
k
=
1
2i
_
C
(z
0
)
k1
f ()d . (6.24)
The coefcient
a
1
=
1
2i
_
C
f ()d (6.25)
is called the residue, denoted by Res.
No proof is given here.
Note that if g(z) is a function with a pole of order n at the point z
0
;
that is g(z) = h(z)/(z z
0
)
n
, where h(z) is an analytic function. Then the
terms k (n +1) vanish in the Laurent series. This follows from Cauchys
integral formula
a
k
=
1
2i
_
c
(z
0
)
kn1
h()d=0 (6.26)
fr k n 1 0.
116 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
6.7 Residue theorem
Suppose f is analytic on a simply connected open subset G with the excep
tion of nitely many (or denumerably many) points z
i
. Then,
_
G
f (z)dz =2i
z
i
Resf (z
i
) . (6.27)
No proof is given here.
The residue theorem presents a powerful tool for calculating integrals,
both real and complex. Let us rst mention a rather general case of a situa
tion often used. Suppose we are interested in the integral
I =
_
R(x)dx
with rational kernel R,; that is, R(x) = P(x)/Q(x), where P(x) and Q(x)
are polynomials (or can at least be bounded by a polynomial) with no
common root (and therefore factor). Suppose further that the degrees of
the polynomials is
degP(x) degQ(x) 2.
This condition is needed to assure that the additional upper or lower path
we want to add when completing the contour does not contribute; that is,
vanishes.
Now rst let us analytically continue R(x) to the complex plane R(z);
that is,
I =
_
R(x)dx =
_
R(z)dz.
Next let us close the contour by adding a (vanishing) path integral
_
R(z)dz =0
in the upper (lower) complex plane
I =
_
R(z)dz +
_
R(z)dz =
_
&
R(z)dz.
The added integral vanishes because it can be approximated by
R(z)dz
lim
r
_
const.
r
2
r
_
=0.
With the contour closed the residue theorem can be applied for an
evaluation of I ; that is,
I =2i
z
i
ResR(z
i
)
for all singularities z
i
in the region enclosed by &.
Let us consider some examples.
BRI EF REVI EW OF COMPLEX ANALYSI S 117
(i) Consider
I =
_
dx
x
2
+1
.
The analytic continuation of the kernel and the addition with vanish
ing a semicircle far away closing the integration path in the upper
complex halfplane of z yields
I =
_
dx
x
2
+1
=
_
dz
z
2
+1
=
_
dz
z
2
+1
_
dz
z
2
+1
=
_
dz
(z+i )(zi )
+
_
dz
(z+i )(zi )
=
_
1
(zi )
f (z)dz with f (z) =
1
(z+i )
=2i Res
_
1
(z+i )(zi )
_
z=+i
=2i f (+i )
=2i
1
(2i )
=.
(6.28)
Closing the integration path in the lower complex halfplane of z yields
(note that in this case the contour integral is negative because of the
path orientation)
I =
_
dx
x
2
+1
=
_
dz
z
2
+1
=
_
dz
z
2
+1
_
lower path
dz
z
2
+1
=
_
dz
(z+i )(zi )
+
_
lower path
dz
(z+i )(zi )
=
_
1
(z+i )
f (z)dz with f (z) =
1
(zi )
=2i Res
_
1
(z+i )(zi )
_
z=i
=2i f (i )
=2i
1
(2i )
=.
(6.29)
(ii) Consider
F(p) =
_
e
i px
x
2
+a
2
dx
with a =0.
The analytic continuation of the kernel yields
F(p) =
_
e
i pz
z
2
+a
2
dz =
_
e
i pz
(z i a)(z +i a)
dz.
Suppose rst that p > 0. Then, if z = x +i y, e
i pz
= e
i px
e
py
0 for
z in the upper half plane. Hence, we can close the contour in the
upper half plane and obtain with the help of the residue theorem.
If a > 0 only the pole at z = +i a is enclosed in the contour; thus we
obtain
F(p) = 2i Res
e
i pz
(z+i a)
z=+i a
=2i
e
i
2
pa
2i a
=
a
e
pa
.
(6.30)
118 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
If a < 0 only the pole at z = i a is enclosed in the contour; thus we
obtain
F(p) = 2i Res
e
i pz
(zi a)
z=i a
=2i
e
i
2
pa
2i a
=
a
e
i
2
pa
=
a
e
pa
.
(6.31)
Hence, for a =0,
F(p) =
a
e
pa
. (6.32)
For p < 0 a very similar consideration, taking the lower path for con
tinuation and thus aquiring a minus sign because of the clockwork
orientation of the path as compared to its interior yields
F(p) =
a
e
pa
. (6.33)
(iii) Not all singularities are nice poles. Consider
_
z=1
e
1
z
dz.
That is, let f (z) = e
1
z
and C : z() = Re
i
, with R = 1 and < .
This function is singular only in the origin z = 0, but this is an essential
singularity near which the function exhibits extreme behavior. and can
be expanded into a Laurent series
f (z) =e
1
z
=
l =0
1
l !
_
1
z
_
l
around this singularity. In such a case the residue can be found only by
using Laurent series of f (z); that is by comparing its coefcient of the
1/z term. Hence, Res
_
e
1
z
_
z=0
is the coefcient 1 of the 1/z term. The
residue is not, with z =e
i
,
a
1
= Res
_
e
1
z
_
z=0
=
1
2i
_
C
e
1
z
dz
=
1
2i
_
e
1
e
i
dz()
d
d
=
1
2i
_
e
1
e
i
i e
i
d
=
1
2
_
e
e
i
e
i
d
=
1
2
_
e
e
i
+i
d
=
1
2
_
i
d
d
e
e
i
d
=
i
2
e
e
i
=0.
(6.34)
Why?
BRI EF REVI EW OF COMPLEX ANALYSI S 119
Thus, by the residue theorem,
_
z=1
e
1
z
dz =2i Res
_
e
1
z
_
z=0
=2i . (6.35)
For f (z) =e
1
z
, the same argument yields Res
_
e
1
z
_
z=0
=1 and thus
_
z=1
e
1
z
dz =2i .
6.8 Multivalued relationships, branch points and and branch
cuts
Suppose that the Riemann surface of is not simply connected.
Suppose further that f is a multivalued function (or multifunction).
An argument z of the function f is called branch point if there is a closed
curve C
z
around z whose image f (C
z
) is an open curve. That is, the multi
function f is discontinuous in z. Intuitively speaking, branch points are the
points where the various sheets of a multifunction come together.
A branch cut is a curve (with ends possibly open, closed, or halfopen)
in the complex plane across which an analytic multifunction is discontinu
ous. Branch cuts are often taken as lines.
6.9 Riemann surface
Suppose f (z) is a multifunction. Then the various zsurfaces on which f (z)
is uniquely dened, together with their connections through branch points
and branch cuts, constitute the Riemann surface of f . The required leafs
are called Riemann sheet.
A point z of the function f (z) is called a branch point of order n if
through it and through the associated cut(s) n +1 Riemann sheets are
connected.
7
Brief review of Fourier transforms
That complex continuous waveforms or functions are comprised of a num
ber of harmonics seems to be an idea at least as old as the Pythagoreans. In
physical terms, Fourier analysis
1
attempts to decompose a function into
1
Kenneth B. Howell. Principles of Fourier
analysis. Chapman & Hall/CRC, Boca
Raton, London, New York, Washington,
D.C., 2001; and Russell Herman. Intro
duction to Fourier and Complex Analysis
with Applications to the Spectral Analysis of
Signals. University of North Carolina Wilm
ington, Wilmington, NC, 2010. URL http:
//people.uncw.edu/hermanr/mat367/
FCABook/Book2010/FTCAbook.pdf.
Creative Commons Attribution
NoncommercialShare Alike 3.0 United
States License
its constituent frequencies, known as a frequency spectrum. More formally,
the goal is the expansion of periodic and aperiodic functions into periodic
ones.
A function f is periodic if there exist a period L R such that, for all x in
the domain of f ,
f (L +x) = f (x). (7.1)
Suppose that a function is periodic in the interval [L, L] with period
2L. Then, under certain mild conditions that is, f must be piecewise
continuous and have only a nite number of maxima and minima f can
be decomposed into a Fourier series
f (x) =
a
0
2
+
n=1
_
a
n
cos
_
nx
L
_
+b
n
sin
_
nx
L
__
a
n
=
1
L
L
_
L
dx f (x) cos(nx) n 0
b
n
=
1
L
L
_
L
dx f (x) sin(nx) n >0
Suppose again that a function is periodic in the interval [, ] with pe
riod 2. Then, under certain mild conditions that is, f must be piece
wise continuous and have only a nite number of maxima and minima f
can be decomposed into
f (x) =
k=
c
k
e
i kx
, with c
k
=
1
2
_
f (x)e
i kx
dx. (7.2)
More generally, let f be a periodic function in the interval [L2, L2] with
period L (we later consider the limit L ). Then, with
x
2
L
x,
122 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
under similar mild conditions as mentioned earlier f can be decom
posed into a Fourier series
f (x) =
k=
c
k
e
2i kx
L
, with c
k
=
1
L
_1
L
1
L
f (x)e
i
2i kx
L
dx. (7.3)
With the denition
k =2k/L, Eqs. (7.6) can be combined into
f (x) =
1
L
k=
_1
L
1
L
f (x
)e
i
k(x
x)
dx
. (7.4)
Let us compute the Fourier series of
f (x) =
_
x, fr x <0;
+x, fr 0 x .
f (x) =
a
0
2
+
n=1
_
a
n
cos(nx) +b
n
sin(nx)
_
a
n
=
1
dx f (x) cos(nx) n 0
b
n
=
1
dx f (x) =
2
_
0
xdx =.
n >0:
a
n
=
1
f (x) cos(nx)dx =
2
_
0
x cos(nx)dx =
=
2
_
_
sin(nx)
n
x
_
0
sin(nx)
n
dx
_
_
=
2
cos(nx)
n
2
0
=
=
2
cos(n) 1
n
2
=
4
n
2
sin
2
n
2
=
_
_
_
0 for even n
4
n
2
for odd n
= f (x) =
2
4
_
cosx +
cos3x
9
+
cos5x
25
+
_
=
=
2
4
n=0
cos[(2n +1)x]
(2n +1)
2
Furthermore, dene
k=
_1
L
1
L
f (x
)e
i
k(x
x)
dx
k. (7.5)
BRI EF REVI EW OF FOURI ER TRANSFORMS 123
Now, in the aperiodic limit L we obtain the Fourier transformation
f (x) =
1
2
_
f (x
)e
i
k(x
x)
dx
d
k, or
f (x) =
_
f (k)e
i kx
dk, and
f (k) =
_
f (x)e
i kx
dx.
(7.6)
Let us compute the Fourier transform of the Gaussian
f (x) =e
x
2
.
Hint: e
t
2
is analytic in the region k Imt 0; also
_
dt e
t
2
=
1/2
.
f (k) =
1
dxe
x
2
e
i kx
= (completing the exponent)
=
1
dxe
k
2
4
e
_
x
i
2
k
_
2
Variable transformation: t =x
i
2
k =dt =dx =
f (k) =
e
k
2
4
2
+i
k
2
_
i
k
2
dt e
t
2
E
T
C
E
_
`
Imt
Re t
i
2
k
_
_
'
'
Figure 7.1: Integration path to compute the
Fourier transform of the Gaussian.
_
C
dt e
t
2
=
_
+
dt e
t
2
+
+
i
2
k
_
i
2
k
dt e
t
2
=0,
because e
t
2
is analytic in the region k Imt 0.
=
+
i
2
k
_
i
2
k
dt e
t
2
=
+
_
dt e
t
2
f (k) =
1
2
e
k
2
4
+
_
dt e
t
2
. .
=
e
k
2
4
2
.
8
Distributions as generalized functions
In the days when Dirac developed quantum mechanics, there was a need
to dene singular scalar products such as x  y = (x y), with some
generalization of the Kronecker delta function
i j
which is zero whenever
x = y and large enough needle shaped (see Fig. 8.1) to yield unity when
integrated over the entire reals; that is,
_
x  ydy =
_
(x y)dy =1.
'
(x)
x
Figure 8.1: Diracs function as a needle
shaped generalized function.
'
(x)
x
, , , , , , , ,
,
,
,
,
,
,
,
,
1
(x)
2
(x)
3
(x)
4
(x)
Figure 8.2: Delta sequence approximating
Diracs function as a more and more
needle shaped generalized function.
One of the rst attempts to formalize these objects was in terms of
functional limits. Take, for instance, the delta sequence which is a sequence
of strongly peaked functions for which in some limit the sequences { f
n
(x
y)} with, for instance,
n
(x y) =
_
n for y
1
2n
<x < y +
1
2n
0 else
(8.1)
become the delta function (x y). That is, in the fuctional sense (see
below)
lim
n
n
(x y) =(x y). (8.2)
Note that the area of this particular
n
(x y) above the xaxes is indepen
dent of n, since its width is 1/n and the height is n.
Other delta sequences are
n
(x) =
n
e
n
2
x
2
, (8.3)
=
1
sin(nx)
x
, (8.4)
= =(1i )
_
n
2
_ 1
2
e
i nx
2
(8.5)
=
1
x
e
i nx
e
i nx
2i
, (8.6)
=
1
ne
x
2
1+n
2
x
2
, (8.7)
=
1
2
_
n
n
e
i xt
dt =
1
2i x
e
i xt
n
n
, (8.8)
=
1
2
sin
__
n +
1
2
_
x
_
sin
_
1
2
x
_ , (8.9)
126 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
=
1
n
1+n
2
x
2
, (8.10)
=
n
_
sin(nx)
nx
_
2
. (8.11)
Other commonly used limit forms of the function are the Gaussian,
Lorentzian, and Dirichlet forms
(x) = lim
0
1
x
2
2
, (8.12)
= lim
0
1
x
2
+
2
, (8.13)
= lim
0
1
x
sinx, (8.14)
respectively. Again, the limit
(x) =lim
0
(x) (8.15)
has to be understood in the functional sense (see below).
Naturally, such needle shaped functions were viewed suspiciouly
by many mathematicians at rst, but later they embraced these types of
functions
1
by developing a theory of functional analysis or distributions.
1
I. M. Gelfand and G. E. Shilov. Gener
alized Functions. Vol. 1: Properties and
Operations. Academic Press, New York,
1964. Translated from the Russian by
Eugene Saletan
Distributions q are quasifunctions of one or more variables which can
be interpreted in the weak sense as functionals; that is, by integrating
them with suitable, good test functions of the class D of test functions
F() =
_
q(x)(x)dx. (8.16)
Recall that a functional is some mathematical entity which maps a func
tion or another mathematical object into scalars in a linear manner; that
is,
F(c
1
1
+c
2
2
) =c
1
F(
1
) +c
2
F(c
2
2
). (8.17)
In particular, the function maps to
F() =
_
n
(x y) =
_
n for y
1
2n
<x < y +
1
2n
0 else
dened in Eq. (8.1) and depicted in Fig. 8.2 is a delta sequence; that is, if,
for large n, it converges to in a functional sense. In order to verify this
claim, we have to integrate
n
(x) with good test functions (x) and take
the limit n ; if the result is (0), then we can identify
n
(x) in this limit
DI STRI BUTI ONS AS GENERALI ZED FUNCTI ONS 127
with (x) (in the functional sense).
lim
n
_
n
(x)(x)dx
=lim
n
_
1
2n
1
2n
n(x)dx
[variable transformation:
u =2n(x y), x =
u
2n
+y,
du =2ndx, 1 u 1]
=lim
n
_
1
1
n(
u
2n
+y)
du
2n
=lim
n
1
2
_
1
1
(
u
2n
+y)du
=
1
2
_
1
1
lim
n
(
u
2n
+y)du
=
1
2
(y)
_
1
1
du
=(y).
(8.19)
Hence, in the functional sense, this limit yields the function.
By invoking test functions, we would like to be able to differentiate dis
tributions very much like ordinary functions. We would also like to transfer
differentiations to the functional context. How can this be impemented in
terms of possible good properties we require from the behaviour of test
functions, in accord with our wishes?
Consider the partial integration obtained from (uv)
= u
v +uv
; thus
_
(uv)
=
_
u
v +
_
uv
, and nally
_
u
v =
_
(uv)
_
uv
. By identifying u
with the generalized function g (such as, for instance ), and v with the test
function , respectively, we obtain
_
(x)(x)dx
= g(x)(x)
g(x)
(x)dx
=g()() g()()
_
g(x)
(x)dx.
(8.20)
We can see here the two main requirements for good test functions:
1. that they vanish at innity that is, that their support (the set of argu
ments x where g(x) =0) is nite; and
2. that they are continuosly differentiable indeed, by induction, that they
are arbitrarily often differentiable.
Hence we assume
2
that the tests functions are innitely often differen
2
Laurent Schwartz. Introduction to the
Theory of Distributions. University of
Toronto Press, Toronto, 1952. collected and
written by Israel Halperin
tiable, and that their support is compact. Compact support means that
(x) does not vanish only at a nite, bounded region of x.
Such a good test function is, for instance,
,a
(x) =
_
e
1
1((xa)/)
2
for 
xa
 <1;
0 else.
(8.21)
In order to show that
,a
is a suitable test function, we have to proof its
innite differetiability, as well as the compactness of its support M
,a
. Let
,a
(x) :=
_
x a
_
128 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
and thus
(x) =
_
e
1
1x
2
for x <1
0 for x 1
This function is drawn in Fig. 8.3.
0.37
1 1
(x)
Figure 8.3: Plot of a test function (x).
First, note, by denition, the support M
(R)? Note
that
(0)
= is continuous; and that
(n)
is of the form
(n)
(x) =
_
P
n
(x)
(x
2
1)
2n
e
1
x
2
1
for x <1
0 for x 1,
where P
n
(x) is a nite polynomial in x ((u) = e
u
=
(u) =
d
du
du
dx
2
dx
2
dx
=
(u)
_
1
(x
2
1)
2
_
2x etc.) and [x =1] =x
2
=12+
2
=x
2
1 =(2)
lim
x1
(n)
(x) = lim
0
P
n
(1)
2n
(2)
2n
e
1
(2)
=
= lim
0
P
n
(1)
2n
2
2n
e
1
2
=
_
=
1
R
_
= lim
R
P
n
(1)
2
2n
R
2n
e
R
2
=0,
because the power e
x
of e decreases stronger than any polynomial x
n
.
Note that the complex continuation (z) is not an analytic function
and cannot be expanded as a Taylor series on the entire complex plane C
although it is innitely often differentiable on the real axis; that is, although
C
(R
k
)
=
=
analytic function (
(C
k
)
)
Other good test function are
3 3
Laurent Schwartz. Introduction to the
Theory of Distributions. University of
Toronto Press, Toronto, 1952. collected and
written by Israel Halperin
_
c,d
(x)
_ 1
n
(8.22)
obtained by choosing n N0 and a c <d b and by dening
c,d
(x) =
_
e
_
1
xc
+
1
dx
_
for c <x <d, and
0 else.
(8.23)
If (x) is a good test functen, then
x
P
n
(x)(x) (8.24)
DI STRI BUTI ONS AS GENERALI ZED FUNCTI ONS 129
with any Polynomial P
n
(x), and in particular x
n
(x) also is a good test
function.
Equipped with good test functions which have a nite support and are
innitely often differentiable, we can now give meaning to the transference
of differential quotients from the objects entering the integral towards the
test function by partial integration. First note again that (uv)
= u
v +uv
and thus
_
(uv)
=
_
u
v +
_
uv
and nally
_
u
v =
_
(uv)
_
uv
. Hence, by
identifying u with g, and v with the test function , we obtain
F
() :=
_
_
d
dx
q(x)
_
(x)dx
= q(x)(x)
x=
q(x)
_
d
dx
(x)
_
dx
=
_
q(x)
_
d
dx
(x)
_
dx
=F(
).
(8.25)
By induction we obtain
F
(n)
() =
_
_
d
n
dx
n
q(x)
_
(x)dx =(1)
n
F(
(n)
) =F((1)
n
(n)
). (8.26)
8.1 Heaviside step function
One of the possible denitions of the Heaviside step function H(x), and
maybe the most common one they differ in the value H(0)of at the origin
x = 0, a difference which is irrelevant measure theoretically for good
functions since it is only about an isolated point is
H(x x
0
) =
_
1 for x x
0
0 for x <x
0
(8.27)
It is plotted in Fig. 8.4.
x
,
,
H(x)
Figure 8.4: Plot of the Heaviside step
function H(x).
It is also very common to dene the Heaviside step function as the
integral of the function; likewise the delta function is the derivative of the
Heaviside step function; that is,
H(x x
0
) =
_
xx
0
(t )dt ,
d
dx
H(x x
0
) =(x x
0
).
(8.28)
In the spirit of the above denition, it might have been more appropriate to
dene H(0) =
1
2
; that is,
H(x x
0
) =
_
_
1 for x >x
0
1
2
for x =x
0
0 for x <x
0
(8.29)
and, since this affects only an isolated point at x =0, we may happily do so
if we prefer.
130 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
The latter equation can in the sense of functionals be proved through
integration by parts as follows. Take
_
_
d
dx
H(x x
0
)
_
(x)dx
= H(x x
0
)(x)
H(x x
0
)
_
d
dx
(x)
_
dx
= H()() (+)
_
x
0
_
d
dx
(x)
_
dx
=
_
x
0
_
d
dx
(x)
_
dx
= (x)
x
0
=[() (x
0
)]
=(x
0
).
(8.30)
Some other formulae involving the Heaviside step function are
H(x) = lim
0
+
i
2
_
+
e
i kx
k i
dk, (8.31)
and
H(x) =
1
2
+
l =0
(1)
l
(2l )!(4l +3)
2
2l +2
l !(l +1)!
P
2l +1
(x), (8.32)
where P
2l +1
(x) is a Legendre polynomial. Furthermore,
(x) =lim
0
1
H
_
2
x
_
. (8.33)
An integral representation of H(x) is
H(x) =lim 0
+
1
2i
_
1
t i
e
i xt
dt . (8.34)
One commonly used limit form of the Heaviside step function is
H(x) =lim
0
H
(x) =lim
0
1
x
_
2
+tan
1
x
_
. (8.35)
respectively.
Another limit representation is by a variant of the sine integral function
Si(x) =
_
x
0
(sint )/t dt as follows
4 4
Eli Maor. Trigonometric Delights. Prince
ton University Press, Princeton, 1998. URL
http://press.princeton.edu/books/
maor/
H(x) =lim
t
H
t
(x)
=lim
n
2
_
n
0
sin(kx)
x
dx
=
2
0
sin(kx)
x
dx.
(8.36)
8.2 The sign function
The sign function is dened by
sgn(x x
0
) =
_
_
1 forx <x
0
0 forx =x
0
+1 forx >x
0
. (8.37)
It is plotted in Fig. 8.5.
x
,
,
,
sgn(x)
Figure 8.5: Plot of the sign function sgn(x).
DI STRI BUTI ONS AS GENERALI ZED FUNCTI ONS 131
In terms of the Heaviside step function it can be written by stretching
the former by a factor of two, and shifting it for one negative unit as follows
sgn(x x
0
) =2H(x x
0
) 1,
H(x x
0
) =
1
2
_
sgn(x x
0
) +1
_
; and alsosgn(x x
0
) = H(x x
0
) H(x
0
x).
(8.38)
Note that
sgn(x) =
4
n=0
sin[(2n +1)x]
(2n +1)
(8.39)
=
4
n=0
(1)
n
cos[(2n +1)(x /2)]
(2n +1)
, <x <. (8.40)
8.3 Useful formul involving
(x) =lim
0
1
x
2
+
2
(8.41)
(x) = lim
0
+
1
2i
_
1
x i
1
x +i
_
=lim
0
1
x
2
+
2
(8.42)
lim
0
1
x i
=
P
x
i (x) (8.43)
(x) =(x) (8.44)
(x) =lim
0
(x +) (x)
=
d
dx
(x) (8.45)
(x)(x x
0
) =(x
0
)(x x
0
) (8.46)
x(x) =0 (8.47)
For a =0,
(ax) =
1
a
(x) (8.48)
For the sake of a proof, consider the case a >0 rst:
_
(ax)(x)dx
=
1
a
_
(y)(
y
a
)dy
=
1
a
(0);
(8.49)
and now the case a <0:
_
(ax)(x)dx
=
1
a
_
(y)(
y
a
)dy
1
a
_
(y)(
y
a
)dy
=
1
a
(0);
(8.50)
If there exists a simple singularity x
0
of f (x) in the integration interval,
then
( f (x)) =
1
 f
(x
0
)
(x x
0
). (8.51)
More generally, if f has only simple roots and f
is nonzero there,
( f (x)) =
x
i
(x x
i
)
 f
(x
i
)
(8.52)
132 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
where the sum extends over all simple roots x
i
in the integration interval.
In particular,
(x
2
x
2
0
) =
1
2x
0

[(x x
0
) +(x +x
0
)] (8.53)
For a proof, note that, since f has only simpleroots, it can be expanded
around these roots by
f (x) (x x
0
) f
(x
0
)
with nonzero f
(x
0
) R. By identifying f
(x
0
) with a in Eq. (8.48) we obtain
Eq. (8.52).
( f (x)) =
N
i =0
f
(x
i
)
 f
(x
i
)
3
(x x
i
) +
N
i =0
f
(x
i
)
 f
(x
i
)
3
(x x
i
) (8.54)
x(x
2
) =(x) (8.55)
x
(m)
(x) =(1)
m
(m)
(x), (8.57)
where the index
(m)
denotes mfold differentiation;
x
m+1
(m)
(x) =0, (8.58)
where the index
(m)
denotes mfold differentiation;
x
2
(x) =0 (8.59)
(x) =
d
2
dx
2
[x(x)] (8.60)
If
3
(r ) =(x)(y)(r ) withr =(x, y, z), then
3
(r ) =(x)(y)(z) =
1
4
1
r
(8.61)
3
(r ) =
1
4
(+k
2
)
e
i kr
r
(8.62)
3
(r ) =
1
4
(+k
2
)
coskr
r
(8.63)
In quantum eld theory, phase space integrals of the form
1
2E
=
_
dp
0
(p
0
)(p
2
m
2
) (8.64)
if E =( p
2
+m
2
)
(1/2)
are exploited.
DI STRI BUTI ONS AS GENERALI ZED FUNCTI ONS 133
8.4 Fourier transforms of and H
If { f
x
(x)} is a sequence of functions converging, for n toward a func
tion f in the functional sense (i.e. via integration of f
n
and f with good
test functions), then the Fourier transform
f of f can be dened by
5 5
M. J. Lighthill. Introduction to Fourier
Analysis and Generalized Functions. Cam
bridge University Press, Cambridge, 1958;
and Kenneth B. Howell. Principles of
Fourier analysis. Chapman & Hall/CRC,
Boca Raton, London, New York, Washing
ton, D.C., 2001
f (k) =lim
n
_
f
n
(x)e
i kx
dx. (8.65)
Since e
i kx
is not a particularly good function,
f needs not be an ordi
nary function
6
.
6
B.L. Burrows and D.J. Colwell. The
Fourier transform of the unit step func
tion. International Journal of Math
ematical Education in Science and
Technology, 21(4):629635, 1990. DOI :
10.1080/0020739900210418. URL http://
dx.doi.org/10.1080/0020739900210418
The Fourier transform of the function can be obtained by insertion
into Eq. (7.6)
(k) =
_
(x)e
i kx
dx
=e
i 0k
_
(x)dx
=1.
(8.66)
That is, the Fourier transform of the function is just a constant. spiked
signals carry all frequencies in them.
The Fourier transform of the Heaviside step function can also be ob
tained by insertion into Eq. (7.6)
H(k) =
_
H(x)e
i kx
dx
=
1
2
_
(k)
i
k
_
.
(8.67)
A caveat rst: the following proof should not be understood in the usual
functional, but rather in a functional sense.
H(k) =
_
H(x)e
i kx
dx
=
_
0
e
i kx
dx;
H(k) =
_
H(x)e
+i kx
dx
=
_
0
H(x)e
+i kx
dx
[variable transformation: x x]
=
_
0
e
i kx
dx
=
_
0
e
i kx
dx.
(8.68)
Now separate the even part E from the odd part O of H; that is, dene
E(k) =(H(k) +H(k))
=
_
+
e
i kx
dx,
O(k) =(H(k) H(k))
=
_
0
_
e
i kx
e
+i kx
_
dx,
=2i
_
0
sin(kx)dx,
H(k) =
1
2
(E(k) +O(k)).
(8.69)
The two integrals dening E and O do not converge. However, one may
134 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
approximate them by cutting the integrals off at some large value L
E
L
(k) =
_
+L
L
e
i kx
dx,
=
e
i kx
i k
+L
x=L
,
=
e
i kL
e
+i kL
i k
,
=2
sin(kL)
k
, and
O
L
(k) =2i
_
L
0
sin(kx)dx
= 2i
cos(kx)
k
+L
x=0
,
=2i
[1cos(kL)]
k
,
=4i
sin
2
(
kL
2
)
k
.
(8.70)
Now observe that, interpreted as distribution, E
L
(k) is proportional to a
delta sequence, rendering
lim
L
E
L
(k) =
1
2
(k). (8.71)
In the same intepretation, when integrating over a test function, one can
show that
lim
L
O
L
(k) =
i
k
. (8.72)
It is possible to derive this result directly from the linearity of the Fourier
transform: since by Eq. (8.38) H(x) =
1
2
_
sgn(x) +1
_
,
H(k) =
1
2
_
sgn(k) +
1
_
=
1
2
_
1
i k
+(k)
_
.
(8.73)
Let us compute some concrete examples related to distributions.
1. For a start, let us proof that
lim
0
sin
2 x
x
2
=(x). (8.74)
As a hint, take
_
+
sin
2
x
x
2
dx =.
Let us proof this conjecture by integrating over a good test function
1
lim
0
+
_
sin
2
_
x
_
x
2
(x)dx
[variable substitutiony =
x
,
dy
dx
=
1
, dx =dy]
=
1
lim
0
+
_
(y)
2
sin
2
(y)
2
y
2
dy
=
1
(0)
+
_
sin
2
(y)
y
2
dy
=(0).
(8.75)
Hence we can identify
lim
0
sin
2
_
x
_
x
2
=(x). (8.76)
DI STRI BUTI ONS AS GENERALI ZED FUNCTI ONS 135
2. In order to prove that
1
ne
x
2
1+n
2
x
2
is a sequence we proceed again by
integrating over a good test function , and with the hint that
+
_
dx/(1+
x
2
) = we obtain
lim
n
1
+
_
ne
x
2
1+n
2
x
2
(x)dx
[variable substitutiony =xn, x =
y
n
,
dy
dx
=n, dx =
dy
n
]
=lim
n
1
+
_
ne
_
y
n
_
2
1+y
2
_
y
n
_
dy
n
=
1
+
_
lim
n
_
e
_
y
n
_
2
_
y
n
_
_
1
1+y
2
dy
=
1
+
_
_
e
0
(0)
_
1
1+y
2
dy
=
(0)
+
_
1
1+y
2
dy
=
(0)
=(0) .
(8.77)
Hence we can identify
lim
n
1
ne
x
2
1+n
2
x
2
=(x). (8.78)
3. Let us proof that x
n
(n)
(x) =C(x) and determine the constant C. We
proceed again by integrating over a good test function . First note that
if (x) is a good test function, then so is x
n
(x).
_
dxx
n
(n)
(x)(x) =
_
dx
(n)
(x)
_
x
n
(x)
_
=
= (1)
n
_
dx(x)
_
x
n
(x)
_
(n)
=
= (1)
n
_
dx(x)
_
nx
n1
(x) +x
n
(x)
_
(n1)
=
= (1)
n
_
dx(x)
_
n
k=0
_
n
k
_
(x
n
)
(k)
(nk)
(x)
_
=
= (1)
n
_
dx(x)
_
n!(x) +n n!x
(x) + +x
n
(n)
(x)
_
=
= (1)
n
n!
_
dx(x)(x);
hence, C = (1)
n
n!. Note that (x) is a good test function then so is
x
n
(x).
4. Let us simplify
_
(x
2
a
2
)g(x) dx. First recall Eq. (8.52) stating that
( f (x)) =
i
(x x
i
)
 f
(x
i
)
,
whenever x
i
are simple roots of f (x), and f
(x
i
) =0. In our case, f (x) =
x
2
a
2
=(x a)(x +a), and the roots are x =a. Furthermore,
f
(x) =(x a) +(x +a);
136 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
hence
 f
(a) =2a,  f
(a) = 2a =2a.
As a result,
(x
2
a
2
) =
_
(x a)(x +a)
_
=
1
2a
_
(x a) +(x +a)
_
.
Taking this into account we nally obtain
+
_
(x
2
a
2
)g(x)dx
=
+
_
(xa)+(x+a)
2a
g(x)dx
=
g(a)+g(a)
2a
.
(8.79)
5. Let us evaluate
I =
_
(x
2
1
+x
2
2
+x
2
3
R
2
)d
3
x (8.80)
for R R, R >0. We may, of course, remain tn the standard ccartesian co
ordinate system and evaluate the integral by brute force. Alternatively,
a more elegant way is to use the spherical symmetry of the problem and
use spherical coordinates r , (, ) by rewriting I into
I =
_
r ,
r
2
(r
2
R
2
)ddr . (8.81)
As the integral kernel (r
2
R
2
) just depends on the radial coordinate
r the angular coordinates just integrate to 4. Next we make use of Eq.
(8.52), eliminate the solution for r =R, and obtain
I =4
_
0
r
2
(r
2
R
2
)dr
=4
_
0
r
2 (r +R)+(r R)
2R
dr
=4
_
0
r
2 (r R)
2R
dr
=2R.
(8.82)
6. Let us compute
_
(x
3
y
2
+2y)(x +y)H(y x 6) f (x, y) dx dy. (8.83)
First, in dealing with (x +y), we evaluate the y integration at x =y or
y =x:
(x
3
x
2
2x)H(2x 6) f (x, x)dx
Use of Eq. (8.52)
( f (x)) =
i
1
 f
(x
i
)
(x x
i
),
DI STRI BUTI ONS AS GENERALI ZED FUNCTI ONS 137
at the roots
x
1
= 0
x
2,3
=
1
1+8
2
=
13
2
=
_
2
1
of the argument f (x) =x
3
x
2
2x =x(x
2
x 2) =x(x 2)(x +1) of the
remaining function, together with
f
(x) =
d
dx
(x
3
x
2
2x) =3x
2
2x 2;
yields
dx
(x) +(x 2) +(x +1)
3x
2
2x 2
H(2x 6) f (x, x) =
=
1
 2
H(6)
. .
=0
f (0, 0) +
1
1242
H(46)
. .
=0
f (2, 2) +
+
1
3+22
H(26)
. .
=0
f (1, 1)
= 0
7. When simplifying derivativs of generalized functions it is always use
ful to evaluate their properties such as x(x) = 0, f (x)(x x
0
) =
f (x
0
)(x x
0
), or (x) = (x) rst and before proceeding with the
next differentiation or evaluation. We shall present some applications of
this rule next.
First, simplify
_
d
dx
_
H(x)e
x
(8.84)
as follows
d
dx
[H(x)e
x
] H(x)e
x
=(x)e
x
+H(x)e
x
H(x)e
x
=(x)e
0
=(x)
(8.85)
8. Next, simplify
_
d
2
dx
2
+
2
_
1
H(x) sin(x)
_
+H(x) sin(x)
=
1
d
dx
_
(x) sin(x)
. .
=0
+H(x) cos(x)
_
+H(x) sin(x)
=
1
_
(x) cos(x)
. .
(x)
2
H(x) sin(x)
_
+H(x) sin(x) =(x)
(8.87)
138 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
9. Let us compute the nth derivative of
f (x) =
_
_
_
0, fr x <0;
x, fr 0 x 1;
0, fr x >1.
(8.88)
` p
p
1 0
x
f (x)
Z
Z
Z
` `
p p
1 0
x
f
1
(x)
f
1
(x) = H(x) H(x 1)
= H(x)H(1x)
f
2
(x)
x
Z
Z
Z
Z
Z
Z
Z
Z
f
2
(x) =x
Figure 8.6: Composition of f (x)
As depicted in Fig. 8.6, f can be composed from two functions f (x) =
f
2
(x) f
1
(x); and this composition can be done in at least two ways.
Decomposition (i)
f (x) = x
_
H(x) H(x 1)
_
=xH(x) xH(x 1)
f
(x) = H(x) +x(x) H(x 1) x(x 1)
Because of x(x a) =a(x a),
f
(x) = H(x) H(x 1) (x 1)
f
(x) = (x) (x 1)
(x 1)
and hence by induction
f
(n)
(x) =
(n2)
(x)
(n2)
(x 1)
(n1)
(x 1)
for n >1.
Decomposition (ii)
f (x) = xH(x)H(1x)
f
(x) = H(x)H(1x) +x(x)
. .
=0
H(1x) +xH(x)(1)(1x)
. .
H(x)(1x)
=
= H(x)H(1x) (1x) =[(x) =(x)] = H(x)H(1x) (x 1)
f
(x) = (x)H(1x)
. .
=(x)
+(1)H(x)(1x)
. .
(1x)
(x 1) =
= (x) (x 1)
(x 1)
and hence by induction
f
(n)
(x) =
(n2)
(x)
(n2)
(x 1)
(n1)
(x 1)
for n >1.
10. Let us compute the nth derivative of
f (x) =
_
 sinx, for x ;
0, for x >.
(8.89)
f (x) = sinxH(+x)H(x)
 sinx =sinx sgn(sinx) =sinx sgnx fr <x <;
DI STRI BUTI ONS AS GENERALI ZED FUNCTI ONS 139
hence we start from
f (x) =sinx sgnxH(+x)H(x),
Note that
sgnx = H(x) H(x),
( sgnx)
= H
(x) H
(x) +
(+x)
(x) =
= cosx sgnxH(+x)H(x) +2
(x) +
(+x)
(x)
f
(4)
(x) = sinx sgnxH(+x)H(x) cosx2(x)H(+x)H(x)
cosx sgnx(+x)H(x) cosx sgnxH(+x)(x)(1) +
+2
(x) +
(+x) +
(x) =
= sinx sgnxH(+x)H(x) 2(x) (+x) (x) +
+2
(x) +
(+x) +
(x);
hence
f
(4)
= f (x) 2(x) +2
(x) (+x) +
(+x) (x) +
(x),
f
(5)
= f
(x) 2
(x) +2
(x)
(+x) +
(+x) +
(x)
(x);
and thus by induction
f
(n)
= f
(n4)
(x) 2
(n4)
(x) +2
(n2)
(x)
(n4)
(+x) +
+
(n2)
(+x) +(1)
n1
(n4)
(x) +(1)
n
(n2)
(x)
(n =4, 5, 6, . . .)
9
Greens function
This chapter marks the beginning of a series of chapters dealing with
the solution to differential equations of theoretical physics. Very often,
these differential equations are linear; that is, the sought after function
(x), y(x), (t ) et cetera occur only as a polynomial of degree zero and one,
and not of any higher degree, such as, for instance, [y(x)]
2
.
9.1 Elegant way to solve linear differential equations
Greens function present a very elegant way of solving linear differential
equations of the form
L
x
y(x) = f (x), with the differential operator
L
x
=a
n
(x)
d
n
dx
n
+a
n1
(x)
d
n1
dx
n1
+. . . +a
1
(x)
d
dx
+a
0
(x)
=
n
j =0
a
j
(x)
d
j
dx
j
,
(9.1)
where a
i
(x), 0 i n are functions of x. The idea is quite straightfor
ward: if we are able to obtain the inverse G of the differential operator L
dened by
L
x
G(x, x
) =(x x
), (9.2)
with representing Diracs delta function, then the solution to the in
homogenuous differential equation (9.1) can be obtained by integrating
G(x x
); that is,
y(x) =
_
G(x, x
) f (x
)dx
. (9.3)
This claim, as posted in Eq. (9.3), can be veried by explicitly applying the
differential operator L
x
to the solution y(x),
L
x
y(x)
=L
x
_
G(x, x
) f (x
)dx
=
_
L
x
G(x x
) f (x
)dx
=
_
(x x
) f (x
)dx
= f (x).
(9.4)
142 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Let us check whether G(x, x
) =(x x
) sinh(x x
) is a Greens function
of the differential operator L
x
=
d
2
dx
2
1. In this case, all we have to do is to
verify that L
x
, applied to G(x, x
), actually renders (x x
), as required by
Eq. (9.2).
L
x
G(x, x
) = (x x
)
_
d
2
dx
2
1
_
(x x
) sinh(x x
)
?
= (x x
)
Note that
d
dx
sinhx =coshx,
d
dx
coshx =sinhx; and hence
d
dx
_
_
_(x x
) sinh(x x
)
. .
=0
+(x x
) cosh(x x
)
_
_
_(x x
) sinh(x x
) =
(x x
) cosh(x x
)+(x x
) sinh(x x
)(x x
) sinh(x x
) =(x x
).
The solution (9.4) so obtained is not unique, as it is only a special solu
tion to the inhomogenuous equation (9.1).
Note that the general solution to (9.1) can be found by adding the gen
eral solution y
0
(x) of the corresponding homogenuous differential equation
L
x
y(x) =0 (9.5)
to one special solution say, the one obtained in Eq. (9.4) through Greens
function techniques.
Indeed, the most general solution
Y (x) = y(x) +y
0
(x) (9.6)
clearly is a solution of the inhomogenuous differential equation (9.4), as
L
x
Y (x) =L
x
y(x) +L
x
y
0
(x) = f (x) +0 = f (x). (9.7)
Conversely, any two distinct special solutions y
1
(x) and y
2
(x) of the in
homogenuous differential equation (9.4) differ only by a function which is
a solution tho the homogenuous differential equation (9.5), because due to
linearity of L
x
, their difference y
d
(x) = y
1
(x) y
2
(x) can be parameterized
by some function in y
0
L
x
[y
1
(x) y
2
(x)] =L
x
y
1
(x) +L
x
y
2
(x) = f (x) f (x) =0. (9.8)
From now on, we assume that the coefcients a
j
(x) = a
j
in Eq. (9.1) are
constants, and thus translational invariant. Then the entire Ansatz (9.2)
for G(x, x
) =G(x x
). (9.9)
GREEN S FUNCTI ON 143
For such translation invariant systems, the Fourier analysis represents an
excellent way of analyzing the situation.
Let us see why translanslation invariance of the coefcients a
j
(x) =
a
j
(x +) = a
j
under the translation x x + with arbitrary that is,
independence of the coefcients a
j
on the coordinate or parameter
x and thus of the Greens function, implies a simple form of the latter.
Translanslation invariance of the Greens function really means
G(x +, x
+) =G(x, x
). (9.10)
Now set =x
, x
) =G(x x
, 0) G(x x
). (9.11)
What is important for applications is the possibility to adapt the solu
tions of some inhomogenuous differential equation to boundary and initial
value problems. In particular, a properly chosen G(x x
), in its depen
dence on the parameter x, inherits some behaviour of the solution y(x).
Suppose, for instance, we would like to nd solutions with y(x
i
) = 0 for
some parameter values x
i
, i = 1, . . . , k. Then, the Greens function G must
vanish there also
G(x
i
x
i
(x) =
i
i
(x). (9.13)
Suppose further that L
x
is of degree n, and therefore (we assume with
out proof ) that we know all (a complete set of ) the n eigenfunctions
1
(x),
2
(x), . . . ,
n
(x) of L
x
. In this case, orthogonality of the system of
eigenfunctions holds, such that
n
i =1
i
(x)
i
(x
) =(x x
). (9.14)
i
(x
k
(t ) =e
i kt
, (9.16)
with k . Taking the complex conjugate and integration over k
yields
_
k
(t )
k
(t
)dk
=
_
e
i kt
e
i kt
dk
=
_
e
i k(t t
)
dk
=(t t
).
(9.17)
Then the Greens function of L
x
can be written as the spectral sum of
the absolute squares of the eigenfunctions, devided by the eigenvalues
j
;
that is,
G(x x
) =
n
j =1
j
(x)
j
(x
j
. (9.18)
For the sake of proof, apply the differential operator L
x
to the Greens
function Ansatz G of Eq. (9.18) and verify that it satises Eq. (9.2):
L
x
G(x x
)
=L
x
n
j =1
j
(x)
j
(x
j
=
n
j =1
[L
x
j
(x)]
j
(x
j
=
n
j =1
[
j
j
(x)]
j
(x
j
=
n
j =1
j
(x)]
j
(x
)
=(x x
).
(9.19)
From the EulerBernoulli bending theory we know (no proof is given
here) that the equation for the quasistatic bending of slender, isotropic, ho
mogeneous beams of constant crosssection under an applied transverse
load q(x) is given by
L
x
y(x) =
d
4
dx
4
y(x) =q(x) c, (9.20)
with constant c R. Let us further assume the boundary conditions
y(0) = y(L) =
d
2
dx
2
y(0) =
d
2
dx
2
y(L) =0. (9.21)
Also, we require that y(x) vanishes everywhere except inbetween 0 and L;
that is, y(x) =0 for x =(, 0) and for x =(l , ). Then in accordance with
these boundary conditions, the system of eigenfunctions {
j
(x)} of L
x
can
be written as
j
(x) =
_
2
L
sin
_
j x
L
_
(9.22)
for j =1, 2, . . .. The associated eigenvalues
j
=
_
j
L
_
4
GREEN S FUNCTI ON 145
can be veried through explicit differentiation
L
x
j
(x) =L
x
_
2
L
sin
_
j x
L
_
=L
x
_
2
L
sin
_
j x
L
_
=
_
j
L
_
4
_
2
L
sin
_
j x
L
_
=
_
j
L
_
4
j
(x).
(9.23)
The cosine functions which are also solutions of the EulerBernoulli equa
tions (9.20) do not vanish at the origin x =0.
Hence,
G(x x
)(x) =
2
L
j =1
sin
_
j x
L
_
sin
_
j x
L
_
_
j
L
_
4
=
2L
3
j =1
1
j
4
sin
_
j x
L
_
sin
_
j x
L
_
(9.24)
Finally we are in a good shape to calculate the solution explicitly by
y(x) =
_
L
0
G(x x
)g(x
)dx
_
L
0
c
_
2L
3
j =1
1
j
4
sin
_
j x
L
_
sin
_
j x
L
__
dx
2cL
3
j =1
1
j
4
sin
_
j x
L
__
_
L
0
sin
_
j x
L
_
dx
4cL
4
j =1
1
j
5
sin
_
j x
L
_
sin
2
_
j
2
_
(9.25)
9.3 Finding Greens functions by Fourier analysis
If one is dealing with translation invariant systems of the form
L
x
y(x) = f (x), with the differential operator
L
x
=a
n
d
n
dx
n
+a
n1
d
n1
dx
n1
+. . . +a
1
d
dx
+a
0
=
n
j =0
a
j
(x)
d
j
dx
j
,
(9.26)
with constant coefcients a
j
, then we can apply the following strategy
using Fourier analysis to obtain the Greens function.
First, recall that, by Eq. (8.66) on page 133 the Fourier transform of the
delta function
(k) =1 is just a constant; with our denition unity. Then,
can be written as
(x x
) =
1
2
_
e
i k(xx
)
dk (9.27)
Next, consider the Fourier transform of the Greens function
G(k) =
_
G(x)e
i kx
dx (9.28)
and its back trasform
G(x) =
1
2
_
G(k)e
i kx
dk. (9.29)
Insertion of Eq. (9.29) into the Ansatz L
x
G(x x
) =(x x
) yields
L
x
G(x)
=L
x
1
2
_
G(k)e
i kx
dk
=
1
2
_
G(k)
_
L
x
e
i kx
_
dk =
1
2
_
e
i kx
dk.
(9.30)
146 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
and thus, through comparison of the integral kernels,
1
2
_
G(k)L
x
1
_
e
i kx
dk =0,
G(k)L
k
1 =0,
G(k) =(L
k
)
1
,
(9.31)
where L
k
is obtained fromL
x
by substituting every derivative
d
dx
in the
latter by i k in the former. in that way, the Fourier transform
G(k) is ob
tained as a polynomial of degree n, the same degree as the highest order of
derivative in L
x
.
In order to obtain the Greens function G(x), and to be able to integrate
over it with the inhomogenuous term f (x), we have to Fourier transform
y = t on the intervall
[0, ) with the boundary conditions y(0) =0.
We observe that the associated differential operator is given by
L
t
=
d
dt
1,
and the inhomogenuous term can be identied with f (t ) =t .
We use the Ansatz G
1
(t , t
) =
1
2
+
_
G
1
(k)e
i k(t t
)
dk; hence
L
t
G
1
(t , t
) =
1
2
+
_
G
1
(k)
_
d
dt
1
_
e
i k(t t
)
. .
=(i k 1)e
i k(t t
)
dk =
= (t t
) =
1
2
+
_
e
i k(t t
)
dk
Now compare the kernels of the Fourier integrals of L
t
G
1
and :
G
1
(k)(i k 1) =1 =
G
1
(k) =
1
i k 1
=
1
i (k +i )
G
1
(t , t
) =
1
2
+
_
e
i k(t t
)
i (k +i )
dk
The paths in the upper and lower integration plain are drawn in Frig.
9.1.
Re k
Imk
i
region t t
>0
region t t
<0
> >
E
T
Figure 9.1: Plot of the two paths reqired for
solving the Fourier integral.
The closures throught the respective halfcircle paths vanish.
residuum theorem: G
1
(t , t
) = 0 for t >t
) = 2i Res
_
1
2i
e
i k(t t
)
(k +i )
; i
_
=
= e
t t
for t <t
.
Hence we obtain a Greens function for the inhomogenuous differential
equation
G
1
(t , t
) =(t
t )e
t t
) = (t
)e
t
= 0 for
t
[0, ).
Therefore, we have to t the Greens function by adding an appropri
ately weighted solution to the homogenuos differential equation. The
homogenuous Greens function is found by
L
t
G
0
(t , t
) =0,
and thus, in particular,
d
dt
G
0
=G
0
=G
0
=ae
t t
.
with the Ansatz
G(0, t
) =G
1
(0, t
) +G
0
(0, t
; a) =(t
)e
t
+ae
t
for the general solution we can choose the constant coefcient a so that
G(0, t
) =G
1
(0, t
) +G
0
(0, t
; a) =(t
)e
t
+ae
t
=0
For a =1, the Greens function and thus the solution obeys the boundary
value conditions; that is,
G(t , t
) =
_
1(t
t )
_
e
t t
.
Since (x) =1(x), G(t , t
) can be rewritten as
G(t , t
) =(t t
)e
t t
.
In the nal step we obtain the solution through integration of G over the
inhomogenuous term t :
y(t ) =
_
0
(t t
)
. .
=1 for t
<t
e
t t
dt
=
=
t
_
0
e
t t
dt
=e
t
t
_
0
t
e
t
dt
=
= e
t
_
_
t
e
t
t
0
t
_
0
(e
t
)dt
_
_
=
= e
t
_
(t e
t
) e
t
t
0
_
=e
t
_
t e
t
e
t
+1
_
=e
t
1t .
148 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
2. Next, let us solve the differential equation
d
2
y
dt
2
+y =cost on the intervall
t [0, ) with the boundary conditions y(0) = y
(0) =0.
First, observe that
L =
d
2
dt
2
+1.
The Fourier Ansatz for the Greens function is
G
1
(t , t
) =
1
2
+
_
G(k)e
i k(t t
)
dk
LG
1
=
1
2
+
_
G(k)
_
d
2
dt
2
+1
_
e
i k(t t
)
dk =
=
1
2
+
_
G(k)((i k)
2
+1)e
i k(t t
)
dk =
= (t t
) =
1
2
+
_
e
i k(t t
)
dk =
Hence
G(k)(1k
2
) =1
ant thus
G(k) =
1
(1k
2
)
=
1
(k +1)(k 1)
The Fourier transformation is
G
1
(t , t
) =
1
2
+
_
e
i k(t t
)
(k +1)(k 1)
dk =
=
1
2
2i
_
Res
_
e
i k(t t
)
(k +1)(k 1)
; k =1
_
+
Res
_
e
i k(t t
)
(k +1)(k 1)
; k =1
_
_
(t t
)
The path in the upper integration plain is drawn in Fig. 9.2.
Re k
Imk
> >
E
T
Figure 9.2: Plot of the path reqired for
solving the Fourier integral.
G
1
(t , t
) =
i
2
_
e
i (t t
)
e
i (t t
)
_
(t t
) =
=
e
i (t t
)
e
i (t t
)
2i
(t t
) =sin(t t
)(t t
)
G
1
(0, t
) = sin(t
)(t
) =0 weil t
>0
G
1
(t , t
) = cos(t t
)(t t
) +sin(t t
)(t t
)
. .
=0
G
1
(0, t
) = cos(t
)(t
) =0 wie vorher
GREEN S FUNCTI ON 149
G
1
already satises the boundary conditions; hence we do not need to
nd the Greens function G
0
of the homogenuous equation.
y(t ) =
_
0
G(t , t
) f (t
)dt
_
0
sin(t t
) (t t
)
. .
=1 for t >t
cost
dt
=
=
t
_
0
sin(t t
) cost
dt
=
t
_
0
(sint cost
cost sint
) cost
dt
=
=
t
_
0
_
sint (cost
)
2
cost sint
cost
_
dt
=
= sint
t
_
0
(cost
)
2
dt
cost
t
_
0
si nt
cost
dt
=
= sint
_
1
2
(t
+sint
cost
)
_
t
0
cost
_
sin
2
t
2
_
t
0
=
=
t sint
2
+
sin
2
t cost
2
cost sin
2
t
2
=
t sint
2
.
Part IV:
Differential equations
10
SturmLiouville theory
This is only a very brief dive into SturmLiouville theory, which has many
fascinating aspects and connections to Fourier analysis, the special func
tions of mathematical physics, operator theory, and linear algebra
1
. In
1
Garrett Birkhoff and GianCarlo Rota.
Ordinary Differential Equations. John
Wiley & Sons, New York, Chichester,
Brisbane, Toronto, fourth edition, 1959,
1960, 1962, 1969, 1978, and 1989; M. A.
AlGwaiz. SturmLiouville Theory and
its Applications. Springer, London, 2008;
and William Norrie Everitt. A catalogue of
SturmLiouville differential equations. In
SturmLiouville Theory, Past and Present,
pages 271331. Birkhuser Verlag, Basel,
2005. URL http://www.math.niu.edu/
SL2/papers/birk0.pdf
physics, many formalizations involve second order differential equations,
which, in their most general form, can be written as
2
2
Russell Herman. A Second Course in Or
dinary Differential Equations: Dynamical
Systems and Boundary Value Problems.
University of North Carolina Wilming
ton, Wilmington, NC, 2008. URL http:
//people.uncw.edu/hermanr/mat463/
ODEBook/Book/ODE
_
LargeFont.pdf.
Creative Commons Attribution
NoncommercialShare Alike 3.0 United
States License
L
x
y(x) =a
0
(x)y(x) +a
1
(x)
d
dx
y(x) +a
2
(x)
d
2
dx
2
y(x) = f (x). (10.1)
The differential operator is dened by
L
x
y(x) =a
0
(x) +a
1
(x)
d
dx
+a
2
(x)
d
2
dx
2
. (10.2)
The solutions y(x) are often subject to boundary conditions of various
forms.
Dirichlet boundary conditions are of the form y(a) = y(b) = 0 for some
a, b.
Neumann boundary conditions are of the form y
(a) = y
(a) =
y
(x)
d
dx
+q(x)
(10.4)
154 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
is called SturmLiouville differential operator.
For a proof, we insert p(x), q(x) and F(x) into the SturmLiouville form
of Eq. (10.3) and compare it with Eq. (10.1).
_
d
dx
_
e
_
a
1
(x)
a
2
(x)
dx
d
dx
_
+
a
0
(x)
a
2
(x)
e
_
a
1
(x)
a
2
(x)
dx
_
y(x) =
f (x)
a
2
(x)
e
_
a
1
(x)
a
2
(x)
dx
e
_
a
1
(x)
a
2
(x)
dx
_
d
2
dx
2
+
a
1
(x)
a
2
(x)
d
dx
+
a
0
(x)
a
2
(x)
_
y(x) =
f (x)
a
2
(x)
e
_
a
1
(x)
a
2
(x)
dx
_
a
2
(x)
d
2
dx
2
+a
1
(x)
d
dx
+a
0
(x)
_
y(x) = f (x).
(10.5)
10.2 SturmLiouville eigenvalue problem
The SturmLiouville eigenvalue problem is given by the differential equa
tion
S
x
(x) =(x)(x), or
d
dx
_
p(x)
d
dx
_
(x) +[q(x) (x)](x) =0
(10.6)
for x (a, b) and continuous p(x) >0, p
j

k
=
_
b
a
j
(x)
k
(x)(x)dx =
j k
(10.7)
the set of eigenfunctions is complete; that is, any piecewise smooth
function can be represented by
f (x) =
k=1
c
k
k
(x),
with
c
k
=
f 
k
(x)
k
(x)
k
(x)
.
(10.8)
the orthonormal (with respect to the weight ) set {
j
(x)  j N} is a
basis of a Hilbert space with the inner product
f  g =
_
b
a
f (x)g(x)(x)dx. (10.9)
STURMLI OUVI LLE THEORY 155
10.3 Adjoint and selfadjoint operators
In operator theory, just as in matrix theory, we can dene an adjoint oper
ator via the scalar product dened in Eq. (10.9). In this formalization, the
SturmLiouville differential operator S is selfadjoint.
Let us rst dene the domain of a differential operator L as the set of
all square integrable (with respect to the weight (x)) functions satisfying
boundary conditions.
_
b
a
(x)
2
(x)dx <. (10.10)
Then, the adjoint operator L
is dened by satisfying
 L =
_
b
a
(x)[L(x)](x)dx
=L
 =
_
b
a
[L
(x)](x)(x)dx
(10.11)
for all (x) in the domain of L
(x) +a
1
(x)
(x) +a
0
(x)(x)]dx
(10.12)
from to by one and two partial integrations.
Integrating the kernel a
1
(x)
(x)dx = (x)a
1
(x)(x)
b
a
_
b
a
((x)a
1
(x))
(x)dx. (10.13)
Integrating the kernel a
2
(x)
(x)dx = (x)a
2
(x)
(x)
b
a
_
b
a
((x)a
2
(x))
(x)dx
= (x)a
2
(x)
(x)
b
a
((x)a
2
(x))
(x)
b
a
+
_
b
a
((x)a
2
(x))
(x)dx
= (x)a
2
(x)
(x) ((x)a
2
(x))
(x)
b
a
+
_
b
a
((x)a
2
(x))
(x)dx.
(10.14)
Combining these two calculations yields
 L =
_
b
a
(x)[L
x
(x)](x)dx
=
_
b
a
(x)[a
2
(x)
(x) +a
1
(x)
(x) +a
0
(x)(x)]dx
= (x)a
1
(x)(x) +(x)a
2
(x)
(x) ((x)a
2
(x))
(x)
b
a
+
_
b
a
[(a
2
(x)(x))
(a
1
(x)(x))
+a
0
(x)(x)](x)dx.
(10.15)
If the terms with no integral vanish (because of boundary contitions or
other reasons); that is, if
(x)a
1
(x)(x) +(x)a
2
(x)
(x) ((x)a
2
(x))
(x)
b
a
=0,
then Eq. (10.15) reduces to
 L =
_
b
a
[(a
2
(x)(x))
(a
1
(x)(x))
+a
0
(x)(x)](x)dx, (10.16)
156 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
and we can identify the adjoint differential operator L
x
with
L
x
=
d
2
dx
2
a
2
(x)
d
dx
a
1
(x) +a
0
(x)
=
d
dx
_
a
2
(x)
d
dx
+a
2
(x)
_
a
1
(x) a
1
(x)
d
dx
+a
0
(x)
=a
2
(x)
d
dx
+a
2
(x)
d
2
dx
2
+a
2
(x) +a
2
(x)
d
dx
a
1
(x) a
1
(x)
d
dx
+a
0
(x)
=a
2
(x)
d
2
dx
2
+[2a
2
(x) a
1
(x)]
d
dx
+a
2
(x) a
1
(x) +a
0
(x).
(10.17)
If
L
x
=L
x
, (10.18)
the operator L
x
is called selfadjoint.
In order to prove that the SturmLiouville differential operator
S =
d
dx
_
p(x)
d
dx
_
+q(x) =p(x)
d
2
dx
2
+p
(x)
d
dx
+q(x) (10.19)
from Eq. (10.4) is selfadjoint, we verify Eq. (10.17) with S
(x), and a
0
(x) = q(x);
hence
S
x
=a
2
(x)
d
2
dx
2
+[2a
2
(x) a
1
(x)]
d
dx
+a
2
(x) a
1
(x) +a
0
(x)
=p(x)
d
2
dx
2
+[2p
(x) p
(x)]
d
dx
+p
(x) p
(x) +q(x)
=p(x)
d
2
dx
2
+p
(x)
d
dx
q(x)
=S
x
.
(10.20)
Alternatively we could argue from Eqs. (10.17) and (10.18), noting that a
differential operator is selfadjoint if and only if
L
x
=a
2
(x)
d
2
dx
2
a
1
(x)
d
dx
+a
0
(x)
=L
x
=a
2
(x)
d
2
dx
2
+[2a
2
(x) a
1
(x)]
d
dx
+a
2
(x) a
1
(x) +a
0
(x).
(10.21)
By comparison of the coefcients,
a
2
(x) =a
2
(x),
a
1
(x) =[2a
2
(x) a
1
(x)],
a
0
(x) =+a
2
(x) a
1
(x) +a
0
(x),
(10.22)
and hence,
a
2
(x) =a
1
(x), (10.23)
which is exactly the form of the SturmLiouville differential operator.
10.4 SturmLiouville transformation into Liouville normal form
Let, for x [a, b],
[S
x
(x)]y(x) =0,
d
dx
_
p(x)
d
dx
_
y(x) +[q(x) (x)]y(x) =0,
_
p(x)
d
2
dx
2
+p
(x)
d
dx
+q(x) (x)
_
y(x) =0,
_
d
2
dx
2
+
p
(x)
p(x)
d
dx
+
q(x)(x)
p(x)
_
y(x) =0
(10.24)
STURMLI OUVI LLE THEORY 157
be a second order differential equation of the SturmLiouville form
4
.
4
Garrett Birkhoff and GianCarlo Rota.
Ordinary Differential Equations. John
Wiley & Sons, New York, Chichester,
Brisbane, Toronto, fourth edition, 1959,
1960, 1962, 1969, 1978, and 1989
This equation (10.24) can be written in the Liouville normal form con
taining no rst order differentiation term
d
2
dt
2
w(t ) +[ q(t ) ]w(t ) =0, with t [0, c]. (10.25)
It is obtained via the SturmLiouville transformation
=t (x) =
_
x
a
_
(s)
p(s)
ds,
w(t ) =
4
_
p(x(t ))(x(t ))y(x(t )),
(10.26)
where
q(t ) =
1
_
q
4
p
_
p
_
1
4
p
_
_
. (10.27)
The apostrophe represents derivation with respect to x.
Suppose we want to know the normalized eigenfunctions of
x
2
y
3xy
x
4
y(x(t )) =xy,
q(t ) =
1
x
_
x
4
x
4
_
x
3
_
1
4
x
4
_
_
=0.
(10.31)
We now take the Ansatz y =
1
x
w(t (x)) =
1
x
w(logx) and nally obtain the
Liouville normal form
w
=w. (10.32)
As an Ansatz for solving the Liouville normal form we use
w() =asin(
) +bcos(
) (10.33)
The boundary conditions translate into x = 1 = 0, and x = 2 =
log2. From w(0) =0 we obtain b =0. From w(log2) = asin(
log2) =0 we
obtain
_
n
log2 =n.
158 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Thus the eigenvalues are
n
=
_
n
log2
_
2
. (10.34)
The associated eigenfunctions are
w
n
() =asin
_
n
log2
_
, (10.35)
and thus
y
n
=
1
x
asin
_
n
log2
logx
_
. (10.36)
We can check that they are orthonormal by inserting into Eq. (10.7) and
verifying it; that is,
2
_
1
(x)y
n
(x)y
m
(x)dx =
nm
; (10.37)
more explicitly,
2
_
1
dxx
_
1
x
2
_
a
2
sin
_
n
logx
log2
_
sin
_
m
logx
log2
_
[variable substitution u =
logx
log2
du
dx
=
1
log2
1
x
, u =
dx
x log2
]
=
u=1
_
u=0
dulog2a
2
sin(nu) sin(mu)
=a
2
_
log2
2
_
. .
=1
2
_
1
0
dusin(nu) sin(mu)
. .
=
nm
=
nm
.
(10.38)
Finally, with a =
_
2
log2
we obtain the solution
y
n
=
_
2
log2
1
x
sin
_
n
logx
log2
_
. (10.39)
10.5 Varieties of SturmLiouville differential equations
A catalogue of SturmLiouville differential equations comprises the fol
lowing species, among many others
5
. Some of these cases are tabellated
5
George B. Arfken and Hans J. Weber.
Mathematical Methods for Physicists.
Elsevier, Oxford, 6th edition, 2005. ISBN
0120598760;0120885840; M. A. Al
Gwaiz. SturmLiouville Theory and its
Applications. Springer, London, 2008;
and William Norrie Everitt. A catalogue of
SturmLiouville differential equations. In
SturmLiouville Theory, Past and Present,
pages 271331. Birkhuser Verlag, Basel,
2005. URL http://www.math.niu.edu/
SL2/papers/birk0.pdf
as functions p, q, and appearing in the general form of the Sturm
Liouville eigenvalue problem (10.6)
S
x
(x) =(x)(x), or
d
dx
_
p(x)
d
dx
_
(x) +[q(x) +(x)](x) =0
(10.40)
in Table 10.1.
(1x)
Legendre 1x
2
0 l (l +1) 1
Shifted Legendre x(1x) 0 l (l +1) 1
Associated Legendre 1x
2
m
2
1x
2
l (l +1) 1
Chebyshev I
_
1x
2
0 n
2 1
1x
2
Shifted Chebyshev I
x(1x) 0 n
2 1
x(1x)
Chebyshev II (1x
2
)
3
2 0 n(n +2)
_
1x
2
Ultraspherical (Gegenbauer) (1x
2
)
+
1
2 0 n(n +2) (1x
2
)
1
2
Bessel x
n
2
x
a
2
x
Laguerre xe
x
0 e
x
Associated Laguerre x
k+1
e
x
0 k x
k
e
x
Hermite xe
x
2
0 2 e
x
Fourier 1 0 k
2
1
(harmonic oscillator)
Schrdinger 1 l (l +1)x
2
1
(hydrogen atom)
Table 10.1: Some varieties of differential
equations expressible as SturmLiouville
differential equations
11
Separation of variables
This chapter deals with the ancient alchemic suspicion of solve et coagula
that it is possible to solve a problem by separation and joining together
for a counterexample see the KochenSpecker theorem on page 68) trans
lated into the context of partial differential equations; that is, equations
with derivatives of more than one variable. Already Descartes mentioned
this sort of method in his Discours de la mthode pour bien conduire sa
raison et chercher la verit dans les sciences (English translation: Discourse
on the Method of Rightly Conducting Ones Reason and of Seeking Truth)
1 1
Rene Descartes. Discours de la mthode
pour bien conduire sa raison et chercher
la verit dans les sciences (Discourse on
the Method of Rightly Conducting Ones
Reason and of Seeking Truth). 1637. URL
http://www.gutenberg.org/etext/59
stating that (in a newer translation
2
)
2
Rene Descartes. The Philosophical Writ
ings of Descartes. Volume 1. Cambridge
University Press, Cambridge, 1985. trans
lated by John Cottingham, Robert Stoothoff
and Dugald Murdoch
[Rule Five:] The whole method consists entirely in the ordering and arranging
of the objects on which we must concentrate our minds eye if we are to dis
cover some truth . We shall be following this method exactly if we rst reduce
complicated and obscure propositions step by step to simpler ones, and then,
starting with the intuition of the simplest ones of all, try to ascend through
the same steps to a knowledge of all the rest. [Rule Thirteen:] If we perfectly
understand a problem we must abstract it from every superuous conception,
reduce it to its simplest terms and, by means of an enumeration, divide it up
into the smallest possible parts.
The method of separation of variables is one among a couple of strate
gies to solve differential equations
3
, but it is a very important one in
3
Lawrence C. Evans. Partial differ
ential equations. Graduate Studies in
Mathematics, volume 19. American
Mathematical Society, Providence, Rhode
Island, 1998; and Klaus Jnich. Analysis
fr Physiker und Ingenieure. Funktionen
theorie, Differentialgleichungen, Spezielle
Funktionen. Springer, Berlin, Heidel
berg, fourth edition, 2001. URL http:
//www.springer.com/mathematics/
analysis/book/9783540419853
physics.
Separation of variables can be applied whenever we have no mixtures
of derivatives and functional dependencies; more specically, whenever
the partial differential equation can be written as a sum
L
x,y
(x, y) =(L
x
+L
y
)(x, y) =0, or
L
x
(x, y) =L
y
)(x, y).
(11.1)
Because in this case we may make a multiplicative Ansatz
(x, y) =v(x)u(y). (11.2)
162 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Inserting (11.2) into (11.1) effectively separates the variable dependencies
L
x
v(x)u(y) =L
y
v(x)u(y),
u(y) [L
x
v(x)] =v(x)
_
L
y
u(y)
_
,
1
v(x)
L
x
v(x) =
1
u(y)
L
y
u(y) =a,
(11.3)
with constant a, because
L
x
v(x)
v(x)
does not depend on x, and
L
y
u(y)
u(y)
does not
depend on y. Therefore, neither side depends on x or y; hence both sides
are constants.
As a result, we can treat and integrate both sides separately; that is,
1
v(x)
L
x
v(x) =a,
1
u(y)
L
y
u(y) =a,
(11.4)
or As a result, we can treat and integrate both sides separately; that is,
L
x
v(x) av(x) =0,
L
y
u(y) +au(y) =0.
(11.5)
This separation of variable Ansatz can be very often used whenever the
Laplace operator = is involved, since there the partial derivatives
with respect to different variables occur in different summands.
For the sake of demonstration, let us consider a few examples.
1. Let us separate the homogenuous Laplace differential equation
=
1
u
2
+v
2
_
u
2
+
v
2
_
+
z
2
=0 (11.6)
in parabolic cylinder coordinates (u, v, z) with x =
_
1
2
(u
2
v
2
), uv, z
_
.
The separation of variables Ansatz is
(u, v, z) =
1
(u)
2
(v)
3
(z).
Then,
1
u
2
+v
2
_
1
u
2
+
1
2
v
2
_
+
1
z
2
=0
1
u
2
+v
2
_
1
+
2
_
=
3
==const.
is constant because it does neither depend on u, v (because of the
right hand side
3
(z)/
3
(z)), nor on z (because of the left hand side).
Furthermore,
1
u
2
=
2
+v
2
=l
2
=const.
with constant l for analoguous reasons. The three resulting differential
equations are
1
(u
2
+l
2
)
1
= 0,
2
(v
2
l
2
)
2
= 0,
3
+
3
= 0.
SEPARATI ON OF VARI ABLES 163
2. Let us separate the homogenuous (i) Laplace, (ii) wave, and (iii) dif
fusion equations, in elliptic cylinder coordinates (u, v, z) withx =
(acoshucosv, asinhusinv, z) and
=
1
a
2
(sinh
2
u +sin
2
v)
_
2
u
2
+
2
v
2
_
+
2
z
2
.
ad (i): Again the separation of variables Ansatz is (u, v, z) =
1
(u)
2
(v)
3
(z).
Hence,
1
a
2
(sinh
2
u+sin
2
v)
_
3
2
1
u
2
+
1
3
2
2
v
2
_
=
1
2
2
z
2
,
1
a
2
(sinh
2
u+sin
2
v)
_
1
+
2
_
=
3
=k
2
=const. =
3
+k
2
3
=0
1
+
2
=k
2
a
2
(sinh
2
u +sin
2
v),
1
k
2
a
2
sinh
2
u =
2
+k
2
a
2
sin
2
v =l
2
,
(11.7)
and nally,
1
(k
2
a
2
sinh
2
u +l
2
)
1
= 0,
2
(k
2
a
2
sin
2
v l
2
)
2
= 0.
ad (ii): the wave equation is given by
=
1
c
2
t
2
.
Hence,
1
a
2
(sinh
2
u +sin
2
v)
_
2
u
2
+
2
v
2
+
_
+
z
2
=
1
c
2
t
2
.
The separation of variables Ansatz is (u, v, z, t ) =
1
(u)
2
(v)
3
(z)T(t )
=
1
a
2
(sinh
2
u+sin
2
v)
_
1
+
2
_
+
3
=
1
c
2
T
T
=
2
=const.,
1
c
2
T
T
=
2
=T
+c
2
2
T =0,
1
a
2
(sinh
2
u+sin
2
v)
_
1
+
2
_
=
3
2
=k
2
,
3
+(
2
+k
2
)
3
=0
1
+
2
=k
2
a
2
(sinh
2
u +sin
2
v)
1
a
2
k
2
sinh
2
u =
2
+a
2
k
2
sin
2
v =l
2
,
(11.8)
and nally,
1
(k
2
a
2
sinh
2
u +l
2
)
1
= 0,
2
(k
2
a
2
sin
2
v l
2
)
2
= 0.
ad (iii): The diffusion equation is =
1
D
t
.
The separation of variables Ansatz is (u, v, z, t ) =
1
(u)
2
(v)
3
(z)T(t ).
Let us take the result of (i), then
1
a
2
(sinh
2
u+sin
2
v)
_
1
+
2
_
+
3
=
1
D
T
T
=
2
=const.
T = Ae
2
Dt
3
+(
2
+k
2
)
3
=0 =
3
=(
2
+k
2
)
3
=
3
=Be
i
2
+k
2
z
(11.9)
164 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
and nally,
1
(
2
k
2
sinh
2
u +l
2
)
1
= 0
2
(
2
k
2
sin
2
v l
2
)
2
= 0
12
Special functions of mathematical physics
This chapter follows several good approaches
1
. For reference, consider
2
.
1
N. N. Lebedev. Special Functions and
Their Applications. PrenticeHall Inc.,
Englewood Cliffs, N.J., 1965. R. A. Sil
verman, translator and editor; reprinted
by Dover, New York, 1972; Herbert S.
Wilf. Mathematics for the physical sci
ences. Dover, New York, 1962. URL
http://www.math.upenn.edu/~wilf/
website/Mathematics
_
for
_
the
_
Physical
_
Sciences.html; W. W. Bell.
Special Functions for Scientists and En
gineers. D. Van Nostrand Company Ltd,
London, 1968; Nico M. Temme. Special
functions: an introduction to the classical
functions of mathematical physics. John
Wiley & Sons, Inc., New York, 1996. ISBN
0471113131; George E. Andrews, Richard
Askey, and Ranjan Roy. Special Functions,
volume 71 of Encyclopedia of Mathematics
and its Applications. Cambridge Uni
versity Press, Cambridge, 1999. ISBN
0521623219; Vadim Kuznetsov. Special
functions and their symmetries. Part I:
Algebraic and analytic methods. Post
graduate Course in Applied Analysis, May
2003. URL http://www1.maths.leeds.
ac.uk/~kisilv/courses/spfunct.pdf;
and Vladimir Kisil. Special functions
and their symmetries. Part II: Algebraic
and symmetry methods. Postgraduate
Course in Applied Analysis, May 2003.
URL http://www1.maths.leeds.ac.uk/
~kisilv/courses/sprepr.pdf
2
Milton Abramowitz and Irene A. Stegun,
editors. Handbook of Mathematical
Functions with Formulas, Graphs, and
Mathematical Tables. Number 55 in
National Bureau of Standards Applied
Mathematics Series. U.S. Government
Printing Ofce, Washington, D.C., 1964.
Corrections appeared in later printings
up to the 10th Printing, December, 1972.
Reproductions by other publishers, in
whole or in part, have been available since
1965; Yuri Alexandrovich Brychkov and
Anatolii Platonovich Prudnikov. Handbook
of special functions: derivatives, integrals,
series and other formulas. CRC/Chapman
& Hall Press, Boca Raton, London, New
York, 2008; and I. S. Gradshteyn and I. M.
Ryzhik. Tables of Integrals, Series, and
Products, 6th ed. Academic Press, San
Diego, CA, 2000
Special functions often arise as solutions of differential equations; for
instance as eigenfunctions of differential operators in quantum mechanics.
Sometimes they occur after several separation of variables and substitution
steps have transformed the physical problem into something manageable.
For instance, we might start out with some linear partial differential equa
tion like the wave equation, then separate the space from time coordinates,
then separate the radial from the angular components, and nally separate
the two angular parameter. After we have done that, we end up with sev
eral separate differential equations of the Liouville form; among them the
Legendre differential equation leading us to the Legendre polynomials.
In what follows a particular class of special functions will be consid
ered. These functions are all special cases of the hypergeometric function ,
which is the solution of the hypergeometric equation. The hypergeometric
function exhibis a high degree of plasticity, as many elementary analytic
functions can be expressed by them.
First, as a prerequisite, let us dene the gamme function. Then we pro
ceed to second order Fuchsian differential equations; followed by a rewrit
ing of this Fuchsian differential equations into hypergeometric equation.
Then we study the hypergeometric function as a solution to the hyperge
ometric equation. Finally, we mention some particular hypergeometric
functions, such as the Legendre orthogonal polynomials, and others.
Again, if not mentioned otherwise, we shall restrict our attention to
second order differential equations. Sometimes such as for the Fuchsian
class a generalization is possible but not very relevant for physics.
12.1 Gamma function
Although the gamma function (x) is an extension of the factorial function
n! as
(n +1) =n! for n N, (12.1)
166 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
it is also for real or complex arguments.
Let us rst dene the shifted factorial or, by another naming, the
Pochhammer symbol
(a)
0
=1, (a)
n
=a(a +1) (a +n 1), for n >0, (12.2)
where a can be any real or complex number.
With this denition,
z!(z +1)
n
=1 2 z (z +1)((z +1) +1) ((z +1) +n 1)
=1 2 z (z +1)(z +2) (z +n)
=(z +n)!, or
z! =
(z+n)!
(z+1)
n
.
(12.3)
Since
(z +n)! =(n +z)!
=1 2 n (n +1)(n +2) (n +z)
=n! (n +1)(n +2) (n +z)
=n! (n +1)(n +2) (n +z)
=n!(n +1)
z
,
(12.4)
we can rewrite Eq. (12.3) into
z! =
n!(n +1)
z
(z +1)
n
=
n!n
z
(z +1)
n
(n +1)
z
n
z
. (12.5)
Since the latter factor, for large n, converges as [O(x) means of the
order of x]
(n+1)
z
n
z
=
(n+1)((n+1)+1)((n+1)+z1)
n
z
=
n
z
+O(n
z1
)
n
z
=
n
z
n
z
+
O(n
z1
)
n
z
=1+O(n
1
)
n
1,
(12.6)
in this limit, Eq. (12.5) can be written as
z! = lim
n
z! = lim
n
n!n
z
(z +1)
n
. (12.7)
Hence, for all z C which are not equal to a negative integer that is,
z = 0, 1, 2, . . . we can, in analogy to the classical factorial, dene a
factorial function shifted by one as
(z +1) =lim
n
n!n
z
(z+1)
n
, or
(z) =lim
n
n!n
z1
(z)
n
.
(12.8)
Hence we effectively express z! in Eq. (12.3) in terms of (z +1), which also
implies that
(z +1) =z(z), (12.9)
as well as (n +1) =n! for n N. Note that, since
(1)
n
=1(1+1)(1+2) (1n 1) =n!, (12.10)
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 167
Eq. (12.8) yields
(1) = lim
n
n!n
0
(1)
n
= lim
n
n!
n!
=1. (12.11)
We state without proof that, for positive real parts x, (x) has an inte
gral representation as
(x) =
_
0
t
x1
e
t
dt . (12.12)
Also the next formulae
(
1
2
) =
(n2)!!
2
(n1)/2
, for n >0, and
(x)(1x) =
sin(x)
, Eulers reection formula,
(12.13)
are stated without proof.
Here, the double factorial is dened by
n!! =
_
_
1 for n =1, 0, and
2 4 (n 2) n
=(2k)!! =
k
i =1
(2i )
=2
n/2
_
1 2
(n2)
2
n
2
_
=k!2
k
for positive even n =2k, k 1, and
1 3 (n 2) n
=(2k 1)!! =
k
i =1
(2i 1)
=
12(2k2)(2k1)(2k)
(2k)!!
=
(2k)!
k!2
k
for odd positive n =2k 1, k 1.
(12.14)
Stirlings formula [again, O(x) means of the order of x]
logn! =nlogn n +O(log(n)), or
n!
n
2n
_
n
e
_
n
, or, more generally,
log(x) =
_
2
x
_
x
e
_
x
_
1+O
_
1
x
__
(12.15)
is stated without proof.
12.2 Beta function
The beta function, also called the Euler integral of the rst kind, is a special
function dened by
B(x, y) =
_
1
0
t
x1
(1t )
y1
dt =
(x)(y)
(x +y)
for x, y >0 (12.16)
No proof of the identity of the two representations in terms of an integral,
and of functions is given.
12.3 Fuchsian differential equations
Many differential equations of theoretical physics are Fuchsian equations.
We shall therefore study this class in some generality.
168 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
12.3.1 Regular, regular singular, and irregular singular point
Consider the homogenuous differential equation [Eq. (10.1) on page 153 is
inhomogenuos]
L
x
y(x) =a
2
(x)
d
2
dx
2
y(x) +a
1
(x)
d
dx
y(x) +a
0
(x)y(x) =0. (12.17)
If a
0
(x), a
1
(x) and a
2
(x) are analytic at some point x
0
and in its neighbor
hood, and if a
2
(x
0
) = 0 at x
0
, then x
0
is called an ordinary point, or regular
point. We state without proof that in this case the solutions around x
0
can
be expanded as power series. In this case we can divide equation (12.17) by
a
2
(x) and rewite it
1
a
2
(x)
L
x
y(x) =
d
2
dx
2
y(x) +d(x)
d
dx
y(x) +e(x)y(x) =0, (12.18)
with d(x) =a
1
(x)/a
2
(x) and e(x) =a
0
(x)/a
2
(x).
If, however, a
2
(x
0
) = 0 and a
1
(x
0
) or a
0
(x
0
) are nonzero, the x
0
is called
singular point of (12.17). The simplest case is if a
0
(x
0
) has a simple zero at
x
0
; then both d(x) and e(x) in (12.18) have at most simple poles.
Furthermore, for reasons disclosed later mainly motivated by the
possibility to write the solutions as power series a point x
0
is called a
regular singular point of Eq. (12.17) if
lim
xx
0
(x x
0
)a
1
(x)
a
2
(x)
, as well as lim
xx
0
(x x
0
)
2
a
0
(x)
a
2
(x)
(12.19)
both exist. If any one of these limits does not exist, the singular point is an
irregular singular point.
A very important case is the case of the Fuchsian differential equation,
where in (12.18)
d(x) has at most a single pole, and
e(x) has at most a double pole.
The simples realization of this
case is for
a
2
(x) =a(x x
0
),
a
1
(x) =b(x x
0
),
a
0
(x) =c.
Stated differently, a linear ordinary differential equation is called Fuchsian
if every singular point, including innity, is regular. Hence, in Eq. (12.18),
the equation is of the Fuchsian class if the coefcients are of the form
d(x) =
k
j =1
q
1
(x)
(xx
j
)
, and
e(x) =
k
j =1
q
0
(x)
(xx
j
)
2
,
(12.20)
where the x
1
, . . . , x
k
are k (singular) points, and q
1
(x) and q
0
(x) are poly
nomials of degree less then or equal to k and 2k, respectively. Hence, the
coefcients of Fuchsian equations must be rational functions; that is, they
must be of the form
P(x)
Q(x)
, where P(x) and Q(x) are polynomials in x with
real coefcients.
The hypergeometric differential equation is a Fuchsian differential equa
tion which has at most three regular singularities, including innity, at 0, 1,
and
3
.
3
Vadim Kuznetsov. Special functions
and their symmetries. Part I: Algebraic
and analytic methods. Postgraduate
Course in Applied Analysis, May 2003.
URL http://www1.maths.leeds.ac.uk/
~kisilv/courses/spfunct.pdf
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 169
12.3.2 Power series solution
Now let us get more concrete about the solution of Fuchsian equations by
power series.
In order to get a feeling for power series solutions of differential equa
tions, consider the rst order Fuchsian equation
4 4
Ron Larson and Bruce H. Edwards.
Calculus. Brooks/Cole Cengage Learning,
Belmont, CA, 9th edition, 2010. ISBN
9780547167022
y
y =0. (12.21)
Make the Ansatz that the solution can be expanded into a power series of
the form
y(x) =
j =0
a
j
x
j
. (12.22)
Then, Eq. (12.21) can be written as
_
d
dx
j =0
a
j
x
j
_
j =0
a
j
x
j
=0,
j =0
j a
j
x
j 1
j =0
a
j
x
j
=0,
j =1
j a
j
x
j 1
j =0
a
j
x
j
=0,
m=j 1=0
(m+1)a
m+1
x
m
j =0
a
j
x
j
=0,
j =0
( j +1)a
j +1
x
j
j =0
a
j
x
j
=0,
(12.23)
and hence, by comparing the coefcients of x
j
, for n 0,
( j +1)a
j +1
=a
j
, or
a
j +1
=
a
j
j +1
=a
0
j +1
( j +1)!
, and
a
j
=a
0
j
j !
.
(12.24)
Therefore,
y(x) =
j =0
a
0
j
j !
x
j
=a
0
j =0
(x)
j
j !
=a
0
e
x
. (12.25)
In the Fuchsian case let us consider the following generalized power
series Ansatz around a regular singular point x
0
, which can be motivated by
Eq. (12.20), and by the Laurent series expansion (6.23)(6.25) on page 115:
d(x) =
A
1
(x)
xx
0
=
j =0
j
(x x
0
)
j 1
, for 0 <x x
0
 <r
1
,
e(x) =
A
2
(x)
(xx
0
)
2
=
j =0
j
(x x
0
)
j 2
, for 0 <x x
0
 <r
2
,
y(x) =(x x
0
)
l =0
w
l
(x x
0
)
l
=
l =0
w
l
(x x
0
)
l +
, with w
0
=0.
(12.26)
170 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Eq. (12.18) then becomes
d
2
dx
2
y(x) +d(x)
d
dx
y(x) +e(x)y(x) =0,
_
d
2
dx
2
+
j =0
j
(x x
0
)
j 1 d
dx
y(x) +
j =0
j
(x x
0
)
j 2
_
l =0
w
l
(x x
0
)
l +
=0,
(l +)(l +1)
l =0
w
l
(x x
0
)
l +2
+
_
(l +)
l =0
w
l
(x x
0
)
l +1
_
j =0
j
(x x
0
)
j 1
+
_
l =0
w
l
(x x
0
)
l +
_
j =0
j
(x x
0
)
j 2
=0,
(l +)(l +1)
l =0
w
l
(x x
0
)
l +2
+
_
(l +)
l =0
w
l
(x x
0
)
l +1
_
j =0
j
(x x
0
)
j 1
+
_
l =0
w
l
(x x
0
)
l +
_
j =0
j
(x x
0
)
j 2
=0,
(x x
0
)
2
l =0
(x x
0
)
l
[(l +)(l +1)w
l
+(l +)w
l
j =0
j
(x x
0
)
j
+w
l
j =0
j
(x x
0
)
j
_
=0,
(x x
0
)
2
l =0
(l +)(l +1)w
l
(x x
0
)
l
+
l =0
(l +)w
l
j =0
j
(x x
0
)
l +j
+
l =0
w
l
j =0
j
(x x
0
)
l +j
=0.
Next, in order to reach a common power of (x x
0
), we perform an index
identication l =m in the rst summand, as well as an index shift
l + j =m, j =ml , since l 0 and j 0 0 l m
in the second and third summands (where the order of the sums change):
(x x
0
)
2
l =0
(l +)(l +1)w
l
(x x
0
)
l
+
j =0
l =0
(l +)w
l
j
(x x
0
)
l +j
+
j =0
l =0
w
l
j
(x x
0
)
l +j
=0,
(x x
0
)
2
m=0
(m+)(m+1)w
m
(x x
0
)
m
+
m=0
m
l =0
(l +)w
l
ml
(x x
0
)
l +ml
+
m=0
m
l =0
w
l
ml
(x x
0
)
l +ml
=0,
(x x
0
)
2
_
m=0
(x x
0
)
m
[(m+)(m+1)w
m
+
m
l =0
(l +)w
l
ml
+
m
l =0
w
l
ml
__
=0,
(x x
0
)
2
_
m=0
(x x
0
)
m
[(m+)(m+1)w
m
+
m
l =0
w
l
_
(l +)
ml
+
ml
___
=0.
(12.27)
If we can divide this equation through (x x
0
)
2
and exploit the linear
independence of the polynomials (x x
0
)
m
, we obtain an innite number
of equations for the innite number of coefcients w
m
by requiring that all
the terms inbetween the [ ]brackets in Eq. (12.27) vanish individually.
In particular, for m=0 and w
0
=0,
(0+)(0+1)w
0
+w
0
_
(0+)
0
+
0
_
=0
(1) +
0
+
0
= f
0
() =0.
(12.28)
The radius of convergence of the sulution will, in accordance with the
Laurent series expansion, extend to the next singularity.
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 171
Note that in Eq. (12.28) we have dened f
0
() which we will use now.
Furthermore, for successive m, and with the denition of f
k
() =
k
+
k
,
we obtain the sequence of linear equations
w
0
f
0
() =0
w
1
f
0
(+1) +w
0
f
1
() =0,
w
2
f
0
(+2) +w
1
f
1
(+1) +w
0
f
2
() =0,
.
.
.
w
n
f
0
(+n) +w
n1
f
1
(+n 1) + +w
0
f
n
() =0.
(12.29)
which can be used for an inductive determination of the coefcients w
k
.
Eq. (12.28) is a quadratic equation
2
+(
0
1) +
0
=0 for the charac
teristic exponents
1,2
=
1
2
_
1
0
_
(1
0
)
2
4
0
_
(12.30)
We state without proof that, if the difference of the characteristic expo
nents
2
=
_
(1
0
)
2
4
0
(12.31)
is nonzero and not an integer, then the two solutions found from
1,2
through the generalized series Ansatz (12.26) are linear independent.
If, however
1
=
2
+n with n Z then we can only obtain a single
solution of the Fuchsian equation. In order to obtain anotherlinear inde
pendent solution we have to employ the dAlambert reduction, which is a
general method to obtain another, linear independent solution y
2
(x) from
an existing particular solution y
1
(x) by
y
2
(x) = y
1
(x)
_
x
u(s)ds. (12.32)
Inserting y
2
(x) from (12.32) into the Fuchsian equation (12.18), and using
172 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
the fact that by assumption y
1
(x) is a solution of it, yields
d
2
dx
2
y
2
(x) +d(x)
d
dx
y
2
(x) +e(x)y
2
(x) =0,
d
2
dx
2
y
1
(x)
_
x
u(s)ds +d(x)
d
dx
y
1
(x)
_
x
u(s)ds +e(x)y
1
(x)
_
x
u(s)ds =0,
d
dx
__
d
dx
y
1
(x)
_
_
x
u(s)ds +y
1
(x)u(x)
_
+d(x)
_
d
dx
y
1
(x)
_
_
x
u(s)ds +y
1
(x)u(x) +e(x)y
1
(x)
_
x
u(s)ds =0,
_
d
2
dx
2
y
1
(x)
_
_
x
u(s)ds +
_
d
dx
y
1
(x)
_
u(x) +
_
d
dx
y
1
(x)
_
u(x) +y
1
(x)
_
d
dx
u(x)
_
+d(x)
_
d
dx
y
1
(x)
_
_
x
u(s)ds +d(x)y
1
(x)u(x) +e(x)y
1
(x)
_
x
u(s)ds =0,
_
d
2
dx
2
y
1
(x)
_
_
x
u(s)ds +d(x)
_
d
dx
y
1
(x)
_
_
x
u(s)ds +e(x)y
1
(x)
_
x
u(s)ds
+d(x)y
1
(x)u(x) +
_
d
dx
y
1
(x)
_
u(x) +
_
d
dx
y
1
(x)
_
u(x) +y
1
(x)
_
d
dx
u(x)
_
=0,
_
d
2
dx
2
y
1
(x)
_
_
x
u(s)ds +d(x)
_
d
dx
y
1
(x)
_
_
x
u(s)ds +e(x)y
1
(x)
_
x
u(s)ds
+y
1
(x)
_
d
dx
u(x)
_
+2
_
d
dx
y
1
(x)
_
u(x) +d(x)y
1
(x)u(x) =0,
__
d
2
dx
2
y
1
(x)
_
+d(x)
_
d
dx
y
1
(x)
_
+e(x)y
1
(x)
_
_
x
u(s)ds
+y
1
(x)
_
d
dx
u(x)
_
+
_
2
_
d
dx
y
1
(x)
_
+d(x)y
1
(x)
_
u(x) =0,
y
1
(x)
_
d
dx
u(x)
_
+
_
2
_
d
dx
y
1
(x)
_
+d(x)y
1
(x)
_
u(x) =0,
(12.33)
and nally,
u
(x) +u(x)
_
2
y
1
(x)
y
1
(x)
+d(x)
_
=0. (12.34)
Let us consider some examples involving Fuchsian equations of the
second order.
1. Let w
+p
1
(z)w
+p
2
(z)w = 0 a Fuchsian equation. Derive from the
Laurent series expansion of p
1
(z) and p
2
(z) with Cauchys integral
formula the following equations:
0
=lim
zz
0
(z z
0
)p
1
(z),
0
=lim
zz
0
(z z
0
)
2
p
2
(z),
(12.35)
where z
0
is a regular singular point.
Let us consider
0
and the Laurent series for
p
1
(z) =
k=1
a
k
(z z
0
)
k
with a
k
=
1
2i
_
p
1
(s)(s z
0
)
(k+1)
ds.
The summands vanish for k < 1, because p
1
(z) has at most a pole of
order one at z
0
. Let us change the index : n = k +1 (=k = n 1) and
n
:= a
n1
; then
p
1
(z) =
n=0
n
(z z
0
)
n1
,
where
n
= a
n1
=
1
2i
_
p
1
(s)(s z
0
)
n
ds;
in particular,
0
=
1
2i
_
p
1
(s)ds.
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 173
Because the equation is Fuchsian, p
1
(z) has only a pole of order one at
z
0
; and p
1
(z) is of the form
p
1
(z) =
a
1
(z)
(z z
0
)
=
p
1
(z)(z z
0
)
(z z
0
)
and
0
=
1
2i
_
p
1
(s)(s z
0
)
(s z
0
)
ds,
where p
1
(s)(s z
0
) is analytic around z
0
; hence we can apply Cauchys
integral formula:
0
= lim
sz
0
p
1
(s)(s z
0
)
An easy way to see this is with the Ansatz: p
1
(z) =
n=0
n
(z z
0
)
n1
;
multiplication with (z z
0
) yields
(z z
0
)p
1
(z) =
n=0
n
(z z
0
)
n
.
In the limit z z
0
,
lim
zz
0
(z z
0
)p
1
(z) =
n
Let us consider
0
and the Laurent series for
p
2
(z) =
k=2
b
k
(z z
0
)
k
with
b
k
=
1
2i
_
p
2
(s)(s z
0
)
(k+1)
ds.
The summands vanish for k < 2, because p
2
(z) has at most a pole of
second order at z
0
. Let us change the index : n =k +2 (=k =n 2) and
n
:=
b
n2
. Hence,
p
2
(z) =
n=0
n
(z z
0
)
n2
,
where
n
=
1
2i
_
p
2
(s)(s z
0
)
(n1)
ds,
in particular,
0
=
1
2i
_
p
2
(s)(s z
0
)ds.
Because the equation is Fuchsian, p
2
(z) has only a pole of the order of
two at z
0
; and p
2
(z) is of the form
p
2
(z) =
a
2
(z)
(z z
0
)
2
=
p
2
(z)(z z
0
)
2
(z z
0
)
2
where a
2
(z) =p
2
(z)(z z
0
)
2
is analytic around z
0
0
=
1
2i
_
p
2
(s)(s z
0
)
2
(s z
0
)
ds;
hence we can apply Cauchys integral formula
0
= lim
sz
0
p
2
(s)(s z
0
)
2
.
174 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
An easy way to see this is with the Ansatz: p
2
(z) =
n=0
n
(z z
0
)
n2
.
multiplication with (z z
0
)
2
, in the limit z z
0
, yields
lim
zz
0
(z z
0
)
2
p
2
(z) =
n
2. For z =, transform the Fuchsian equation w
+p
1
(z)w
+p
2
(z)w =0
above into the new variable t =
1
z
.
t =
1
z
, z =
1
t
, u(t ) :=w
_
1
t
_
=w(z)
dz
dt
=
1
t
2
=
d
dz
=t
2
d
dt
d
2
dz
2
=t
2
d
dt
_
t
2
d
dt
_
=t
2
_
2t
d
dt
t
2
d
2
dt
2
_
=2t
3
d
dt
+t
4
d
2
dt
2
w
(z) =
d
dz
w(z) =t
2
d
dt
u(t ) =t
2
u
(t )
w
(z) =
d
2
dz
2
w(z) =
_
2t
3
d
dt
+t
4
d
2
dt
2
_
u(t ) =2t
3
u
(t ) +t
4
u
(t )
Insertion into the Fuchsian equation w
+p
1
(z)w
+p
2
(z)w =0 yields
2t
3
u
+t
4
u
+p
1
_
1
t
_
(t
2
u
) +p
2
_
1
t
_
u =0,
and hence,
u
+
_
2
t
p
1
_
1
t
_
t
2
_
u
+
p
2
_
1
t
_
t
4
u =0
with p
1
(t ) :=
_
2
t
p
1
_
1
t
_
t
2
_
und p
2
(t ) :=
p
2
_
1
t
_
t
4
ist u
+ p
1
(t )u
+ p
2
(t )u =
0.
3. Find out whether the following differential equations are Fuchsian, and
enumerate the regular singular points:
zw
+(1z)w
=0,
z
2
w
+zw
2
w =0,
z
2
(1+z)
2
w
4w =0,
2z(z +2)w
+w
zw =0.
(12.36)
ad 1: zw
+(1z)w
=0 = w
+
(1z)
z
w
=0
z =0:
0
= lim
z0
z
(1z)
z
=1,
0
= lim
z0
z
2
0 =0.
The equation for the characteristic exponent is
(1) +
0
+
0
=0 =
2
+=0 =
1,2
=0.
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 175
z =: z =
1
t
p
1
(t ) =
2
t
_
1
1
t
_
1
t
t
2
=
2
t
_
1
1
t
_
t
=
1
t
+
1
t
2
=
t +1
t
2
=not Fuchsian.
ad 2: z
2
w
+zw
v
2
w =0 =w
+
1
z
w
v
2
z
2
w =0.
z =0:
0
= lim
z0
z
1
z
=1,
0
= lim
z0
z
2
_
v
2
z
2
_
=v
2
.
=
2
+v
2
=0 =
1,2
=v
z =: z =
1
t
p
1
(t ) =
2
t
1
t
2
t =
1
t
p
2
(t ) =
1
t
4
_
t
2
v
2
_
=
v
2
t
2
=u
+
1
t
u
v
2
t
2
u =0 =
1,2
=v
=Fuchsian equation.
ad 3:
z
2
(1+z)
2
w
+2z(z+1)(z+2)w
4w =0 =w
+
2(z +2)
z(z +1)
w
4
z
2
(1+z)
2
w =0
z =0:
0
= lim
z0
z
2(z +2)
z(z +1)
=4,
0
= lim
z0
z
2
_
4
z
2
(1+z)
2
_
=4.
=(1) +44 =
2
+34 =0 =
1,2
=
3
9+16
2
=
_
4
+1
z =1:
0
= lim
z1
(z +1)
2(z +2)
z(z +1)
=2,
0
= lim
z1
(z +1)
2
_
4
z
2
(1+z)
2
_
=4.
=(1) 24 =
2
34 =0 =
1,2
=
3
9+16
2
=
_
+4
1
z =:
p
1
(t ) =
2
t
1
t
2
2
_
1
t
+2
_
1
t
_
1
t
+1
_ =
2
t
2
_
1
t
+2
_
1+t
=
2
t
_
1
1+2t
1+t
_
p
2
(t ) =
1
t
4
_
_
4
1
t
2
_
1+
1
t
_
2
_
_
=
4
t
2
t
2
(t +1)
2
=
4
(t +1)
2
176 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
=u
+
2
t
_
1
1+2t
1+t
_
u
4
(t +1)
2
u =0
0
=lim
t 0
t
2
t
_
1
1+2t
1+t
_
=0,
0
=lim
t 0
t
2
_
4
(t +1)
2
_
=0.
=(1) =0 =
1,2
=
_
0
1
=Fuchsian equation.
ad 4:
2z(z +2)w
+w
zw =0 =w
+
1
2z(z +2)
w
1
2(z +2)
w =0
z =0:
0
= lim
z0
z
1
2z(z +2)
=
1
4
,
0
= lim
z0
z
2
1
2(z +2)
=0.
=
2
+
1
4
=0 =
2
3
4
=0 =
1
=0,
2
=
3
4
.
z =2:
0
= lim
z2
(z +2)
1
2z(z +2)
=
1
4
,
0
= lim
z2
(z +2)
2
1
2(z +2)
=0.
=
1
=0,
2
=
5
4
.
z =:
p
1
(t ) =
2
t
1
t
2
_
1
2
1
t
_
1
t
+2
_
_
=
2
t
1
2(1+2t )
p
2
(t ) =
1
t
4
(1)
2
_
1
t
+2
_ =
1
2t
3
(1+2t )
=no Fuchsian. Klasse!
4. Determine the solutions of
z
2
w
+(3z +1)w
+w =0
around the regular singular points.
The singularities are at z =0 and z =.
Singularities at z =0:
p
1
(z) =
3z +1
z
2
=
a
1
(z)
z
mit a
1
(z) =3+
1
z
p
1
(z) has a pole of higher order than one; hence this is no Fuchsian
equation; and z =0 is an irregular singular point.
Singularities at z =:
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 177
Transformation z =
1
t
, w(z) u(t ):
u
(t ) +
_
2
t
1
t
2
p
1
_
1
t
__
u
(t ) +
1
t
4
p
2
_
1
t
_
u(t ) =0.
The new coefcient functions are
p
1
(t ) =
2
t
1
t
2
p
1
_
1
t
_
=
2
t
1
t
2
(3t +t
2
) =
2
t
3
t
1 =
1
t
1
p
2
(t ) =
1
t
4
p
2
_
1
t
_
=
t
2
t
4
=
1
t
2
check whether this is a regular singular point:
p
1
(t ) =
1+t
t
=
a
1
(t )
t
mit a
1
(t ) =(1+t ) regulr
p
2
(t ) =
1
t
2
=
a
2
(t )
t
2
mit a
2
(t ) =1 regulr
a
1
and a
2
are regular at t =0, hence this is a regular singular point.
Ansatz around t =0: the transformed equation is
u
(t ) + p
1
(t )u
(t ) + p
2
(t )u(t ) = 0
u
(t )
_
1
t
+1
_
u
(t ) +
1
t
2
u(t ) = 0
t
2
u
(t ) (t +t
2
)u
(t ) +u(t ) = 0
The generalized power series is
u(t ) =
n=0
w
n
t
n+
u
(t ) =
n=0
w
n
(n +)t
n+1
u
(t ) =
n=0
w
n
(n +)(n +1)t
n+2
If we insert this into the transformed differential equation we obtain
t
2
n=0
w
n
(n +)(n +1)t
n+2
(t +t
2
)
n=0
w
n
(n +)t
n+1
+
n=0
w
n
t
n+
=0
n=0
w
n
(n +)(n +1)t
n+
n=0
w
n
(n +)t
n+
n=0
w
n
(n +)t
n++1
+
n=0
w
n
t
n+
=0
Change of index: m=n +1, n =m1 in the third sum yields
n=0
w
n
_
(n +)(n +2) +1
_
t
n+
m=1
w
m1
(m1+)t
m+
=0.
In the second sum, substitute m for n
n=0
w
n
_
(n +)(n +2) +1
_
t
n+
n=1
w
n1
(n +1)t
n+
=0.
178 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
We write out explicitly the n =0 term of the rst sum
w
0
_
(2) +1
_
t
n=1
w
n
_
(n +)(n +2) +1
_
t
n+
n=1
w
n1
(n +1)t
n+
=0.
Now we can combine the two sums
w
0
_
(2) +1
_
t
+
+
n=1
_
w
n
_
(n +)(n +2) +1
_
w
n1
(n +1)
_
t
n+
=0.
The left hand side can only vanish for all t if the coefcients vanish;
hence
w
0
_
(2) +1
_
= 0, (12.37)
w
n
_
(n +)(n +2) +1
_
w
n1
(n +1) = 0. (12.38)
ad (12.37) for w
0
:
(2) +1 = 0
2
2+1 = 0
(1)
2
= 0 =
(1,2)
=1
The charakteristic exponent is
(1)
=
(2)
=1.
ad (12.38)for w
n
: For the coefcients w
n
we have the recursion for
mula
w
n
_
(n +)(n +2) +1
_
= w
n1
(n +1)
= w
n
=
n +1
(n +)(n +2) +1
w
n1
.
Let us insert =1:
w
n
=
n
(n +1)(n 1) +1
w
n1
=
n
n
2
1+1
w
n1
=
n
n
2
w
n1
=
1
n
w
n1
.
We can x w
0
=1, hence:
w
0
= 1 =
1
1
=
1
0!
w
1
=
1
1
=
1
1!
w
2
=
1
1 2
=
1
2!
w
3
=
1
1 2 3
=
1
3!
.
.
.
w
n
=
1
1 2 3 n
=
1
n!
And nally,
u
1
(t ) =t
n=0
w
n
t
n
=t
n=0
t
n
n!
=t e
t
.
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 179
Notice that both characteristic exponents are equal; hence we have to
employ the dAlambert reduction
u
2
(t ) =u
1
(t )
t
_
0
v(s)ds
with
v
(t ) +v(t )
_
2
u
1
(t )
u
1
(t )
+ p
1
(t )
_
=0.
Insertion of u
1
and p
1
ein,
u
1
(t ) = t e
t
u
1
(t ) = e
t
(1+t )
p
1
(t ) =
_
1
t
+1
_
,
yields
v
(t ) +v(t )
_
2
e
t
(1+t )
t e
t
1
t
1
_
= 0
v
(t ) +v(t )
_
2
(1+t )
t
1
t
1
_
= 0
v
(t ) +v(t )
_
2
t
+2
1
t
1
_
= 0
v
(t ) +v(t )
_
1
t
+1
_
= 0
dv
dt
= v
_
1+
1
t
_
dv
v
=
_
1+
1
t
_
dt
Upon integration of both sides we obtain
_
dv
v
=
__
1+
1
t
_
dt
logv = (t +logt ) =t logt
v = exp(t logt ) =e
t
e
logt
=
e
t
t
,
and hence an explicit form of v(t ):
v(t ) =
1
t
e
t
.
If we insert this into the equation for u
2
we obtain
u
2
(t ) =t e
t
_
t
0
1
t
e
t
dt .
Therefore, with t =
1
z
, u(t ) = w(z), the two linear independent solu
tions around the regular singular point at z =are
w
1
(z) =
1
z
exp
_
1
z
_
, and
180 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
w
2
(z) =
1
z
exp
_
1
z
_
1
z
_
0
1
t
e
t
dt .
12.4 Hypergeometric function
12.4.1 Denition
A hypergeometric series is a series
j =0
c
j
, (12.39)
with c
j +1
/c
j
is a rational function of j , so that it can be factorized by
c
j +1
c
j
=
( j +a
1
)( j +a
2
) ( j +a
p
)
( j +b
1
)( j +b
2
) ( j +b
q
)
x
j +1
. (12.40)
The factor j +1 in the denominator has been chosen to dene the fachtor
j ! in the denition below; if it does not arise naturally we may just obtain
it by compensating it with the factor j +1 in the numerator. With this
ratio, the hypergeometric series (12.39) can be written i terms of shifted
factorials, or, by another naming, the Pochhammer symbol, as
j =0
c
j
=c
0
j =0
(a
1
)
j
(a
2
)
j
(a
p
)
j
(b
1
)
j
(b
2
)
j
(b
q
)
j
x
j
j !
=c
0p
F
q
_
a
1
, . . . , a
p
b
1
, . . . , b
p
; x
_
, or
=c
0p
F
q
_
a
1
, . . . , a
p
; b
1
, . . . , b
p
; x
_
.
(12.41)
Apart from this denition via hypergeometric series, the Gauss hyperge
ometric function, or, used synonymuously, the Gauss series
2
F
1
_
a, b
c
; x
_
=
2
F
1
(a, b; c; x) =
j =0
(a)
j
(b)
j
(c)
j
x
j
j !
=1+
ab
c
x +
1
2!
a(a+1)b(b+1)
c(c+1)
x
2
(12.42)
can be dened as a solution of a Fuchsian differential equation which has
at most three regular singularities at 0, 1, and .
Indeed, any Fuchsian equation with nite regular singularities at x
1
and
x
2
can be rewritten into the Gaussian form with regular singularities at 0,
1, and . This can be demonstrated by rewriting any such equation of the The Bessel equation has a reg
ular singular point at 0, and an
irregular singular point at innity.
form
w
(x) +
_
A
1
xx
1
+
A
2
xx
2
_
w
(x)
+
_
B
1
(xx
1
)
2
+
B
2
(xx
2
)
2
+
C
1
xx
1
+
C
2
xx
2
_
w(x) =0
(12.43)
through transforming Eq. (12.43) into the hypergeometric equation
_
d
2
dx
2
+
(a +b +1)x c
x(x 1)
d
dx
+
ab
x(x 1)
_
2
F
1
(a, b; c; x) =0, (12.44)
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 181
where the solution is proportional to the Gauss hypergeometric function
w(x) (x x
1
)
(1)
1
(x x
2
)
(2)
2
2
F
1
(a, b; c; x), (12.45)
and the variable transform as
x x =
xx
1
x
2
x
1
, with
a =
(1)
1
+
(1)
2
+
(1)
,
b =
(1)
1
+
(1)
2
+
(2)
,
c =1+
(1)
1
(2)
1
.
(12.46)
where
(i )
j
stands for the i th characteristic exponent of the j th singularity.
Whereas the full transformation from Eq. (12.43) to the hypergeometric
equation (12.44) will not been given, we shall show that the Gauss hyperge
ometric function
2
F
1
satises the hypergeometric equation (12.44).
First, dene the differential operator
=x
d
dx
, (12.47)
and observe that
(+c 1)x
n
=x
d
dx
_
x
d
dx
+c 1
_
x
n
=x
d
dx
_
xnx
n1
+cx
n
x
n
_
=x
d
dx
(nx
n
+cx
n
x
n
)
=x
d
dx
(n +c 1) x
n
=n(n +c 1) x
n
.
(12.48)
Thus, if we apply (+c 1) to
2
F
1
, then
(+c 1)
2
F
1
(a, b; c; x)
=(+c 1)
j =0
(a)
j
(b)
j
(c)
j
x
j
j !
=
j =0
(a)
j
(b)
j
(c)
j
j ( j +c1)x
j
j !
=
j =1
(a)
j
(b)
j
(c)
j
j ( j +c1)x
j
j !
=
j =1
(a)
j
(b)
j
(c)
j
( j +c1)x
j
( j 1)!
[index shift: j n +1, n = j 1, n 0]
=
n=0
(a)
n+1
(b)
n+1
(c)
n+1
(n+1+c1)x
n+1
n!
=x
n=0
(a)
n
(a+n)(b)
n
(b+n)
(c)
n
(c+n)
(n+c)x
n
n!
=x
n=0
(a)
n
(b)
n
(c)
n
(a+n)(b+n)x
n
n!
=x(+a)(+b)
n=0
(a)
n
(b)
n
(c)
n
x
n
n!
=x(+a)(+b)
2
F
1
(a, b; c; x),
(12.49)
where we have used that
(a)
n+1
=a(a +1) (a +n 1)(a +n) =(a)
n
(a +n). (12.50)
182 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Writing out in Eq. (12.49) explicitly yields
{(+c 1) x(+a)(+b)}
2
F
1
(a, b; c; x) =0,
_
x
d
dx
_
x
d
dx
+c 1
_
x
_
x
d
dx
+a
__
x
d
dx
+b
__
2
F
1
(a, b; c; x) =0,
_
d
dx
_
x
d
dx
+c 1
_
_
x
d
dx
+a
__
x
d
dx
+b
__
2
F
1
(a, b; c; x) =0,
_
d
dx
+x
d
2
dx
2
+(c 1)
d
dx
_
x
2 d
2
dx
2
+x
d
dx
+bx
d
dx
+ax
d
dx
+ab
__
2
F
1
(a, b; c; x) =0,
_
_
x x
2
_
d
2
dx
2
+(1+c 1x x(a +b))
d
dx
+ab
_
2
F
1
(a, b; c; x) =0,
_
(x(x 1))
d
2
dx
2
(c x(1+a +b))
d
dx
ab
_
2
F
1
(a, b; c; x) =0,
_
d
2
dx
2
+
x(1+a+b)c
x(x1)
d
dx
+
ab
x(x1)
_
2
F
1
(a, b; c; x) =0.
(12.51)
12.4.2 Properties
There exist many properties of the hypergeometric series. In the following
we shall mention a few.
d
dz
2
F
1
(a, b; c; z) =
ab
c
2
F
1
(a +1, b +1, c +1; z). (12.52)
d
dz
2
F
1
(a, b, c; z) =
d
dz
n=0
(a)
n
(b)
n
(c)
n
z
n
n!
=
=
n=0
(a)
n
(b)
n
(c)
n
n
z
n1
n!
=
n=1
(a)
n
(b)
n
(c)
n
z
n1
(n 1)!
Index shift n n +1, m=n 1:
d
dz
2
F
1
(a, b; c; z) =
n=0
(a)
n+1
(b)
n+1
(c)
n+1
z
n
n!
As
(x)
n+1
= x(x +1)(x +2) (x +n 1)(x +n)
(x +1)
n
= (x +1)(x +2) (x +n 1)(x +n)
(x)
n+1
= x(x +1)
n
holds, we obtain
d
dz
2
F
1
(a, b; c; z) =
n=0
ab
c
(a +1)
n
(b +1)
n
(c +1)
n
z
n
n!
=
ab
c
2
F
1
(a +1, b +1; c +1; z).
We state Eulers integral representation for c > 0 and b > 0 without
proof:
2
F
1
(a, b; c; x) =
(c)
(b)(c b)
_
1
0
t
b1
(1t )
cb1
(1xt )
a
dt . (12.53)
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 183
For (c a b) >0, we also state Gauss theorem
2
F
1
(a, b; c; 1) =
j =0
(a)
j
(b)
j
j !(c)
j
=
(c)(c a b)
(c a)(c b)
. (12.54)
For a proof, we can set x = 1 in Eulers integral representation, and the
Beta function dened in Eq. (12.16).
12.4.3 Plasticity
Some of the most important elementary functions can be expressed as
hypergeometric series; most importantly the Gaussion one
2
F
1
, which is
sometimes denoted by just F. Let us enumerate a few.
e
x
=
0
F
0
(; ; x) (12.55)
cosx =
0
F
1
(;
1
2
;
x
2
4
) (12.56)
sinx = x
0
F
1
(;
3
2
;
x
2
4
) (12.57)
(1x)
a
=
1
F
0
(a; ; x) (12.58)
sin
1
x = x
2
F
1
(
1
2
,
1
2
;
3
2
; x
2
) (12.59)
tan
1
x = x
2
F
1
(
1
2
, 1;
3
2
; x
2
) (12.60)
log(1+x) = x
2
F
1
(1, 1; 2; x) (12.61)
H
2n
(x) =
(1)
n
(2n)!
n!
1
F
1
(n;
1
2
; x
2
) (12.62)
H
2n+1
(x) = 2x
(1)
n
(2n +1)!
n!
1
F
1
(n;
3
2
; x
2
) (12.63)
L
n
(x) =
_
n +
n
_
1
F
1
(n; +1; x) (12.64)
P
n
(x) = P
(0,0)
n
(x) =
2
F
1
(n, n +1; 1;
1x
2
), (12.65)
C
n
(x) =
(2)
n
_
+
1
2
_
n
P
(
1
2
,
1
2
)
n
(x), (12.66)
T
n
(x) =
n!
_
1
2
_
n
P
(
1
2
,
1
2
)
n
(x), (12.67)
J
(x) =
_
x
2
_
(+1)
0
F
1
(; +1;
1
4
x
2
), (12.68)
where H stands for Hermite polynomials, L for Laguerre polynomials,
P
(,)
n
(x) =
(+1)
n
n!
2
F
1
(n, n +++1; +1;
1x
2
) (12.69)
for Jacobi polynomials, C for Gegenbauer polynomials, T for Chebyshev
polynomials, P for Legendre polynomials, and J for the Bessel functions of
the rst kind, respectively.
1. Let us prove that
log(1z) =z
2
F
1
(1, 1, 2; z).
184 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Consider
2
F
1
(1, 1, 2; z) =
m=0
[(1)
m
]
2
(2)
m
z
m
m!
=
m=0
[1 2 m]
2
2 (2+1) (2+m1)
z
m
m!
With
(1)
m
=1 2 m=m!, (2)
m
=2 (2+1) (2+m1) =(m+1)!
follows
2
F
1
(1, 1, 2; z) =
m=0
[m!]
2
(m+1)!
z
m
m!
=
m=0
z
m
m+1
.
Index shift k =m+1
2
F
1
(1, 1, 2; z) =
k=1
z
k1
k
and hence
z
2
F
1
(1, 1, 2; z) =
k=1
z
k
k
.
Compare with the series
log(1+x) =
k=1
(1)
k+1
x
k
k
fr 1 <x 1
If one substitutes x for x, then
log(1x) =
k=1
x
k
k
.
The identity follows from the analytic continuation of x to the complex
z plane.
2. Let us prove that, because of (a +z)
n
=
n
k=0
_
n
k
_
z
k
a
nk
,
(1z)
n
=
2
F
1
(n, 1, 1; z).
2
F
1
(n, 1, 1; z) =
i =0
(n)
i
(1)
i
(1)
i
z
i
i !
=
i =0
(n)
i
z
i
i !
.
Consider (n)
i
(n)
i
=(n)(n +1) (n +i 1).
For evenn 0 the series stops after a nite number of terms, because
the factor n+i 1 =0 fr i =n+1 vanishes; hence the sum of i extends
only from 0 to n. Hence, if we collect the factors (1) which yield (1)
i
we obtain
(n)
i
=(1)
i
n(n 1) [n (i 1)] =(1)
i
n!
(n i )!
.
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 185
Hence, insertion into the Gauss hypergeometric function yields
2
F
1
(n, 1, 1; z) =
n
i =0
(1)
i
z
i
n!
i !(n i )!
=
n
i =0
_
n
i
_
(z)
i
.
This is the binomial series
(1+x)
n
=
n
k=0
_
n
k
_
x
k
with x =z; and hence,
2
F
1
(n, 1, 1; z) =(1z)
n
.
3. Let us prove that, because of arcsinx =
k=0
(2k)!x
2k+1
2
2k
(k!)
2
(2k+1)
,
2
F
1
_
1
2
,
1
2
,
3
2
; sin
2
z
_
=
z
sinz
.
Consider
2
F
1
_
1
2
,
1
2
,
3
2
; sin
2
z
_
=
m=0
__
1
2
_
m
_
2
_
3
2
_
m
(sinz)
2m
m!
.
We take
(2n)!! := 2 4 (2n) =n!2
n
(2n 1)!! := 1 3 (2n 1) =
(2n)!
2
n
n!
Hence
_
1
2
_
m
=
1
2
_
1
2
+1
_
_
1
2
+m1
_
=
1 3 5 (2m1)
2
m
=
(2m1)!!
2
m
_
3
2
_
m
=
3
2
_
3
2
+1
_
_
3
2
+m1
_
=
3 5 7 (2m+1)
2
m
=
(2m+1)!!
2
m
Therefore,
_
1
2
_
m
_
3
2
_
m
=
1
2m+1
.
On the other hand,
(2m)! = 1 2 3 (2m1)(2m) =(2m1)!!(2m)!! =
= 1 3 5 (2m1) 2 4 6 (2m) =
=
_
1
2
_
m
2
m
2
m
m! =2
2m
m!
_
1
2
_
m
=
_
1
2
_
m
=
(2m)!
2
2m
m!
Upon insertion one obtains
F
_
1
2
,
1
2
,
3
2
; sin
2
z
_
=
m=0
(2m)!(sinz)
2m
2
2m
(m!)
2
(2m+1)
.
Comparing with the series for arcsin one nally obtains
sinzF
_
1
2
,
1
2
,
3
2
; sin
2
z
_
=arcsin(sinz) =z.
186 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
12.4.4 Four forms
We state without proof the four forms of Gauss hypergeometric function
5
.
5
T. M. MacRobert. Spherical Harmonics.
An Elementary Treatise on Harmonic
Functions with Applications, volume 98 of
International Series of Monographs in Pure
and Applied Mathematics. Pergamon Press,
Oxford, 3rd edition, 1967
F(a, b; c; x) = (1x)
cab
F(c a, c b; c; x) (12.70)
= (1x)
a
F
_
a, c b; c;
x
x 1
_
(12.71)
= (1x)
b
F
_
b, c a; c;
x
x 1
_
. (12.72)
12.5 Orthogonal polynomials
Many systems or sequences of functions may serve as a basis of linearly in
dependent functions which are capable to cover that is, to approximate
certain functional classes
6
. We have already encountered at least two
6
Russell Herman. A Second Course in Or
dinary Differential Equations: Dynamical
Systems and Boundary Value Problems.
University of North Carolina Wilming
ton, Wilmington, NC, 2008. URL http:
//people.uncw.edu/hermanr/mat463/
ODEBook/Book/ODE
_
LargeFont.pdf.
Creative Commons Attribution
NoncommercialShare Alike 3.0 United
States License; and Francisco Marcelln
and Walter Van Assche. Orthogonal Polyno
mials and Special Functions, volume 1883
of Lecture Notes in Mathematics. Springer,
Berlin, 2006. ISBN 3540310622
such prospective bases [cf. Eq. (7.2)]:
{1, x, x
2
, . . . , x
k
, . . .} with f (x) =
k=0
c
k
x
k
,
_
e
i kx
 k Z
_
for f (x +2) = f (x)
with f (x) =
k=
c
k
e
i kx
,
where c
k
=
1
2
_
f (x)e
i kx
dx.
(12.73)
In particular, there exist systems of orthogonal functions of that kind.
In order to claim this, let us rst dene what orthogonality means in the
functional context. Just as for linear vector spaces, we can dene an inner
product or scalar product of two realvalued functions f (x) and g(x) by the
integral
7 7
Herbert S. Wilf. Mathematics for the
physical sciences. Dover, New York, 1962.
URL http://www.math.upenn.edu/
~wilf/website/Mathematics
_
for
_
the
_
Physical
_
Sciences.html
f  g =
_
b
a
f (x)g(x)(x)dx (12.74)
for some suitable weight function (x) 0. Very often, the weight function
is set to unity; that is, (x) = = 1. We notice without proof that f 
g satises all requirements of a scalar product. A system of functions
{
0
,
1
,
2
, . . . ,
k
, . . .} is orthogonal if
j

k
=
_
b
a
j
(x)
k
(x)(x)dx =
j k
. (12.75)
Suppose, in some generality, that { f
0
, f
1
, f
2
, . . . , f
k
, . . .} is a sequence of
nonorthogonal functions. Then we can apply a GramSchmidt orthogonal
ization process to these functions and thereby obtain orthogonal functions
{
0
,
1
,
2
, . . . ,
k
, . . .} by
0
(x) = f
0
(x),
k
(x) = f
k
(x)
k1
j =0
f
k

j
j

j
j
(x).
(12.76)
Note that the proof of the GramSchmidt process in the functional context
is analoguous to the one in the vector context.
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 187
12.6 Legendre polynomials
The system of polynomial functions {1, x, x
2
, . . . , x
k
, . . .} is such a non or
thogonal sequence in this sense, as, for instance, with =1 and b =a =1,
1  x
2
=
_
b=1
a=1
x
2
dx =
b
3
a
3
3
=
2
3
. (12.77)
Hence, by the GramSchmidt process we obtain
0
(x) =1,
1
(x) =x
x1
11
1
=x 0 =x,
2
(x) =x
2
x
2
1
11
1
x
2
x
xx
x
=x
2
2/3
2
10x =x
2
1
3
,
.
.
.
(12.78)
If we are forcing a normalization of
k
(1) =1, (12.79)
then this system of orthogonal polynomials is the classical Legendre poly
nomials
P
0
(x) =1,
P
1
(x) =x,
P
2
(x) =
_
x
2
1
3
_
/
2
3
=
1
2
_
3x
2
1
_
,
.
.
.
(12.80)
Why should we be interested in orthonormal systems of functions?
Because, as pointed out earlier, they could be the eigenfunctions and solu
tions of certain differential equation, such as, for instance, the Schrdinger
equation, which may be subjected to a separation of variables. For Leg
endre polynomials the associated differential equation is the Legendre
equation
(x
2
1)[P
l
(x)]
+2x[P
l
(x)]
=l (l +1)P
l
(x), for l N
0
(12.81)
whose SturmLiouville form has been mentioned earlier in Table 10.1 on
page 159. For a proof, we refer to the literature.
12.6.1 Rodrigues formula
We just state the Rodrigues formula for Legendre polynomials
P
l
(x) =
1
2
l
l !
d
l
dx
l
(x
2
1)
l
, for l N
0
. (12.82)
without proof.
188 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
For even l , P
l
(x) = P
l
(x) is an even function of x, whereas for odd
l , P
l
(x) = P
l
(x) is an odd function of x; that is, P
l
(x) = (1)
l
P
l
(x).
Moreover, P
l
(1) =(1)
l
and P
2k+1
(0) =0.
This can be shown by the substitution t = x, dt = dx, and insertion
into the Rodrigues formula:
P
l
(x) =
1
2
l
l !
d
l
du
l
(u
2
1)
l
u=x
=[u u] =
=
1
(1)
l
1
2
l
l !
d
l
du
l
(u
2
1)
l
u=x
=(1)
l
P
l
(x).
Because of the normalization P
l
(1) =1 we obtain
P
l
(1) =(1)
l
P
l
(1) =(1)
l
.
And as P
l
(0) =P
l
(0) =(1)
l
P
l
(0), we obtain P
l
(0) =0 for odd l .
12.6.2 Generating function
For x <1 and 1 <1 the Legendre polynomials have the following generat
ing function
g(x, t ) =
1
12xt +t
2
=
l =0
t
l
P
l
(x). (12.83)
No proof is given here.
12.6.3 The three term and other recursion formulae
Among other things, generating functions are useful for the derivation of
certain recursion relations involving Legendre polynomials.
For instance, for l =1, 2, . . ., the three term recursion formula
(2l +1)xP
l
(x) =(l +1)P
l +1
(x) +l P
l 1
(x), (12.84)
or, by substituting l 1 for l , for l =2, 3. . .,
(2l 1)xP
l 1
(x) =l P
l
(x) +(l 1)P
l 2
(x), (12.85)
can be proven as follows.
g(x, t ) =
1
12t x +t
2
=
n=0
t
n
P
n
(x)
t
g(x, t ) =
1
2
(12t x +t
2
)
3
2
(2x +2t ) =
1
12t x +t
2
x t
12t x +t
2
t
g(x, t ) =
x t
12t x +t
2
n=0
t
n
P
n
(x) =
n=0
nt
n1
P
n
(x)
(x t )
n=0
t
n
P
n
(x) (12t x +t
2
)
n=0
nt
n1
P
n
(x) =0
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 189
n=0
xt
n
P
n
(x)
n=0
t
n+1
P
n
(x)
n=1
nt
n1
P
n
(x)+
+
n=0
2xnt
n
P
n
(x)
n=0
nt
n+1
P
n
(x) =0
n=0
(2n +1)xt
n
P
n
(x)
n=0
(n +1)t
n+1
P
n
(x)
n=1
nt
n1
P
n
(x) =0
n=0
(2n +1)xt
n
P
n
(x)
n=1
nt
n
P
n1
(x)
n=0
(n +1)t
n
P
n+1
(x) =0,
xP
0
(x) P
1
(x) +
n=1
t
n
_
(2n +1)xP
n
(x) nP
n1
(x) (n +1)P
n+1
(x)
_
=0,
hence
xP
0
(x) P
1
(x) =0, (2n +1)xP
n
(x) nP
n1
(x) (n +1)P
n+1
(x) =0,
hence
P
1
(x) =xP
0
(x), (n +1)P
n+1
(x) =(2n +1)xP
n
(x) nP
n1
(x).
Let us prove
P
l 1
(x) =P
l
(x) 2xP
l 1
(x) +P
l 2
(x). (12.86)
g(x, t ) =
1
12t x +t
2
=
n=0
t
n
P
n
(x)
x
g(x, t ) =
1
2
(12t x +t
2
)
3
2
(2t ) =
1
12t x +t
2
t
12t x +t
2
x
g(x, t ) =
t
12t x +t
2
n=0
t
n
P
n
(x) =
n=0
t
n
P
n
(x)
n=0
t
n+1
P
n
(x) =
n=0
t
n
P
n
(x)
n=0
2xt
n+1
P
n
(x) +
n=0
t
n+2
P
n
(x)
n=1
t
n
P
n1
(x) =
n=0
t
n
P
n
(x)
n=1
2xt
n
P
n1
(x) +
n=2
t
n
P
n2
(x)
t P
0
+
n=2
t
n
P
n1
(x) =P
0
(x) +t P
1
(x) +
n=2
t
n
P
n
(x)
2xt P
n=2
2xt
n
P
n1
(x)+
n=2
t
n
P
n2
(x)
P
0
(x) +t
_
P
1
(x) P
0
(x) 2xP
0
(x)
_
+
+
n=2
t
n
[P
n
(x) 2xP
n1
(x) +P
n2
(x) P
n1
(x)] =0
P
0
(x) =0, hence P
0
(x) =const.
P
1
(x) P
0
(x) 2xP
0
(x) =0.
190 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Because of P
0
(x) =0 we obtain P
1
(x) P
0
(x) =0, hence P
1
(x) =P
0
(x), and
P
n
(x) 2xP
n1
(x) +P
n2
(x) P
n1
(x) =0.
Finally we substitute n +1 for n:
P
n+1
(x) 2xP
n
(x) +P
n1
(x) P
n
(x) =0,
hence
P
n
(x) =P
n+1
(x) 2xP
n
(x) +P
n1
(x).
Let us prove
P
l +1
(x) P
l 1
(x) =(2l +1)P
l
(x). (12.87)
(n +1)P
n+1
(x) = (2n +1)xP
n
(x) nP
n1
(x)
d
dx
(n +1)P
n+1
(x) = (2n +1)P
n
(x) +(2n +1)xP
n
(x) nP
n1
(x)
2
(i): (2n +2)P
n+1
(x) = 2(2n +1)P
n
(x) +2(2n +1)xP
n
(x) 2nP
n1
(x)
P
n+1
(x) 2xP
n
(x) +P
n1
(x) =P
n
(x)
(2n +1)
(ii): (2n +1)P
n+1
(x) 2(2n +1)xP
n
(x) +(2n +1)P
n1
(x) =(2n +1)P
n
(x)
We subtract (ii) from (i):
P
n+1
(x) +2(2n +1)xP
n
(x) (2n +1)P
n1
(x) =
= (2n+1)P
n
(x)+2(2n+1)xP
n
(x)2nP
n1
(x);
hence
P
n+1
(x) P
n1
(x) =(2n +1)P
n
(x).
12.6.4 Expansion in Legendre polynomials
We state without proof that square integrable functions f (x) can be written
as series of Legendre polynomials as
f (x) =
l =0
a
l
P
l
(x), with expansion coefcients
a
l
=
2l +1
2
+1
_
1
f (x)P
l
(x)dx.
(12.88)
Let us expand the Heaviside function dened in Eq. (8.27)
H(x) =
_
1 for x 0
0 for x <0
(12.89)
in terms of Legendre polynomials.
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 191
We shall use the recursion formula (2l +1)P
l
=P
l +1
P
l 1
and rewrite
a
l
=
1
2
1
_
0
_
P
l +1
(x) P
l 1
(x)
_
dx =
1
2
_
P
l +1
(x) P
l 1
(x)
_
1
x=0
=
=
1
2
_
P
l +1
(1) P
l 1
(1)
_
. .
=0 because of
normalization
1
2
_
P
l +1
(0) P
l 1
(0)
_
.
Note that P
n
(0) = 0 for odd n; hence a
l
= 0 for even l = 0. We shall treat
the case l = 0 with P
0
(x) = 1 separately. Upon substituting 2l +1 for l one
obtains
a
2l +1
=
1
2
_
P
2l +2
(0) P
2l
(0)
_
.
We shall next use the formula
P
l
(0) =(1)
l
2
l !
2
l
__
l
2
_
!
_
2
,
and for even l 0 one obtains
a
2l +1
=
1
2
_
(1)
l +1
(2l +2)!
2
2l +2
((l +1)!)
2
(1)
l
(2l )!
2
2l
(l !)
2
_
=
= (1)
l
(2l )!
2
2l +1
(l !)
2
_
(2l +1)(2l +2)
2
2
(l +1)
2
+1
_
=
= (1)
l
(2l )!
2
2l +1
(l !)
2
_
2(2l +1)(l +1)
2
2
(l +1)
2
+1
_
=
= (1)
l
(2l )!
2
2l +1
(l !)
2
_
2l +1+2l +2
2(l +1)
_
=
= (1)
l
(2l )!
2
2l +1
(l !)
2
_
4l +3
2(l +1)
_
=
= (1)
l
(2l )!(4l +3)
2
2l +2
l !(l +1)!
a
0
=
1
2
+1
_
1
H(x) P
0
(x)
. .
=1
dx =
1
2
1
_
0
dx =
1
2
;
and nally
H(x) =
1
2
+
l =0
(1)
l
(2l )!(4l +3)
2
2l +2
l !(l +1)!
P
2l +1
(x).
12.7 Associated Legendre polynomial
Associated Legendre polynomials P
m
l
(x) are the solutions of the general
Legendre equation
_
(1x
2
)
d
2
dx
2
2x
d
dx
+
_
l (l +1)
m
2
1x
2
__
P
m
l
(x) =0, or
d
dx
_
(1x
2
)
d
dx
P
m
l
(x)
_
+
_
l (l +1)
m
2
1x
2
_
P
m
l
(x) =0
(12.90)
192 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Eq. (12.90) reduces to the Legendre equation (12.81) on page 187 for m=0;
hence
P
0
l
(x) =P
l
(x). (12.91)
More generally, by differentiating m times the Legendre equation (12.81) it
can be shown that
P
m
l
(x) =(1)
m
(1x
2
)
m
2
d
m
dx
m
P
l
(x). (12.92)
By inserting P
l
(x) from the Rodrigues formula for Legendre polynomials
(12.82) we obtain
P
m
l
(x) =(1)
m
(1x
2
)
m
2
d
m
dx
m
1
2
l
l !
d
l
dx
l
(x
2
1)
l
=
(1)
m
(1x
2
)
m
2
2
l
l !
d
m+l
dx
m+l
(x
2
1)
l
.
(12.93)
In terms of the Gauss hypergeometric function the associated Legen
dre polynomials can be generalied to arbitrary complex indices , and
argument x by
P
(x) =
1
(1)
_
1+x
1x
_
2
2
F
1
_
, +1; 1;
1x
2
_
. (12.94)
No proof is given here.
12.8 Spherical harmonics
Let us dene the spherical harmonics Y
m
l
(, ) by
Y
m
l
(, ) =
_
(2l +1)(l m)!
4(l +m)!
P
m
l
(cos)e
i m
for l ml .. (12.95)
Spherical harmonics are solutions of the differential equation
[+l (l +1)]Y
m
l
(, ) =0. (12.96)
This equation is what typically remains after separation and removal of
the radial part of the Laplace equation (r , , ) = 0 in three dimensions
when the problem is invariant (symmetric) under rotations.
12.9 Solution of the Schrdinger equation for a hydrogen atom
Suppose Schrdinger, in his 1926 annus mirabilis which seem to have been
initiated by a trip to Arosa with an old girlfriend from Vienna (apparently
it was neither his wife Anny who remained in Zurich, nor Lotte, Irene and
Felicie
8
), came down from the mountains or from whatever realm he
8
Walter Moore. Schrdinger life and
thought. Cambridge University Press,
Cambridge, UK, 1989
was in with that woman and handed you over some partial differential
equation for the hydrogen atom an equation
1
2
_
P
2
x
+P
2
y
+P
2
z
_
=(E V ) , or, with V =
e
2
4
0
r
,
_
h
2
2
+
e
2
4
0
r
_
(x) =E, or
_
+
2
h
2
_
e
2
4
0
r
+E
__
(x) =0,
(12.97)
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 193
which would later bear his name and asked you if you could be so kind to
please solve it for him. Actually, by Schrdingers own account
9
he handed
9
Erwin Schrdinger. Quantisierung als
Eigenwertproblem. Annalen der Physik,
384(4):361376, 1926. ISSN 15213889.
DOI : 10.1002/andp.19263840404. URL
http://dx.doi.org/10.1002/andp.
19263840404
over this eigenwert equation to Hermann Klaus Hugo Weyl; in this instance
he was not dissimilar from Einstein, who seemed to have employed a (hu
man) computator on a very regular basis. He might also have hinted that ,
e, and
0
stand for some (reduced) mass, charge, and the permittivity of the
vacuum, respectively, h is a constant of (the dimension of ) action, and E
is some eigenvalue which must be determined from the solution of (12.97).
So, what could you do? First, observe that the problem is spherical
symmetric, as the potential just depends on the radius r =
x x, and also
the Laplace operator = allows spherical symmetry. Thus we could
write the Schrdinger equation (12.97) in terms of spherical coordinates
(r , , ) with x = r sincos, y = r sinsin, z = r cos, whereby is the
polar angle in the xzplane measured from the zaxis, with 0 ,
and is the azimuthal angle in the xyplane, measured from the xaxis
with 0 < 2 (cf page 78). In terms of spherical coordinates the Laplace
operator essentially decays into (i.e. consists addiditively of ) a radial part
and an angular part
=
_
x
_
2
+
_
y
_
2
+
_
z
_
2
=
1
r
2
_
r
_
r
2
r
_
+
1
sin
sin
+
1
sin
2
2
_
.
(12.98)
12.9.1 Separation of variables Ansatz
This can be exploited for a separation ov variable Ansatz, which, according
to Schrdinger, should be well known (in German sattsam bekannt) by now
(cf chapter 11.1). We thus write the solution as a product of functions of
separate variables
(r , , ) =R(r )Y
m
l
(, ) =R(r )()() (12.99)
The spherical harmonics Y
m
l
(, ) has been written already as a reminder
of what has been mentioned earlier on page 192. We will come back to it
later.
12.9.2 Separation of the radial part from the angular one
For the time being, let us rst concentrate on the radial part R(r ). Let us
rst totally separate the variables of the Schrdinger equation (12.97) in
radial coordinates
_
1
r
2
_
r
_
r
2
r
_
+
1
sin
sin
+
1
sin
2
2
_
+
2
h
2
_
e
2
4
0
r
+E
__
(r , , ) =0,
(12.100)
194 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
and multiplying it with r
2
_
r
_
r
2
r
_
+
2r
2
h
2
_
e
2
4
0
r
+E
_
+
1
sin
sin
+
1
sin
2
2
_
(r , , ) =0,
(12.101)
so that, after division by (r , , ) = Y
m
l
(, ) and writing separate vari
ables on separate sides of the equation,
1
R(r )
_
r
_
r
2
r
_
+
2r
2
h
2
_
e
2
4
0
r
+E
__
R(r )
=
1
Y
m
l
(,)
_
1
sin
sin
+
1
sin
2
2
_
Y
m
l
(, )
(12.102)
Because the left hand side of this equation is independent of the angular
variables and , and its right hand side is independent of the radius
r , both sides have to be constant; say . Thus we obtain two differential
equations for the radial and the angular part, respectively
_
r
r
2
r
+
2r
2
h
2
_
e
2
4
0
r
+E
__
R(r ) =R(r ), (12.103)
and
_
1
sin
sin
+
1
sin
2
2
_
Y
m
l
(, ) =Y
m
l
(, ). (12.104)
12.9.3 Separation of the polar angle from the azimuthal angle
As already hinted in Eq. (12.133) The angular portion can still be sepa
rated by the Ansatz Y
m
l
(, ) = ()(), because, when multiplied by
sin
2
/[()()], Eq. (12.104) can be rewritten as
_
sin
()
sin
()
+sin
2
_
+
1
()
2
()
2
=0, (12.105)
and hence
sin
()
sin
()
+sin
2
=
1
()
2
()
2
=m
2
, (12.106)
where m is some constant.
12.9.4 Solution of the equation for the azimuthal angle factor ()
The resulting differential equation for ()
d
2
()
d
2
=m
2
(), (12.107)
has the general solution
() = Ae
i m
+Be
i m
. (12.108)
As must obey the periodic poundary conditions () = (+2), m
must be an integer. The two constants A, B must be equal if we require the
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 195
system of functions {e
i m
m Z} to be orthonormalized. Indeed, if we
dene
m
() = Ae
i m
(12.109)
and require that it normalized, it follows that
_
2
0
m
()
m
()d
=
_
2
0
Ae
i m
Ae
i m
d
=
_
2
0
A
2
d
=2A
2
=1,
(12.110)
it is consistent to set
A =
1
2
; (12.111)
and hence,
m
() =
e
i m
2
(12.112)
Note that, for different m=n,
_
2
0
n
()
m
()d
=
_
2
0
e
i n
2
e
i m
2
d
=
_
2
0
e
i (mn)
2
d
=
i e
i (mn)
2(mn)
2
0
=0,
(12.113)
because mn Z.
12.9.5 Solution of the equation for the polar angle factor ()
The left hand side of Eq. (12.106) contains only the polar coordinate. Upon
division by sin
2
we obtain
1
() sin
d
d
sin
d()
d
+=
m
2
sin
2
, or
1
() sin
d
d
sin
d()
d
m
2
sin
2
=,
(12.114)
Now, rst, let us consider the case m=0. With the variable substitution
x =cos, and thus
dx
d
=sin and dx =sind, we obtain from (12.114)
d
dx
sin
2
d(x)
dx
=(x),
d
dx
(1x
2
)
d(x)
dx
+(x) =0,
_
x
2
1
_
d
2
(x)
dx
2
+2x
d(x)
dx
=(x),
(12.115)
which is of the same form as the Legendre equation (12.81) mentioned on
page 187.
Consider the series Ansatz
(x) =a
0
+a
1
x +a
2
x
2
+ +a
k
x
k
+ (12.116)
196 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
for solving (12.115). Insertion into (12.115) and comparing the coefcients This is actually a shortcut solution of the
Fuchian Equation mentioned earlier.
of x for equal degrees yields the recursion relation
_
x
2
1
_
d
2
dx
2
[a
0
+a
1
x +a
2
x
2
+ +a
k
x
k
+ ]
+2x
d
dx
[a
0
+a
1
x +a
2
x
2
+ +a
k
x
k
+ ]
=[a
0
+a
1
x +a
2
x
2
+ +a
k
x
k
+ ],
_
x
2
1
_
[2a
2
+ +k(k 1)a
k
x
k2
+ ]
+[2xa
1
+2x2a
2
x + +2xka
k
x
k1
+ ]
=[a
0
+a
1
x +a
2
x
2
+ +a
k
x
k
+ ],
_
x
2
1
_
[2a
2
+ +k(k 1)a
k
x
k2
+ ]
+[2a
1
x +4a
2
x
2
+ +2ka
k
x
k
+ ]
=[a
0
+a
1
x +a
2
x
2
+ +a
k
x
k
+ ],
[2a
2
x
2
+ +k(k 1)a
k
x
k
+ ]
[2a
2
+ +k(k 1)a
k
x
k2
+ ]
+[2a
1
x +4a
2
x
2
+ +2ka
k
x
k
+ ]
=[a
0
+a
1
x +a
2
x
2
+ +a
k
x
k
+ ],
[2a
2
x
2
+ +k(k 1)a
k
x
k
+ ]
[2a
2
+ +k(k 1)a
k
x
k2
+(k +1)ka
k+1
x
k1
+(k +2)(k +1)a
k+2
x
k
+ ]
+[2a
1
x +4a
2
x
2
+ +2ka
k
x
k
+ ]
=[a
0
+a
1
x +a
2
x
2
+ +a
k
x
k
+ ],
(12.117)
and thus, by taking all polynomials of the order of k and proportional to x
k
,
so that, for x
k
=0 (and thus excluding the trivial solution),
k(k 1)a
k
x
k
(k +2)(k +1)a
k+2
x
k
+2ka
k
x
k
a
k
x
k
=0,
k(k +1)a
k
(k +2)(k +1)a
k+2
a
k
=0,
a
k+2
=a
k
k(k+1)
(k+2)(k+1)
.
(12.118)
In order to converge also for x = 1, and hence for = 0 and = ,
the sum in (12.116) has to have only a nite number of terms. Because if
the sum would be innite, the terms a
k
, for large k, would converge to
a
k
k
a
with constant a
ka
k
. That means that, in Eq. (12.118) for some k = l N, the
coefcient a
l +2
=0 has to vanish; thus
=l (l +1). (12.119)
This results in Legendre polynomials (x) P
l
(x).
Let us now shortly mention the case m = 0. With the same variable
substitution x = cos, and thus
dx
d
= sin and dx = sind as before,
the equation for the polar dependent factor (12.114) becomes
_
d
dx
(1x
2
)
d
dx
+l (l +1)
m
2
1x
2
_
(x) =0, (12.120)
This is exactly the form of the general Legendre equation (12.90), whose
solution is a multiple of the associated Legendre polynomial
m
l
(x)
P
m
l
(x), with m l .
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 197
12.9.6 Solution of the equation for radial factor R(r )
The solution of the equation (12.103)
_
d
dr
r
2 d
dr
+
2r
2
h
2
_
e
2
4
0
r
+E
__
R(r ) =l (l +1)R(r ) , or
1
R(r )
d
dr
r
2 d
dr
R(r ) +l (l +1)
2e
2
4
0
h
2
r =
2
h
2
r
2
E
(12.121)
for the radial factor R(r ) turned out to be the most difcult part for Schrdinger
10
.
10
Walter Moore. Schrdinger life and
thought. Cambridge University Press,
Cambridge, UK, 1989
Note that, since the additive term l (l +1) in (12.121) is dimensionless, so
must be the other terms. We can make this more explicit by the substitu
tion of variables.
First, consider y =
r
a
0
obtained by dividing r by the Bohr radius
a
0
=
4
0
h
2
m
e
e
2
5 10
11
m, (12.122)
thereby assuming that the reduced mass is equal to the electron mass
m
e
. More explicitly, r = y
4
0
h
2
m
e
e
2
. Second, dene =E
2a
2
0
h
2
.
These substitutions yield
1
R(y)
d
dy
y
2 d
dy
R(y) +l (l +1) 2y = y
2
, or
y
2 d
2
d
2
y
R(y) 2y
d
dy
R(y) +
_
l (l +1) 2y y
2
_
R(y) =0.
(12.123)
Now we introduce a new function
R via
R() =
l
e
1
2
R(), (12.124)
with =
2y
n
and by replacing the energy variable with =
1
n
2
, with n
N0, so that
d
2
d
2
R() =c
0
+c
1
+c
2
2
+ +c
k
k
+ , (12.126)
198 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
which, when inserted into (12.123), yields
d
2
d
2
[c
0
+c
1
+c
2
2
+ +c
k
k
+ ]
+[2(l +1) ]
d
dy
[c
0
+c
1
+c
2
2
+ +c
k
k
+ ]
+(n l 1)[c
0
+c
1
+c
2
2
+ +c
k
k
+ ]
=0,
[2c
2
+ k(k 1)c
k
k2
+ ]
+[2(l +1) ][c
1
+2c
2
+ +kc
k
k1
+ ]
+(n l 1)[c
0
+c
1
+c
2
2
+ +c
k
k
+ ]
=0,
[2c
2
+ +k(k 1)c
k
k1
+ ]
+2(l +1)[c
1
+2c
2
+ +k +c
k
k1
+ ]
[c
1
+2c
2
2
+ +kc
k
k
+ ]
+(n l 1)[c
0
+c
1
+c
2
2
+ c
k
k
+ ]
=0,
[2c
2
+ +k(k 1)c
k
k1
+k(k +1)c
k+1
k
+ ]
+2(l +1)[c
1
+2c
2
+ +kc
k
k1
+(k +1)c
k+1
k
+ ]
[c
1
+2c
2
2
+ +kc
k
k
+ ]
+(n l 1)[c
0
+c
1
+c
2
2
+ +c
k
k
+ ]
=0,
(12.127)
so that, by comparing the coefcients of
k
, we obtain
k(k +1)c
k+1
k
+2(l +1)(k +1)c
k+1
k
=kc
k
k
(n l 1)c
k
k
,
c
k+1
[k(k +1) +2(l +1)(k +1)] =c
k
[k (n l 1)],
c
k+1
(k +1)(k +2l +2) =c
k
(k n +l +1),
c
k+1
=c
k
kn+l +1
(k+1)(k+2l +2)
.
(12.128)
The series terminates at some l =q when q =nl 1, or n =q +l +1. Since
q, l , and 1 are all integers, n must be an integer as well. And since q 0, n
must be at least l +1, or
l n 1. (12.129)
Thus, we end up with an associated Laguerre equation of the form
_
d
2
d
2
+[2(l +1) ]
d
d
+(n l 1)
_
R() =0, with n l +1, and n, l Z.
(12.130)
Its solutions are the associated Laguerre polynomials L
2l +1
n+l
which are the
the (2l +1)th derivatives of the Laguerres polynomials L
2l +1
n+l
; that is,
L
n
(x) =e
x d
n
dx
n
(x
n
e
x
) ,
L
m
n
(x) =
d
m
dx
m
L
n
(x).
(12.131)
This yields a normalized wave function
R
n
(r ) =N
_
2r
na
0
_
l
e
r
a
0
n
L
2l +1
n+l
_
2r
na
0
_
, with
N =
2
n
2
_
(nl 1)!
[(n+l )!a
0
]
3
,
(12.132)
where N stands for the normalization factor.
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 199
12.9.7 Composition of the general solution of the Schrdinger Equation
Now we shall coagulate and combine the factorized solutions (12.133) into Always remember the alchemic principle
of solve et coagula!
a complete solution of the Schrdinger equation
n,l ,m
(r , , )
=R
n
(r )Y
m
l
(, )
=R
n
(r )
m
l
()
m
()
=
2
n
2
_
(nl 1)!
[(n+l )!a
0
]
3
_
2r
na
0
_
l
e
r
a
0
n
L
2l +1
n+l
_
2r
na
0
_
P
m
l
(x)
e
i m
2
.
(12.133)
13
Divergent series
In this nal chapter we will consider divergent series, which, as has already
been mentioned earlier, seem to have been invented by the devil
1
. Un
1
Godfrey Harold Hardy. Divergent Series.
Oxford University Press, 1949
fortunately such series occur very often in physical situation; for instance
in celestial mechanics or in quantum eld theory, and one may wonder
with Abel why, for the most part, it is true that the results are correct, which
is very strange
2
.
2
Christiane Rousseau. Divergent series:
Past, present, future . . .. preprint, 2004.
URL http://www.dms.umontreal.ca/
~rousseac/divergent.pdf
13.1 Convergence and divergence
Let us rst dene convergence in the context of series. A series
j =0
a
j
=a
0
+a
1
+a
2
+ (13.1)
is said to converge to the sum s, if the partial sum
s
n
=
n
j =0
a
j
=a
0
+a
1
+a
2
+ +a
n
(13.2)
tends to a nite limit s when n ; otherwise it is said to be divergent.
One of the most prominent series is the Leibniz series
3 3
Gottfried Wilhelm Leibniz. Letters LXX,
LXXI. In Carl Immanuel Gerhardt, editor,
Briefwechsel zwischen Leibniz und Chris
tian Wolf. Handschriften der Kniglichen
Bibliothek zu Hannover,. H. W. Schmidt,
Halle, 1860. URL http://books.google.
de/books?id=TUkJAAAAQAAJ; Charles N.
Moore. Summable Series and Convergence
Factors. American Mathematical Society,
New York, NY, 1938; Godfrey Harold Hardy.
Divergent Series. Oxford University Press,
1949; and Graham Everest, Alf van der
Poorten, Igor Shparlinski, and Thomas
Ward. Recurrence sequences. Volume
104 in the AMS Surveys and Monographs
series. American mathematical Society,
Providence, RI, 2003
s =
j =0
(1)
j
=11+11+1 , (13.3)
which is a particular case q =1 of a geometric series
s =
j =0
q
j
=1+q +q
2
+q
3
+ =1+qs (13.4)
which, since s =1+qs, converges to s =1/(1q) if q <1. Another one is
s =
j =0
(1)
j +1
j =12+34+5 =
_
j =0
(1)
j
__
k=0
(1)
k
_
, (13.5)
which, in the same sense as the Leibnitz series is 1/[1(1)] = 1/2, sums
up to 1/4.
202 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
13.2 Euler differential equation
In what follows we demonstrate that divergent series may make sense, in
the way Abel wondered. That is, we shall show that the rst partial sums
of divergent series may yield good approximations of the exact result;
and that, from a certain point onward, more terms contributing to the
sum might worsen the approximation rather an make it better a situation
totally different from convergent series, where more terms always result in
better approximations.
Let us, with Rousseau, for the sake of demonstration of the former
situation, consider the Euler differential equation
_
x
2 d
dx
+1
_
y(x) =x, or
_
d
dx
+
1
x
2
_
y(x) =
1
x
. (13.6)
We shall solve this equation by two methods: we shall, on the one hand,
present a divergent series solution, and on the other hand, an exact solu
tion. Then we shall compare the series approximation to the exact solution
by considering the difference.
A series solution of the Euler differential equation can be given by
y
s
(x) =
j =0
(1)
j
j !x
j +1
. (13.7)
That (13.7) solves (13.6) can be seen by inserting the former into the latter;
that is,
_
x
2 d
dx
+1
_
j =0
(1)
j
j !x
j +1
=x,
j =0
(1)
j
( j +1)!x
j +2
+
j =0
(1)
j
j !x
j +1
=x,
[change of variable in the rst sum: j j 1 ]
j =1
(1)
j 1
( j +11)!x
j +21
+
j =0
(1)
j
j !x
j +1
=x,
j =1
(1)
j 1
j !x
j +1
+x +
j =1
(1)
j
j !x
j +1
=x,
x +
j =1
(1)
j
_
(1)
1
+1
_
j !x
j +1
=x,
x +
j =1
(1)
j
[1+1] j !x
j +1
=x,
x =x.
(13.8)
On the other hand, an exact solution can be found by quadrature; that
is, by explicit integration (see, for instance, Chapter one of Ref.
4
). Consider
4
Garrett Birkhoff and GianCarlo Rota.
Ordinary Differential Equations. John
Wiley & Sons, New York, Chichester,
Brisbane, Toronto, fourth edition, 1959,
1960, 1962, 1969, 1978, and 1989
the homogenuous rst order differential equation
_
d
dx
+p(x)
_
y(x) =0, or
dy(x)
dx
=p(x)y(x), or
dy(x)
y(x)
=p(x)dx. (13.9)
Integrating both sides yields
logy(x) =
_
p(x)dx +C, ory(x) =Ke
_
p(x)dx
, (13.10)
where C is some constant, and K =e
C
. Let P(x) =
_
p(x)dx. Hence, heuris
tically, y(x)e
P(x)
is constant, as can also be seen by explicit differentiation
DI VERGENT SERI ES 203
of y(x)e
P(x)
; that is,
d
dx
y(x)e
P(x)
=e
P(x)
dy(x)
dx
+y(x)
d
dx
e
P(x)
=e
P(x)
dy(x)
dx
+y(x)p(x)e
P(x)
=e
P(x)
_
d
dx
+p(x)
_
y(x)
=0
(13.11)
if and, since e
P(x)
= 0, only if y(x) satises the homogenuous equation
(13.9). Hence,
y(x) =ce
_
p(x)dx
is the solution of
_
d
dx
+p(x)
_
y(x) =0
(13.12)
for some constant c.
Similarly, we can again nd a solution to the inhomogenuos rst order
differential equation
_
d
dx
+p(x)
_
y(x) +q(x) =0, or
_
d
dx
+p(x)
_
y(x) =q(x)
(13.13)
by differentiating the function y(x)e
P(x)
= y(x)e
_
p(x)dx
; that is,
d
dx
y(x)e
_
p(x)dx
=e
_
p(x)dx d
dx
y(x) +p(x)e
_
p(x)dx
y(x)
=e
_
p(x)dx
_
d
dx
+p(x)
_
y(x) e
_
p(x)dx
q(x).
(13.14)
Hence, for some constant y
0
and some a, we must have, by integration,
y(x)e
_
x
a
p(t )dt
= y
0
_
x
a
e
_
t
a
p(s)ds
q(t )dt , and whence
y(x) = y
0
e
_
x
a
p(t )dt
e
_
x
a
p(t )dt
_
x
a
e
_
t
a
p(s)ds
q(t )dt ,
(13.15)
with y(a) = y
0
.
Coming back to the Euler differential equation and identifying p(x) =
1/x
2
and q(x) =1/x we obtain, up to a constant,
y(x) =e
_
x
0
dt
t
2
_
x
0
e
_
t
0
ds
s
2
_
1
t
_
dt
=e
1
x
_
x
0
e
1
t
t
dt
=e
_
x
0
e
1
x
1
t
t
dt .
(13.16)
With the change of coordinate Ansatz
=
x
z
1, z =
x
1+
, dz =
x
(1+)
2
d (13.17)
the integral (13.16) can be rewritten as
y(x) =
_
0
e
x
1+
d. (13.18)
Note that whereas the series solution y
s
(x) diverges for all nonzero x,
the solution y(x) in (13.18) converges and is well dened for all x 0.
204 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Let us now estimate the absolute difference between y
s
k
(x) which repre
sents y
s
((x) truncated after the kth term and y(x); that is, let us consider
y(x) y
s
k
(x) =
0
e
x
1+
d
k
j =0
(1)
j
j !x
j +1
. (13.19)
It can be shown
5
that, for any x 0 this difference can be estimated by a
5
Christiane Rousseau. Divergent series:
Past, present, future . . .. preprint, 2004.
URL http://www.dms.umontreal.ca/
~rousseac/divergent.pdf
bound from above
y(x) y
s
k
(x) k!x
k+1
. (13.20)
For a proof, observe that, since
n
k=0
a
k
=a
0
1r
n+1
1r
=a
0
r
1r
n
1r
(13.21)
it is true that
1
1
=
k
=0
n1
(1)
k
k
+(1)
n
n
1+
. (13.22)
Thus
f (x) =
_
0
e
x
1
d
=
_
0
e
x
_
k
=0
n1
(1)
k
k
+(1)
n
n
1+
_
d
=
k
=0
n1
_
0
(1)
k
k
e
x
d+
_
0
(1)
n
n
e
x
1+
d.
(13.23)
Since
k! =(k +1) =
_
0
z
k
e
k
dz, (13.24)
one obtains
_
0
k
e
x
d
[substitution: z =
x
, d =xdz ]
=
_
0
x
k+1
z
k
e
z
dz
=x
k+1
k!,
(13.25)
and hence
f (x) =
k
=0
n1
_
0
(1)
k
k
e
x
d+
_
0
(1)
n
n
e
x
1+
d
=
k
=0
n1
(1)
k
x
k+1
k! +
_
0
(1)
n
n
e
x
1+
d
= f
n
(x) +R
n
(x),
(13.26)
where f
n
(x) represents the partial sum of the power series, and R
n
(x)
stands for the remainder, the difference between f (x) and f
n
(x). The
absolute of the remainder can be estimated by
R
n
(x) =
_
n
e
x
1+
0
n
e
x
=n!x
n+1
.
(13.27)
As a result, the remainder grows with growing number of terms contribut
ing to the sum; a characterisztic feature of divergent series (for convergent
series, the remainder decreases).
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Index
adjoint operator, 155
adjoints, 55
analytic function, 112
antisymmetric tensor, 100
associated Laguerre equation, 198
associated Legendre polynomial, 191
Babylonian proof, 28
basis, 39
basis change, 53
Bell state, 82, 97
Bessel equation, 180
Bessel function, 183
beta function, 167
block, 74
Bohr radius, 197
Born rule, 72
boundary value problem, 143
branch point, 119
Cauchys differentiation formula, 114
Cauchys integral formula, 114
Cauchys integral theorem, 113
CauchyRiemann equations, 112
change of basis, 53
characteristic equation, 58
characteristic exponents, 171
Chebyshev polynomial, 159, 183
cofactor, 54
coherent superposition, 70
commutator, 50
completeness, 42
conformal map, 113
context, 75
contravariant coordinates, 48
convergence, 201
coordinate system, 39
covariant coordinates, 48
cross product, 100
curl, 101
dAlambert reduction, 171
DAlembert operator, 101
degenerate eigenvalues, 60
delta sequence, 125
delta tensor, 100
determinant, 54
diagonal matrix, 46
differentiable, 112
differential equation, 141
dimension, 39
direct sum, 44
Dirichlet boundary conditions, 153
distributions, 126
divergence, 101, 201
divergent series, 201
domain, 155
dot product, 38
double factorial, 167
dual basis, 45
dual space, 44
dual vector space, 44
eigenfunction, 143
eigensystem, 58
eigenvalue, 58, 143
eigenvector, 58
Einstein summation convention, 48
entanglement, 98
Euler differential equation, 202
Euler integral, 167
Eulers formula, 111
Eulers identity, 111
eld, 35
form invariance, 95
Fourier analysis, 143, 145
Fourier series, 121
Fourier transform, 121
Fourier transformation, 123
Fuchsian equation, 165, 167
functional analysis, 126
Functions of normal transformation, 63
gamma function, 165
Gauss series, 180
Gauss theorem, 183
Gauss theorem, 104
Gegenbauer polynomial, 159, 183
general Legendre equation, 191
Generalized Cauchys integral formula,
114
generating function, 188
geometric series, 201
Gleasons theorem, 72
gradient, 101
GramSchmidt process, 42, 186
Grassmann identity, 102
Greechie diagram, 68, 74
Hasse diagram, 74
Heaviside function, 190
Heaviside step function, 129
Hermite polynomial, 159, 183
Hermitian transformation, 57
Hilbert space, 39
holomorphic function, 112
homogenuous differential equation, 142
hypergeometric equation, 165, 180
hypergeometric function, 165, 180, 192
hypergeometric series, 180
imaginary unit, 111
inhomogenuous differential equation,
141
initial value problem, 143
inner product, 37, 42, 86, 186
218 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
inverse operator, 50
irregular singular point, 168
isometry, 57, 72
Jacobi polynomial, 183
Jacobian matrix, 92
KochenSpecker theorem, 68
Kronecker delta function, 39, 41, 89
Kronecker product, 49, 85
Laguerre polynomial, 159, 183, 198
Laplace operator, 101, 162
Laurent series, 115, 169
Legendre equation, 187, 195
Legendre polynomial, 159, 183, 196
Legendre polynomials, 187
LeviCivita symbol, 100
linear functional, 44
linear independence, 37
linear manifold, 37
linear operator, 49
linear span, 37
linear transformation, 49
linear vector space, 36
Liouville normal form, 157
matrix, 50
maximal operator, 66
measures, 67
metric, 90, 92
metric tensor, 45, 89, 90
minor, 54
Moivres formula, 112
multivalued function, 119
multifunction, 119
mutually unbiased bases, 43
nabla operator, 101, 113
Neumann boundary conditions, 153
norm, 38
normal transformation, 62
ordinary point, 168
orthogonal complement, 38
orthogonal functions, 186
orthogonal projector, 58, 67
orthonormal, 42
othogonality, 38
partial differential equation, 161
Pauli spin matrices, 51, 57
periodic boundary conditions, 153
periodic function, 121
Pochhammer symbol, 166, 180
polynomial, 50
positive transformation, 57
power series solution, 169
probability measures, 67
product of transformations, 49
projection, 51
projection theorem, 38
projector, 40, 51
proper value, 58
proper vector, 58
pure state, 70
quantum logic, 72
quantum mechanics, 69
quantum state, 69
radius of convergence, 170
rank, 54
reciprocal basis, 45
regular point, 168
regular singular point, 168
residue, 115
Residue theorem, 116
Riemann surface, 111
Rodrigues formula, 187, 192
scalar product, 37, 42, 86, 186
Schmidt coefcients, 65
Schmidt decomposition, 65
Schrdinger equation, 192
sekular determinant, 58
sekular equation, 58
selfadjoint transformation, 56
sheet, 119
shifted factorial, 166, 180
sign function, 130
sine integral, 130
singlet state, 82
singular point, 168
singular value decomposition, 64
singular values, 65
span, 37, 40
spectral form, 62
spectral theorem, 62
spectrum, 62
spherical coordinates, 78, 94, 193
spherical harmonics, 192
Spur, 55
state, 69
states, 67
Stirlings formula, 167
Stokes theorem, 106
SturmLiouville differential operator, 154
SturmLiouville eigenvalue problem, 154
SturmLiouville form, 153
SturmLiouville transformation, 157
subspace, 37
sum of transformations, 49
symmetric transformation, 57
tensor product, 48
three term recursion formula, 188
trace, 55
trace class, 55
transformation matrix, 50
unitary transformation, 57, 72
vector product, 100
weight function, 186