Differential Equations An Operational Approach

Differential Equations:
An Operational Approach
Hector Manuel Moya-Cessa
Francisco Soto-Eguibar
Rinton Press, Inc.
2011 Rinton Press, Inc.
565 Edmund Terrace
Paramus, New Jersey 07652, USA
editorial@rintonpress.com
http://www .rintonpress. com
All right reserved. No part ofthis book
covered by the copyright hereon may be
reproduced or used in any form or by any
means-graphic, electronic, or mechanical,
including photocopying, recording,
taping, or information storage and
retrieval system - without permission of
the publisher.
Published by Rinton Press, Inc.
Printed in the United States of America
ISBN 978-1-58949-060-4
Preface
This short textbook, mainly on new methods to solve differential equations, is
the result from notes of the courses on special topics of mathematical methods
that we have taught, for several years, at Instituto Nacional de Astrofisica,
Optica y Electr6nica in Puebla, Mexico.
We present an alternative approach to the one that is usually found in text-
books. We have developed original material that is presented here, which deals
with the application of operational methods. Because of this, new material is
developed in five of the six chapters it contains, paying particular attention to
algebraic methods by using differential operators when possible. The methods
presented in this book are useful in all applications of differential equations.
These methods are used in quantum physics, where they have been developed in
their majority, but can be used in any other branch of physics and engineering.
The first Chapter is a review of linear algebra, as it is the basis of the rest
of the Chapters. The second Chapter is a survey of special functions, where we
introduce new operational techniques that will be used throughout the book. In
this very Chapter we show new material, in particular a sum of Hermite poly-
nomials of even order. The third Chapter is devoted to solve finite systems of
differential equations; we do this by using what we have called Vandermonde
methods. In the fourth and the fifth Chapters we solve infinite and semi-infinite
systems of ordinary differential equations using operational methods. Finally, in
Chapter six we solve some partial differential equations. The book is self con-
tained, as the methods established are new and they are completely developed.
The book is intended for undergraduate students and so we assume that the
reader has elementary knowledge on matrix algebra, determinants and a basic
working knowledge on ordinary differential equations. The reader acquainted
with linear algebra can go directly to Chapter 2, i.e. to the Special Functions
Chapter. This Chapter should not be skipped, even when the reader has been
Preface
exposed to special functions, as the main notions used in the book are introduced
here. In some parts of the book, where we think the reader may not have much
experience, we provide explicit calculations in order to give details on how the
operational calculations have to be done.
We are very grateful to our colleagues Omar Lopez and Enrique Landgrave
for valuable criticisms and friendly recommendations. We would like to thank
several students for typing part of the lectures, in particular we are very grateful
to Juan Martinez-Carranza.
Hector Manuel Moya-Cessa and Francisco Soto-Eguibar
Santa Maria Tonantzintla, Puebla, Mexico
March 2011
Contents
Preface
Chapter 1 Linear Algebra
1.1 Vector spaces . . . . . . .
1.1.1 Subspaccs ......... .
1.1.2 The span of a set of vectors
1.1.3 Linear independence ....
vii
1
3
3
4
1.1.4 Bases and dimension of a vector space 6
1.1.5 Coordinate systems. Components of a vector in a given basis 7
1.2 The scalar product. Euclidian spaces . . . . . . . . . . . . . . 7
1.2.1 The norm in an Euclidian space . . . . . . . . . . . . 8
1.2.2 The concept of angle between vectors. Orthogonality . 8
1.3 Linear transformations . . . . . . . . . . . . . 11
1.3.1 The kernel of a linear transformation.
1.3.2 The image of a linear transformation .
1.3.3 Isomorphisms . . . . . . . . . .....
1.3.4 Linear transformations and matrices
1.3.5 The product of linear transformations
1.4 Eigenvalues and eigenvectors . .
1.4.1 The finite dimension case
1.4.2 Similar matrices .... .
1.4.3 Diagonal matrices ... .
1.4.3.1 Procedure to diagonalize a matrix .
1.4.3.2 The Cayley-Hamilton theorem
1.5 Linear operators acting on Euclidian spaces ..
1.5.1 Adjoint operators ........... .
1.5.2 Hermitian and anti-Hermitian operators
12
13
13
14
16
20
24
27
28
30
30
31
32
33
Contents
1.5.3 Properties of the eigenvalues and eigenvectors of the Hermi-
tian operators . . . . .
Chapter 2 Special functions
2.1 Hermite polynomials . . . . . . . . . . . . .
2.2
2.3
2.4
2.1.1 Baker-Hausdorff formula ..... .
2.1.2 Series of even Hermite polynomials .
2.1.3 Addition formula .....
Associated Laguerre polynomials . . . . . .
Chebyshev polynomials . . . . . . . . . . .
2.3.1 Chebyshev polynomials of the first kind
2.3.2 Chebyshev polynomials of the second kind.
Bessel functions of the first kind of integer order .
2.4.1 Addition formula ......... .
34
37
37
40
43
48
49
52
52
53
55
5G
2.4.2 Series of the Bessel functions of the first kind of integer order 58
2.4.3 Relation between the Bessel functions of the first kind of in-
teger order and the Chebyshev polynomials of the second kind 60
Chapter 3 Finite systems of differential equations
3.1 Systems 2 x 2 first ............ .
3.1.1 Eigenvalue equations ....... .
3.1.2 Cayley-Hamilton theorem method
3.1.2.1 Case A: >
11
=/= Az ...
3.1.2.2 Case B: A
1
= Az = A ..
3.2 Systems 4 x 4 ............... .
3.2.1 Case 1. All the eigenvalues are different (A
1
=/= Az =/= A3 =/= A4)
3.2.2 Case 2. A1 = Az =/= A3 = A4 ..
3.2.3 Case 3. Al = Az = A3 = A =/= A4
3.2.4 Case 4. A1 = Az = A3 = A4 = A
63
63
64
69
70
72
74
77
78
79
80
3.3 Systems n x n . . . . . . . . . . . . . 83
3.3.1 All the eigenvalues arc distinct 84
3.3.2 The eigenvalues are: A
1
= A
2
= A
3
, A4 = A
5
, and the rest are
different . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
Chapter 4 Infinite systems of differential equations
4.1 Addition formula for the Bessel functions
4.2 First neighbors interaction .............. .
4.3 Second neighbors interaction . . . . . . . . . . . .
4.4 First neighbors interaction with an extra interaction
4.4.1 Interaction wn . . . . . . . . . . . . . . . . .
91
92
94
96
100
100
Contents
4.4.2 Interaction w( -1)"'
Chapter 5 Semi-infinite systems of differential equations
5.1 First a semi-infinite system ............. .
5.2 Semi-infinite system with first neighbors interaction
5.3 Nonlinear system with first neighbors interaction
Chapter 6 Partial differential equations
6.1 A simple partial differential equation . . .
6.1.1 A Gaussian function as boundary condition .
6.1.2 An arbitrary function as boundary condition
6.2 Airy system ................. .
6.2.1 Airy function as boundary condition
6.3 Harmonic oscillator system ...
6.4 z-dependent harmonic oscillator .
Appendix A Dirac notation
107
115
115
119
126
133
133
133
134
135
137
138
139
141
Appendix B Inverse of the Vandermonde and Vandermonde con-
fluent matrices
B.1 The inverse of the Vandermonde matrix ..... .
B.2 The inverse of the confluent Vandermonde matrix.
Appendix C Tridiagonal matrices
C.1 Fibonacci system ......... .
Bibliography
Index
143
145
146
149
150
153
155
Chapter 1
Linear Algebra
In this Chapter, and in the rest of the book, we will assume that the reader
is familiar with elementary matrix algebra and with determinants; however, in
special cases, and for the sake of clearness, we will define and review some con-
cepts. To review elementary matrix algebra and determinants, we recommend
the following books [Shores 07; Larson 09; Lang 86; Lang 87; Nicholson 90;
Poole 06].
1.1 Vector spaces
The concept of vector space is very important in mathematics. This concept
has applications in physics, engineering, chemistry, biology, the social sciences,
and other areas. It is an abstraction of the idea of geometrical vectors that we
acquire in elementary mathematics and physics, and even in our daily life. The
idea of vector is generalized to any size and to entirely different kinds of objects.
A vector space consists of a nonempty set V of objects, called vectors, that
has an addition + and a multiplication by scalars (real or complex numbers).
The following ten axioms are assumed to hold.
Addition
(Al) Closure under addition: If u and v belong to V; then so does u + v.
(A2) Commutative law for addition: If u and v belong to V, then u + v = v + u.
(A3) Associative law for addition: If u, v, and w belong to V, then u+ (v+w) =
(u+v)+w.
(A4) There exists a zero vector in V, denoted by 0, such that for every vector u
inV,u+O=u.
(A5) For every vector u in V there exists a vector -u, called the additive inverse
of u, such that u + ( -u) = 0.
Scalar Multiplication
Linear Algebra
(S1) Closure under scalar multiplication: If u belongs to V; then so a u for any
scalar a.
(S2) For any two scalars a and (3 and any vector u in V, a ((3 u) = (af3). u.
(S3) For any vector u in V, 1 u = u.
(S4) For any two scalars a and (3 and any vector u in V, (a+ (3) u =a. u+ (3 u.
(S5) For any scalar a and any two vectors u and v in V, a (u+v) =a. u+a. v.
From now on, for simplicity, we will denote the scalar multiplication of a scalar
a by a vector v as av instead of a v.
If the scalars are real numbers, we call the vector space a real vector space;
if the scalars are complex, we call the vector space a complex vector space.
Example 1. The set of n-tuplcs of ordered real numbers,
{(x1, x2, ... , Xn)l Xi E JR. for all i},
with the usual addition and multiplication operations, is the real vector space JR.n.
Example 2. The set of all m x n matrices M with real entries, and with
the usual matrix addition and multiplication by a scalar, is the real vector space
9J1(m x n).
Example 3. The set of all real-valued functions on a set A is a real vector
space. Addition and scalar multiplication are defined so that f + g is the func-
tion x-+ f(x) + g(x), and >.j is the function x-+ >.j(x). Similarly, the space of
complex valued functions on A is a complex vector space.
Example 4. The set It( a, b) = {f : (a, b) -+ q .f is a continuos function in (a, b)},
where tC are the complex numbers, with the same operations of the preceding
example, is a complex vector space.
Example 5. The set of all polynomials of degree at most two with the standard
function addition and scalar multiplication forms a vector space.
We list, without demonstration, some properties of vector spaces.
Let v be a vector in some vector space V and let c be any scalar. Then
1. Ov = 0.
2. cO= 0.
Vector spaces
3. ( -c)v = c(-v) = -(cv).
4
. If cv = o, then v = 0 or c = 0.
5. A vector space has only one zero element.
6. Every vector has only one additive inverse.
1.1.1 Subspaces
A better understanding of the properties of vector spaces is obtained by intro-
ducing the concept of subsets and the bigger sets from which they can be subsets.
Of primordial importance is when the subsets are by themselves vector spaces;
in that case, the subset is called a subspace. We define subspace as follows:
If V is a vector space, a subset U of V is called a subspace of V if U is itself
a vector space, where U uses the vector addition and scalar multiplication of V.
Example 1. In the case of the vector space JR.
2
, all the straight lines that
goes through the origin, are subspaces.
Example 2. If we consider the vector space of real valued continuous func-
tions defined in a certain interval (a, b) in JR., the subset of all polynomials of a
fixed degree is a subspace.
Let U be a subset of a vector space V. Then U is a subspace, if and only if,
it satisfies the following three conditions.
1. The zero vector 0 of V lies in U.
2. If u and v lie in U, then u + v lies in U; i.e., the subset U is closed under the
addition.
3. If u lies in U, then a u lies in U for all scalars; i.e., the subset U is closed
under the multiplication by scalars.
1.1.2
The span of a set of vectors
{ v1 v2' , Vn} is any set of in a vector space V, the set of all linear com-
bmatlOns of these vectors is called their span, and is denoted by span{v
1
, v
2
, ... , vn}.
Example 1 I th 2
. n e vector space JR. , the vector (1, 1) span the subspace that
consists of a straight line of slope 1 that goes through the origin.
L'inear Algebra
Example 2. The set {1,x,x
2
,x
3
} spans the vector space of polynomials of
degree less or equal to 3.
Example 3. The three vectors (1, 0, 0), (0, 1, 0), (0, 0, 1) span the vector space
JR3.
1.1.3 Linear independence
lk
A set of vectors {VI, v
2
, ... , Vn} is called linearly independent if any linear com-
bination of them equal to zero necessary implies that all the coefficients of the
combination are zero; i.e., if
(1.1)
then
(1.2)
A set of vectors that is not linearly independent is said to be linearly depen-
dent.
Example 1. The vectors (1,0,1),(0,1,0) and (-1,1,1), of the vector space
IR
3
, are linearly independent.
We take a linear combination of the three vectors,
ri(1, 0, 1) + r2(0, 1, 0) + r3( -1, 1, 1) = 0.
As
(
1 0
det 0 1
1 0
2,
the only solution to the homogeneous system we have, is the trivial one; i.e.,
TI = r2 =.r
3
= 0, and then the set is linearly independent.
Example 2. The subset B = {sinx, sin2x, sin3x, ... ,sin nx} of the vector space
ct( -1r, 1r) = {! : ( -1r, 1r) -t IRI f is a continuos function in ( -1r, 1r)} is linearly
independent for all n.
Taking a linear combination of all the elements in the set B and equating it to
zero, we get
Vector spaces
Lcksinkx = 0.
k=I
Multiplying this equation by sin mx, integrating it from -Jr to 1r, and using the
integral J:.?T sin mx sin kxdx = m5mb we get
n
7r L Ck5km = 7rCm = 0.
k=I
As m is an arbitrary integer from 1 to n, necessarily Ck = 0 for all k from 1 to
n, and we have proved that the set B is linearly independent.
It is clear that a set {VI, v
2
, ... , Vn} of vectors in a vector space V is linearly
dependent, if and only if, some vi is a linear combination of the others.
We know, from our hypothesis, that in the following equation
at least one coefficient is no null, let say it is the m; then, we can write
As Cm -=/=- 0, we get
as we wanted to show.
CmVm + L CkVk = 0.
k=I,kfcm
= 0,
Example 3. In the vector space IR
2
, the vectors (-1,2) and (3,-6) are lin-
early dependent, as one is a multiple of the other, (3, -6) = -3( -1, 2).
If a vector space V can be spanned by n vectors, then in case that any other
set of m vectors in V is linearly independent, thus m :S: n
Linear Algebra
1.1.4 Bases and dimension of a vector space
One of the main ideas of vector space theory is the notion of a basis. We already
know that a spanning set for a vector space V is a set of vectors { v1, v2, ... , Vn}
such that V = span{ V1, v
2
, ... , vn} . However, some spanning sets are better than
others because they have less elements. We know that a set of vectors has no
redundant vectors in it if and only if it is linearly independent. This observation
take us to the following definition.
A set e
2
, ... ,en} of vectors in a vector space V is called a basis of V if it
satisfies the two conditions:
1. The set { e
1
, e2, ... ,en} is linearly independent
2. The set { e
1
, e
2
, ... ,en} spans the vector space V; i.e., V =span{ e1, e2, ... ,en}
The fact that a basis spans a vector space means that every vector in the space
has a representation as a linear combination of basis vectors. The linearly inde-
pendence of the basis implies that the representation is unique.
Example 1. In the vector space R
3
, the set of three vectors
{ (1, 0, 0), (0, 1, 0), (0, 0, 1)} is a basis.
It is very easy to show that the three vectors are linearly independent.
Any vector (x,y,z) in R
3
, can be written as (x,y,z) = x(1,0,0) +y(0,1,0) +
z(O, 0, 1), then the set spans the space.
The number of vectors in two different bases of a vector space V must be the
same.
If {e
1
,e
2
, ... ,en} is a basis of the nonzero vector space V, the number n of
vectors in the basis is called the dimension of V, and we write dimV.
The zero vector space is defined to have dimension 0.
A vector space V is called finite dimensional if V = 0 or V has a finite basis.
Otherwise it is infinite-dimensional.
Let V be a vector space and assume that dimV = n > 0.
1. No set of more than n vectors in V can be linearly independent
2. No set of fewer than n vectors caP span V
Let V be a vector space, and assvme that dimV = n > O.
1. Any set of n linearly independent vectors in V is a basis.
2. Any spanning set of n nonzero vectors in Vis a basis.
The scalar prod11,ci. E11,clidian spaces
1.1.5 Coordinate systems. Components of a vector in a given
basis
A basis of a vector space V was defined to be an independent set of vectors
spanning V. The real significance of a basis lies in the fact that the vectors of
any basis of en or nn may be regarded as the unit vectors of the space, under
a suitably chosen coordinate system, in virtue of the following theorem.
A given vector v, in a vector space V, can always be expanded as
(1.3)
where the set { e
1
, e
2
, ... , en} is a basis of the vector space.
The set of scalars { a
1
, a
2
, ... , an} (complex or real) are called the components
or the coordinates of the vector v in the basis { e
1
, e
2
, ... , en}. It is clear that if
we have different bases, the components of the vector will be different; however
given a basis, this components are unique.
Example 1. In the real vector space R
3
, the standard basis is the set
{(1, 0, 0), (0, 1, 0), (0, 0, 1)}. The components of the vector ( -1, 2, -3) in this
basis are -1,2 and -3. The set {(1,0,1),(1,1,1),(1,1,0)} is linearly indepen-
dent, then it is also a basis of R
3
; in this new basis, the components of the vector
( -1, 2, -3) are -3, 0 and 2.
1.2 The scalar product. Euclidian spaces
We say that a complex vector space V has a scalar product or dot product or an
internal product, if for any two elements u and v in V, a unique complex number
is associated, which will be denoted by u v, and that association satisfies the
following four properties.
For any three vectors u, v and w in V, and for any scalar a,
1. Hermitian symmetry. u v = (v u)*
2. Distributivity or linearity. u ( v + w) = u v + u w
3. Associativity or homogeneity. (au) v = a(u v)
4. Positivity. u u > 0 if u I 0
In the case of a real vector space, property 1 simplifies to u v = v v., the others
remain equal.
Linear Algebra
A vector space with a scalar product, is called an Euclidian space. If the scalars
are real, it is a real Euclidian space, if the scalars are complex, it is called a
complex Euclidian space or Unitary space. In what follows, we will think in
complex Euclidian spaces, and treat the real Euclidian spaces as a particular
case.
Example 1. In the vector space JR
3
, the product
!<.
is a scalar product.
Example 2. If we consider the vector space
ct(a, b)= {f: (a, b)-+ q f is a continuos function in (a, b)},
the product f g I: f(x)g*(x)dx constitutes a scalar product.
1.2.1 The norm in an Euclidian space
With the introduction of the scalar product, we can define a norm (a "size") for
the elements of a vector space. Given a vector v in an Euclidian space V, we
define the norm of the vector as
l v l = ~ . (1.4)
Note that the norm of a vector is always a nonnegative integer.
Cauchy-Schwarz inequality. In a vector space V all the scalar products satisfy
the Cauchy-Schwarz inequality; i. e., given two vectors v and u in V,
(1.5)
The equality is satisfied, if and only if, the two vectors, v and u, arc linearly
dependent.
1.2.2 The concept of angle between vectors. Orthogonality
In a real Euclidian space, and in analogy with the Euclidian space JR3, it is also
possible to introduce the concept of angle between vectors. If we have v and u
The scalar product. E1Lclidian spaces
in V, the angle between them is defined as
e =arccos( ,:,,:,I).
(1.6)
In a real Euclidian space V,
a) Two vectors are orthogonal, if and only if, their scalar product is zero.
b) A vectorial subspace S, of a vector space V, is called orthogonal, if and only
if v . u = 0 for any pair of unequal vectors in S.
c) A vectorial subspace S, of a vector space V, is called orthonormal if in addi-
tion to be orthogonal all their vectors have norm 1.
Example 1. Let us consider the complex Euclidian space formed by the com-
plex vector space
ct(a, b) = {f: (a, b)-+ q f is a continuos function in (a, b)},
with the scalar product f g =I: f(x)g*(x)dx. The subset {1, x, x
2
, ... , xn} of
c( a, b) spans the subspace of all the polynomials of degree less than or equal to
n; however, this set is not orthogonal.
We have to calculate the scalar product of any two functions in the set:
xJ xk =I: xJxkdx =I: xi+kdx = J ~ l [bi+k+l- ai+k+
1
] =1- 0,
thus, no pair is orthogonal and the set is not orthogonal.
Example 2. The subset B = {sin x, sin 2x, sin3x, ... , sin nx} of the real Euclid-
ian space c( -JT, 1r) = {! : ( -JT, 1r) -+ JRI f is a continuos function in ( -JT, 1r)}
with the scalar product f g =I: f(x)g(x)dx is an orthogonal set.
We already used the integral I::1f sin mx sin kxdx = 1T!5mk, so the scalar product
of any two members of the set is zero, then the set is orthogonal.
In a real Euclidian space V, any orthogonal setS of no null vectors is linearly
independent.
Let be S = {v
1
, v
2
, ... , vk} the orthogonal set. We take a linear combination of
these vectors and we make it equal to zero,
k
LAjVj = 0.
j=l
Now we take the scalar product of this equation with an arbitrary vector Vm,
with m from 1 to k, and we use that Vm Vj = bmj/(lvmllvjl), to write
10 Linear Algebra
so Am = 0. As m is arbitrary, the necessary conclusion is that Aj = 0 for all j
from 1 to k, and the set S is linearly independent.
In a real Euclidian space V of finite dimension n, any orthogonal set S of n
no null vectors is a basis.
Given an Euclidian space V of finite dimension n, and S = { e
1
, e
2
, ... ,en} an
orthogonal basis of it, any vector v of V can be expanded as
where
fork= 1,2,3 ... ,n.
n
v = Lckek,
k=l
V
(1.7)
(1.8)
We take the scalar product of expression (1.7) with em, being m an arbitrary
integer from 1 to n, we use the properties 2 and 3 of the scalar product and we
use the fact that the basis is orthogonal (i.e., ei ej = leillejloij), to write
n
v em= Lck(ek em)= Lcklemlleklomk = leml
2
cm,
k=l k=l
and from this equation (1.8) follows trivially.
Given an Euclidian space V of finite dimension nand S = { e
1
, e
2
, ... ,en} an
orthonormal basis of it, any vector v of V can be expanded as
(1.9)
where
(1.10)
fork= 1,2,3 ... ,n.
Parseval formula. Let be V an Euclidian space of finite dimension n and
S = { e
1
, e
2
, ... ,en} an orthonormal basis of it. Then for any two vectors, and
Linear transformations
u in V, the following formula is satisfied
That implies that
v u = L(v ek)(u ek)*.
k=l
n
v u = L vku'k,
k=l
11
(1.11)
(1.12)
where Vk and Uk are the components of the two vectors in the given basis.
In particular, if u = v,
lvl2 (1.13)
k=l
In all Euclidian spaces is always possible to build an orthogonal basis, and
therefore an orthonormal basis. The construction processes is known as the
Gram-Schmidt orthogonalization process [Nicholson 90; Poole 06].
1.3 Linear transformations
A transformation is a function with vector spaces for its domain and codomain.
A transformation is linear if it preserves linear combinations; or more precisely,
if V and W are two vector spaces, a function T : V -+ W is called a linear
transformation in V, if it satisfies the following properties:
a) T(v + v.) = T(v) + T(v.) for all v and v. in V.
b) T(rv) = rT(v) for all v in Vandall scalars r (real or complex).
The linear transformations are also called linear maps and linear operators.
However, we will use the denomination linear operator when the domain and
the codomain are the same vector space.
Example 1. The transformation from JR
3
to IR
2
given by the rule
(x,y,z)-+
is a linear transformation.
Example 2. The differential operator acting on the vector space
\1: = {f: (a, b)-+ IRif is a continuos function in (a, b)}
is a linear transformation.
12 Linear Algebra
A linear transformation always maps the zero vector of the domain in the
zero vector of the codomain. In other words, given a linear transformation T,
from the vector space V to the vector space W, we have
T(Ov) =Ow, (1.14)
where Ov is the zero vector in the vector space V and W is the zero vector in
the vector space W.
The seco.nd property of a linear transformation, T ( rv) = rT ( v), holds for any
vector v m V, and for any scalar r; in particular it holds for the zero scalar and
then expression (1.14) follows trivially. '
As the linear transformations arc in fact functions from one vector space into
another, all the operations for functions applied. We can add linear transforma-
tions, and we can multiply linear transformations by a scalar. It is easy to show
that. all these operations give again a linear transformation, then the space of
all lmear transformations is itself a vector space.
1.3.1 The kernel of a linear transformation
Given a linear transformation T, from the vector space V to the vector space
W, we define the kernel of the transformation as the subset of the vector space
V of all the vectors that have as image the null vector in W; i.e., if we denote
the kernel of the linear transformation as ker(T), we have
ker(T) = {vt:VIT(v) = 0}. (1.15)
The kernel of a linear transformation is a vector subspace of the domain V.
We already know that it is enough to show that the zero vector is in the kernel
and that t h ~ kernel is closed under the addition and under the multiplication b;
a scalar. Frrst, the zero vector is in the kernel, as we also know that the zero
vector always goes to the zero vector under a linear map (see expression ( 1.14)).
Second, as the transformation is linear, if we have v, u in ker(T) and two arbi-
trary scalars r ~ n s, then T(rv + su) = rT(v) + sT(u) = rO +sO= 0, showing
that the kernel rs closed under both operations.
The two following statements are completely equivalent:
1. The kernel of a linear transformation Tis the set {0}.
2. If v and u are two elements of the vector space V such that T(v) = T(u),
then v = u.
13
We suppose 1 and show 2. If T(v) = T(u), using the linearity ofT we get
T(v)- T(u) = T(v- u) = 0, but as by hypothesis the only vector that goes to
zero is zero, we obtain v- u = 0, or, as we wanted to show, v = u.
Now we suppose 2 and show 1. If we have a vector win V such that T(w) = 0,
it is trivially true that T(w) = T(O) and then, by hypothesis, w = 0.
Example 1. The kernel of the linear transformation from JR.
3
to itself, given by
the law, (x, y, z) -t (x- y, x + y + z, 2x- 3y + z), is clearly the set with only
the vector zero, (0, 0, 0); any other vector goes to a nonzero vector in JR.
3
.
Example 2. The kernel of the linear operator djdx, that acts in the vector
space Q:( a, b) = {f : (a, b) -t JR. I f is a continuos function in (a, b)},
is the set of constant functions in the interval, {! : (a, b) -t JR. I f = constant}.
1.3.2 The image of a linear transformation
Given a linear transformation T, from the vector space V to the vector space W,
we define the image or range of the transformation as the subset of the vector
space W of all the vectors that are image of some vector of V; i.e., if we denote
the image of the linear transformation as im(T), we have
im(T) = {wcWI exists vt:V such that T(v) = w}.
(1.16)
The image of a linear transformation is a vector subspace of the domain W.
As we did for the kernel, we only need to show that the zero vector belongs to
the image, and that the image is closed under the two vector space operations.
First, as for a linear map zero goes to zero, the zero vector in W is in the image.
Second, if we have w
1
, w
2
in im(T), then exists v1 and v2 in V such that
T(vr) = w
1
and T(v2) = w
2
. Then, T"'Wr + sw2 = rT(vr) + sT(u2) and as
the transformation Tis linear rw
1
+ sw2 = rT(vr) + sT(v2) = T(Tvr + sv2), and
clearly rw
1
+ sw
2
E im(T).
Example 1. The image of a rotation of the plane JR.
2
is the plane JR.
2
itself.
1.3.3 Isomorphisms
A linear transformation T : V -t W, is called injective if for all pair of vectors,
v. and v in V, with 11, -:f=. v, we have T(v.) -:f=. T(v).
14 Linear Algebra
With the results of the previous section, we can conclude that a linear trans-
formation is injective, if and only if, the only element that maps to zero is zero.
Example 1. A rotation in JR
2
is an injective mapping, as the only element
that "remains" in place is the origin, and only the origin is mapped into the
origin.
Example 2. The linear map from JR
3
into JR
2
, with the rule (x,y,z)--+ (x,y),
is not injective ~ s maps all the straight line (0, 0, t), t E JR, into the vector (0, 0).
A linear transformation T: V--+ W, is called surjective if im(T) = W.
Example 3. The linear map from JR
2
into JR
3
, with the rule (x, y) --+ (x +
y,x- y,3), is not surjective, as all the elements of the subset {(r,s,t)lr,s,t E
lR with t =J 3} of lR
3
do not have associated any vector in the domain lR
2
.
If a linear transformation is injective and surjective, then it is called isomor-
phism. An isomorphism is then a map one-to-one.
Any finite dimensional nonzero vector space, over the field of the real num-
bers lR or over the field of the complex numbers e, is isomorph to JRn or to en,
respectively .
To understand this one to one correspondence, we have to think in the set of n
numbers formed by the components of any vector in a given basis, and associate
this set with an element of JRn or en.
1.3.4 Linear transformations and matrices
An important and very useful result of linear algebra, is that exists a one-to-one
relationship between linear transformations, acting in finite dimensional vector
spaces, and matrices. That means that we can associate a linear transformation
with a matrix and that every linear transformation has associated a matrix. In
fact, there exists an isoJJlorphisll} between linear transformations on finite di-
mensional vector spaces &-nd mattices.
First, we prove the e<l'sy case, when a given matrix generates a linear trans-
formation.
Given a m X n complex tnatrix 1\, a linear transformation T from en to em is
15
generated with the rule
v--+ Av
(1.17)
where v is a vector in the vector space en and Av is a vector in the vector space
em.
To show that the transformation generated is linear, we apply the rule (1.17) to
a linear combination of two arbitrary vectors v and u in en, getting A(rv + sv);
but from the properties of the matrix algebra, it is trivial that A(rv + sv) =
rA(v) + sA()u, which is the linearity property of a transformation.
Now we show, without demonstration, what is the matrix that represents a
given linear transformation.
Given a linear transformation T: V--+ W, with dim(V) =nand dim(W) = m,
a m x n matrix A can be built. Let { e
1
, e
2
, ... , en} be a basis of the vector space
V and let {h, fz, ... , fm} be a basis of the vector space W; the columns of the A
matrix, associated with the transformation T in these bases, are the transformed
vectors of the basis of V. As these last elements are in W, they must be written
in terms of the given basis; in other words,
A= (T(e!), T(e2), ... , T(en)).
(1.18)
Example 1. Given the 3 x 2 matrix ( = ~ ~ ) , the linear transformation
2 -3
from JR
2
to JR
3
, with the rule (x, y)--+ ( -2x + y, -x, 2x- 3y), is generated.
Example 2. If we have the linear transformation T from JR
4
to lR
3
, given
by the transformation law
(x
1
, x
2
, x
3
, x
4
) --+ (2xl- 3x2 + 4x3, -xl + 5x4, x2 + X3 + x4),
the associated matrix, in the standard basis, is given by
( T(1, 0, 0, 0) T(O, 1, 0, 0) T(O, 0, 1, 0) T(O, 0, 0, 1) ) ;
or in other words, ( ~ ~
3
~ ~ ) .
0 1 1 1
Example 3. Let us consider the linear transformation T : JR
2
--+ JR
3
, given by
T(x, y) = (x+y, x, y). Consider also en JR
2
the basis B = {(1, -1), (0, 1)} and the
basis B' = {(1,1,0),(0,1,1),(1,0,1)} in JR
3
. To find the matrix representation
of this linear transformation in these bases, we calculate the transforms of the
basis ofJR
2
; we have, T(1, -1) = (0, 1, -1) and T(O, 1) = (1, 0, 1). We write now,
w w
16 Linear Algebra
(0, 1, -1) = (1, 1, 0) + 0(0, 1, 1) - (1, 0, 1) and (1, 0, 1) = 0(1, 1, 0) + 0(0, 1, 1) +
(I, 0, I), then the matrix that represents T in these bases is ( ) .
-I I
Example 4. Let I3 = {I, x, ex, xex} be a basis of the vector subspace W of
continuous functions, and let D be the differential operator on W. To calculate
the representation of this operator in this basis, we have to evaluate its action
on each of the elements of the basis; we get D(I) = O,D(x) = I,D(ex) =
ex, D(xex) = x)ex. We write now this functions in terms of the ba-
sis, 0 = O(I) + O(x) + O(ex) + O(xex), I = I(I) + O(x) + O(ex) + O(xex), ex =
(1 [ x :e" r) + O(x) + 1 ( e") + 1 (xe"). Time, the
The corresponding operations in linear transformations are mapped into the
I corresponding operations in matrices; i.e., if we have two linear transformations,
T and S, with corresponding matrices A and B, the associated matrix with the
linear transformation aT+ f3S will be aA + (JB, being a and f3 two arbitrary
complex numbers (or real numbers, according to the case). Therefore, the sum of
linear transformations corresponds to the sum of matrices and the multiplication
of a linear transformation by a scalar, corresponds to the multiplication of ma-
trices by scalars. In the next subsection, we will see that matrix multiplication
corresponds to linear transformations composition or multiplication.
1.3.5 The product of linear transformations
Very important in mathematics and in physics is the composition of linear trans-
formations; it is also called multiplication. We define the composition and give
some of his properties in the rest of this subsection.
Given two linear transformations T: V---+ WandS: W---+ U, the composite
ST : V ---+ U of T and S is defined by
ST(v) = S[T(v)], (I.I9)
for all v in V.
The composition or multiplication of two linear transformations is a linear
Li.near transformati.ons
17
transformation.
Let be v and u two arbitrary vectors in V, and a and f3 two arbitrary scalars
(real or complex). We make act the of the two linear
tions in the linear combination of our two arb1trary vectors, remembenng that
both transformations are linear,
ST(av + f3u) = S[T(av + f3u)] = S[aT(v) + f3T(u)] = aS[T(v)] + f3S[T(u)]
that is exactly the linear property.
Example 1. Let be T : JR
4
---+ JR
3
such that (x1, x2, X3, x4) ---+ (x1 + X2 -
x
3
,x
3
,x
2
- x
4
) and S: JR
3
---+ JR
2
such that (x1,x2,x3)---+ (2x1- X3,x2), then
the multiplication of this two linear transformations is a linear transformation
with the rule ( x
1
, x
2
, x
3
, x
4
) ---+ (2x
1
+ x
2
- 2x3 + X4, X3) acting from lR
4
into lR
2
.
Example 2. Let us consider the real vector space of polynomials of degree equal
or less than 3 with real coefficients defined in the open interval (0, I); i.e., the
set qJ = {f: (0, I)---+ JRif(x) = a
0
+ a
1
x + a2x
2
+ a3x
3
, with ao, a1, a2, a3 E JR}.
Let be the derivative operator D = djdx acting on q:l. We can multiply D by
itself and get the linear operator that corresponds to the second derivative, and
so on, and get any order derivative. We can consider also the integral operator
acting on this same vector space; then if we compose the derivative operator
with the integral operator, we get the identity transformation.
It is very easy to see that not all pairs of linear transformations can be
composed. The codomain of the first linear transformation must be the domain
of the second. In the example I above, we make the product ST, but it is
clear that the product TS can not be done. As another example, if we have the
transformation T : JR
3
---+ JR
3
with the rule (x, y, z) ---+ (x + y, Y- z, x + Y + z),
and the transformationS: JR
2
---+ JR
3
with the rule (x, y)---+ (x + y, x- y, y), it is
obvious that it is not possible to build the composition ST; however the product
TS exists.
Moreover, and very important, even if TS and ST can both be formed, the new
linear transformations T S and ST need not be equal. The quantity
TS-ST
(1.20)
is called the commutator of T and S and is denoted by the symbol [T, S].
Example 3. Let be R : JR
2
---+ JR
2
a rotation in an angle e in the plane;
that means (x,y)---+ (xcose- ysinB,xsinB- ycosB) and let beT: lR
2
---+ lR
2
the linear operator with the law (x, y)---+ (2:r- y, x- 2y).
18
Linear Algebra
We have T R: JR2 -+ JR2 with the law
(x,y)-+
( 2x COS (} - y COS (} - X sin (} - 2y sin (}' X COS (} - 2y COS (} - 2x sin(} - sin 6J)
and we have RT: IR'.z-+ IR'.z with the law y
(:r:,y)-+
y Slll ' X COS (} - 2y COS (} + 2x sin (} - . 6J) (2x COS(} - y COS(} -X sin(}+ 2 . (}
The two n r Y sm .
ew mear transformations are so similar that t .
confused and think that they commute- h l IS very easy to get
1
. ' owever, we can see that they are n t
equa' calculatmg the commutator, we obtain [T R] . IR'.2 JR2 . o
(x,y)-+ -4sin8(y,x). ' -+ , w1th the rule
Example 4 Two . . . . very 1mportant lmear operators (linear transformations)
m phys1CS are x, multiplication by the independent variabl d
p = -zd dx, both acting on the vector space e, an
b)= {f: (a, b)--+ IR/ f is a continuos function in (a b)}
It 1S obvious that xp[f(x)] = and that px[f(x)J = ._ixdf(x) - i x s
xp =I px. In fact, we already showed that the c t t . f h dx j(. ), o
is i; i.e., [:r,p] = i. ommu a or o t esc two operator
(TI)v
(IT)v
Tv,
Tv.
(1.21)
(1.22)
We shall consider 1
scalars treatinrr th as re the multiplication of linear transformations by
' o e equa 1011
S =aT= Ta (1.23)
as equivalent to the equation
Sv = a(Tv) (1.24)
for any v.
With the definition of th d t f .
define r . e pro uc 0 two lmear transformations we can
a new mear transformation raising a given one to a certain '
example, Trnv means power. For
Tmv =TT. Tv. (1.25)
19
Similarly, it is possible to define functions of linear transformations by their
formal power series expansions. One very useful and very important case is the
exponential function; the linear transformation eT formally means
T T2 T3 = Tk
e =1+T+-+-+=""-
2! 3! L..- kl.
k=1
(1.26)
We will introduce now the very important concept of the inverse of a linear
transformation. For that we establish the following theorem.
Let V and W be finite dimensional vector spaces. The two following conditions
are equivalent for a linear transformation T : V --+ W:
1. T is an isomorphism.
2. There exists a linear transformation S : W-+ V, such that TS Iw and
ST = Iv, where Iw is the unit operator on the vector space W and Iv is the
unit operator on the vector space V.
The isomorphism S is called the inverse ofT and is denoted by T-
1
.
At the end of the previous subsection, we already mentioned that the ma-
trix associated with the product of two linear transformations, acting in finite
dimensional vector spaces, is the product of the corresponding matrices; i.e.,
if we have two linear transformations, T and S, with corresponding matrices
A and B, the associated matrix with the linear transformation TS will be AB.
In this case the vector space of linear transformations is enriched with a new
operation, a multiplication, that has well defined properties; the set obtained is
now a non-commutative algebra.
Example 5. In example 1 of this subsection, we considered the linear transfor-
mations T: IR'.4 -+ JR3, such that (x1,x2,x3,x4)--+ (x1 + Xz- X3,x3,xz- x4),
and S: JR3 --+ JR2 , such that (x
1
,x
2
,x
3
)--+ (2x1-x3,xz). We found that the
multiplication of this two linear transformations is a linear transformation with
the rule (x1,xz,x3,x4)--+ (2x1 + Xz- 2x3 + X4,x3), acting from JR
4
to JR
2
.
If we call A to the matrix associated with the linear transformation T and
we call B to the matrix associated with the linear transformation S, we have
u -: ( n
The matrix associated with the composition ST is given by the product of matri-
BA
. ST ( 2 1 -2 1 ) . ces ; r.e., :=?-
0 0 1 0
. It 1s very easy to verify that effectively
that matrix corresponds to the matrix of the composition.
20
Linear Algebra
It is worth to note, that the product T S does not exists, and that corresponds
to the fact that the product of matrices AB can not be done.
Example 6. In the case of the linear operators acting on JR
2
, that we stud-
(
cos e - sin e ) .
ied in example 3, we have the matrix R = sine cos e for the lmear
operator R, and the matrix T = (
2
-l ) for the linear operator T.
1 -2
The matrix associated with the linear operator T R is then
(
- sin e + 2 cos e -2 sin e - cos () ) .
TR = _
2
sin () + cos () _ sin () _
2
cos () and the matnx associated with
. . ( - sin e + 2 cos () 2 sin() - cos () )
the lmear operator RT 1s RT =
2
sin() + cos() _ sin() _
2
cos() .
Thus, the matrix associated with the commutator of T and R is
[T, R] = -4 sin() ( ) and correctly correspond to the law
(x,y) -7 -4sine(y,x) that we found in example 3.
1.4 Eigenvalues and eigenvectors
Let be V a vector space, S a subspace of V, and T a linear transformation from
S to V. A scalar A is an eigenvalue ofT, if there is a non-null vector v in S,
such that
T(v) = AV. (1.27)
The vector v is called an eigenvector ofT, corresponding to the eigenvalue .A.
Also the scalar A is called the eigenvalue of the transformation T corresponding
to the eigenvector v.
The eigenvalues and eigenvectors are also called characteristic values and char-
acteristic vectors, respectively.
It is worth to emphasize, that even if the null vector 0 satisfies the equation
T(O) = AO for any scalar A, it is not considered an eigenvector. It is also worth
to note, and very easy to prove, that there is only one eigenvalue for a given
eigenvector.
Example 1. Consider the linear operator T', acting on JR
3
and defined by
the rule (x, y, z) = (x- 2y + z, 0, y + z). The vector ( -3, -1, 1) is an eigenvector
ofT with eigenvalue 0 and the vector (1, 0, 0) is an eigenvector ofT with eigen-
21
Eigenvalues and eigenvectors
value 1: .
In terms of matrices, the linear transformatwn lS
U -;

"(e wd (

( (
h
d f rator D - djdx acting
Example 2. The eigenfunctions of t e enva .lVe ope - '
on the vector space . . }
It( a, b)= {f: (a, b) -7 JRj f is a continuos_functwn m (a, b)
are the solutions of the differential equatwn
df(x) = .Af(x);
dx
f( ) a
e>-.x, with a an arbitrary real constant. The
they are the functions X =
corresponding eigenvalue is .A.
We will give now several very useful definitions:
f V d T a linear transformation
Let be V a vector space, S a subspace o ' an .
from S to V. A subspace U of S is called invariant under the T transformatlOn,
if T maps every element of U into U.
If A is an eigenvalue of T : S C V -7 V' the set
E;... = E;...(T) = {vjvES,T(v) = ,\v}
(1.28)
b
- f S called the eigenspace associated with A.
is a vector space, a su space o '
d b
ctor is invariant under
It is clear that the subspace generate y an elgenve
the transformation.
ce S a subspace of V' and T a linear transformation
Let be V a vector spa ' } "tl k different eigenvalues
f m S
to V If we have k eigenvectors { Vl' v2' ... 'Vk Wl 1 t"t t
ro . . . t . { v vk} cons 1 u e a
{
' ' ' . } then the correspondmg mgenvec or s Vl' 2' ... '
/\1, /\2) ... , 1\k )
linearly independent set.
22
Linear Algebra
We prove this theorem by mathematical induction [Bron l t .
a) We prove the theorem for k = 1. s 1 em 07, page 5].
the set (just vi) and make it equal
b) W Y m wn, VI Is non-null, necessarily c1 = 0
e suppose now the theorem true for k - 1 d . .
We want to prove th t "'k . . . an we prove It fork.
As T . r a L-i=l CiV, = 0 Implies that Ci = 0 for all i from 1 t k
IS a mear map and Vi its eigenvectors
0

k k k
T(L civi) = L ciT( vi) = I:> A v
i=I i=l i=l 1. 1. ,,
then
k k k
T(Lcivi)- Ak Lcivi = l:cXv -A t . -
i=1 i=I i=1 ' ' ' k i=l c,vi-
k-1
- "'"" k-1 k-1
- CkAkVk + CiAiVi- CkAkVk- >..k L c v = "'""c (>.. - >.. )
i=1 i=l
1 1
8
1
i k Vi = 0,
but our induction assumption is that the set { . .
D(ondent the
11
c(' ' )
0
f . v
1
, v
2
, ... , Vk-d IS lmearly inde-
. ' ' /\i - /\k = or 2 = 1 2 3 k
Jf the theorem we supposed that A. '1, A' ... '. However' m the hypothesis
;arily ci = 0 fori= 1, 2, 3, ... , k- 1.' J or 2,J- 1, 2, 3, ... , k, and then neces-
.t only remains to prove that Ck is also zero \;y'; k . . .
:ombination "'k e ta e agam the ongmal linear
. ' L..,i=l civi, we use that ci = 0 for i = 1 2 3
;he eigenvectors are different f d . ' ' ' ' k - 1 and that all
o zero, an arnve to Ck = 0.
The inverse of this theorem is n t t .
:et of k linearly independ t . o rue. If a lmear transformation T has a
en eigenvectors then th .
lo not have to be different W h ' . e correspondmg eigenvalues
e can ave a lmea t .
linearly independent and all h . r rans ormatwn with a set of
he identity transformation. t e eigenvalues be the same, as with
e e t le linear operator acting on m3, 1 3. 1 t b 1
rix is ill;. w wse associated rna-
(
!1 ) .
0 0 3
ll example 1 of the next subsection we will d . . .
nd eigenvectors are emonstiate that thetr eigenvalues
2 H ( ] H ( 3 H (
As the determinant
-1
0
n
is different from zero, the three vectors are linearly independent.
23
Let be V a finite dimension vector space, S a subspace of V, and T a linear
transformation from S to V. If the dimension of V is n, then the maximum
number of eigenvalues is n.
If the linear transformation T has exactly n different eigenvalues, then the corre-
sponding eigenvectors constitute a basis for the vector space V, and the matrix
A, associated to the linear transformation T, is a diagonal matrix with the eigen-
values as diagonal elements.
The existence of n different eigenvalues is a sufficient condition to have a
diagonal representation of the associated matrix, but it is not necessary. There
are linear transformations with less than n eigenvalues and with a diagonal rep-
resentation.
The existence of n linearly independent eigenvectors is a necessary and suffi-
cient condition for the linear transformation to have a diagonal representation.
Example 4. Again we will analyze a linear operator acting on JR
3
, whose
associated matrix is
-2 2 -3)
2 -6 .
-1 -2 0
Their eigenvalues and eigenvectors are
5 H ( l } -3 H ( - } 3 H ( }
The eigenvalue -3 has multiplicity 2. However, the three eigenvectors are lin-
Linear Algebra
independent. To prove that we calculate the determinant
det (
-1
-2 3)
1 0 = 8
0 1
md as it is different from zero, the three vectors are linearly independent It .
lear then, that the condition that all the eigenvalues be different is s til . IS
mt not necessary. u cwnt
.4.1 The finite dimension case
the rest of section, we will develop methods to find the eigenvalues and
Igenvectors of lmear transformations between vector spaces of finite dimension.
If Tis a linear transformation T: S C V---+ V 'th d. (V)
d th 1 ' ' WI tm = n we want to
n e sea ars /\ such that the equation T(v) = ,\v has t . . l ' l . .
tl d non nv1a so utwns m
Ier wor s, we want to find the nontrivial solutions to the equation '
(AI-T)v=O (1.29)
=1- 0 and with I the identity transformation.
- A IS the matrix associated with the linear transformation T . S C V V
1en the equation ---+ ,
(,\I-A)x=O (1.30)
as a nontrivial solution, if and only if the matrix ,\I- A . . - l .
- d 't d ' IS smgu ar, or mother
s, _I not have an inverse or also that det(A) = 0.
en,_ If ,\ IS an eigenvalue of the linear transformation T it must sati-sfy th
1uat10n ' ' ' ' . e
det(,\l- A)= 0. (1.31)
lVerse_ly, if ,\ satisfies the above equation, then it is an eigenvalue of th t
rmatwn T. e rans-
we define the function
p(,\) = det(,\I- A),
ten
The function p(,\) is a polynomial of degree n.
The highest degree term is ,\ n.
(1.32)
25
c. The constant term, p(O), is det(-A) = (-l)ndetA.
The function p(,\) is called the characteristic polynomial of the matrix A.
If the vector space is over the real numbers, then the eigenvalues of thelinear
transformation are the real roots of the characteristic polynomial.
Example 1. As promised in the example 2 of the previous subsection, we
will demonstrate now that the eigenvalues and eigenvectors of the matrix
U D
are
2 H ( } I H ( } 3 <t ( ! }
a) We calculate first the characteristic polynomial.
p(.\) = det(.\I- A)= ,\
3
-4,\
2
+ ,\ + 6.
It is easy to find [Spiegel 98, Chapter 20, page 212] that their roots (and then
also the eigenvalues) are 2,-1 and 3.
To find the eigenvectors, we have to solve the equation Av = ,\v, for each
eigenvalue. For the eigenvalue 2, we obtain, after all reductions, the system of
equations
y = 0 and z = 0.
The invariant subspace corresponding to the eigenvalue 2 is the X axis . The
parametric equation is then (x, y, z) = (1, 0, O)t and we take as eigenvector
(1, 0, 0).
For the eigenvalue -1 we obtain the system of linear equations
x + y = 0 and z = 0.
Thus, the invariant subspace is the straight line (x, y, z) = (1, -1, O)t and we
take as eigenvector (1, -1, 0).
Finally, for the eigenvalue 3, we obtain the system of linear equations
x- 3y- z = 0 and 2y- z = 0.
Thus, the invariant subspace is the straight line (x, y, z) = (5, 1, 2)t and we take
as eigenvector (5, 1, 2).
Example 2. We will calculate the eigenvalues and eigenvectors of the 3 x 3
26
Linear Algebra
matrix, A = ( 6-:s ) .
-6 6v'3 4
a) The characteristic polynomial is
p(A)det(AI det : (
r.?)]
= .\
3
- 16.\
2
- 64.\ + 1024.
b) To calculate the eigenvalues, we factorize the characteristic polynomial as
and then the eigenvalues of this matrix are .\
1
= 8, >.
2
= -8, >.
3
= 16.
c) To find the eigenvectors, we have to solve the linear system A vi = Aivi for
each of the already known eigenvalues.
We start with A = 8, and we get the equation
(
7 v'3
v'35
-6 6v'3
The solution to this system is
X= V3y,
z = 0.
The intersection of these two planes in the space JR.
3
, is a straight line with
parametric equation (x, y, z) = ( y'3, 1, 0) t, where t E JR.- {0}. We have to
exclude the :1.ero vector, as it is not considered an eigenvector, even if satisfies
the eigenvalue equation. We can take as eigenvector any one in this invariant
subspace. One possibility is to take a normalized eigenvector; for simplicitv we
take v1 = ( v'3, 1, 0). v
For the other two eigenvalues, the procedure is identical, and the invariant sub-
are the straight line (x, y, z) = (1, -v'3, 2) t, with t E JR.- {0} for the
eigenvalue -8, and (x, y, z) = ( -1, v'3, 2) t, with t E JR.- {0} for the eigenvalue
16.
Resuming, the eigenvalues and the eigenvectors are
Eigenvalues and eigenvedors 27
1.4.2 Similar matrices
Two n x n matrices A and B are called similar if
(1.33)
for some invertible n X n matrix P.
Similar matrices represent the same linear transformation under two differ-
ent bases. If the matrix A represents the linear transformation T in some basis
and the matrix B represents the same linear transformation in another basis,
then B = p-l AP, with P being the change of bases matrix. The matrix P is
sometimes called a similarity transformation.
It is worth to note, that this condition is sufficient and necessary; then two ma-
trices are similar, if and only if, they represent the same linear transformation.
Similarity is an equivalence relation on the space of square matrices. That
is, all the matrix representations of a linear operator T form an equivalence class
of similar matrices.
Similar matrices share many properties:
The determinant.
The trace.
The eigenvalues.
The characteristic polynomial.
Example 1. Consider the linear operator T on JR.
2
defined by T(x, y) =
(5x + y, 3x- 2y) and the following two bases n = {(1, 2), (2, 3)} and n' =
{(1, 3), (1, 4)}. We want to find the representation of the linear operator on
both bases. We also want the change-of basis matrix, and finally we want to
show how the two representations are related.
We calculate the representations ofT. To find the first column of the matrix A
representing the linear operator Tin the basis B = {(1,2),(2,3)}, we have to
calculate T(1, 2) = (7, -1) and represent it in the basis B = {(1, 2), (2, 3)}; we
get (7, -1) = -23(1, 2) + 15(2, 3).
To evaluate the second column, we do the same with the other element of the ba-
sis, T(2, 3) = (13, 0) and (13, 0) = -39(1, 2) + 26(2, 3), so A= (

) .
For the matrix B, representing the linear operator T in the basis B = { ( 1, 3), ( 1, 4)},
we do exactly the same, getting B = ( !g
7

)
28 Linear Algebra
Now we will find the change-of-basis matrix P. As (1,3) = 3(1,2)- (2,3) and
(1, 4) = 5(1, 2) - 2(2, 3), we have P = ( !
1
!
2
)
Finally, we can verify that
-39
) (
3
26 -1 -2
1.4.3 Diagonal matrices
IfT is a linear transformation T: S C V-+ V, with dim(V) = n, and all the roots
{>.
1
, >.
2
, ... , >-n} of the characteristic polynomial are different in the corresponding
field of scalars:
a) The corresponding eigenvectors {u
1
,u
2
, ... ,un} constitute a basis for V.
b) The matrix that represents the linear transformation T, with respect to the
ordered basis {'u1, u2, ... , un}, is the diagonal matrix A= diag(>.
1
, >.2, ... ,An)
c) If A is the matrix that represents the linear transformation T with respect to
other basis { e1, e2, ... , en}, then
A= c-
1
AC, (1.34)
where C is the matrix that relates the two bases; i.e.,
U=EC. (1.35)
If the eigenvalues are not all different, that does not mean that there is not
29
a diagonal representation. We will have a diagonal representation, if and only
if, there are k linearly independent eigenvectors associated with each eigenvalue
of multiplicity k.
: )th:n:g:::::,:::
0
:
24 16 7
it. Also the similarity matrix will be presented.
a) The characteristic polynomial is
(
>. + 13 8
j (>.) = det (>.I- A)= det -12 >.- 7
-24 -16
= >.
3
- >.
2
- 5).- 3 = (>.- 3)(>. + 1)
2
.
4 )
-4
>.-7
b) The eigenvalues, which are the roots of the characteristic polynomial, are -1,
with multiplicity 2, and 3.
c) In order to find the eigenvectors, we have to solve now for each eigenvalue the
equation Av = >.v.
For the eigenvalue -1, reducing the system with the Gauss-Jordan procedure
[Larson 09; Shores 07], we get the equation 3x + 2y + z = 0; that is a plane
that goes through the origin. Then, the invariant subspace corresponding to the
eigenvalue -1, with multiplicity 2, is two dimensional, it is a plane. Any pair
of linearly independent vectors in that plane works as eigenvectors. The easy
way to choose them, is to write the parametric equations of the plane; taking
as parameters y and z, and renaming them as s and t, respectively; we get,
(x, y, z) = ( s, t) = ( 1, O)s + ( 0, 1)t. To avoid fractions, we take
as eigenvectors (-2,3,0) and (-1,0,3).
For the eigenvalue 3, the reduced system of equations is 2x + z = 0 and
-2y + z = O; i.e., the intersection of two planes, a straight line that goes through
the origin. The parametric equation of that line is (x, y, z) = t ( -1, 1, 2) with
t E lR and t -=J 0. Then any vector in this invariant subspace works fine as eigen-
vector, we get the vector ( -1, 1, 2).
::,:r {) y r f
30
Finally the diagonal matrix is
o2 ~ n
Linear Algebra
(
- ~ 1
0
-1
0 ~
0)
and the similarity matrix is
Example 4. In this example, we will try to find a diagonal representation
for the 2 x 2 matrix, -t = ( !
2
~
1
) .
The characteristic polynomial is
det(..\1- A)=(>.- 1)
2
and so, we have just one eigenvalue, 1, but with multiplicity 2.
To find the corresponding eigenvectors we have to solve the equation
which after the normal procedures it is reduced to x = y. Thus, the invariant
subspace is a straight line that goes through the origin with an slope of 45
degrees. But we already know that there will be a diagonal representation, if
and only if, there are 2 linearly independent eigenvectors associated with our
eigenvalue 1; then matrix A does not have a diagonal representation.
1.4.3.1 Procedure to diagonalize a matrix
We present a summary of what we have studied until now about the method to
diagonalize a matrix.
1. Calculate all the eigenvalues of the matrix A.
2. Calculate all the corresponding eigenvectors.
3. Build the C matrix with the eigenvectors as columns.
4. Apply the similarity transformation c-
1
AC.
1.4.3.2 The Cayley-Hamilton theorem
Functions of linear transformations are of fundamental importance in theory and
in practice; specially to solve algebraic and differential systems of equations is
the exponential function of a linear operator. In the calculation of that kind
of functions, is central the Cayley-Hamilton theorem that we expose in what
follows.
Let T be a linear operator on a finite dimensional vector space V. If p is the
Linear operators acting on Euclidian spaces 31
characteristic polynomial forT, then p(T) = 0.
In other words, every square matrix satisfies its own characteristic equation.
The Cayley-Hamilton theorem always provides a relationship between the pow-
ers of the matrix A, associated to the linear operator T, which allows one to
simplify expressions involving such powers, and evaluate them without having
to compute the power An or any higher powers of A.
(
-1
Example 1. Given the 2 x 2 matrix A =
3
2 ) 2
1
, we have, PA = >. - 7,
and then
0) = 0.
Hence, we get
A
2
= 71, A
3
= A(71) = 7 A, A
4
= AA
3
= A x 7 A= 7 A
2
= 491
and so on. In fact, A
2
j = 7J1 and A
2
H
1
= TiA, for j = 0,1,2, ....
If we want to calculate etA, we have
CXJ tk
etA= L k!Ak =
k=O
= I ~ (v'?t)2k ~ ~ (v'?t)2k+l = cosh(v'?t)I sinh(v'?t) A
L..- (2k)! + V7 L..- (2k + 1)! + v'7 '
or explicitly
k=O k=O
cosh( v'?t)- sinh( v'?t)
3
'{7 sinh( v'?t)
2
'{7 sinh( v'?t)
cosh( v'?t) +sinh( v'?t)
1.5 Linear operators acting on Euclidian spaces
)
We already said that the words linear transformation, linear maps and linear
operators are synonymous; however, it is usual that when a linear transformation
acts from a vector space into itself, it is called linear operator, or just operator;
we will use that convention in all this section. Also in this section, E will denote
an Euclidian space over the complex numbers; i.e., a complex vector space with
a specific scalar product.
32 Linear Algebra
1.5.1 Adjoint operators
Definition of the adjoint operator. Let T be a linear operator on an Euclidian
space[. Then, we say that T has an adjoint on [ ifthere exists a linear operator
T' on [such that (T(v), u) = (v, T'(u)) for all v and u in[.
Let T be a linear operator on a finite dimensional Euclidian space [. Then
there exists a unique linear operator T' onE, such that for all v, u in[, we have
(T(v), u) = (v, T'(u)). (1.36)
Then every linear operator on a finite-dimensional Euclidian space [ has an ad-
joint. In the infinite-dimensional case this is not always true. When this linear
operator exists, we call it the adjoint ofT, and we denote it rt.
Two comments should be made about the finite-dimensional case.
1. When it exists, the adjoint rt is unique.
2. The adjoint ofT depends not only on T, but on the inner product as well.
The adjoint has the following properties.
1. (T + s)t = rt +st.
2. (Ts)t = strt.
3. (rT)t r*Tt where r is an arbitrary scalar.
4. [(T)t]T = T.
Example 1. In the usual Euclidian space JR
2
, consider the linear operator, T:
(x, y) -t (2x-3y, 5x+y). The adjoint operator is rt : (x, y) -t (2x+5y, -3x+y).
Given two arbitrary vectors, v1 = (x1, Yl) and v2 = (x2, y2), in JR
2
, we have that
(T(v1), v2) = ((2xl- 3yl, 5xl + Yl), (x2, Y2))
= (2xl - 3yl)x2 + (6x1 + Yl)Y2 = 2x1x2 - 3ylx2 + 6x1Y2 + Y1Y2
and
(v1, rt (v2)) = ((x1, Yl), (2xz + 5yz, -3xz + Y2))
= x1 (2xz + 5yz) + Yl ( -3xz + Y2) = 2x1x2 - 3ylx2 + 6x1Y2 + YlY2
Thus, (T(v
1
), v
2
) = (v
1
, rt(v
2
)), and effectively rt is the adjoint operator ofT.
Let T be a linear operator on a finite dimensional Euclidian space [, and let
be A the matrix associated with it in a given basis. Then the matrix associated
with the adjoint linear operator is the adjoint matrix At, i.e., the transpose and
conjugated matrix.
Linear operators acting on Euclidian spaces
33
Example 2. Consider the linear operator of example 1 above. The matrix
associated with the linear operator T is (

) , and the matrix associated
with the adjoint linear operator rt is ( ) .
1.5.2 Hermitian and anti-Hermitian operators
If Tis a linear operator on [and (T(v), u) = (v, T(u)) for all v and all u in E,
the linear transformation is called Hermitian or self-adjoint; in other words, a
linear operator is Hermitian or self-adjoint if rt = T.
Hermitian transformations are very important, since they play for operators the
role that real numbers play for normal functions. In quantum mechanics, all
dynamical variables have associated an operator, and this operator must be a
Hermitian operator.
Example 1. In the Euclidian space, formed by the vector space
2t = {f : (a, b) -t q f is a continuos function in (a, b) and f(a) = f(b) = 0},
with the scalar product f g = J: f(x)g*(x)dx, the operator p = -idjdx is a
Hermitian operator.
If we take any two functions, f and g in 2t, and we integrate by parts
d ;b d ( ) ;b df(x)
(f,p(g)) = (!, -i_!!_) = = [-'i-d-]g*(x)d:r = (p(f), g),
d:r . a dx . a ,:r;
so the operator satisfies the Hermitian condition.
If Tis a linear operator on [and (T(v), u) = -(v, T(u)) for all v and all u
en[, the linear transformation is called anti-Hermitian or anti-adjoint; in other
words, a linear operator is anti-Hermitian or anti-adjoint if rt = -T.
Anti-Hermitian operators are equivalent to the pure imaginary numbers.
In the case of real Euclidian spaces, the Hermitian and anti-Hermitian linear
operators area called symmetric and anti-symmetric linear operators, respec-
tively.
If T is a linear operator on [ and { e
1
, e
2
, ... , en} is a basis of [, then
a) The linear operator Tis Hermitian, if and only if, (T(ej), ei) = (ej, T(ei)) for
all i and all j from 1 to n.
34
Linear Algebra
b) The linear operator Tis anti-Hermitian, if and only if, (T(e
1
), ei) = -(e
1
, T(ei))
for all i and all j from 1 to n.
These properties follow directly from the linearity of the operator T and from
the fact that in E all vectors can be written as linear combinations of the basis
vectors.
If T is a linear operator on E, { e1, e2, ... , en} is an orthonormal basis of E,
and A = ( aij) is the matrix associated with the linear transformation T in the
given basis, then
a) The linear operator Tis Hermitian, if and only if, the matrix A is self-adjoint
or Hermitian; i.e., At= A.
b) The linear operator Tis anti-Hermitian, if and only if, the matrix A is skew-
adjoint or anti-Hermitian; i.e., At= -A.
1.5.3 Properties of the eigenvalues and eigenvectors of the Her-
mitia'fl operators
If Tis a linear operator on the Euclidian space E, A is one of its eigenvalues and
v is the corresponding eigenvector, then
A= (T(v),v)
(v,v)
(1.37)
As v is an eigenvector of the linear operator T with eigenvalue A, we have that
Tv= Av, then, from the properties of the scalar product, (T(v), v) = (Av, v) =
A(v,v), and expression (1.37) follows immediately.
Also
A*= (v, T(v))
(u, u)
It is clear that an eigenvalue is real, if and only if,
(T(v), v) = (v, T(v))
for all vEE.
This condition is trivially satisfied in a real Euclidian space.
In case that
(T(v), v) = -(v, T(v))
(1.38)
(1.39)
(1.40)
Linear operators acting on Euclidian spaces 35
for all VEE, the corresponding eigenvalue is pure imaginary.
Summarizing, if T is a linear operator on E and A is an eigenvalue of it, then
a) If the linear operator Tis Hermitian, A is real.
b) If the linear operator Tis anti-Hermitian, A is pure imaginary.
If T is a Hermitian linear operator on the Euclidian space E and A and t-t are
different eigenvalues with v and u the corresponding eigenvectors, then v and u
are orthogonal; i.e., v u = 0.
As v and u are eigenvalues ofT, we have that (T(v),u) = (Av,u) A(v,u)
and also that (v, T(u)) = (v, t-tu) = t-t*(v, v.) then as Tis Hermitian, (T(v), u) =
(v, T(u)) and A(v, u) = fL*(v, v.) or (A- t-t*)(v, u) = 0. By hypothesis, all the
eigenvalues arc different, then necessarily (v,u) = 0.
Exactly the same thing happens in the case of the anti-Hermitian transforma-
tions; or in other words, the eigenvectors corresponding to different eigenvalues
are orthogonal.
If T is a Hermitian linear operator on E and dimE = n, then there are n
eigenvectors v
1
, v
2
, ... , Vn of T that form an orthonormal basis of E.
The matrix corresponding to T in the basis v1, v2, ... , Vn is a diagonal matrix,
A= diag(A
1
, A2, ... ,An), where Ak is the eigenvalue corresponding to the eigen-
vector vk, for k from 1 to n.
If the transformation is anti-Hermitian a similar thing happens; i.e., also
there are n eigenvectors of T that form an orthonormal basis of E.
Any square matrix A= (ai
1
), Hermitian or anti-Hermitian, is similar to the
diagonal matrix A= diag(A
1
, A2, ... ,An) ofthe eigenvalues. Exists then, a matrix
P, such that A= p-l AP.
The similarity matrix Pis the eigenvectors matrix, i.e., the matrix whose columns
are the eigenvectors. The similarity matrix P is non-singular and unitary; i.e.,
p-
1
=Pt.
36 Linear Algebra
Chapter 2
Special functions
In this Chapter we will revise briefly a few properties of some special functions
that will be used to solve later some differential equations.
2.1 Hermite polynomials
The generating function for the Hermite polynomials is
The Hermite polynomials may be obtained from Rodrigues' formula
the first ones are
Ho(x) 1,
H1(x)
H2(x)
H3(x)
H4(x)
2x,
4x
2
- 2,
8x
3
- 12x,
16x
4
- 48x
2
+ 12;
some of them are shown in Figure 2.1.
From the recurrence relations
Hn+l(x) = 2xHn(x)- 2nHn-l(x),
37
(2.1)
(2.2)
(2.3)
(2.4)
38 Special functions
100
50
-50
-100
Fig. 2.1 Some Hermite polynomials.
and
dHn(x)
~ = 2nHn-l(x), (2.5)
we can generate all the Hermite polynomials.
From the above recurrence relations, we can also prove that, if we define the
functions
(2.6)
then ([Arfken 05])
t - 1 ( d) ~
A 1/!n(x) = V2 x- d;; 1/Jn(x) = vn + 11/Jn+l(x) (2.7)
and
(2.8)
The functions (2.6) constitute a complete orthonormal set for the space of square
Hermite polynomials 39
integrable functions, then we can expand any function in that space as
f(x) = L Cn1/!n(x),
(2.9)
n=D
where
Cn =I: dxf(x)1/Jn(x).
(2.10)
Hermite polynomials are also solutions of the second order ordinary differ-
ential equation
y" - 2xy' + 2ny = 0.
Let us define the differential operator p as
thEm we have that
.d
p = -zd;;,
.!!!:__ = (-E)n
dxn i '
and we can rewrite (2.2) in the form
The operator in::;ide the parenthesis above has the forrn
et;ABe-t;A,
(2.11)
(2.12)
(2.13)
(2.14)
that will appear frequently when we solve differential equations in the following
Chapters.
We can obtain an expression for this type of operators by developing the expo-
nentials in a Taylor series , to obtain ([Arfken 05; Orszag 08])
Hadamard lemma: Given two linear operators A and B then
eEA Be-t;A = B + ~ A B - ~ B A + .t_A
2
B-e ABA+ .t_BA
2
+
2! 2!
e e
= B ~ [ A , B] + 2! [A, [A, B]] + 3f [A, [A, [A, B]]] +
(2.15)
where [A, B] =AB-BA is the commutator of operators A and
B.
40
Special functions
We are now in the position to obtain an expression for
formula (2.13) developed above.
We identify
~ = 1,
in equation (2.15), and we get,
B=p,
x
2
-x
2
[ 2 J 1 [ 2 [ 2 J J 1 [ 2 [ 2 [ 2 J J J
e pe = p + 1 X ,p + 2! X , X ,p + 3f X , X , X ,p +
To calculate the first commutator [.1:
2
, p J, we use the general property
(2.16)
[AB,CJ = A[B,CJ + [A,C]B (2.17)
of commutators, and that
[x,p]f(x) = -i(x.!!:_- .!!:_x)f(x) = -xf'(x) + xf'(x) + if(x) = if(x);
dx dx
i.e. [x, p] = i, to get the commutation relation
It is obvious that all the other commutators in (2.16) are zero, and we finally
get (see [Arfken 05], problem 13.1.5)
(2.18)
This last expression can be used to obtain the generating function. We have,
(2.19)
We obtained the exponential of the sum of two quantities that do not commute.
The above exponential can be factorized in the product of exponentials via the
[Louisell 90]:
2.1.1
Baker-Hausdorff formula
Given two operators A and B that obey
[[A,B] ,A]= [[A,B] ,B] = 0,
(2.20)
then
(2.21)
Demonstration: We define
F(A) = e>-(A+B) = eg(.A)[A,Ble>-Ae>-B.
(2.22)
By deriving the second part of the above equation with respect to A, we have
dF(A) =(A+ B) e>-(A+B) =(A+ B) F(A),
dA
and deriving the last part of (2.22) with respect to A, we have
(2.23)
d ~ ~ A = g'(A) [A, B] F(A) + eg(.A)[A,BlAe.\Ae.\B + e9 (.\)[A,B]e.\A Be.\B.
Using equation (2.15) and the hypothesis of the problem, [[A, B], A]= [[A, B], B] =
0, it is very easy to show that
eg(.\)[A,B]A = Aeg(.\)[A,B]
and that
so
d ~ ~ A = {g'(A) [A, B] +A+ B +A [A, B]}F(A). (2.24)
By comparing (2.23) and (2.24), we obtain the following differential equation
with solution
[g'(A) +A] [A, B] = 0,
A2
g(A) = -2,
where the initial condition g (A= 0) = 0 has been used, because F(A = 0) = 1.
Now we evaluate in A= 1, and we get the Baker-Hausdorff formula
We are now ready to apply the Baker-Hausdorff formula, expression (2.2I),
to the formula
derived above (equation(2.I9)), and obtain the generating function. We identify
A= 2ax,
B = -iap,
and then
such that
Using now the obvious fact that e-i<>PI =I, we get
=
n.
n=O
that is the generating function for Hermite polynomials.
(2.25)
The Hermite polynomials also can be calculated as the determinant of the
matrix
or in other words
2x
V2I
)2(i- I)
0
if i = j
ifj=i+I
if j = i -I
otherwise;
(2.26)
Hermite polynomials
43
2x y'2 0 0 0
0
y'2 2x v'4
0 0
0
0 v'4
2x V6
0
0
0 0 V6
2x V8
0
0
Hn(x) =
V8 /16
0
0 0 0 2x
/16
2x
)2(n- I)
0 0 0 0 0 J2(n- I) 2x
2.1.2 Series of even Hermite polynomials
In order to show the power of the operator methods, we calculate now the value
of the following even Hermite polynomials series,
From (2.I8), we get
H2n (x) = (-It (p + 2ix)
2
n 1.
Therefore,
oo tn oo tn 2
F(t) = -Hzn (x) (p+ 2ix) n I

n=O n=O
= f s (-I)" [(p + 2ix)
2
r I= exp [-t (p + 2ix)
2
] 1.
n=O
Expanding the square in the exponential, we get
00
tn 2 2 )] }
F (t) = L
1
H
2
n (x) = exp { -t [P - 4x + 21. (xp + px 1.
n.
n=O
(2.28)
(2.29)
The operators in the exponential in this last expression do not satisfy the con-
ditions of the Baker-Hausdorff formula, equation (2.21); so we need another
method to understand the action of the full operator that appears in the right
side of expression (2.29). What we do is propose the ansatz (it is a German
word, and in physics and mathematics, it is an educated guess that is verified
later by its results),
F (t) = exp [f (t) x
2
] exp [g (t) (xp + px)] exp [h (t) p
2
] 1, (2.30)
where f(t),g(t) and h(t) are functions that we have to determine. Deriving this
expression with respect tot, and dropping the explicit dependence of f(t),g(t)
and h(t) on t,
dF(t)
dt
df 2 dg 2
= dtx F (t) + dt exp (fx ) (xp + px) exp [g (xp + px)] exp (hp
2
) 1
dh
+ dt exp (fx
2
) exp [g (xp + px)] p
2
exp (hp
2
) 1.
Introducing an "smart" 1 in the second and third term, we get
dF (t) df 2 ( ) dg fx2 ( ) _ fx2 ( )
dt =dtx F t + dte xp + px e F t
dh f 2 2 f 2
+ dt e x exp [g ( xp + px)] p exp [-g ( xp + px)] e- x F ( t).
(2.31)
We work then with the operator in the second term; we have to use the very
useful expression, already introduced (expression 2.15 on page 39),
= B B] [A, B]] [A, [A, B]]] + ,
2. 3.
to get
(2.32)
The first commutator that appears in the above expression is easily calculated,
[x
2
, xp + px] = 4ix
2
,
and so all the others commutators are zero. Substituting back in (2.32), we get
Hermite polynomials
45
We analyze now the third term in expression (2.31), i.e.
exp(- fx
2
2
exp [-g (xp + px)] exp(- fx
2
).
We study first only a part of it, exp[g(xp+px)]p
2
exp[-g(xp+px)]. Using
again (2.15),
exp [g ( xp + px)] p
2
exp [-g ( xp + px)] =
= p
2
+ g [xp + px,p
2
] + [xp + px, [xp + px,p
2
]]
93
+ 3f [xp+ px,
Calculating the first commutators,
[xp + px,p
2
] = 4ip
2
,
[xp + px, [xp + px, [xp + px,p
2
]]] = -64ip
2
,
and so on. It is clear that
exp [g (xp + px)]p
2
exp [-g (xp + px)] = p
2
f (4i)j = p
2
exp (4ig).
j=O J.
We proceed now to complete the study of the third term in expression (2.31).
Until now we have
exp(- fx
2
2
exp [-g (xp + px)] exp(- fx
2
) =
= exp(- fx
2
)p
2
exp (4ig) exp(- fx
2
).
We use once more formula (2.15), to write
exp (Jx
2
) p
2
exp (- fx
2
) =
= p2 + f [x2,p2] +ft. [x2, [x2,p2]] +; [x2, [x2, [x2,p2J]] + ...
The first commutator gives
the second one gives
and the third one
such that all the other commutators are zero, and
exp (fx
2
) p
2
exp (- fx
2
) =
= p
2
+ 2if (xp + px) + ;_ ( -8x
2
) p
2
+ 2if (xp + px)- 4j
2
x
2
.
2.
Finally, we can write a reduced expression for the derivative of the original series
F(t),
dF ( t) { df
2
dg
~ = dtx + dt (xp + rn.: + 4ifx
2
) +
+ exp (4ig) ~ ~ [p
2
+ 2if (xp + px)- 4f
2
:r:
2
] }F(t)
and rearranging terms
dF(t)
dt
= { [-ddf + 4ifr!:_dg - 4f
2
exp (4ig) r_!!:_] x
2
+
.t t dt
[
dg . . dh] dh }
dt + ~ f exp 4 ~ g ) dt (xp + px) + exp (4ig) dtp
2
F(t).
We get back to the original expression for the series
F (t) = exp { -t [p
2
- 4.T
2
+ 2i (xp + p:r:)]} 1
and take the derivative with respect to t,
dF(t)
~
=- [p
2
- 4x
2
+ 2i (xp + px)] exp { -t [p
2
- 4x
2
+ 2i (xp + px)]} 1
= [-p
2
+ 4x
2
- 2i (xp + p:r:)] F.
Comparing now both expressions, we get the system of differential equations
df dg 2 . dh
dt + 4ifdt- 4f exp 4 ~ g ) dt
dg dh
- + 2if cxp (4ig)-
dt dt
exp (4ig) rJ!!_
dt
4,
-2i, (2.33)
-1.
The initial conditions that we must set on these equations can be easily under-
stood from equation (2.29) and from the ansatz (2.30); as fort = 0 the operator
in the right side of (2.29) is the identity, we must impose f(O) = g(O) = h(O) = 0.
We outline now the procedure to solve the system (2.33). In the last equation
the value of ~ is found, and substituted in the second equation, where the value
of iJt is also found, and then both values are substituted in the first equation.
The differential equation so obtained is solved for j, with the initial condition
f(O) = 0, substituting it in the second equation the value of function g is ob-
tained, and finally both values are substituted in the third one, and the value of
h obtained. The result that we get is
4t
f = 4t + 1'
h= __ t_.
4t + 1
We calculate now explicitly
F (t) = exp (fx
2
) exp [g (xp + px)] exp (hp
2
) 1.
Remembering the definition of p (expression 2.12) it is very easy to see that
and then
F (t) = exp (fx
2
) exp [g (xp + px)]l.
Using now the [x,p] = i, we write
exp [g (xp + px)]1 = exp [g (2xp- i)]1 = exp ( -ig) exp (2gxp) 1
and it is also clear that
and also that
exp (2gxp) 1 = [1 + gxp + (xp)
2
+ ... ] 1 =
92
= 1 + g:r:p1 +
2
(xp)
2
1 + ... = 1
exp [g (xp + px)]1 = exp (-ig).
We have then
F (t) = exp (fx
2
- ig).
Substituting the functions f and g,
[ (
4t ) 1 ] 1 ( 4tx
2
)
F(t)=exp -- x
2
--[ln(4t+1)] = -
4
- ,
4t + 1 2 v 4t + 1 t + 1
and finally we get the formula we were looking for
(2.34)
It is interesting to look for some special values. For example, for t = 0, it is
obvious that F(t) = 1, as correctly predicts formula (2.34).
As H
2
n(O) = ( -l)n
[Arfken 05], we have that fort= 1 and x = 0, formula

(2.34) give us

= v's.
L... n!
2
5
n=O
(2.35)
2.1.3 Addition formula
We want to apply the form obtained in (2.18), Hn(x) = ( -i)n (p + 2ixt 1, to
evaluate the quantity
Hn(x+y).
We write it as
d
Hn(x + y) = ( -i)n[-i d(x + y) + 2i(x + y)t, (2.36)
by using the chain rule we have
d 1(a a)
d( X + y) = 2 ax + ay '
so that we may re-express (2.36) in the form
Hn(x+y)= __: (-i--+2ivf2x-i--+2ivf2y)n.
(
_.)n a a
V2 av'2x ay'2y
By defining
Associated Laguerre polynomials
.a
Px = -zax'
with X= v'2x andY= y'2y, we obtain
Hn(x + y) =
2
:
12
:t + 2iX)k(-i)n-k(py + 2iY)n-k,
k=O
that by using H
1
(x) = ( -i)n(p + 2ix)11 adds to
1 n (n)
Hn(x + y) =
2
n/
2
k Hk(vf2x)Hn-k(vf2y),
which is the addition formula we were looking for.
2.2 Associated Laguerre polynomials
49
(2.37)
The generating function for the associated Laguerre polynomials is [Arfken 05]
00
a n 1 ( -xt)
"'Ln(x)t = +l exp -- ,
f;:o (I - t)"' 1 - t
itl < 1.
(2.38)
The associated Laguerre polynomials may be obtained from the correspond-
ing Rodrigues' formula

1
(2.39)
being the first ones,
Lg(x) 1,
(1 +a)- x,
1 x
2
2
(2 + 3a + a
2
)- (2 + a)x +
2
,

1+-+a
2
+- - 3+-+- x+-(3+a)x
2
--.
(
lla a
3
) ( 5a a
2
) 1 x
3
6 6 2 2 2 6
(2.40)
The associated Laguerre polynomials satisfy several recurrence relations.
One very useful, when extracting properties of the wave functions of the hy-
drogen atom, is
(n +
= (2n +a+ 1- (n +
(2.41)
50
Special .functions
We will use the operator method outlined above for the Hermite polynomials,
to derive the usual explicit expression for the associated Laguerre polynomials.
We rewrite expression (2.39) as

1
where again the operator p = -idjdx, defined in (2.12), was used.
We notice that ex (ipt e-x [ex (ip) e-x]n and that, using (2.15), expe-x
(p+i), so

or writing explicitly the operator p,
La(x) = -x-a -- 1 xn+a
1 ( d )n
n n!" dx .
(2.42)
Using the binomial expansion,
= t (n)
n. m=O m
and because
dm (n + o:)! n+a-m
(n+o:-m)!x '
we obtain the usual form for associated Laguerre polynomials,
n ( ) k
= L (
k=O
(2.43)
The second order ordinary differential equation, from which the associated
Laguerre polynomials are solution, is
xy" + (o: + 1- x)y' + ny = 0.
(2.44)
The associated Laguerre polynomials are orthogonal in the interval [0, oc)
with the weight function xaexp( -x); i.e.
1
oc a (n+k)!
dx x exp( -x)Lm(x)Ln(x) = --
1
-0mn,
o n.
(2.45)
Associated Laguerre polynomials 51
0.5
-0.5
-l
Fig. 2.2 Some Laguerre polynomials.
where Omn is the Kroenecker delta.
In the special case when o: = 0, we get the Laguerre polynomials. The La-
guerre polynomials are denoted without the super index o:.
The graphics of some of these first Laguerre polynomials are presented in Figure
2.2.
From the recurrence relation (2.41), it is possible to prove that the Laguerre
polynomials can be calculated as the determinant of the matrix
1+2(i-1)-x
0
ifi =j
if j = i + 1 and j = i - 1
otherwise;
(2.46)
52
Special functions
or in other words
X 0
0
1 3-x 2 0 0
0 2 5-x 3 0
Ln(x) =
0 0 3 7-x
(2.47)
n-1
0 0 0 n-1 1+2(n-1)-x
2.3 Chebyshev polynomials
Again, we will give here the main features of Chebyshev polynomials. We first
look at the polynomials of the first kind.
2.3.1 Chebyshev polynomials of the first kind
The generating function of the Chebyshev polynomials of the first kind, Tn(x),
is given by
(2.48)
for jxj < 1 and jtj < 1.
They may be written in several forms, but one convenient for later purposes,
is
(2.49)
where [n/2] is the so-called floor function, also called the greatest integer function
or integer value, and gives the largest integer less than or equal to n/2.
is
Another form to write them, that allows for easy calculation of their roots,
Tn(x) = 2n-l g {X_ cos [ (2k 1)n]}.
A few Chebyshev polynomials of the first kind are
To(x) = 1,
T1(x) =x,
T2(x) = 2x
2
- 1,
(2.50)
(2.51)
Chebyshev polynomials 53
0.5
/;!
. I
-I -0.5 0.5
-0.5
Fig. 2.3 Some Chebyshev polynomials of the first kind.
and with the recurrence relations
we can find the rest.
I
I
(2.52)
In Figure 2.3, we plot some of the first Chebyshev polynomials of the first kind.
2.3.2 Chebyshev polynomials of the second kind
The generating function for the Chebyshev polynomialt> of the second kind,
Un(x), is given by
1
g(t, x) = 1- 2xt + t2 = L Un(x)tn,
n=O
for jxj < 1 and jtj < 1.
A few Chebyshev polynomials of the second kind are
Uo(x) = 1,
U1(x) = 2x,
U
2
(x) = 4x
2
- 1;
(2.53)
(2.54)
I
I
I,
l''

--------. .. "'// .
-I
-2
-3
Fig. 2.4 Some Chebyshev polynomials of the second kind.
and with the recurrence relations
(2.55)
we can find the rest.
In figure 2.4, we plot some Chebyshev polynomials of the second kind.
As with the Chebyshev polynomials of the first kind, we can write them as
the sum
[n/2]
Un(x) = ( n + 1 )xn-2m(x2 -1)m
2m 1 '
m=O
and the form that allows easy calculation of the roots is
Un(x) = 2n IT {x-
k=1 n + 1
It also may be written as
Un(x) = sin[(n + 1) cos-
1
x]
sin[cos-
1
x]
(2.56)
(2.57)
(2.58)
Bessel functions of the first kind of integer order
55
Both expressions above show that the roots of the Chebyshev polynomials of the
second kind are
Xk = cos(-k-1r).
n+1
(2.59)
A nice way to obtain the Chebyshev polynomials of the second kind is via
the determinant
2x 0 0 0
1 2x 0 0
Un(x) =
0 1 2x 0
(2.60)
0 0 0 2x
2.4 Bessel functions of the first kind of integer order
Bessel functions of the first kind of integer order, Jn(x), arc solutions of the
Bessel differential equation
(2.61)
where n is an integer. They may be obtained from the generating function
and also from the following recurrence relations
2n
-Jn(x) = Jn-1(x) + Jn+1(x).
X
(2.62)
(2.63)
In Figure 2.5, we plot some of the first Bessel functions of the first kind of
integer order.
Bessel functions of the first kind of integer order may be written as
oo ( -I)mx2m+n
Jn(x) = fo 22m+nm!(m + n)!'
and also the following integral representation is very useful
Jn (x) = _!_ J7r e-i(nT-XSinT)dT.
27T -7[
(2.64)
(2.65)
0.5
0.4
OJ
0.2
01
-0.1
-0.2
-OJ
Fig. 2.5 First four Bessel functions of the first kind of integer order.
Another important relations for the Bessel functions of the first kind are the
Jacobi-Anger expansions:
(2.66)
and
(2.67)
2.4.1 Addition formula
Using the operator methods developed in previous sections, we will obtain here
the addition formula for the Bessel functions of the first kind of integer order.
First, we will derive the following expression for any "well behaved" function J,
(2.68)
where Px = -idjdx is the operator introduced in Section 1, expression (2.12).
Because e-iypT 1 = 1, developing in a Taylor series the f function (we call Cn to
Bessel functions of the firs(; kind of integer order
57
the coefficients in the expansion) and using the linearity of the eiYPx operator,
CXl CXl
eiYPx f(x)e-iYPx1 = eiYPx f(x) = eiYPx LCkXk = Lckeiyp"Xk.
Now
then
as we wanted to prove.
k=O k=O
= L ck(x + y)k = f(:r + y),
k=O
(2.69)
Now consider the Bessel function In evaluated at x + y. From expression (2.68)
we have
because e-iyp,1 = 1, and developing the first exponential in Taylor series, we
obtain
(2.70)
To calculate the m-derivative of In, we use the integral representation (2.65) to
write
substituting sin T (eir- e-ir)/2i, and using the binomial expansion,
--J (x) = - ~ 2.) -1)k m ei(m-k)r e-ikr e-i(nr-xsinr)dT dm 1 m ( ) 11f
dxm n 2m 27T k=O k -K
= ~ ~ f -1)k (m) 11r e-i[(n-m+2k)r-xsinr]dT
2m 27T k=O k -K '
and therefore, using again the integral representation (2.65), we obtain
(2.71)
Substituting this last expression in equation (2.70), we obtain (we have taken
the sum up to infinite as we add only zeros)
We now change the order of summation and start the second sum at m = k
(because for m < k all the terms are zero)
oo ( _
1
)k oo ym
Jn(X + Y) = t;
2
m(m _ k)! Jn-m+2k(x).
We do now j = m - 2k and obtain
take the second sum from minus infinite, and exchange the order of the sums
L ln-j(x)JJ(y).
j=-oo
The final expression
Jn(X + Y) = L Jn-k(x)Jk(Y) (2.72)
k=-00
is known as the addition formula for the Bessel functions of the first kind of
integer order.
2.4.2 Series of the Bessel functions of the first kind of integer
order
We will derive in this section the solution of some sums of the Bessel functions
of the first kind of integer order that appear in several applications. We will
demonstrate that
(2.73)
where v is a positive integer, g (y) = ix sin y and Bn ( x1, x
2
, ... , xn) is the com-
plete Bell polynomial [Bell27; Boyadzhiev 09; Comtet 74] given by the following
determinant:
Bessel functions of the first kind of integer order
59
Bn(Xl, X2
1
, Xn) =
Xl
(n;l )x3 (n;l)x4 Xn
-1 X1
(n;2)x3 (n;2)x4 Xn-1
0 -1 X1
(n;3)x3 Xn-2
0 0 -1 Xl
Xn-3
(2.74)
0 0 0 -1 X1 Xn-4
0 0 0 0 -1 Xn-5
0 0 0 0 0 -1 X1
To demonstrate (2.73), we take the Jacobi-Anger expansion, expression (2.66),
to write
L knJk (x) eiky_
k=-00
To calculate the n-derivative in the left side of equation above, we use the Faa
di Bruno's formula ([Gradshtein 99], page 22) for the n-derivative of the com-
position
dn n
--:;:; f (g (x)) = L f(k) (g (x)) Bn,k (g' (x), g" (x), ... , g(n-k+l) (x)) , (2.75)
dx k=O
where Bn,k (x
1
, x
2
, ... , Xn-k+l) is a Bell polynomial [Bell 27; Boyadzhiev 09;
Comtet 7 4], given by
(2.76)
the sum extending over all sequences .h, .i2, j3, ... , Jn-k+l of non-negative integers
such that J1 +J2+ ... +Jn-k+l = k and J1 +2j2+3.h+ ... +(n- k + 1) .in-k+l = n.
Using (2.75),
dn n
-eixsiny = eixsiny L Bn k (g' (x) 'g" (x) ' ... , g(n-k+l) (x)) .
dyn k=O ,
We multiply now for the complex conjugate of (2.67) and obtain
in f kn J1 (x) Jk (x) ei(k-l)y = Bn (g' (y), g" (y), ... , g(n) (y)) .
k,l=-00
Integrating both sides of the above equation from -7r to 7r, and using that
J.::.n ei(k-l)Ydy = Okz, we arrive to the formula we wanted
_(-It J7rB ( '() "() (2v) ( )) d
6 k X - 2v g Y ,g Y , ... ,g Y y.
k=l -7r
(2.77)
In particular, as the complete Dell polynomials for n = 2 and n = 4, are
(2.78)
and
(2.79)
it is very easy to show that
f k2 ( x) = x2
k=l
(2.80)
and
(2.81)
2.4.3 Relation between the Bessel functions of the first kind of
integer order and the Chebyshev polynomials of the second
kind
We finally present here, without demonstration, a useful formula that relates
the Fourier transform of the Bessel functions of the first kind of integer order
Bessel functions of the firsi kind of integer order
with the Chebyshev polynomials of the second kind [Campbell 48]:
F{Jn(w)} =
w V;n 2
where rect is the indicator function of the interval [ -1, 1]; i.e.
= { l,
2 0,
if XE[-1, 1]
otherwise.
61
(2.82)
(2.83)
Chapter 3
Finite systems of differential equations
We will study in this Chapter finite systems of coupled first-order ordinary dif-
ferential equations. For pedagogical reasons, we start with systems 2 x 2, after
we study systems 4 x 4 that has in some sense the essence of the n x n system
without the cumbersome, and with the obtained experience, we generalize to
arbitrary finite dimension.
3.1 Systems 2 X 2 first
We consider initially a system of two coupled differential equations with constant
coefficients of the form
(3.1)
that may be re-written in compact form as
r } _ _ A ~
dt- x,
(3.2)
where A is the matrix
A=(
and xis the column vector
63
64 Finite systems of differential equations
The formal solution to the differential equations system (3.2) is
(3.3)
with x(O) the initial conditions.
Indeed, by substituting (3.3) into (3.2), we obtain that
r!!!.. =A
dt e x '
(3.4)
so that we recover (3.2).
3.1.1 Eigenval'Ue eq'Uations
Suppose now that the 2 x 2 matrix A has two different eigenvalues, A
1
and A
2
,
with the two column eigenvectors, f!I and fh, respectively.
We already know from Chapter 1, that the matrix T = (ffi,fh), whose columns
are the eigenvectors, is the similitude matrix that transforms the matrix A into
its diagonal form D; i.e.,
D = T-
1
AT. (3.5)
We can invert this expression, and write the matrix A in terms of the similitude
matrix T, and the diagonal matrix D; we get,
(3.6)
In the solution (3.3), we have the exponential of the matrix A. As we mentioned
in Chapter 1, this exponential is defined in terms of the Taylor series of the
exponential, i.e.,
oo tn
eAt = "\"' _An

n.
n=O
If we substitute (3.6) in the right side of this definition, we obtain
(3.7)
but as (TDT-
1
)n = TDT-
1
TDT-
1
... TDT-
1
= TDnT-
1
, it may be rewritten
as
Systems 2 X 2 first 65
or better yet, as
eAt= TeDtT-1. (3.8)
As the D matrix is the diagonal matrix
D= (
0
),
A2
it is very easy to show that
Dn = (
An
0
),
1
0
An
2
and that
etD = (
e>qt
0
) 0
e>-2t
So, finally
eAt= T (
e>-1t
0
)T-1.
0
e>-2t
(3.9)
At this point it is convenient to explicitly calculate the eigenvalues of the
matrix A. The characteristic equation is
where I is the identity matrix. In other words, the characteristic equation is
that it is reduced to
A
2
- tr(A)A + IAI = 0,
where tr(A) means the trace of the A matrix and IAI its determinant.
Then the eigenvalues are given by
A _ tr(A) vtr
2
(A) - 4IAI
1,2- 2
and then we can find the exponential (3.9), and therefore, the solution to the
system (3.1).
Example 1.
We will solve in this example the following first-order ordinary differential equa-
tions system,
with the initial conditions x
1
(0) = 2 and x
2
(0) = -4.
The matrix associated with this system is
A = ~
-5)
-3 .
The characteristic equation is then, .\
2
- A- 2 = 0, the eigenvalues are -1 and
2, and the corresponding eigenvectors are ( ~ ) and ( ~ ) , respectively. The
similarity matrix Tis formed with the eigenvectors as columns, so
T=(1 5)
1 2 .
and the diagonal representation is,
D=T-
1
AT=
=(
-2/3 5/3
) (
4 -5
) (
1/3 -1/3 -3
=(
-1 0
) 0
We use now (3.8), to get
0 ) ( -2/3
e
2
t 1/3
5/3 )
-1/3
Finally, we use that the solution is .i = eAtx(O) (equation (3.3)), to write the
solution of the systems as,
Example 2.
Systems 2 x 2 first
10e
2
t- 7e-t,
4e
2
t- 7e-t.
67
As a second example, we consider now the following first-order ordinary differ-
ential equations system,
with the initial conditions x
1
(0) = 1 and x
2
(0) = 2.
The matrix associated with this system is
A=(1 2)
4 3
The characteristic equation is then, .\
2
-4.\-5 = 0, the eigenvalues are -1 and
5, and the corresponding eigenvectors are ( -
1
) and ( ~ ) , respectively.
The similarity matrix Tis formed with the eigenvectors as columns, so
T=(
-1
1 )
2 .
and the diagonal representation is,
D=T-
1
AT=
=(
-2/3 1/3
) (
2
) (
-1
)
1/3 1/3 4 3 2
=(
-1 0
) 0 5
68 Finite systems of equations
We use now (3.8) to get
0 ) ( -2/3
e
5
t 1/3
1/3 )
1/3
Finally, as x = eAtx(O) (equation (3.3)), we apply this matrix to the initial
conditions (x
1
(0), x
2
(0)) = (1, 2), and we obtain the final result
If the two eigenvalues are equal, we have two possibilities. First, the matrix
can be already diagonal, and then it is a multiple of the identity matrix and
formula (3.9) works fine. Second, if the matrix is not diagonal, then it is not
possible to find a diagonal representation.
In this second case, we can use the Jordan form [Shores 07; Larson 09; Lang 87]
to transform the matrix A into a triangular matrix R by changing the basis.
If the matrix that change the basis is denoted by P, what we said before is
represented mathematically by the equation
R=P-
1
AP. (3.10)
Our original differential equations system (3.1), can then be written as
If we multiply from the left by p-
1
the above equation, we obtain
If we define now Y = p-
1
x, we get the equivalent differential equations system
dY =RY.
dt '
that is already partially decoupled, and then it is very easily solved.
(3.11)
System8 2 x 2 first 69
3.1.2 Cayley-Hamilton theorem method
From the above discussion, it is clear that if it is possible to find the diagonal
representation D of the matrix of the system A, the similitude matrix T, and its
inverse T-
1
, the solution of the differential equations system is formally found.
However, that is not always the case, and we have to develop other methods to
solve systems like (3.1); in what follows, we will develop one method in the two
dimensional case.
We go back to the characteristic equation. For simplicity, we define b
0
= det A
and b
1
= tr(A), then the characteristic equation is
(3.12)
Remember the Cayley-Hamilton theorem: All square matrices satisfy its char-
acteristic equation; so
(3.13)
Thus, we can write any power of A in terms of I and A. From (3.13),
A
2
b1A + boi
A
3
A
2
A= b1A
2
+boA= (bi + bo)A + bob1I
A
4
A
3
A= [(bi + bo)A + bob1I] A= b1(bi + 2bo)A + bo(bi bo)I
and so on.
Applying all these results to the definition of the exponential of a matrix, we get
t2 t3
I+ tA + 2f(b1A + boi) + 3T [(bi + bo)A + bob1I] + ...
I [ 1 + + + bo) + ... ]
+ A [t + + + bo) + + 2bo) + ... ]
.fo(t)I + .fr(t)A, (3.14)
where
(3.15)
and
(3.16)
We have then translated the solution of the exponentiation problem of the matrix
A, to that of finding a closed form for the functions fo and h. To find a really
useful form for those functions, we shall derive now a second order linear ordinary
differential equation for each one. From the Cayley-Hamilton theorem (equation
(3.13)), it is evident that
d2eAt deAt
-;Ji2- b1 dt- boeAt = (A
2
- b1A- boA) eAt= 0,
but from (3.14), we also know that eAt= f
0
(t)I + h(t)A, and so
d2eAt deAt
= dt2 - bl dt - boeAt =
(
d2fo -bldfo -bofo)I+ (d2h -bldh -boh)A
dt
2
dt dt
2
dt
0.
Hence, both functions, fo and h, satisfy the equation
d
2
f df
dt
2
- b1 dt - bof = 0,
(3.17)
with distinct initial conditions.
We have to solve now these second-order linear ordinary differential equations
with constant coefficients, and compare these solutions with the expressions
(3.15) and (3.16) that we already have. To solve (3.17), we need the roots of the
auxiliary equation r1
2
- b
1
7]- b
0
= 0 [Zill 97, Chapter 4, section 4.3]. However,
this auxiliary equation is exactly the same as the characteristic equation (3.12)
of the matrix A of our system. Thus, to proceed further, we have to make some
assumptions about the eigenvalues of the matrix A; we assume first that they
are distinct.
3.1.2.1 Case A: >.
1
-=/=- >-2
If the characteristic equation (3.12) of the matrix A of our system has two dis-
tinct roots, that means also that the auxiliary equation of the differential equa-
tion (3.17) has two different roots, and we have [Zill 97; Agarwal 08; Coddington
89]
(3.18)
Systems 2 x 2 firs/, 71
and
(3.19)
where the coefficients c's are arbitrary integration constants, to be determined.
Expanding the exponentials in their Taylor series, we obtain
(3.20)
and
h = cu ( 1 + )qt + >-1 + ... ) + c21 ( 1 + A2t + >-2 + ... ).
(3.21)
Comparing the expression (3.20) with expression (3.15), and expression (3.21)
with expression (3.16), we can find the following two systems of equations for
the coefficients,
and
ClQ + C20
ClQAl + C2QA2 0
Cu + C21
cu>-1 + c21A2
0
1.
We can write these systems in a more compact form as,
) = ~ ~ )
or equivalently,
Ac =I,
being
(3.22)
(3.23)
(3.24)
a Vandermonde type matrix ([Fielder 86; Gautschi 62] and also Appendix B),
and
(3.25)
72
Multiplying (3.22) from the left by A -
1
, we find the coefficients as
c=A-
1
.
(3.26)
Substituting back these coefficients in equations (3.18) and (3.19), we get fo and
!I, and substituting these functions in (3.14), we finally obtain the exponential
of matrix A, and so, the solution to the system.
3.1.2.2
In this case the solutions to equations (3.17) are [Zill 97; Agarwal 08; Coddington
89]
(3.27)
and
(3.28)
where the coefficients c's are arbitrary integration constants, to be determined.
Expanding, as in the previous case, the exponentials in a Taylor series, we get
fo = cw ( 1 + .\1t + )q + ... ) + c2ot ( 1 + .\2t +
+ ... ) (3.29)
and
(3.30)
Comparing (3.29) with (3.15), and (3.30) with (3.16), we obtain the two systems
of equations,
0
(3.31)
and
(3.32)
These systems of equations can be written in a shorter form as
( (

(3.33)
Systems 2 X 2 firs/, 73
Denoting again
(3.34)
and
c = (
(3.35)
the coefficients can be found as
c=A-
1
. (3.36)
As in the other case, from these coefficients, it is very easy to find cAt, and the
solution to the system.
Example 3. Consider the first-order ordinary differential equations system
dx
dt
dy
dt
3x + 2y,
-2x- y,
with the initial conditions x(O) = 1 and y(O) = 0.
The matrix A associated with this system is
(
3 2 )
-2 -1 .
In Example 4, Section 1.4.3, Chapter 1, we showed that this matrix does not
have a diagonal representation. However, the characteristic equation for this
matrix is
and there is just one eigenvalue, 1, with multiplicity 2; i.e., .\1
Therefore, applying (3.34) and (3.36),
) (
1.
Using now expressions (3.14), (3.27) and (3.28), we obtain successively
eAt = fol+fiA
Already knowing the exponential of the matrix of the system, we have the solu-
tion to it,
( )
At ( x(O) )
e y(O)
et [(1- t) ( ~ ~ ) + t (
et [ ( 1 ~ t ) + ( ~ ~ t ) ]
= et ( 1 + 2t ) .
-2t
Then, we have finally
3.2 Systems 4 x 4
x(t)
y(t)
3
)] ( ) -2 -1
We study now, coupled first-order ordinary differential equations systems with 4
equations and 4 unknowns. The idea is to explain the complexity of the problem,
without being involved in the complicatedness of the notation of the n x n case.
We consider then the following 4 x 4 system of first-order ordinary differential
equations with constant coefficients,
dx
1
dt aux1 + a12x2 + a13X3 + a14X4,
dx
2
dt a21x1 + azzx2 + a23X3 + a24X4,
(3.37)
Systems 4 X 4
75
with a given initial condition.
As in the two dimensional case, we can associate the following matrix with this
system,
A=
a12 a13 a14 )
a22 a23 a24
a32 a33 a34
a42 a43 a44
The characteristic equation for any 4 x 4 matrix is of the form
and applying the Cayley-Hamilton theorem, we have
A
4
b3A
3
+ bzA
2
+ b1A + boi
A
5
b ~ +h) A
3
+ (b1 + bzb3) A
2
+ (bo + b1b3) A+ bob3I
A
6
b ~ + 2bzb3 + b1) A
3
+ b ~ + b z b ~ + b1b3 + bo) A
2
+ b 1 b ~ + bob3 + b1b2) A+ (bob+ bobz) I
(3.38)
(3.39)
and so on; in such a way, that all powers of the A matrix are given in terms of
I, A, A
2
and A
3
. Using this last fact, and the definition of the exponential of a
matrix in terms of its Taylor expansion, we have
+
+
+
Defining now the functions j;, i = 0, 1, 2, 3 by means of the following expression,
(3.40)
we obtain
fo
t4 t5 t6
1 + 4Tbo + 5!bab3 + 6! bob2) + ...
t
4
t
5
t
6
t + 4fb1 + 5! (bo + b1b3) + 6! (b1b + bob3 + b1b2) + ...
t2 t4 t5 t6
2T + 4fb2 + 5! (b1 + b2b3) + 6! + + b1b3 + bo) + ...
t3 t4 t5 t6
3T + 4fb3 + 5! (b + b2) + 6! + 2b2b3 + bl) + ... (3.41)
It is possible to show, in a similar way as in the two dimensional case, that each of
the functions above satisfy a four order linear ordinary differential equation with
constants coefficients, whose auxiliary equation is the same as the characteristic
equation of the matrix of the system. Indeed, from the Cayley-Hamilton theorem
we have that A
4
- b3A
3
- b2A
2
- b
1
A- bai = 0, so
d4eAt d3eAt d2eAt deAt
---b3--- b2--- b1--- baeAt =
dt
4
dt
3
dt
2
dt
= (A
4
- b3A
3
- b2A
2
- b1A- ba) eAt= 0.
From (3.40), eAt= foi + fiA + hA
2
+ hA
3
, and then
d4eAt d3eAt d2eAt deAt
---b3--- b2--- b1--- boeAt =
&
(
d
4
fo d
3
fa d
2
fa dfo )
= dj4- b3dj3- b2---;]j2- b1dt- bofo I
(
d
4
h d
3
h d
2
h dfi )
+ dj4 - b3 dj3 - b2 ---;]j2 - b1 dt - bah A
(
d
4
h d
3
h d
2
h dh ) 2
+ dj4 - b3 d3 - b2 ---;]j2 - b1 dt - bah A
(
d4 h - b d3 h - b d2 h - b dh - b f ) A 3
+ dt4 3 dt3 2 dt2 1 dt a 3 '
and as the set of matrices {I, A, A
2
, A
3
} is linearly independent, each one of the
functions fi, i = 0, 1, 2, 3 satisfy the equation
d
4
f d
3
f d
2
f df
dt4 - b3 dt3 - b2 dt2 - bl dt ba.f = 0,
(3.42)
with distinct initial conditions.
From now on, it is necessary, as in the 2 x 2 case, to distinguish four cases,
depending on the eigenvalues of the A matrix, that are also the roots of the
auxiliary equation of the differential equation (3.42).
Systems 4 x 4 77
3.2.1 Case 1. All the eigenvalues are different (>.1 - Az - A3 -
.X4)
In this case, the solution to the differential equation (3.42) [Zill 97] give us,
4
fi = Lckie>-.kt,
k=l
(3.43)
where i = 0, ... , 3 and the c's are integration constants. In this last expression,
we take i = 0 and expand in Taylor series the exponentials, to obtain
fa C!Q + C2a + C3a + C4a
+ t (c10>.1 + c2o.A2 + c3oA3 + c4o.A4)
+ ( c10>.i + + C3a.\ +
2.
t
3
( 3 3 3 3)
+ 3T C1QA1 + C2aA2 + C30A3 + C4aA4 + .... (3.44)
Comparing this last expression with the one obtained from the Cayley-Hamilton
theorem, formula (3.41), we get
4
Lcka
1,
k=l
4
LckoAk
0,
k=l
4

0,
k=l
4
=
0.
k=l
Proceeding in exactly the same way for the other functions fi, with i = 1, 2, 3,
it is very easy to prove that the 16 constants in equation (3.43) satisfy a set of
algebraic equations that can be written briefly as
( ,:
1 1
1 )( ""
cu C12 C13
)
u
0 0
n
>.2 .\3
c2o
C21 c22 C23 1 0
>.2 >.2 >.2
0 1
1 2 3
).4 C3a C31 C32 C33
>.3 >.3 >.3
>-2 C4a C41 C42 C43 0 0
1 2 3
(3.45)
or in a shorter matrix form
Ac =I, (3.46)
with the obvious definitions. For its structure, matrix A is called a Vandermonde
matrix [Fielder 86; Shores 07].
The coefficients c's are given by the inverse of this Vandermonde matrix; i.e., we
have the final result
(3.47)
The inverse of a Vandermonde matrix always exists (Appendix B), and there
are elaborated methods and technics to find its inverse [Fielder 86; Gautschi 62;
Gautschi 78].
In this case, the functions fi, as solutions of the differential equation (3.42), are
where i = 0, 1, 2, 3 and the c's are integration constants.
Expanding again the exponentials in Taylor series, we obtain
0, 1, 2, 3.
(3.48)
(3.49)
Systems 4 x 4
Proceeding in the same way for i = 1,
Cu + C31
cu..\1 + C31A3 + C21 + C41
..\2 ..\2
Cui + C31 f + C21A1 + C41A3
..\1 \ ~ \ ~ \ ~
C11 6 + C31 6 + C21 2 + C41 2
79
0,
1,
0,
= 0.
Fori= 2 and fori= 3 is also similar. We obtain then the following 16 algebraic
equations for the 16 constants c's,
~ ~ : ) ( ~ 0 ~ ~ )
C33 0 0 1 0
C43 0 0 0 1
(3.50)
Then, with the logical and obvious definitions, we can calculated the c's coeffi-
cients as
C= A-
1
. (3.51)
Matrices of the same structure as A arc called confluent Vanderrnonde matrices
([Fielder 86] and Appendix B).
In this case the fi functions take the following form,
(3.52)
Comparing equations (3.49) and (3.41) fori= 0, we get where i = 0, 1, 2, 3 and the c's are constants of the integration.
Expanding the exponentials in Taylor series,
ClQ + C30 1,
ClQAl + C30A3 + C20 + C4o 0,
..\2 ..\2
ClQ--f + C3of + C20A1 + C40A3
0,
.Ar \ ~ \ ~ \ ~
C1Q6 + C305 + C202 + C402
0.
(3.53)
Comparing (3.53) fori= 0 with (3.41),
CJQ + C4Q
t(c10A + c4oA4)
1,
0,
0,
0.
Doing the same for i
between matrices,
1, 2, 3, it is possible to write the following equation
) ( )
C33 0 0 0
1
(
3
.
54
)
C43 0 0 0 1
so that the c's coefficients can be evaluated from the expression
Matrix A is a confluent Vandermonde type matrix [Fielder 86].
In this last case, the functions fi take the form,
with i = 0, 1, 2, 3 and the c's are integration constants.
Expanding the exponentials in Taylor series,
fi CJi + t(cliA + C2i) + t
2
( CJi + C2iA + C3i)
+ t
3
+ C3iA + C4i)
(3.55)
(3.56)
Systems 4 x 4
81
Comparing this last equation for fo with (3.41),
C10 1,
0,
_A2
c10 2! + c2oA + C3o
0,
_A3 _A2
C105 + C2o
2
+ C3oA + C40 = 0.
Following the same procedure for h, h y h, we get the following equation for
matrices,

0 0 0
)(
C1Q cu C12 CJ3
) (
0 0 0
)
0 0 C20 C21 C22 C23 0 1 0 0
(3.57)
2.\ 2 0 C3Q C31 C32 C33 0 0 0
_A3 3.\2 6.\ 6 c4o C41 C42 C43 0 0 0
And again,
Matrix A is a confluent Vandermonde type matrix.
Example 1. Let us consider the first-order ordinary differential equations sys-
tem
dx1
dt
dx
2
dt
dx3
dt
dx4
dt
with initial conditions x
1
(0)
associated matrix is
1,x2(0) = -1,x3(0)
u,
0 -1

1 0
0 2
2 0
-1. The
The eigenvalues are 0, with multiplicity 2, and 3, also with multiplicity 2. How-
ever, for this matrix it docs not exist a diagonal representation. This can be
understood looking for the eigenvectors; in the case of the eigenvalue 3, the in-
variant subspace is the straight line in four dimensions, given by the parametric
equation (x
1
,x
2
,x3,x4) = (1,0,-2,0)t, with t as the parameter. As this sub-
space has dimension 1, it is not possible to find a basis of eigenvectors, and there
is not a diagonal representation.
We proceed with our method. We are in case 2, so
r
With the data of our example,
(
ClQ cu cl2 C13
)
u
0 1 0
r
Czo c21 Czz c23 3 1
C3Q C31 C32 C33 0 9 6
C4o C41 C42 C43 0 27 27
(
1 0 -1/3
2/27 )
0 -2/3 1/9
0 0 1/3 -2/27
0 0 -1/3 1/9
Substituting the c coefficients in the expressions (3.48) for the functions j, we
get
fo 1,
Now we make
Systems n X n 83
and applying to the initial conditions, we obtain the final solution
3.3 Systems n X n
We shall analyze now a coupled first-order ordinary differential equations system
with n equations and n unknowns. The procedure we will follow is a straight
generalization of the 4 x 4 case. The general n x n system is
(3.58)
with some given initial conditions.
The associated matrix A is
[an
a12 a13 a14
a,n l
a21 an a23 a24 azn
A= a ~
a32 a32 a34 an3
ani anz ann
(3.59)
The characteristic equation for all n x n matrices, and in particular for the matrix
A of our system, is of the form
(3.60)
Using the Cayley-Hamilton theorem, it is possible to write
eAt= "L,J;(t)Ai, (3.61)
i=O
where the functions fi are determined comparing this last expression with the
Taylor expansion eAt= L.::o tAi of the exponential of the matrix tA, obtain-
ing a very complicated series in terms oft and the constants bi.
In a completely analog way, as we did in the 4 dimension case, it is possible
also to show that the functions J; satisfy the following n-order linear differential
equation with constant coefficients,
(3.62)
To solve this differential equation, the roots of its auxiliary equation have to be
found. The auxiliary equation is also the characteristic equation of the matrix
A of the system. Thus, we have to look for the eigenvalues of A and compare
them. To fix ideas, let us analyze two cases, the first one when all the eigenvalues
are distinct and the second one when we have some sets of equal eigenvalues, let
us say, ,\
1
= ,\
2
= >.
3
, ,\
4
= >.
5
, and the rest are different.
3.3.1 All the eigenvalues are distinct
In this case the solutions to equation (3.62) are [Zill 97]
J;(t) = L c
1
;e>.jt, (i = 0, 1, 2, ... , n- 1),
j=l
where the n
2
coefficients c
1
; are integration constants.
(3.63)
Comparing these solutions with the expressions obtained from the Taylor ex-
pansion of the exponential, we obtain
Systems n X n 85
-1
c A-
1
= (3.64)
The matrix A, a Vandermonde type matrix, always has an inverse (Appendix
B), and there are specific technics to find it [Fielder 86; Gautschi 62; Gautschi
78].
3.3.2 The eigenvalues are: .A
1
= .A2 = .A3 , .A4 = .A5 , and the rest
are different
In this case the solutions to the differential equation (3.62) are [Zill 97]
n
J;(t) =(eli+ c2;t + c3;t
2
)e)'lt + (c4; + c5;t)e>.
4
t + L c
1
;e>.jt,
j=6
(i = 0, 1, ... ,n -1),
where the n
2
coefficients c
1
; are integration constants.
(3.65)
Again, we have to compare these solutions with those obtained from the Taylor
expansion of the exponential; after doing that, we get
86

0 0 0
)q
d,\1
d2,\
-\4
d,\4
An
d,\1

d,\4
>.2

d2,\2
,\2

c =

=
1
d,\1
T>:t
4
d,\4
(3.66)

1 d,\1
dJ:'i
4
d,\4
The inverse of the matrix A, a confluent Vandermondc type matrix, exists and
there are explicit expressions for it (Appendix B and [Fielder 86; Gautschi 62;
Gautschi 78]).
Example 1.
Let us consider an ordinary differential equations system, whose associated A
matrix is
and with the initial conditions
11
3
-11)
-2 '
-4
The eigenvalues of this matrix are ,\
1
= 1, ,\
2
-2 and ,\
3
= 3. In effect,
(
-\-3 -11
1>-I-AI=det -1 -\-3
-1 -5
11
2
>-+4
and this implies that the characteristic equation is
)
Systems n x n 87
whose roots are 1, -2, 3.
As the eigenvalues are all distinct, it exists a diagonal representation for this
matrix and also the method exposed in Section 1 of this Chapter can be utilized.
However, as we already said, this is not always the case and we will use the
method developed in this section. Now we can use formula (3.64) to calculate
the coefficients C;j
1
-2
4
With this coefficients the following functions can be obtained
fo
and they can be substituted in the following expression
x(t) eAtx(O)
folx(O) + fiAx(O) + hA
2
x(O)
(
fo + 3h + 9h)
h+4h '
h+4h
to arrive to the final solution to the system
(
e3t
l
x(t) = _
_
Example 2. Chebyshev system
)
88 Finile systems of differential equations
Consider the system of ordinary differential equations
Eo aE1,
E1 a(Eo + E2),
E2 a(E1 +E3),
En aEn-1,
with initial conditions E
0
(0) = 1 and = 0.
From what we have seen in this Chapter, the solution may be written in the
form
where
c [
0 1 0 0 0
l
0 0 0
0 0
0 0 0
and the initial condition is
E(O) =
(:)
The eigenvalues of the matrix c are then obtained from the equation
A -1 0 0 0
-1 A -1 0 0
0 -1 A -1 0
=0,
0 0 0 -1 A
Systems n X n 89
and from the formula 2.60 on page 55 of Section 3 of Chapter 2, we can write
the characteristic equation as
where Un is the Chebyshev polynomial of the second kind studied in Chapter
2, Section 3. From the same section, we know also know that a Chebyshev
polynomial of either kind with degree n, has n different simple roots (see also
[Arfken 05]); so, from (3.64), we have
-1
c=
where Ak are the roots of the Chebyshev polynomials of the second kind that
are given by (see Chapter 2, Section 3, formula 2.59 on page 55),
Ak = cos (-k 1r) .
n+1
As we have said, any Vandcrmonde type matrix always have an inverse, and there
are specific technics to calculate it (Appendix I3 and [Fielder 86; Gautschi 62;
Gautschi 78]).
Chapter 4
Infinite systems of differential equations
In this Chapter, we will use operational methods to solve infinite systems of first-
order ordinary differential equations. In each case, we shall demonstrate that the
system is equivalent to a Schrodinger-like equation, we will solve this equation
using operational methods, and finally, from this solution, that of the system
will be deduced. To accomplish this goal, the usual notation is inadequate, so
in the rest of this book, we will use with freedom the Dirac notation (Appendix
A) (see also ([Louisell 90; Jackson 62; Alicki 01; Dennery 95])).
All along this Chapter, we will use frequently the linear operators V and vt,
defined by
V= ln)(n+ll, vt = ln+1)(nl, (4.1)
acting on the vector space generated by the complete and orthonormal set
{In); n = -oo, ... , +oo }. It is very easy to see that the action of these opera-
tors on the "states" In) is
Vln) =In -1) (4.2)
and
vt In/ = In+ 1). (4.3)
Thus,
vvt In) = v In+ 1) = In)
and
vtv In) = vt In- 1) = In/ .
91
92 Infinite systems of differential equations
From these last equations, we deduce two important properties of the linear
operators V and vt. First, that the two operators commute, or in symbolic
terms that
[v,vt] =O; (4.4)
and second, that they are unitary, which means that
vt =v-1. (4.5)
4.1 Addition formula for the Bessel functions
In Chapter 2, Section 2.4, we proved the addition formula for the Bessel functions
of the first kind
J,(x + y) = L In_k(x)Ik(y). (4.6)
k=-=
In this section, we will use the linear operators V and vt to make another
demonstration. The aims are emphasize the advantages of the operator methods
and obtain skills in the manipulation of operators in general.
To start up, we recall the generating function
(4.7)
of the Bessel functions of the first kind, that we exhibited in the mentioned
section.
Now, we build the linear operator exp [ ~ (vt- V) J, and from (4.5) and (4.7),
exp [ ~ (vt- v)] = exp [ ~ (vt- ~ t J = f Ik (x) vtk.
k=-=
(4.8)
Applying this operator to the vacuum state IO), and using that vtkiO) = lk),
exp [ ~ (vt- V) J IO) = f Ik (x) vtk IO) = L Ik (x) lk). (4.9)
k=-oo k=-oo
Addition formula for the Bessel functions 93
Multiplying from the left by the bra (nJ, we obtain
(nl exp [ ~ (vt- V) J JO) = (nl f Ik (x) Jk)
k=-00
= L Ik (x) (nJk)
k=-=
= L Ik(x)5nk=In(x),
k=-=
where we have used the fact that the set {In); n = -oo, ... , +oo} is orthonormal;
i.e., that ('TJIJ.L) = JTJ.w
Summarizing,
In (x) = (nl exp [ ~ (vt- V) J IO).
(4.10)
We already have all the necessary elements to demonstrate the addition for-
mula (4.6). From (4.10), we write
In (x + y) = (nl exp [ x; Y (vt- V)] IO)
= (nl exp [ ~ (vt - V) + (vt - V) J JO).
As trivially the operators :=: (vt - V) and '!!.. (vt - V) commute, we have
2 2
In (x y) = (nl exp [ ~ (vt- V) J exp [ ~ (vt- V) J IO).
Using now that V = (Vt)-
1
(expression (4.5)), we obtain
In (x + y) = (nl exp [ ~ (vt- ~ t ] exp [ ~ (vt- ~ t ] IO).
Now we have to recall the generating function of the Bessel functions, expression
(4.8), to get
j=-00 k=-oo
Manipulating the sums and the states, and using again that vtkln) = In+ k),
it is easy to arrive to
Jn (x + y) = (nl L L Jj (x) Jk (y) (vtr+k IO)
j=-oo k=-oc
= (nl L L Jj (x) Jk (y) IJ + k).
j=-CXJ k=-CXJ
Remembering that the states In) are orthonormal,
Jn (x + y) = L L Jj (x) Jk(y) (nlj + k)
j=-CXJ k=-CXJ
= L L Jj (x) Jk (y) On,J+k,
k=-ocj=-=
and finally, we arrive to the addition formula that we wanted to show,
Jn(x+y)= L Jn_k(x)Jk(y).
k=-CXJ
4.2 First neighbors interaction
Consider the following infinite system of first order ordinary differential equa-
tions
(4.11)
with n = -oo, ... , oo, and subject to some initial condition, that will be specified
later.
We will show that the previous system ( 4.11) is equivalent to the following
Schrodinger-like equation
= Hl1,1;), (4.12)
with the Hamiltonian given by
H=a(V+Vt), (4.13)
and where the linear operators V and vt are those defined in the introduction of
this Chapter, formulas (4.1). Note that the Hamiltonian is an Hermitian linear
operator.
First neighbors interaction 95
As the set {In); n = -oo, ... , +oo} is complete, we can write the solution to the
Schrodinger-like equation as
l1,1;(t)) = L En(t)ln),
where the coefficients are given by
En(t) = (nl1,1;(t)).
We insert it into (4.12) to get
and using the orthonormality condition (7Jit-t) =

we obtain
= dE ( = = )
i L _nln)=a L Enln-1)+ L Enln+1)
dt
n=-oo n=-oo n=-oo
Changing the indices in the sums, we have
(4.14)
(4.15)
As the set {In); n -oo, ... , +oo} is linearly independent, we can equate the co-
efficients on both sides of the previous equation and recover the original infinite
system of differential equations ( 4.11). Thus, the infinite original system ( 4.11),
and the Schrodinger-like equation are equivalent, as we wanted to show.
The initial condition 11,1;(0)) may be, in general, an arbitrary superposition of
states; so as the problem is linear, we can consider, without losing generality,
11,1;(0)) = lm). As 11,1;) =I::;=-= Enln), the established initial condition for 11,1;)
means the En(t) is zero for all n, with exception of m, when it values 1; i.e.,
En(t = 0) = On,m
Now, we will use operational methods to solve the Schrodinger-like equation,
and then deduce the solution of the infinite system ( 4.11). Considering the initial
condition 11,1;(0)) = lm), it is simple to write the formal solution of (4.12) as
(4.16)
To work out the operator e-iat(Vt+v), we remember that vt = v-
1
. Hence, we
can write
that we have already recognized as the generating function of the Bessel functions
of the first kind, so
and we can rewrite the solution of the Schrodinger-like equation as
By using that vtnlm) = lm + n), we finally arrive at
(4.17)
Now we can find the amplitudes Ek, k = -oo, ... , oo, that are the solutions to
the system ( 4.11), simply by
(4.18)
where we have used again the orthonormality condition (kin) = Okn
In the particular case, that the initial state is the vacuum state IO), we get
(4.19)
4.3 Second neighbors interaction
Consider now this other infinite system of first order ordinary differential equa-
tions
(4.20)
with n = -oo, ... , oo, and subject to some initial condition, that will be specified
later.
As in the previous section, we will demonstrate that the system (4.20) is equiv-
alent to the following Schrodinger-like equation
(4.21)
Second neighbors interaction 97
(4.22)
where A(t) and B(t) are arbitrary functions oft, and where the linear operators,
V and vt, are those presented in the introduction of this Chapter, expressions
(4.1). We remark that also here the Hamiltonian is a linear Hermitian operator.
The procedure to show that (4.20) and (4.21) are equivalent, is completely
analog to that of Section 4.2. However, to reinforce the ideas, we will sketch the
main steps again. We write the solution to the Schrodinger-like equation as
11f!(t)) = L En(t)ln),
(4.23)
where the coefficients arc given by
En(t) = (nl1f!(t)); (4.24)
we insert it into (4.21) and we use the linearity of the Hamiltonian, to get
(4.25)
The action of the Hamiltonian H in the states In) is
Hln) = [ A ~ t (V + vt) + ~ t (V
2
+ vt
2
)] In)
= A ~ t (In- 1) + In+ 1)) + ~ t (In- 2) + In+ 2) ),
that substituted in ( 4.25), give us
Changing the indexes of the sums, we get
98 Infinite syslems of differential equations
Finally, invoking the linear independence of the set of states {In); n = - oo, ... , oo},
we obtain the system of differential equations (4.20), as we wanted.
We have to solve now the Schrodinger-like equation (4.21), subject to some
arbitrary initial condition. As we already explained, we do not loose generality,
if we consider as initial condition one of the states ll). Thus, we can write
17f!(t)) = e-i"'&'l (vt (Vt2+V2) ll),
where by definition
a(t) = lot A(t')dt', (3(t) =lot B(t')dt'.
Now we use, as in the previous section, that
and analogously that
to rewrite the solution as
By using that ytkll) = ll+k), we finally arrive at the solution of the Schrodinger-
like equation
(4.26)
Now we can find the amplitudes Ek; k = -oo, ... , oo, simply writing
(4.27)
k, l = -oo, ... , oo,
where we have used once more the orthononnality condition (kin) = 6kn
Second neighbors interaction 99
Finally, let us write the coefficients Ek, k = -oo, ... , oo in an integral form.
For this, we write one of the Bessel functions in the sum ( 4.27) as the integral
(equation 2.65 on page 55)
in such a way that
In (x) = _2_ JK e-i(nO-xsin(})de,
21f -7r
By using once more the generating function of Bessel functions
we obtain the final expression
Ek(t) = e-i(k-l)(}e-ia(t)cosOeif3(t)cos2(}dB,
k-l JK
21f -7r
k, l = -oo, ... , oo.
(4.28)
In particular, if the initial state is the vacuum state IO), we obtain the fol-
lowing results
and
where k = -oo, ... , oo.
Also note, that as ln(O) = 0, except for n = 0 when Jo(O)
B(t) = 0 and A(t) = 2a, we recover
Ek(t) = ik-l Jk-l( -2at),
k, l = -oo, ... , oo,
(4.29)
(4.30)
1, if we set
that is the result 4.18 on page 96, for interaction to only first neighbors with the
initial condition = IZ).
4.4 First neighbors interaction with an extra interaction
Because in this section we will use the number operator, that normally is denoted
by n, and that can be confused with an integer index, we will place "a hat" in
all the operators.
4.4.1 Interaction wn
We will analyze now the following infinite system of first order ordinary differ-
ential equations
(4.31)
n = -oo, ... , oo,
with w and a arbitrary constants. We already explained, that we can take as
initial condition one arbitrary state lm), without loosing generality.
On the other hand, consider the following Schrodinger-like equation
idl'ifl) = Hl'ifl),
dt
H=wn+a(V+Vt),
(4.32)
(4.33)
where the linear operators v and vt arc those defined in the introduction ofthis
Chapter, formulas 4.1 on page 91, and where n is the number operator, defined
by
nln) = nln). (4.34)
On the light of the previous Chapters, it is obvious that the system (4.31)
and the Schrodinger-like equation are equivalent, and we proceed then to solve
the last one to find the solution to the first one. To solve ( 4.32), we will need
the commutator of the number operator with V and with 1ft. We take
[V,n]ln) = Vnln)- nVIn) = nln -1)- (n -1)ln -1) =In -1),
so
[V,n] = V. (4.35)
First neighbors interaction with an extra interaction
101
For the operator 1ft, we have
[Vt, nJin) = vtnln)- nvtln) = nln + 1)- (n + 1)ln + 1) =-In+ 1),
or in other words,
We also have the following commutator,
[n, v + vt] = [n, v] + [n, vt] = -v + vt.
Thus, the
Baker-Hausdorff formula: Given two operators A and B that
obey
[[J,i3] ,13] = 0,
then
(4.36)
can not be used to solve the Schrodinger-like equation, as was the case of those
in the former sections, because
and the hypothesis of the theorem is not satisfied.
In order to solve the Schrodinger-like equation, we will use the so-called
interaction representation. We propose for the solution of the equation ( 4.32)
the following function
(4.37)
We substitute it in the Schrodinger-like equation ( 4.32), and we get
Canceling similar terms and multiplying both sides by eiwnt, we have
(4.38)
Thus, we have translated the problem of the equation ( 4.32) to this other
Schri:idinger-like equation. However, this equation, as it is, can not be inte-
grated because the operators in the right hand side do not commute. We have
to paraphrase it; for that we analyze by parts the operator in this new equation;
first,
but
then
eiwntve-iwnt = (-1)k(iwt)Hk k( _
1
).iV
"lkl n n
j,k=O J . .
_ [iw(n- 1)t]Y A ( -iwnt)k
- ., v
j=O J. k=O .
(4.39)
= eiw(n-l)tve-iwnt = e-iwtv;
second,
00 (
0
A t).i 00 (
0
A ) k
eiwntvt e-iwftt = vt'"""' -zwnt
., k!
j=O J k=O
00 ( )k( )"+k
- '"""' -1 zwt J A j A t A k
- "lkl n V n'
j,k=O .J . ..
but
First neighbors interaction with an extra interaction 103
hence
(4.40)
The formulas (4.39) and (4.40) can be obtained directly using the expression
A A -A A A A 1 A A A 1 A A A A
e Be = B + [A,B] + 2f[A, [A,B]] + 3T[A, [A, [A,B]]] + , ( 4.41)
that is valid for any two linear operators, and that we enunciated as the Hadamard
lemma, formula 2.15 on page 39, in Chapter 2.
Using the commutator [V,n] = V (equation 4.35 on page 100), we obtain
eiwtnve-iwtn = v + (iwt)[n, VJ +

[n, [n, VJ] +

[n, [n, [n, V]]] +
A A (iwt)
2
A (iwt)
3
A
= v- (iwt)V- -
2
,-[n, V]- -
3
,-[n, [n, V]] +
A A (iwt)
2
A (iwt)
3
A
= V- (iwt)V + -
2
,-V + -
3
,-[n, V] +
= V- (iwt)V (iwt)2 V- (iwt)3 V + ...
2! 3! '
(4.42)
so
iwtnvA -iwtn = ( -iwt)k V = e-iwtv
e e k! ,
(4.43)
k=O
that is expression ( 4.39). The deduction of expression ( 4.40) is completely sim-
ilar.
Thus, we can rewrite the interaction picture Schri:idinger-like equation, ex-
pression (4.38), as
(4.44)
We should stress that because V and vt commute, we can integrate this equation
with respect to t, getting
i'P) = exp [- ia fat + eiwrvt)dT]jcp(O))
rt rt
= exp [- iaV Jo dT- iaVt Jo eiwr dT]jcp(O))
(4.45)
= exp -1)V- (eiwt -1)vt]} jcp(O)).
As the operators in the exponential of the last expression commute, we can
factorize it and write
jcp) = exp[rJ(t)V] exp[-TJ*(t)Vt]jcp(O)),
where we have defined, just for simplicity,
rJ(t) :== (a/w)[exp(-iwt) -1]. (4.46)
Using the definition of the exponential of an operator as a Taylor series, we have
00 k 00 ( 1)1 *I l
1
'P k! l!
k=O 1=0
We have to apply this operator to the initial condition lcp(O)) as is indicated.
However, we have specified the initial condition on the 11f;) function and not
in the I'P) function, but as 11f;(t)) = it is obvious that lcp(O))
11f;(O)) = jm). Thus, with the initial condition, we have
00 ( -1)1TJkrJ*I A k A I
I'P) = l: k!l! v vt lm).
k,I=O
Using that VkVt
1
1m) = jm + l- k), we obtain
00 ( -1 )lrJkr]*l
i'P) = L k!l! lm + l- k).
k,l=O
To finally obtain the solution of the Schrodinger-like equation ( 4.32), we remem-
ber that 11f;) = so
00 ( 1)1 k *I
11f;) = L - IT]! rJ lm + l- k)
k.l.
k,l=O
00 ( 1)1 k *l
= """' - rJ rJ + l- k)
k!l! '
k,I=O
105
as the operator is linear. It is an easy exercise to show that =
and then
00 ( 1)! k *l
l
'lj;) = """' - rJ rJ + l _ k).
k!l!
k,I=O
Noting that eiwtrJ = -TJ* and that = -TJ, we finally get the solution to
the Schrodinger-like equation ( 4.32) with the specified initial condition
00 (-1)k I *k
1
, 1,) = rJ rJ lm + l- k).
'f/ k!l!
(4.47)
k,l=O
To obtain now the solution to the original infinite system of first order dif-
ferential equations, expression (4.31), we recall that by definition En = (nl1f;),
so
After some trivial algebra, this can be rewrite as
( )
oo (-1)k
E rJ """'_:____:__--'--'-'----------:--:-:-
n=e k!(n-m+k)!
k=O
Using the series 2.64 on page 55 for the Bessel functions of the first kind, we get
finally the wanted solution to the system (4.31),
En(t) = ( (21TJj), (4.48)
where we remember that 17(t) :== (a/w)[exp( -iwt)- 1] and subject to the initial
condition En(t = 0) = On,m; i.e.,
0 if n of. m
En(t = 0) = { if
n=m.
(4.49)
The factorization that we choose in equation ( 4.45) took us to the solution
( 4.48), that in fact is the simplest one. However, there are other possibilities that
give us complicated solutions, but that establish a generalized addition formula
for the Bessel functions; one of those possibilities is to write the exponential
operator in the equation ( 4.45) as
exp [(e-iwt -1)V- (eiwt -l)vt]}
= exp eiwtvt)- vt)]
We can factorize the exponential operator in the last equation to obtain
exp [(e-iwt -1)V- (eiwt -1)Vt]}
= exp eiwtvt)] exp [ vt)J
or using the fact that vt = v-l'
exp [(e-iwt -1)V- (eiwt -1)vt]}
exp [:=(e-iwtv- -
1
-, )] exp [-:=w- .;_ )] .
w e->wtv w v
The two exponential operators that we have obtained are equal to those studied
in Section 1, then using again the generating function of the Bessel function, we
get
exp [(e-iwt -1)V- (eiwt -1)Vt]}
L e-iwjt Ij(2a/w)Jk( -2a/w)1fJ+k_
j,k=-00
From now on, we follow the same procedure. We apply the operator to the initial
condition lm), we let the operators act in that state, we do all the algebra and
finally we evaluate En as (nl1/!), to get
En(t) = L e-iw(n+j)t Jj(2a/w)Im-n-j( -2a/w).
j=-oo
(4.50)
So we obtain, as a by-product of this section, the following relation for the Bessel
functions of the first kind,
where TJ(t) = (a/w)[exp(-iwt) -1].
4.4.2 Interaction w( -l)n
Consider the Schri:idinger-like equation
idl1/!) = Hl1/!),
dt
ii = w( -1)
11
+ ::w + vt),
2
107
(4.52)
(4.53)
where a and w are arbitrary constants, the linear operators v and vt are those
defined in the introduction of this Chapter, formulas 4.1 on page 91. Equation
(4.52) is also subject to the initial condition 11/!(t = 0)) = lm).
The action of the linear operator ( -1)
11
on the basis states lm), can be deduced
writing -1 = ei71"; we have
00 (. )k
= = ei1rmlm) = (-l)mlm).
L....t k!
k=O
(4.54)
In fact, any function of the number operator, when acts on the base states lm),
is the same function substituting ii by m; this is f(n)lm) = f(m)lm).
As the set {In); n = -oo, ... , oo} is complete and orthonormal, it is logical to
propose that the solution of the Schri:idinger-like equation be of the form
11/J(t)) = L En(t)in),
(4.55)
k=-00
where the coefficients are given by
En(t) = (nl1/!(t)).
(4.56)
If we substitute this proposition in the Schri:idinger-like equation ( 4.52), we ob-
tain the following infinite system of first order ordinary differential equations
idEn = w(-1)
11
En + + En-l),
dt
n = -oo, ... , oo.
(4.57)
The initial condition l'l,b(t = 0)) = lm) is translated to the initial condition
En(t = 0) = 8n,m for the system (4.57). Thus, solve the Schrodinger-like equa-
tion ( 4.52) means to solve the system ( 4.57).
The formal solution to the Schrodinger-like equation is
where the Hamiltonian fi is given by ( 4.53) and where we have already used the
fact that l'l,b(O)) = jm).
The action of the Hamiltonian in the states jm) is very complicated and it is
not possible to solve directly the equation. The terms in the Hamiltonian do
not satisfy the conditions of the Baker-Hausdorff formula, then it is impossible
to factorize the exponential operator. In this case, we have to follow another
approach; we will make a change of basis, we will go from the discrete basis
{jn); n = -oo, ... , oo} to a continuous basis defined by
1) = L ein<Pjn). (4.58)
k=-00
The procedure to find the inverse transformation is outlined below
1)
k=-oo
(4.59)
Therefore, the solution to the Schrodinger-like equation can be written as follows
(4.60)
Thus, we have to analyze only the last part of the above equation, the action of
the operator e-itH on 1). We write the definition of the exponential operator,
and after we split the even and odd powers,
(4.61)
We have to study now the action of the Hamiltonian fi and the square of the
Hamiltonian H
2
on the wave functions j). First,
A [ , v + vt]
Hj) = w(-l)n +a-
2
- j).
We analyze here the action of Von j):
k=-00 k=-00
00 00
= L ei(k'+l)jk:') = ei L eik'jk:') = ei1),
k'=-00 k'=-00
and the action of vt on 1) is
k=-00 k=-CXJ
00
= L ei(k'-1)jk:') e-i L eik'jk:') = e-i1),
k'=-oo k'=-oo
therefore the combined operator that appears in the Hamiltonian, do the follow-
ing
(4.62)
We look now for the action of the operator ( -l)ii on 1),
k=-00 k=-00 k=-00
00
= L eikeik7rjk:) = L eik(+1r) jk:) = 1 + 7r).
k=-00 k=-00
Then we have,
iii) [w(-1)
71
vt)J 1)
=wl + 1r) + + e-i)1) = wl + 1r) + o:cos1).
We analyze now the linear operator H
2
,
ii
2
= [w(-1)
71
+ + vt)r
2
=w
2
+ -TW + vt)
2
+ o:
2
w [(-1r"W + vt) + w + vt)(-1r"].
(4.63)
To go on, we need the commutator of (-1)n with V and Vt. In the case of V,
we have
so
For Vt,
so
[(-1)n, VJik) = (-1)i\VIk)- v(-1)nlk)
= ( -1)i\lk- 1)- v( -1)klk)
= ( -1)k-
1
lk- 1)- ( -1)kVIk- 1)
= [(-l)k-1- (-1)k]lk -1)
= ( -1)k [( -1)-
1
- 1] lk- 1)
= -2( -1)klk- 1)
= -2( -1)kVIk),
[(-1)n, V] = 2(-1)nv.
[(-1)n, vt]lk) = (-1)nvtlk)- vt(-1)nlk)
= ( -1)nlk + 1)- Vt( -1)klk)
= ( -1)k+llk + 1)- ( -l)klk + 1)
= (-1)k [-1-1]lk + 1)
= -2( -1)kvtlk),
[(-1)n, vt] = 2(-1)nvt.
(4.64)
(4.65)
With these commutators, we get back to analyze the cross terms in H
2
, expres-
sion (4.63). We have
(-1)
71
(V + vt) + (V + vt)(-1)
71
= (-I)
71
v + v(-1)
71
+ (-1)
71
vt + vt(-1)
71
,
but
and
so
[(-1)
71
, V]
(-1)
71
v
(-1)
71
v
[(-1)n,vt]
(-1)nvt
(-1)nvt
2(-1)"v
2( -1)"v + v( -1)
71
-v(-1)"
2(-1tvt
2( -1)nvt + vt( -1)n
-Vt(-1)n,
(-1)il(V + vt) + (V + vt)(-1)n =
= (-1)nv + v(-1)i\ + (-1)nvt + vt(-1)i\
= -v(-1)n + v(-1)n- vt(-1)i\ + vt(-1)n
= 0.
We conclude that the crossed terms in the Hamiltonian are zero, and then square
of the Hamiltonian is simply
(4.66)
then the action on the functions I) is
We also need the action of H
2
on the function 1 + 1r). The action of V on
l+1r) is
co
VI+ 1r) =V L eik(+1r)lk) = L eik(+1r)VIk) = 2: eik(+1r)lk -1)
k=-co k=-CO k=-=
co
= L ei(k'+l)(+7r)lk')=-ei L eik'(+7r)lk')=-ei1+7r),
k'=-o:J k'=-CXJ
and
k=-00 k=-= k=-oo
00
= L ei(k'-1)(</>+7r)lk') = -e-i L eik'(</>+7r)lk') = -e-i1 + 7r),
k'=-oo k'=-oo
then
but in the Hamiltonian appears this combination squared, thus
so, finally we have the action of H
2
on the functions 1 + 1r),
For simplicity we define the function
(4.69)
It is important to remember that D( ) is an even function of , but we will
denote it simply as D.
Summarizing, we have
HI)= wl + 1r) + acos1), (4.70)
(4.71)
and
(4.72)
With all these results, we get back to equation (4.61), that we reproduce in the
first line, to obtain
e-itkl) = f ( -it)2k fi2kl) + f ( -it)2k+l fi2k HI)
k=O (2k)! k=O (2k + 1)!
= ( . )2k
00
( "t)2k+l
= L a cos L
k=O (2k)! k=O (2k + 1)!
= ( "t)2k+l
+ w L + 7r)
k=O (2k +I)!
= ( I)kt2k "- oo ( I)kt2k+l
= "'""'----D2kl) iQ;COS<p"'""' - D2k+11)
6 (2k)! + D 6 (2k +I)!
w 00 ( I)kt2k+l
- i- L - D2k+ll + 7r)
D k=O (2k +I)!
sin(Dt) sin(Dt)
=cos(Dt)l) + iacos-D-1)- iw-D-1 + 1r).
Using now expression (4.60), we get
11/1) =2_ !1!" de-ime-itHI)
27f -7!"
I !1!" . [ sin(Dt) sin(Dt) ]
=
2
7f -1rde-'m cos(Dt)1)+iacos-D-I)-iw-D-I+7r).
Changing variables in the integral corresponding to the last term, we obtain the
final solution to the Schrodinger-like equation ( 4.53),
I r { . I . sin(Dt)] . . q,sin(Dt)}
11/;(t)) =
2
7f ./_7!" d e-'m lcos(Dt) + wcos-D-- - -D- 1).
(4.73)
To obtain the solution to the infinite system of differential equations, we
recall that by definition En= (nl1/l), so
En(t) =(nl1/l(t))
= I: d { e-im [cos(Dt) + iacos - (nl).
It is very easy to prove that (nl) = ein, and substituting this in the above
114 Infinite sysiems of differential equa/,ions
expression, we get the final answer to our problem,
En(t) =
= I: d { ei(n-m) [ cos(rlt) + ia cos - iwei(n+m) .
(4.74)
In particular, if the initial state is the vacuum state Jm) = JO), the result is
reduced to
1 11T { [ sin(rlt)] sin(rlt)}
En(t) =
2
7r -1r depew cos(nt) + iacos--[l- - iw--n- . (4.75)
Chapter 5
Semi-infinite systems of differential
equations
5.1 First a semi-infinite system
Consider a semi-infinite system of coupled first-order differential equations de-
scribed by
.dEo

dt
.dEn

dt
a ( v'71+1 En+l + y'ii En- 1) , n = 1, 2, 3, ... ,
where a is an arbitrary constant.
Now consider the following Schrodinger-like equation
id1/;(x, t) = a(A +At) 1/;(x, t).
dt
(5.1)
(5.2)
The linear operators A and At are the down and up operators defined in the
Section 2.1 of the Hermite polynomials in Chapter 2; for our purposes, only its
action
AJn) = v'iiln- 1) (5.3)
and
(5.4)
on the basis {in), n = 0, 1, 2, ... } is needed.
We shall show first, that the Schrodinger-like equation (5.2) is equivalent to
the system (5.1). After, we will solve the Schrodinger-like equation, and translate
115
116 Semi-infinite systems of differential equations
that solution to the solution of the original system (5.1).
We have to remember that the set of functions {In); n = 0, 1, 2, ... }constitutes a
complete orthonormal set for the space of square integrable functions; then, we
can expand any function in that space as
If)= L Cnln), (5.5)
n=O
where
Cn = (nlf). (5.6)
From (5.5), it is clear that we can write the solution of the Schrodinger-like
equation (5.2), in terms of In), as
l'l);(x, t)) = L En(t)ln), (5.7)
n=O
and the coefficients En(t) in this expansion are given by equation (5.6),
En(t) = (nl'l);(x, t)). (5.8)
We substitute (5.7) in the Schrodinger-like equation (5.2), and obtain
Using now the action of the operators A and At, equations (5.3) and (5.4), we
get (note that the first sum in the right hand starts in 1),
=dE = =
i L --jf-ln) =a L Envnln -1) +a L EnVn+Tin + 1),
n=O n=l n=O
Changing the indexes of the sums, we find
=dE = =
i L --f-In)= a L En+1 Vn+lln) +a L En-1 vnln),
n=O n=O n=l
and as the set {ln);n = 0,1,2, ... } is linearly independent, we arrive to our
original semi-infinite system
.dEo
2--
dt
.dEn
2--
dt
a ( Vn+!En+1 + vlnEn-1) , n = 1, 2, 3, ... ,
First a semi-infinite system 117
as we wanted to show.
We proceed now to solve the Schri::idinger-like equation (5.2). The formal
solution to that equation is
where 11);(0)) represents the initial condition.
As the commutator of A and At is 1; i.e.,
we can use the
Baker-Hausdorff formula: Given two operators A and B,
that obey
[[A,B] ,A]= [[A,B] ,B] = 0,
then
to factorize the solution (5.9) as
and then, from (5.8), we obtain
(5.9)
(5.10)
The initial condition 1 ~ ; 0 ) ) may be, in general, an arbitrary superposition of
states; so, we can consider, without losing generality, 11);(0)) = lm). In this last
case
We can expand the exponentials in Taylor series, obtaining
- _a2t2 ~ (-iat)Hk( IAtJAkl)
En _ e 2 ~ "lkl n m .
j,k=O J . .
From equations (5.3) and (5.4), we have
kfr;;!
A lm) = y lm- k)
and
(m-k+j)! .
(m-k)! lm-k+J),
so
00
. ylm!(m-k+j)!
L ( -iat)l+k (nlm- k + j).
j,k=O j!k!(m- k)!
As the set {In); n = 0, 1, 2, ... } is orthonormal, (nlm- k + j) = On,m-k+f, and
the last expression reduces to
We first consider the case when n = m + s with s = 0, 1, 2, ... , getting
E
Loo( . 2J-s (m+s)!
+ = e 2 --- -zat .
m
8
(m+s)!j=O ) j!(.j-s)!(m+s-j)!
We use now the fact that limz-m = (-nl_l)! = 0 with n
[Abramowitz 72] , to rewrite (5.11) as the following finite sum,
(5.11)
0, 1, 2, ...
E
- m+s . 2j-s (m+s)!
m+s - e
2
--- -zat
(m+s)! ) j!(j-s)!(m+s-j)!'
and changing the index of the sum, we get
E - -"'2/ J m! _ 2J+s (m+s)!
m+s- e ( + )I L.) zat) '!(. + )'( _ ')!'
m s . J=O J. J s . m J .
(5.12)
Getting back again to Chapter 2, this time to the associated Laguerre polyno-
mials section (Section 2.2), we have that
L"') (x) = (T + 'f/) ( -1 )k
T-k k!
k=O
Semi-infinite system with first neighbors interaction 119
and using it in equation (5.12) allow us to write
(5.13)
When n = m- s with s = 0, 1, 2 ... , we obtain, by mean of an identical process,
(
a
2
t
2
) ( . )sJ(m- s)! s ( 2 2)
Em-s = exp --
2
- -zat Lm-s a t . (5.14)
In case the initial state is IO), what means that m = 0, we find
(
a
2
t
2
) (-iat)n
En= exp --
2
- Vnf . (5.15)
In several applications, En represents an amplitude, so its module squared is
interesting. In this case we get
2 2 ( a;2t2)n
P = EnE*n = exp (-a t ) -n-!-.
i.e. a Poisson distribution with mean a
2
t
2
.
5.2 Semi-infinite system with first neighbors interaction
We define the Suskind-Glogower (SG) linear operators
V= l::ln)(n+11
n=O
and
vt = L In+ 1) (nl
n=O
where In) are vectors of the orthonormal basis {In), n = 0, 1, 2, ... }.
The action of these two operators on the vectors In), is
Vln) =In -1)
and
vt In) = In+ 1) .
It is very important to make explicit the result
VIO) = 0,
(5.16)
(5.17)
(5.18)
(5.19)
(5.20)
that comes naturally from (5.17). The SG operators possess a non-commuting
and non-unitary nature, that resides in the expressions
vvt = 1,
and
Indeed, we have
[v, vt] = IO)(ol,
and
vt -=Jv-1.
Using the SG operators, we build the Hamiltonian
H=7J(V+Vt), (5.21)
where 17 is the coupling coefficient, and we consider the Schrodinger-like equation
idi7/J(t)) = HI7/J(t))
dt
(5.22)
associated with the Hamiltonian and with the initial condition 17/J(O)) = lm).
To find the system of first order ordinary differential equations generated by this
Schrodinger-like equation, we propose that
11/J(t)) L En(t)ln). (5.23)
n=O
Substituting this proposition in the Schri.idinger-like equation, and introducing
the explicit form of the Hamiltonian and its action on the basis functions In),
given by expressions (5.19) and (5.20), we obtain
if dE:lt(t)ln) = [77 (V + vt)] fEn(t)ln)
n=O n=O
L ['rJ (V + vt)] En(t)ln)
n=O
=1] L En(t)ln- 1) + T) L En(t)ln + 1)
n=l n=O
n=O n=l
As the set {In) n = 0, 1, 2, ... }is linearly independent, we arrive to the following
coupled system of differential equations
.dEo

dt
.dEn

dt
17 (En+l +En- I), n = 1, 2, 3, ... ,
with the initial condition In) = 5n,m
(5.24)
We proceed then to solve the Schrodinger-like equation (5.22) with the initial
condition I1J;(O)) = lm). We will use in this case a new basis, the basis formed
by the eigenfunctions of the Hamiltonian. That means, that we have to solve
the eigenvalue problem
Hlcp) = Elcp). (5.25)
We begin writing the eigenfunctions in terms of the basis {In); n = 0, 1, 2, ... },
as
lcp) = L cklk), (5.26)
k=O
122
then
Semi-infinite systems of differential equations
k=O k=O
k=l k=O
=r] I>k+llk) +rJ I>k-llk)
k=O k=l
=r]c1IO) + 'TJ L(ck+l + Ck-l)lk)
k=l
and substituting in the stationary Schrodinger-like equation (5.25), we arrive to
00
f]C1IO) + 'TJ L(ck+1 + Ck-l)lk) = ELcklk).
k=l k=O
Therefore, the coefficients cko k = 0, 1, 2, 000 satisfy the following recurrence
equations,
E
-co,
'TJ
Eck, k = 1, 2, 3, 000
These are the recurrence relations of the Chebyshev polynomials of the second
kind that we studied in Section 2.3 of Chapter 2 (see also [Arfken 05; Gradshtein
99; Abramowitz 72]), and we can write
where
k=0,1,2,oo.,
= .!!_,
2'T]
Hence, the eigenfunctions of the Hamiltonian (5.21) are
l<pE) = L
k=O
(5.27)
(5.28)
(5.29)
With this knowledge, we can go back to the Schrodinger-like equation (5.22),
and write the formal solution as
(5.30)
Semi-infinite system with first neighbors interaction
123
From this, it is clear that we need to write now the initial condition in terms
of the basis constituted by the eigenfunctions of the Hamiltonian. For that,
we have to invert the relation I = Uk( 0 I k), with the following direct
procedure
L =?
k=O
k=O
but [Arfken 05; Gradshtein 99]
and then
(5.31)
that express the elements of the basis {In); n = 0, 1, 2, oo.} in terms of the basis
of eigenfunctions of the Hamiltonian.
With all these results, we can write the solution to the Schrodinger-like equation,
equation (5.30), as
(5.32)
and using the linearity property of the e-itH operator,
We analyze now the action of e-itH on the eigenfunctions of the Hamiltonian
00 (
0
)k
-itHI ) = )
e <pE k! rE '
k=O
124 Semi-infinite sys/,ems of differential equations
but as HI) = El)
so
where
T = 27]t.
Rewriting in terms of the basis {In); n = 0, 1, 2, ... },we obtain
or finally the solution to the Schrodinger-like equation satisfying the initial con-
ditions
(5.33)
In the particular case, when the initial state is the vacuum state, or in other
words m = 0, the above expression reduces to
but U0 (x) = 1 for all x, so
(5.34)
The last integral can be done using the formula that we exposed in Chapter 2,
Section 2.4, [Campbell 48]
where F {} is the Fourier transform and
rect = {
' -1:;::: 1
, otherwise.
(5.35)
(5.36)
From (5.35), we write
Jn(w)
w
and substituting it in (5.34), we get
11/J(t)) = 2 f= ik(k + 1) lk).
k=O
Writing explicitly T,
and using the parity properties of the Bessel functions [Arfken 05; Abramowitz
72]
(5.37)
To finish this section, we have to calculate the amplitudes En, n = 0, 1, 2, ... ,
that satisfy the system (5.24). For that, we remember that En = (ni1/J), thus
2 00 ;1
En(t) = (ni1/J(t)) =; {; _
1

or
(5.38)
When the initial state is the vacuum state, we obtain
(5.39)
5.3 Nonlinear system with first neighbors interaction
We will study in this last section of this Chapter the following coupled system
of first order differential equations
where by definition
f(n) = Jn +xxn2'
and with the initial condition En = On.o.
Consider now the Schri:idinger-like equation
0,
0,
i d l ~ ~ t = -(w + wt)I1P(t)),
n = 1, 2, 3, ... , (5.40)
(5.4I)
(5.42)
with the initial condition 11/l(t)) = IO). The nonlinear down and up operators
are respectively
A ~ A
W = y ---;;--x-f(n + I)A (5.43)
and
A p}+x A
wt = --f(h)At,
X
(5.44)
where the linear operators A and .At are those introduced in the Section I of
Chapter 2, and whose action on the states of our basis {In); n = 0, I, 2, .. } is
given by
Aln) = vnln- I) (5.45)
and
At In)= Vn+lln +I). (5.46)
We recall that the operator n is the number operator' given by n = At A..
As the number operator will appear frequently, in all this section we will add a
"hat" to all operators to avoid confusion.
Nonlinear system with first neighbors interaction 127
The solution of the Schri:idinger-like equation can be expanded in terms of
the complete orthogonal set {In), n = 0, 1, 2, ... }as
11/J(x,t)) = LEn(t)ln), (5.47)
k=O
and substituting it in (5.42), we get
oo dE (t) oo
i L-it-In)=- L [f(n)En(t)ln -1) + f(n + 1)En(t)ln +I)],
n=O n=O
from which follows the system (5.40).
The formal solution of the Schri:idinger-like equation (5.42) is
11/l(t)) = exp [it ( W Wt)] 11/l(O)). (5.48)
unlike the operators A. and .At, operators w and wt obey a more complicated
commutation relation. We have
(5.49)
thus direct use of the Baker-Hausdorff" formula is not allowed in factorizing the
exponential in expression (5.48). Instead another way should be pursued. To do
that, we define a new operator Wo as
(5.50)
such that, jointly these three operators, { w, wt, Wo}, provide an operator
algebra where the commutation relations between them are closed, and are given
by
(5.5I)
Notice that these operators form an SU(I, 1) group and therefore the exponential
in equation (5.48) may be factorized as follows [Wei 63]
exp [it (w + wt)] =exp [iF(t)wt] exp [c(t)Wo] exp [iH(t)w]. (5.52)
12il Semi-infinite systems of differential equations
To find the functions F (t), G (t) and H (t), we take the derivative with respect
to t in the above equation, obtaining
i (w + wt) exp [it (w + wt)]
=i wt exp ( iFWt) exp ( GW0 ) exp ( iHW)
+ exp ( iFWt) W0 exp ( GW0 ) exp ( iHW)
+ i exp ( iFWt) cxp ( GW0 ) W exp ( iHW) .
Multiplying both sides of this equation by
exp ( -iHW) exp ( -GW0 ) exp ( -iFWT)
and canceling similar terms, we get
i (w + wt) = wt + exp (iFwt) Wacxp ( -iFwt)
+ i exp ( iFWt) exp ( GW0 ) W exp ( -GW0 ) exp ( -iFWt) .
(5.53)
We work now the term cxp ('iFWt) W
0
cxp ( -iFWt) . For that we use the
Hadamard lemma formula, that establishes that
ett?e-t = R+ [r,i?] + [r, [r,i?]] + [r, [r, [r,i?]]] + ... (5.54)
Thus,
exp (-iFWt) W0 exp ( -iFWt) == W0 + [iFWt, TV0 J
1 [ A t [ A t A ] ] 1 [ A t [ A t [ A t A ] ] ]
+ 2T zFW , zFW , Wo + 3! zFW , zFW , zFW , Wo + ... ,
but we already know that [ wt, Wo) = - wt, therefore
exp ( iFWt) W
0
exp ( -iFWt) = W
0
- iFWt. (5.55)
Now we analyze the term exp ( GW
0
) Wexp ( -GWo), using again the Hadamard
formula. We have
exp ( GTVo) W exp ( -GWo) =
= w + [Gwo, w] [cwo, [Gwo, w]] + [Gwo, [Gwo, [cwo, w]]] + ... ,
Nonlinear system wit.h first neighbors interaction
but [wo, w] = -w, then
exp ( GW0 ) W exp ( -GWo) =
= W- GW- [cw0 , w]- [cwo, [cwo, w]] + ...
=TV- GW +
[cwo, w] + ...
A A 2 1 A 3 1 A
= W - GW + G 2T W - G 3f W + ...
oo (
1
)kGk
=Wexp(-G),
k=O
and finally
exp ( GW0 ) W exp ( -GTVo) = exp (-G) W.
The third term in equation (5.53) is then
exp ( iFWt) cxp ( GW0 ) W exp ( -GWo) exp ( -iFWt)
= exp (-G) exp ( iFWT) W exp ( -iFM
1
t) ,
therefore we have to reduce the term
exp ( iFWt) W exp ( -iFWt) .
For that we use once more the Hadamard lemma formula (5.54), to get
exp ( iFWt) W exp ( -iFWt) =
=W+ [iFwt,w] [iFWt, [iFWt,w]]
1 [ A t [ A " [ A t A]]]
+ 3f iFW , iFW
1
, iFW , W + ... ,
but [wt, w] = -2W
0
, hence
exp ( iFWt) W exp ( -iFWt) =
A , [iF]
2
[At A ] [iF]
3
[At [At A ]]
= W- 2zFW0 - 22! W , W0 + 23! W , W , Wo + ... ,
129
(5.56)
and we use use now that [ wt, Wo J = - wt, so finally
exp ( iFWt) W exp ( -iFWt) = W - 2iFW
0
- F
2
Wt. (5.57)
Substituting (5.57), (5.56) and (5.55) in expression (5.53), we get
i(w+wt) =
= wt + (wo- iFwt) + id: exp (-G) (w- 2iFW0 - F
2
wt).
Therefore, we obtain the following first order ordinary differential equations for
the functions F (t), G (t) and H (t),
dH
exp(-G) dt = 1,
dF dG
2
dH
- -F- -exp(-G)F- = 1.
& & & .
dG dH
dt + 2exp(-G) Fdt = 0.
A word has to be said about initial conditions of this system. From formula
(5.52) it is clear that for t = 0 the exponential operator reduces to the identity,
so we need F (0) = 0, G (0) = 0 and H (0) = 0. With these initial conditions
the system is easily solved obtaining
F ( t) = H ( t) = tanh ( t) and G ( t) = - 2ln (cosh t) . (5.58)
In this case the solution of the Schrodinger-like equation (5.48) takes the form
l'lf'J (t)/ = exp [i tanh (t) wt] exp [ -2ln (cosh t) W0) exp (i tanh tw) l'lf'J (o)).
(5.59)
We have to impose now the initial condition l'lf'J (0)/ = IO). We analyze the action
of the exponential operators in the above equation on the base state. First, as
Win/ = 0, we have
(
A) (itanht)k A k
exp i tanh tW IO/ =
6
--k-! -W IO/ = IO/ .
k=O
Second, we get
cxp [-2ln(cosht) Wo] IO/ f
wr} IO/'
k=O
Nonlinear system with first neighbors interaction
but by definition
A 1 1
Wo +
2
,
so
A 11 +X
Wo IO/ = 2-x-IO/,
and
In such a way that
exp [ -2ln (cosh t) W0 J IO/
[-2ln (cosh t)]k A k I ,
6 k! Wo 0;
k=O
[- ln ( t)] k ( 1 : x) k I
0
l
[
1 +X ]
exp --x-ln (cosht) IO/
(cosh t)-(1+x)jx IO/.
Third, and last,
(
A ) ( i tanh t) k ( A ) k
exp itanhtWt I0/=6--k-,- wt IO/,
k=O
but it is easy to get convinced that
(wtf 101 =
,jiJ ( J': x)' Jk! (1 + x) (1 + u (1 + kx) lk),
hence
exp (itanhtwt) IO/ =
= (Jl+x l )k Jk
1
(l+x)(1+2x) ... (l+kx) lk'
6
;u x tan 1 t ,. xk 1 .
k=O y,;!
131
Summarizing
00 k
exp (itanhtwt) IO) = {; [f (k)]! lk),
where
and by definition
[! ( k)]! = f ( n) f ( n - 1) f ( n - 2) ... f ( 1) .
The final solution of the Schrodinger-like equation, with the specified initial
condition, is
00 k
17/J (t)) = (cosht)-(l+x)/x {; [f (k)]! lk) (5.60)
To find the solution to the original system (5.40), we have to calculate (ni7/J),
obtaining
En (t) =(cosh t)-(l+x)/x [f (n)]! In).
yn!
(5.61)
Chapter 6
Partial differential equations
In this Chapter we will study partial differential equations by applying operator
techniques.
6.1 A simple partial differential equation
In order to introduce the operational method, let us first look a very simple
equation
Like in Ghapter 2, we use definition ( 2.12 on page 39) p =
rewrite the above equation as
.87/J(x,z) 2"
1
( )
z----a;;- = p yJ x, z ,
that has the simple solution
7/J(x, z) = exp (-izp
2
) 7/J(x, 0),
where 7/J(x, 0) is the boundary condition.
6.1.1 A Gaussian function as boundary condition
Consider the Gaussian boundary condition
133
(6.1)
such that we
(6.2)
(6.3)
134 Partial differential equalions
where N is a normali11ation constant. From expression (6.2), we have
2
00
(iz)n d
2
n 2
1/J(x, z) = N exp ( -izp
2
) e-x = N'""""' -
1
---
2
-e-x ,
L n. dx n
n=O
that by using Rodrigues formula for the Hermite polynomials, ( 2.2 on page 37),
may be rewritten as
oo (iz)n
1/;(x, z) = 1/;(x, 0) L -
1
H2n(x),
n=O n.
and by using the series of even Hermite polynomials ( 2.34 on page 48)
1/;(x, z) = \/1: 4iz exp ( -1 ::iz)
(6.4)
The reader can verify easily that this function is in fact a solution of equation
(6.1) that satisfies the boundary condition (6.3).
6.1.2 An arbitrary function as boundary condition
Consider now as boundary condition an arbitrary function that may be written
as the Fourier transform
1/J(x,O) = 1: eixuf(u)du.
From formula (6.2) this implies that
1/;(x, z) = exp ( -izp
2
) 1: eixu f(u)du,
and again developing in Taylor series
oo 1 loo d2m .
1/;(x,z) = L 1 (iz)m d
2
m e'xuf(u)du.
m=O m. -oo X
Note that
so we have the final solution
1/;(x,z)
(6.5)
Airy system 135
that it is known as the Fresnel transform of the function f(u).
6.2 Airy system
We now complicate a little the partial differential equation by adding a linear
term
(6.6)
where k is an arbitrary constant.
By using operator forms again, we rewrite it as
(6.7)
with the formal solution
We identify the operators
B = -ikxz,
with the commutator given by
(6.8)
Because the operator given in equation (6.8) commutes with A but not with
B, we can not apply the Baker-Hausdorff formula to obtain a factorized form.
However, we can propose the anszats
(6.9)
By deriving with respect to z, a system of first order of linear differential equa-
tions may be obtained for j, g, hand m.
Here we would like to offer a different way to obtain the solution: sometimes it
is better to transform the differential equation to obtain an easier one. We do
(6.10)
where a is a parameter that we will fix later according to our convenience.
The boundary condition is transformed as
(6.11)
136
Partial differential eqv.ations
By plugging (6.10) in (6.7), we have
. icxE-33 8(x,z) ( 2 + k )
ze ~ = p x z),
and multiplying on the left by e-iar? we obtain
.8(x,z)
2---
az
(6.12)
To simplify the term we usc the Hadamard lemma ( 2.15 on
page 39), that establish that given two linear operators T and S then
e ~ T s e - ~ T = S + [T,S] + [T, [T,S]] + . [T, [T, [T,S]]] + , (6.13)
where [T, S] = TS- ST is the commutator of operators T and S.
As we already know [p, x] = -i, and it is an easy exercise to calculate that
[p
3
, x] = -3ip
2
, in such a way that all other commutators are zero, and we get
We can rewrite equation (6.12) as
.8(x, z) [ 2 ( 2)]
z--a;- = p +k x-ap (x,z),
and by choosing a= ~ we obtain a very simple partial differential equation
.8(x,z) -k A--( )
2 Bz - Xtp X,Z
with solution
(x, z) = e-ikxz(:r:, 0).
Substituting the boundary condition (6.11), we have
(6.14)
and finally from (6.14) and (6.10), we obtain the solution
1/J(x,z) =
Airy system 137
To proceed further, we insert 1, written as eikxze-ikxz, in the previous equation
to arrive to
1/J(x,z) = 0).
(p+kz)
3
.
The term can be reduced to e--3-k-, wntmg the p exponen-
tial in Taylor series, writing one as eikxze-ikxz between the powers and using
the fact, derived again from the Hadamard lemma, that = p + kz.
Hence,
1/J(x,z) =
As the operators in the two first exponentials commute, we obtain
1/J (x, z) = e-it;(3p
2
kz+3pk
2
z
2
+k
3
z
3
)e-ikxz1f;(x, 0),
and as all the operators in the first exponential commute, we can factorize them
and get the final solution of partial differential equation (6.6) as
1/J(x,z) = (6.15)
By comparing equations (6.15) and (6.9), we see that we have found the forms
of j, g, hand m.
6.2.1 Airy function as boundary condition
Let us take as boundary condition an Airy function [Beals 10]; i.e.,
1/J(x,O)
1 joe
= Ai(cx) =-
27f -00
(6.16)
where E is an arbitrary constant. Therefore, we obtain using (6.15)
1/J(x,z) =
1
00 3
-oo e-i(;.+tEX)dt,
that as we know how to evaluate derivatives of exponentials that depend lin-
carl; on x, and by manipulating the integrand, we can recognize again the Airy
function but with a different argument
(6.17)
where 17(x, z) is the following real function of x and z,
17(x,z) = (k- c
3
) [xz ~ (k- 2c
3
)]. (6.18)
138 Partial differential eq'u,ations
6.3 Harmonic oscillator system
We continue introducing difficulties in the partial differential equation (6.1), now
by adding a parabolic function
.a'!f!(x,z)
z---
az
(6.19)
This equation may be associated to the quantum harmonic oscillator. We can
solve it via a procedure similar to the one used to obtain the series of even
Hermite polynomials, because the operators involved are the same, or we can
introduce "ladder" operators
A

. p
w= -x+z
2 v2w
(6.20)
with commutation relations
(6.21)
such that we can rewrite (6.19) as
.O'l/J(x,z) ( t 1) ( )
z--- =W AwAw +- 'lj! x,z.
az 2
(6.22)
The above equation has as solution
(6.23)
and, as seen in equation ( 2.9 on page 39), we can expand any function of x in
terms of Hermite-Gauss functions, so
00
'!f!(x, 0) = L (6.24)
n=O
where we have indexed the function ( x) to note that it has to be properly
written in terms of w; i.e.,
1/4
= w e-wx2f2Hn(vwx).

(6.25)
The constants Cn in expansion (6.24) have to be determined once the explicit
boundary condition '!j!(x, 0) is given.
z-dependent harmonic oscillator 139
By plugging (6,24) into (6.23), and remembering that + =
(n + (x), we finally obtain the solution to equation (6.19) as
=
'!j!(x, z) = (x).
(6.26)
n=O
Remark that the boundary condition is trivially satisfied.
6.4 z-dependent harmonic oscillator
We now consider the frequency of the harmonic oscillator to vary in z. In other
words, we propose the second order partial differential equation,
(6.27)
where w(z) is an arbitrary function of z.
We apply the method outlined in Section 2.1.2, and write the ansatz
'!f!(x, z) = exp [f (z) x
2
) exp [g (z) (xp + px)] exp [h (z) p
2
) '!f!(x, 0). (6.28)
Deriving with respect to z, inserting the adequate exponential operators, and
reducing conveniently the terms, we obtain after a relatively long process
that comparing with (6.27) give us the following system of ordinary differential
equations
!!!_- 2if
2
dz
9:2_ +f
dz
dh e-
4
i 9
-+i--
dz 2
0, (6.29)
0.
A brief analysis of (6.28) is enough to see that we must have the initial conditions
j(O) = g(O) = h(O) = 0.
140 Partial differential equat?:ons
Given a function w(z), we can solve the first equation in the system (6.29) for
J, and then substitute f in the second equation to find g and finally substitute
g in the third equation to find h.
Appendix A
Dirac notation
In Dirac notation, we denote functions "f" by means of "kets" I f). For instance
an eigenfunction of the harmonic oscillator (see Chapter 2)
7r-1/4 2
= 1
2
Hn(x).
v2nn!
(A.l)
Is represented by the ket Jn), with n = 0, 1, 2, ... In quantum mechanics, these
states are called number or Fock states. Any function can be expanded in terms
of eigenfunctions of the harmonic oscillator
f(x) = I:Cn1/Jn(x), (A.2)
n=O
where
Cn = : dxf(x)1/Jn(x), (A.3)
and in the same way any ket may be expanded in terms of ln)'s
If)= L Cnln), (A.4)
n=O
where the orthonormalization relation
(A.5)
has been used. The quantity (ml is a so-called "bra".
141
142 Dirac notation
Appendix B
Inverse of the Vandermonde and
Vandermonde confluent matrices
A matrix N x N of the form
.\1 A2 ,\3 AN-1 AN
,A_2
1
,A_2
2
,A_2
3
>.J,r_1
,A_2
N
,A_3 ,A_3 ,A_3
>-1r-1
,A_3
V=
1 2 3 N
or
i = 1, 2, 3, ... , N; j = 1, 2, 3, ... , N,
(B.1)
(B.2)
is said to be a Vandermondc matrix [Fielder 86; Gautschi 62]. Vandcrrnonde
systems arise in many approximation and interpolation problems [Gautschi 62].
143
144 Inverse of the Vandermonde and Vandermonde confluent matrices
The determinant of the Vandermonde matrix can be expressed as
det (V) = IT PJ - Ai) .
l'S_i'S_j'S_N
Therefore, if the numbers A
1
, A
2
, . ,AN are distinct, Vis a nonsingular matrix
[Fielder 86].
When two or more Ai are equal, the corresponding matrix is singular. In
that case, one may use a generalization called confluent Vandermonde matrix
[Gautschi 62], which makes the matrix non-singular, while retaining most prop-
erties. If Ai = Ai+l = ... = Ai+k and Ai Ai-l, then the (i + k)th column is
given by
0 j ~ k,
(j- 1)! j-k-1
( )
X j > k.
j-k-1! t
The confluent Vandermonde matrix looks as
0
A1 Ai
A2
1 AT 2Ai
A3
1 Af 3AT
0
0
(i- 1)! Ai-k-1
(i- k -1)! t
(n -1)! An-k-l
(n- k -1)! '
Am-1 Am
A;,_1 A:n
A ~ n 1 A ~
The inverse of the Vandermonde matrix 145
Another way to write the (i + k) column is using the derivative, as follows
(B.3)
B.l The inverse of the Vandermonde matrix
In applications, a key role is played by the inverse of the Vandermonde and
confluent Vanderrnonde matrices [Gautschi 62; Gautschi 78]. Both matrices,
Vandermonde and confluent Vandermonde, can be factored into a lower trian-
gular matrix L' and an upper triangular matrix U' where V or C is equal to
L'U'. The factorization is unique if no row or column interchanges are made
and if it is specified that the diagonal elements of U' are unity.
Then, we can write v-
1
= (U')-
1
(L')-
1
. Denoting (U')-
1
as U, we have found
that U is an upper triangular matrix whose elements are
i > j,
otherwise.
The matrix U can be decomposed as the product of a diagonal matrix D and
other upper triangular matrix W. It is very easy to find that
and
w,,, ,,, {
0 i > j
N
I1 (Ai- Ak)
k=j+l, kli
otherwise.
The matrix L = (L')-
1
is a lower triangular matrix, whose elements are
i<j
i=j
i = 2, 3, ... , N; j = 2, 3, ... , i- 1
Summarizing, the inverse of the Vandermonde matrix can be written as v-
1
=
DWL.
146 Im1erse of the Vandermonde and Vandermonde confluent matrices
B.2 The inverse of the confluent Vandermonde matrix
We will treat now the case of the confluent Vandermonde matrix. We suppose
that just one of the values Ai is repeated, and it is repeated m times. We
make the usual LU decomposition, getting C = where is a lower
triangular matrix and an upper triangular matrix U'. Then, we can write
c-
1
=

Denoting (UD-
1
as Uc, we have found that Uc is an
upper triangular matrix whose elements are
i > j,
i = 1,2,3, ... ,m; j = 1,2,3, ... ,m,
1 j j
(Uc)i,j = - (i- 1)! 2:: II (Aa -A ) '
a=m+1 f3=i,(3o;ia (3
i = 1,2,3, ... ,m, j = m + 1, m + 2, ... , N,
j
(Uc)i,j = II (A; -A )
f3=1,(3o;ia o (3
(B.4)
m + 1, m + 2, ... , N; j=i, ... ,N
where it is understood that Am= >-m-1 = ... = A2 = >.1, and where the numbers
Am, Am_
1
, ... , >.
2
appear, they must be substituted by >.
1
.
The matrix Lc =

is a lower triangular matrix, whose elements are given
by the following recurrence relation,
0 i < j,
i = j,
(Lc)i,ji-1,J-1 - (Lc)i,Ji-1,J >-i-1
i = 2, 3, ... , N; j = 2, 3, ... , i- 1,
also here it is understood that Am = Am-1 = ... = >-2 = A1, and where the
numbers Am, >-m-1, ... , A2 appear, they must be substituted by A1.
if
The inverse of the confluent Vandermonde mal.rix 147
When more than one value is repeated, the inverse has blocks with the same
structure that we have already found.
148 Inverse of the Vandermonde and Vandermonde confluent matri.ces
Appendix C
Tridiagonal matrices
A tridiagonal matrix
a1 f3I 0 0 0
f3I 002 !32
0 0
0 (32 003 /33
0
0 0
/33
a4 !34
0
M=
0 0 0
!34 005 /35
0
0
0
0
0
OOn-l f3n-l
0 0 0 0 0 f3n-l an
may be associated with a set of n polynomials given by
Po(>.)= 1,
k = 1,2, ... n.
(C.l)
(C.2)
(C.3)
Then, Pn(>-) is the characteristic polynomial. It is not difficult to show that
149
150 Tridiagonal matrices
fJo(>.j)
p,(>.j)
fJ1(>.j)
~
P2(>.j)
fJz(>.j)
fhfh
1
P3(>.j)
1
(C.4)
YJ
JNj
f3Ifh/33 = JNj
P3(>.j)
p.,_,(>.j)
Pn-l(>.j)
f3If32f3n-1
is the normalized eigenvector associated to the eigenvalue >.
1
, with
n-1
Nj = L ~ A j ) , (C.5)
==0
such that the eigenvectors matrix is simply
(C.6)
and its inverse is given by the transposition operation.
C.l Fibonacci system
In Chapter 2 we introduced some tridiagonal matrices related to specific poly-
nomials: Hermite, Laguerre and Chebyshev. An n x n tridiagonal matrix that
may be related to the Fibonacci numbers is similar to the one we related to the
Chebyshev polynomials, except from its diagonal part
Fibonacci system 151
0 0 0 0
-1 0 0 0
0 0 0
0 0 -1 0 0
M= (C.7)
0 0 0 0
-q
0 0 0 0 0 q
where q = 1 (q = -1) for odd (even) n. It is not difficult to show that, if we call
"fn = det(l\1), !"fnl = Fn+2, where Fn is a Fibonacci number.
152 Tridiagonal matrices
Bibliography
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Earl A. Coddington. An Introduction to Ordinary Differential Equations. Dover, 1989.
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153
154 Bibliography
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Index
adjoint operator, 32
Airy function, 137
angle between vectors, 8
ansatz, 44, 139
anti-Hermitian operator, 33
anti-symmetric operator, 33
associated Laguerre polynomials, 49
differential equation, 50
generating function, 49
recurrence relations, 49
Rodrigues' formula, 49
Baker-Hausdorff formula., 40
Bell polynomials, 59
Bessel functions of the first kind, 55
addition formula, 56, 92
Jacobi-Anger expansions, 56
series of integer order, 58
Cauchy-Schwarz inequality, 8
Cayley-Hamilton theorem, 30
characteristic polynomia1, 25
Chebyshev polynomials, 52
Chebyshev polynomials of the first kind,
52
Chebyshev polynomials of the ilecond
kind, 53
155
determinant, 55
roots, 54, 55
complete Bell polynomials, 58
confluent Vandermonde matrix, 79-81,
86, 143
inverse of, 143
diagonal matrices, 28
eigenvalue
finite dimension case, 24
eigenvalues, 20
Hermitian operator, 34
eigenvector
finite dimension case, 24
eigenvectors, 20
Euclidian space, 8
exponential operator, 19
Faa di Bruno's formula, 59
Fibonacci numbers, 150
Fibonacci system, 150
finite systems of differential equations,
63
Cayley-Hamilton theorem method,
69, 74, 83
systems 2 by 2, 63
systems 4 by 4, 7 4
systems n by n, 83
156
l<resnel transform, 135
Hadamard lemma, 39
Hermite polynomials, 37
addition formula, 48
Rodrigues' formula, 37
Index
infinite systems of differential equations,
91
first neighbors interaction, 94
first neighbors interaction with an
extra interaction, 100
second neighbors interaction, 96
isomorphism, 14
Laguerre polynomials, 51
matrix, 51
linear operator, 31
linear transformation, 11
associated matrix, 11
codomain, 11
commutator, 17
composition, 16
image, 13
injective, 14
inverse, 19
kernel, 12
product, 16
surjective, 14
norm, 8
orthogonality, 9
Parseval formula, 10
partial differential equations, 133
Airy system, 135
harmonic oscillator, 138
varia,ble frequency harmonic
oscillator, 139
scalar product, 7
self-adjoint operator, 33
semi-infinite systems of differential
equations, 115
first neighbors interaction, 119
similar matrices, 27
Suskind-Glogower linear operators, 119
symmetric operator, 33
tridiagonal matrices, 149
Vandermonde matrix, 78, 85, 143
inverse of, 143
vector space, 1
bases, 6
dimension, 6
finite dimension, 6
infinite dimension, G
linear independence, 4
span of a set of vectors, 3
subspace, 3
I
,,
Differential Equations:
An Operational Approach
In this short textbook on differential equations an alternative
approach to the one that is usually found in textbooks is pre-
sented. Original material that deals with the application of
operational methods is developed. Particular attention is paid
to algebraic methods by using differential operators when ap-
plicable. The methods presented in this book are useful in all
applications of differential equations. These methods are used
in quantum physics., where they have been developed in their
majority, but can be used in any other branch of physics and
engineering.
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