Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
December 5, 2003
1
Contents
1 Vector Calculus 6
1.1 Properties of vectors and vector space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.2 Fundamental operations involving vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2 Linear Algebra 11
2.1 Matrices, Vectors and Scalars . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.2 Matrix Operations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.3 Transpose of a Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.4 Unit Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.5 Trace of a (Square) Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.5.1 Inverse of a (Square) Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.6 More on Trace . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.7 More on [A, B] . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.8 Determinants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.8.1 Laplacian expansion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.8.2 Applications of Determinants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.9 Generalized Green’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.10 Orthogonal Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.11 Symmetric/Antisymmetric Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.12 Similarity Transformation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.13 Hermitian (self-adjoint) Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.14 Unitary Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.15 Comments about Hermitian Matrices and Unitary Tranformations . . . . . . . . . . . . . . . . 18
2.16 More on Hermitian Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.17 Eigenvectors and Eigenvalues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.18 Anti-Hermitian Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.19 Functions of Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.20 Normal Marices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.21 Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.21.1 Real Symmetric . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.21.2 Hermitian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.21.3 Normal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.21.4 Orthogonal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.21.5 Unitary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2
CONTENTS CONTENTS
3 Calculus of Variations 22
3.1 Functions and Functionals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
3.2 Functional Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
3.3 Variational Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
3.4 Functional Derivatives: Elaboration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
3.4.1 Algebraic Manipulations of Functional Derivatives . . . . . . . . . . . . . . . . . . . . 25
3.4.2 Generalization to Functionals of Higher Dimension . . . . . . . . . . . . . . . . . . . . 26
3.4.3 Higher Order Functional Variations and Derivatives . . . . . . . . . . . . . . . . . . . . 27
3.4.4 Integral Taylor series expansions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
3.4.5 The chain relations for functional derivatives . . . . . . . . . . . . . . . . . . . . . . . 29
3.4.6 Functional inverses . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
3.5 Homogeneity and convexity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
3.5.1 Homogeneity properties of functions and functionals . . . . . . . . . . . . . . . . . . . 31
3.5.2 Convexity properties of functions and functionals . . . . . . . . . . . . . . . . . . . . . 32
3.6 Lagrange Multipliers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
3.7 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.7.1 Problem 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.7.2 Problem 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.7.3 Problem 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.7.3.1 Part A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.7.3.2 Part B . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.7.3.3 Part C . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.7.3.4 Part D . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.7.3.5 Part E . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.7.4 Problem 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.7.4.1 Part F . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.7.4.2 Part G . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.7.4.3 Part H . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
3.7.4.4 Part I . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
3.7.4.5 Part J . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
3.7.4.6 Part K . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
3.7.4.7 Part L . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
3.7.4.8 Part M . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
4 Classical Mechanics 40
4.1 Mechanics of a system of particles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
4.1.1 Newton’s laws . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
4.1.2 Fundamental definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
4.2 Constraints . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
4.3 D’Alembert’s principle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
4.4 Velocity-dependent potentials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
4.5 Frictional forces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
5 Variational Principles 54
5.1 Hamilton’s Principle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
5.2 Comments about Hamilton’s Principle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
5.3 Conservation Theorems and Symmetry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
3
CONTENTS CONTENTS
7 Scattering 73
7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
7.2 Rutherford Scattering . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
7.2.1 Rutherford Scattering Cross Section . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
7.2.2 Rutherford Scattering in the Laboratory Frame . . . . . . . . . . . . . . . . . . . . . . 76
7.3 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
8 Collisions 78
8.1 Elastic Collisions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
9 Oscillations 82
9.1 Euler Angles of Rotation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
9.2 Oscillations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
9.3 General Solution of Harmonic Oscillator Equation . . . . . . . . . . . . . . . . . . . . . . . . . 85
9.3.1 1-Dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
9.3.2 Many-Dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
9.4 Forced Vibrations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
9.5 Damped Oscillations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
10 Fourier Transforms 90
10.1 Fourier Integral Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
10.2 Theorems of Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
10.3 Derivative Theorem Proof . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
10.4 Convolution Theorem Proof . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
10.5 Parseval’s Theorem Proof . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
11 Ewald Sums 95
11.1 Rate of Change of a Vector . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
11.2 Rigid Body Equations of Motion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
11.3 Principal Axis Transformation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
11.4 Solving Rigid Body Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
11.5 Euler’s equations of motion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
11.6 Torque-Free Motion of a Rigid Body . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
11.7 Precession in a Magnetic Field . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
11.8 Derivation of the Ewald Sum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
11.9 Coulomb integrals between Gaussians . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
4
CONTENTS CONTENTS
12 Dielectric 106
12.1 Continuum Dielectric Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
12.2 Gauss’ Law I . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
12.3 Gauss’ Law II . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
12.4 Variational Principles of Electrostatics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
12.5 Electrostatics - Recap . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110
12.6 Dielectrics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
13 Exapansions 115
13.1 Schwarz inequality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
13.2 Triangle inequality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
13.3 Schmidt Orthogonalization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
13.4 Expansions of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118
13.5 Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
13.6 Convergence Theorem for Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
13.7 Fourier series for different intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128
13.8 Complex Form of the Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130
13.9 Uniform Convergence of Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131
13.10Differentiation of Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
13.11Integration of Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
13.12Fourier Integral Representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
13.13M-Test for Uniform Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
13.14Fourier Integral Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
13.15Examples of the Fourier Integral Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
13.16Parseval’s Theorem for Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
13.17Convolution Theorem for Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
13.18Fourier Sine and Cosine Transforms and Representations . . . . . . . . . . . . . . . . . . . . . 143
5
Chapter 1
Vector Calculus
These are summary notes on vector analysis and vector calculus. The purpose is to serve as a review. Although
the discussion here can be generalized to differential forms and the introduction to tensors, transformations and
linear algebra, an in depth discussion is deferred to later chapters, and to further reading.1, 2, 3, 4, 5
For the purposes of this review, it is assumed that vectors are real and represented in a 3-dimensional Carte-
sian basis (x̂, ŷ, ẑ), unless otherwise stated. Sometimes the generalized coordinate notation x1 , x2 , x3 will be
used generically to refer to x, y, z Cartesian components, respectively, in order to allow more concise formulas
to be written using using i, j, k indexes and cyclic permutations.
If a sum appears without specification of the index bounds, assume summation is over the entire range of the
index.
1. Vector equality: x = y if xi = yi ∀ i = 1, 2, 3
2. Vector addition: x + y = z if zi = xi + yi ∀ i = 1, 2, 3
6
CHAPTER 1. VECTOR CALCULUS 1.2. FUNDAMENTAL OPERATIONS INVOLVING VECTORS
Furthermore, assume that the following properties hold for the above defined operations:
The collection of all 3-D vectors that satisfy the above properties are said to form a 3-D vector space.
or more compactly
c = a×b (1.3)
where (1.4)
ci = aj bk − ak bj (1.5)
where i, j, k are x, y, z and the cyclic permutations z, x, y and y, z, x, respectively. The cross product can be
expressed as a determinant:
The norm of the cross product is
|a × b| = |a||b|sin(θ) (1.6)
where, again, θ is the angle between the vectors a and b The cross product of two vectors a and b results in a
vector that is perpendicular to both a and b, with magnitude equal to the area of the parallelogram defined by a
and b.
The Triple Scalar Product:
a·b×c=c·a×b=b·c×a (1.7)
and can also be expressed as a determinant
The triple scalar product is the volume of a parallelopiped defined by a, b, and c.
The Triple Vector Product:
a × (b × c) = b(a · c) − c(a · b) (1.8)
The above equation is sometimes referred to as the BAC − CAB rule.
Note: the parenthases need to be retained, i.e. a × (b × c) 6= (a × b) × c in general.
Lattices/Projection of a vector
a = (ax )x̂ + (ay )ŷ + (ay )ŷ (1.9)
7
1.2. FUNDAMENTAL OPERATIONS INVOLVING VECTORS CHAPTER 1. VECTOR CALCULUS
a · x̂ = ax (1.10)
r = r1 a1 + r2 a2 + r3 a3 (1.11)
ai · aj = δij (1.12)
aj × ak
ai = (1.13)
ai · (aj × ak )
Gradient, ∇
∂ ∂ ∂
∇ = x̂ + ŷ + ẑ (1.14)
∂x ∂y ∂z
∂f
∇f (|r|) = r̂ (1.15)
∂r
dϕ = (∇ϕ) · dr (1.17)
∇·r=3 (1.20)
df
∇ · (rf (r)) = 3f (r) + r (1.21)
dr
if f (r) = rn−1 then ∇ · r̂rn = (n + 2)rn−1
∇ · (f v) = ∇f · v + f ∇ · v (1.22)
Curl,∇×
∂Vz ∂Vy ∂Vx ∂Vz ∂Vy ∂Vx
x̂( − ) + ŷ( − ) + ẑ( − ) (1.23)
∂y ∂z ∂z ∂x ∂x ∂y
∇ × (f v) = f ∇ × v + (∇f ) × v (1.24)
∇×r=0 (1.25)
8
CHAPTER 1. VECTOR CALCULUS 1.2. FUNDAMENTAL OPERATIONS INVOLVING VECTORS
∂2
2 2
∂ ∂
∇ · ∇ = ∇ × ∇ = ∇2 = + 2 + 2 (1.28)
∂2x ∂ y ∂ z
Vector Integration
Divergence theorem (Gauss’s Theorem)
Z Z Z
3
∇ · f (r)d r = ∇ · f (r) · dσ = ∇ · f (r) · nda (1.29)
V S S
L̂ = ∇ · [p∇] + q (1.34)
Stokes Theorem Z I
(∇ × v) · nda = V · dλ (1.35)
S C
Generalized Stokes Theorem Z I
(dσ × ∇) ◦ [] = dλ ◦ [] (1.36)
S C
where ◦ = ,·,×
Vector Formulas
a · (b × c) = b · (c × a) = c · (a × b) (1.37)
∇ × ∇ψ = 0 (1.40)
∇ · (∇ × a) = 0 (1.41)
9
1.2. FUNDAMENTAL OPERATIONS INVOLVING VECTORS CHAPTER 1. VECTOR CALCULUS
∇ × (∇ × a) = ∇(∇ · a) − ∇2 a (1.42)
∇ · (ψa) = a · ∇ψ + ψ∇ · a (1.43)
∇ × (ψa) = ∇ψ × a + ψ∇ × a (1.44)
∇ · (a × b) = b · (∇ × a) − a · (∇ × b) (1.46)
∇·x=3 (1.48)
∇×x=0 (1.49)
∇ · n = 2/r (1.50)
∇×n=0 (1.51)
10
Chapter 2
Linear Algebra
Note: for the purpose of writing linear algebraic equations, a vector can be written as an N × 1 “Column
vector ” (a type of matrix), and a scalar as a 1 × 1 matrix.
Addition/Subtraction
C=A−B=B−A means Cij = Aij − Bij
Multiplication (inner product)
X
C
| ={zA B} means Cij = Aik Bkj
N ×N N ×M ·M ×N k
AB 6= BA in general
C =A⊗B
|{z} means Cαβ = Aij Bk`
nm×nm
α =n(i − 1) + k β =m(j − 1) + `
11
2.3. TRANSPOSE OF A MATRIX CHAPTER 2. LINEAR ALGEBRA
(A · B)T = BT · AT
C =(A · B)T = BT · AT
!T
X X
Cij = Aik Bkj = Ajk Bki
k k
X X
= Bki Ajk = (Bik )T (Akj )T
k k
1ij ≡ δij
Diagonal Matrices:
Aij = aii δij
Jacobi Identity:
[A, [B, C]] = [B, [A, C]] − [C, [A, B]]
12
CHAPTER 2. LINEAR ALGEBRA 2.5. TRACE OF A (SQUARE) MATRIX
X XX
Tr (A · B) = Tr (C) = Cii = Aik Bki
i i k
XX
= Bki Aik = Tr (BA)
k i
T r(ABC) = T r(CBA)
T r(a ⊗ bT ) = aT · b
T r(U + AU ) = T r(A) U + U = 1 or T r(B −1 AB) = T r(A)
T r(S + S) ≥ 0 T r(BSB −1 BT B −1 = T r(ST )
T r(A) = T rA+ T r(S 0 T 0 )
T r(AB) = T r(BA) = T r(B + A+ )
T r(ABC) = T r(CAB) = T r(BCA)
T r([A, B]) = 0
T r(AB) = 0 if A = AT and B = B T
2.7 More on [ ]
[Sx , Sy ] = iSz
13
2.8. DETERMINANTS CHAPTER 2. LINEAR ALGEBRA
2.8 Determinants
A11 A12 · · · A1n
det(A) = A21 A22 · · ·
X
A2n = ijk... A1i A2j A3k . . . (2.2)
.. .. ..
. . . Ann i,k...
N
X
D= (−1)i+j Mij Aij
i
N
X
= cij Aij
i
Mij = “minor” ij
cij = “cofactor” = (−1)i+j Mij
D = πk Akk (2.3)
A11 0
A21 A22 (2.4)
− −
N
X X
= Aij cik = det(A)δjk = Aji cik
i
14
CHAPTER 2. LINEAR ALGEBRA 2.8. DETERMINANTS
• A undergoes unitary transformation det(A) = det(U + AU ) (including the unitary tranformation that
diagonalized A)
3. If any row (or column) of A is multiplied by a scalar α, the value of the determinat is αdet(A). If the
whole matrix is multiplied by α, then
4. If A = BC, det(A) = det(B) × det(C), but if A = B + C, det(A) 6= det(B) + det(C). (det(A) is not
a linear operator)
det(AN ) = [det(A)]N (2.7)
6. det(A)−1 ) = (det(A))−1
8. det(A) = det(U + AU ) U + U = 1
∂xi
dx1 dx2 dx3 = det(J)dq1 dq2 dq3 , Jik =
∂qk
x ∂xi
J : Jij =
q ∂qj
q ∂qi
J = (2.9)
x ij ∂xj
∂q ∂q
h q i
∂x ∂x · · ·
det J = . . . (2.10)
x .. .
q1 =2x q2 =y q3 =z
1
dxdydz = dq 1 (2.11)
2
15
2.9. GENERALIZED GREEN’S THEOREM CHAPTER 2. LINEAR ALGEBRA
∂x 1 ∂x0 1
x0 +2x = =2 dx = dx0
∂x0 2 ∂x 2
dx 1
dx = dq1 = dq 1 (2.12)
dq1 2
L = ∇ · [p∇] + q = ∇p · ∇ + p∇2 + q
Z
v(∇p · ∇u + ∇2 u + q)u − u(∇p · ∇v + p∇2 v + q)v dτ
v
R R
Note vqu dτ = uqv dτ
Z
(v∇ · [p∇]u + ∇v · (p∇u) − u∇ · [p∇]v − ∇v · (p∇u)) dτ
v
Z
= (∇ · vp∇u − ∇ · up∇v) dτ (2.15)
v
L = r × p = r × mv, v =ω×r
A × (B × C) = B(AC) − C(AB) r = rr̂
L =m(r × (ω × r))
=m[ω(r · r) − r(r · ω)]
=m[ω(r2 r̂ · r̂) − rr̂(rr̂ · ω)]
=mr2 [ω − r̂(r̂ · w)] (2.17)
I =mr2 L =Iω if r̂ · ω = 0
16
CHAPTER 2. LINEAR ALGEBRA 2.10. ORTHOGONAL MATRICES
example:
r̂ sin θ cos ϕ sin θ sin ϕ cos θ x̂
θ̂ = cos θ cos ϕ cos θ sin ϕ − sin θ ŷ (2.18)
ϕ̂ − sin ϕ cos ϕ 0 ẑ
r̂ x̂
θ̂ = C ŷ (2.19)
ϕ̂ ẑ
x̂ r̂ r̂
ŷ = C−1 θ̂ = CT θ̂ (2.20)
ẑ ϕ̂ ϕ̂
since C−1 = CT (C is an orthogonal matrix)
1 1
A + AT + A − AT
A= (2.21)
2 2
symmetric antisymmetric
Note also:
T T
AAT = AT AT
=AAT
Note: Tr (AB) = 0 if A is symmetric and B is antisymmetric. Thus AAT AT A are symmetric, but
A · AT 6= A · AT
Quiz: If A is an upper triangular matrix, use the Laplacian expansion to determine a formula for det(A) in
terms of the elements of A.
17
2.12. SIMILARITY TRANSFORMATION CHAPTER 2. LINEAR ALGEBRA
Note: C = −i[A, B] is Hermitian even if A and B are not, (or iC = [A, B]). C = AB is Hermition if
A = A+ , B = B+ , and [A, B] = 0. A consequence of this is that Cn is Hermitian if C is Hermitian. Also,
C = eαA is Hermitian if A = A+ , but C = eiαA is not Hermitian (C is unitary). A unitary matrix in general
is not Hermitian.
X
f (A) = Ck Ak is Hermitian if Ck are real
k
18
CHAPTER 2. LINEAR ALGEBRA 2.17. EIGENVECTORS AND EIGENVALUES
Ac = Bcλ
If c+ +
i · B · cj = δij then ci · A · cj = λi δij
relation: A0 = B− AB− and c0i = B ci (Can always transform. . .Lowden) Example: Hartree-Fock/Kohn-
Shon Equations:
Hci = i ci or Hc = c
!
c 1 c 2 c3
c= .. .. .. (2.23)
. . .
1 0
=
..
(2.24)
.
0 N
since c+
i · cj = δij , c+ · c = 1 and also c+ · H · c = c+ c = c+ c = hence c is a unitary matrix and is the
unitary matrix that diagonalizes H. c+ Hc = (eigenvalue spectrum).
UAU+ = a A = U+ aU or AU+ = U+ a
f (a1 )
+
f (A) = U .. U
.
f (an )
19
2.19. FUNCTIONS OF MATRICES CHAPTER 2. LINEAR ALGEBRA
Note:
A2 U+ =AUU+
=AU+ Q
=U+ QQ
=U+ Q2
!
Q211 0
Q2 ⇒ ..
0 .
A · U = U+ QK
k +
F =f (A)U+
X
= ck U+ Qk
k
X
=U+ ck Qk
k
f (a11 )
=U+
.. +
=U f
(2.25)
.
f (ann )
so if UAU+ = Q, then UFU+ = f and fij = f (ai )δij
Also:
Trace Formula
20
CHAPTER 2. LINEAR ALGEBRA 2.20. NORMAL MARICES
Aci = ai ci , A+ ci = a∗i ci , c+
i · cj = 0
2.21 Matrix
2.21.1 Real Symmetric
A = AT = A+ ai real cTi · cj = δij Hermitian normal
2.21.2 Hermitian
A = A+ ai real c+
i · cj = δij normal
2.21.3 Normal
[A, A+ ] = 0 if Aci = ai ci c+
i · cj = δij
2.21.4 Orthogonal
UT · U = 1 (UT = U−1 ) ai (±1) cTi · cj = δij unitary, normal
2.21.5 Unitary
U+ U = 1 (U+ = U−1 ) ai real (±1) c+
i · cj = δij normal
If UAU+ = a, and U+ U = 1 then [A, A+ ] = 0 and conversely.
21
Chapter 3
Calculus of Variations
• A
R xfunctional F [y] is a prescription for transforming a function argument y(x) into a number; e.g. F [y] =
y 2 (x) · e−sx dx.
x
Hence, a functional requires knowledge of it’s function argument (say y(x)) not at a single numerical point x, in
general, but rather over the entire domain of the function’s numerical argument x (i.e., over all x in the case of
y(x)). Alternately stated, a functional is often written as some sort of integral (see below) where the argument of
y (we have been referring to it as “x”) is a dummy integration index that gets integrated out.
In general, a functional F [y] of the 1-dimensional function y(x) may be written
Z x
F [y] = f x, y(x), y 0 (x), · · · y (n) (x), dx (3.1)
x
where f is a (multidimensional) function, and y 0 ≡ dy/dx , · · · y n ≡ dn y/dxn . For the purposes here, we will
consider the bounday conditions of the function argument y are such that y, y 0 · · · y (n−1) have fixed values at
the endpoints; i.e.,
(j) (j)
y (j) (x1 ) = y1 , y (j) (x2 ) = y2 for j = 0, · · · (n − 1) (3.2)
(j) (j)
where y1 and y2 are constants, and y (0) ≡ y.
In standard function calculus, the derivative of a function f (x) with respect to x is defined as the limiting
process
df f (x + ) − f (x)
≡ lim (3.3)
dx x →0
(read “the derivative of f with respect to x, evaluated at x). The function derivative indicates how f (x) changes
when x changes by an infintesimal amount from x to x + .
Analogously, we define the functional derivative of F [y] with respect to the function y at a particular point
x0 by
δF F [y + δ(x − x0 )] − F [y]
≡ lim (3.4)
δy(x) y(x ) →0
22
CHAPTER 3. CALCULUS OF VARIATIONS 3.2. FUNCTIONAL DERIVATIVES
(read, “the functional derivative of F with respect to y, evaluated at the point y(x0 )). This functional derivative
indicates how F [y] changes when the function y(x) is changed by an infintesimal amount at the point x = x0
from y(x) to y(x) + δ(x − x0 ).
We now procede formally to derive these relations.
23
3.3. VARIATIONAL NOTATION CHAPTER 3. CALCULUS OF VARIATIONS
where we have used the fact that η(x1 ) = η(x2 ) = 0 to cause the boundary term to vanish. More generally, for
all the derivative terms in Eq. 3.8 we obtain
Z x Z x
dj
∂f (j) (j) ∂f
η (x) dx = (−1) η(x) dx (3.10)
x ∂y (j) x dxj ∂y (j)
for j = 1, · · · n where we have used the fact that η (j) (x1 ) = η (j) (x2 ) = 0 for j = 0, · · · (n − 1) to cause the
boundary terms to vanish. Substituting Eq. 3.10 in Eq. 3.8 gives
Z x
d ∂f d ∂f
[F [y + η]]=0 = − + ···
d x ∂y dx ∂y 0
n
n d ∂f
+(−1) η(x) dx
dxn ∂y (n)
= 0 (3.11)
Since η(x) is an arbitrary differential function subject to the boundary conditions of Eq. 3.2, the terms in brackets
must vanish. This leads to a generalized form of the Euler equation in one dimension for the extremal value of
F [y] of Eq. 3.4
n
∂f d ∂f n d ∂f
− + · · · + (−1) =0 (3.12)
∂y dx ∂y 0 dxn ∂y (n)
In other words, for the function y(x) to correspond to an extremal value of F [y], Eq. 3.12 must be satisfied for
all y(x); i.e., over the entire domain of x of y(x). Consequently, solution of Eq. 3.12 requires solving for an
entire function - not just a particular value of the function argument x as in function calculus. Eq. 3.12 is referred
to as the Euler equation (1-dimensional, in this case), and typically results in a differential equation, the solution
of which (subject to the boundary conditions already discussed) provides the function y(x) that produces the
extremal value of the functional F [y].
We next define a more condensed notation, and derive several useful techniques such as algebraic manipu-
lation of functionals, functional derivatives, chain relations and Taylor expansions. We also explicitly link the
functional calculus back to the traditional function calculus in certain limits.
24
CHAPTER 3. CALCULUS OF VARIATIONS 3.4. FUNCTIONAL DERIVATIVES: ELABORATION
Note that the operators δ and d/dx commute; i.e., that δ(d/dx) = (d/dx)δ:
0 dy d d
δy (x) = δ = (y + η) (3.16)
dx d dx =0
d 0 d d
y + η 0 =0 = η 0 =
= (η) = δy
d dx dx
δF
where δy(x) is defined as “the (first) functional derivative of F [y] with respect to y at position x”, and assuming
F [y] in the form of Eq. 3.1, is given by
dn
δF ∂f d ∂f ∂f
= − + · · · + (−1)n (3.18)
δy(x) ∂y dx ∂y 0 dxn ∂y (n)
Note that the functional derivative defined above is itself a function of x. In fact, Eq. 3.17 can be considered as a
generalization of an exact differential of a discreet multivariable function in calculus, .e.g.,
X ∂F
dF (x1 , x2 , · · · , xN ) = dxi (3.19)
∂xi
i
where the summation over discreet variables xi has been replaced by integration over a continuous set of variables
x.
An extremal value of F [y] is a solution of the stationary condition
δF [y] = 0 (3.20)
δ δF1 δF2
(c1 F1 + c2 F2 ) = c1 + c2 (3.21)
δy(x) δy(x) δy(x)
δ δF1 δF2
(F1 F2 ) = F2 + F1 (3.22)
δy(x) δy(x) δy(x)
δ F1 δF1 δF2
= F 2 − F1 /F22 (3.23)
δy(x) F2 δy(x) δy(x)
25
3.4. FUNCTIONAL DERIVATIVES: ELABORATION CHAPTER 3. CALCULUS OF VARIATIONS
26
CHAPTER 3. CALCULUS OF VARIATIONS 3.4. FUNCTIONAL DERIVATIVES: ELABORATION
where we have dropped the complex conjugation since we consider the case where Ψ is real. It is clear that the
integrand, as written above, depends explicitly only on Ψ and ∇2 Ψ. Using Eq. 3.25 (the specific 3-dimensional
case of Eq. 3.24), we have that
∂f −h̄2 2
= ∇ Ψ(r) + 2v(r)Ψ(r) (3.31)
∂Ψ(r) 2m
2
∂f −h̄
= Ψ(r)
∂∇2 Ψ(r) 2m
and thus D E
δ Ψ Ĥ Ψ
−h̄2 2
=2 ∇ + v(r) Ψ(r) = 2ĤΨ(r) = 2Ĥ|Ψi (3.32)
δΨ(r) 2m
where the last equality simply reverts back to Bra-Ket notation. Similarly, we have that
δhΨ|Ψi
= 2Ψ(r) = 2|Ψi (3.33)
δΨ(r)
This gives the Euler equation
δE[Ψ] D E
= 2Ĥ|ΨihΨ|Ψi − 2|Ψi Ψ Ĥ Ψ /hΨ|Ψi2 (3.34)
δΨ(r)
D E
|Ψi Ψ Ĥ Ψ
Ĥ|Ψi
= 2 −
hΨ|Ψi hΨ|Ψi2
= 0
Multiplying through by hΨ|Ψi, dividing by 2 and substituting in the expression for E[Ψ] above we obtain
D E
Ψ Ĥ Ψ
Ĥ|Ψi = |Ψi = E[Ψ]|Ψi (3.35)
hΨ|Ψi
which is, of course, just the stationary-state Schrödinger equation.
27
3.4. FUNCTIONAL DERIVATIVES: ELABORATION CHAPTER 3. CALCULUS OF VARIATIONS
ρ(r)ρ(r0 ) 3 3 0
Z Z
1
J[ρ] = d rd r (3.38)
2 |r − r0 |
h i
δ J[ρ]
what is the second functional derivative δρ(r)δρ(r ) ?
The first functional derivative with respect to ρ(r) is
ρ(r0 ) 3 0 1 ρ(r0 ) 3 0
Z Z
δJ[ρ] 1
= d r + d r (3.39)
δρ(r) 2 |r − r0 | 2 |r − r0 |
Z 0
ρ(r ) 3 0
= d r
|r − r0 |
Note, r0 is merely a dummy integration index - it could have been called x, y, r000 , etc... The important feature
is that after integration what results is a function of r - the same r that is indicated by the functional derivative
δJ[ρ]
δρ(r) .
The second functional derivative with respect to ρ(r0 ) is
δ 2 J[ρ]
δ δJ[ρ]
= (3.40)
δρ(r)δρ(r0 ) δρ(r0 ) δρ(r)
ρ(r0 ) 3 0
Z
δ
= d r
δρ(r0 ) |r − r0 |
1
=
|r − r0 |
F [f0 + ∆f ] = F [f0 ]
∞ Z " #
δ (n) F
Z Z
X 1
+ ···
n! δf (x1 )δf (x2 ) · · · δf (xn )
n=1 f
×∆f (x1 )∆f (x2 ) · · · ∆f (xn ) dx1 dx2 · · · dxn (3.41)
For functionals of more than one function, e.g. F [f, g], mixed derivatives can be defined. Typically, for
sufficiently well behaved functionals, the order of the functional derivative operations is not important (i.e., they
commute),
δ2F δ2F
= (3.42)
δf (x)δg(x0 ) δg(x)δf (x0 )
28
CHAPTER 3. CALCULUS OF VARIATIONS 3.4. FUNCTIONAL DERIVATIVES: ELABORATION
it follows that
δF (f (x)) dF
= δ(x0 − x) (3.49)
δf (x0 ) df
If we take F (f ) = f itself, we see that
δf (x)
= δ(x0 − x) (3.50)
δf (x0 )
29
3.5. HOMOGENEITY AND CONVEXITY CHAPTER 3. CALCULUS OF VARIATIONS
If instead we have a function that takes a functional argument, e.g. g = g(F [f (x)]), then we have
δF [f, x0 ] 0
Z
δg δg
= dx
δf (x) δF [f, x0 ] δf (x)
δF [f, x0 ] 0
Z
dg 0
= δ(x − x) dx
dF [f, x0 ] δf (x)
dg δF
= (3.51)
dF δf (x)
If the argument f of the functional F [f ] contains a parameter λ; i.e., f = f (x; λ), then the derivative of F [f ]
with respect to the parameter is given by
Z
∂F [f (x; λ)] δF ∂f (x; λ)
= dx (3.52)
∂λ δf (x; λ) ∂λ
30
CHAPTER 3. CALCULUS OF VARIATIONS 3.5. HOMOGENEITY AND CONVEXITY
F [λf ] = λk F [f ] (3.60)
Thus homogeneity is a type of scaling relationship between the value of the function or functional with unscaled
arguments and the corresponding values with scaled arguments. If we differentiate Eq. 3.59 with respect to λ we
obtain for the term on the left-hand side
df (λx1 , λx2 , · · · ) ∂f (λx1 , λx2 , · · · ) d(λxi )
= (3.61)
dλ ∂(λxi ) dλ
X ∂f (λx1 , λx2 , · · · )
= xi (3.62)
∂(λxi )
i
(where we note that d(λxi )/dλ = xi ), and for the term on the right-hand side
d k
λ f (x1 , x2 , · · · ) = kλk−1 f (x1 , x2 , · · · ) (3.63)
dλ
Setting λ = 1 and equating the left and right-hand sides we obtain the important relation
X ∂f (x1 , x2 , · · · )
xi = kf (x1 , x2 , · · · ) (3.64)
∂xi
i
E = E(S, V, n1 , n2 · · · ) (3.66)
X ∂E
∂E ∂E
dE = dS + dV + dni (3.67)
∂S V,ni ∂V S,ni ∂ni S,V,nj
i i
X
= T dS − pdV + µi dni
i
∂E ∂E ∂E
where we have used the identities ∂S V,ni = T, ∂V S,ni = −p, and ∂ni = µi . From the first-order
S,V,nj i
homogeneity of the extensive quantity E(S, V, n1 , n2 · · · ) we have that
31
3.5. HOMOGENEITY AND CONVEXITY CHAPTER 3. CALCULUS OF VARIATIONS
The Euler theorem for first order homogeneous functionals then gives
X ∂E
∂E ∂E
E = S+ V + ni
∂S V,ni ∂V S,ni ∂ni S,V,nj
i i
X
= T S − pV + µi ni (3.69)
i
Comparison of Eqs. 3.68 and 3.70 gives the well-known Gibbs-Duhem equation
X
SdT − V dp + ni dµi = 0 (3.70)
i
Another example is the classical and quantum mechanical virial theorem that uses homogeneity to relate the
kinetic and potential energy. The virial theorem (for 1 particle) can be stated as
∂V ∂V ∂V
x +y +z = 2 hKi (3.71)
∂x ∂y ∂z
Note that the factor 2 arises from the fact that the kinetic energy is a homogeneous functional of degree 2 in the
particle coordinates. If the potential energy is a central potential; i.e., V (r) = C · rn (a homogeneous functional
of degree n) we obtain
n hV i = 2 hKi (3.72)
In the case of atoms (or molecules - if the above is generalized slightly) V (r) is the Coulomb potential 1/r,
n = −1 and we have < V >= −2 < K > or E = (1/2) < V > since E =< V > + < K >.
for x1 , x2 ∈ I and f1 , f2 ∈ D. f (x) (F [f ]) is said to be strictly convex on the interval if the equality holds only
for x1 = x2 (f1 = f2 ). f (x) (F [f ]) is said to be concave (strictly concave) if −f (x) (-F [f ]) is convex (strictly
convex).
A once-differentiable function f (x) (or functional F [f ]) is convex if and only if
32
CHAPTER 3. CALCULUS OF VARIATIONS 3.5. HOMOGENEITY AND CONVEXITY
for x1 , x2 ∈ I and f1 , f2 ∈ D.
A twice-differentiable function f (x) (or functional F [f ]) is convex if and only if
f 00 (x) ≥ 0 (3.77)
δ 2 F [f ]
≥ 0 (3.78)
δf (x)δf (x0 )
for x ∈ I and f ∈ D.
An important property of convex functions (functionals) is known as Jensen’s inequality: For a convext
function f (x) (functional F [f ])
f (hxi) ≤ hf (x)i (3.79)
F [hf i] ≤ hF [f ]i (3.80)
where h· · · i denotes an average (either discreet of continuous) over a positive semi-definite set of weights. In
fact, Jensen’s inequality can be extended to a convex function of a Hermitian operator
D E D E
f Ô ≤ f (Ô) (3.81)
where in this case h· · · i denotes the quantum mechanical expectation value hΨ |· · ·| Ψi. Hence, Jensen’s inequal-
ity is valid for averages of the form
X X
hf i = Pi fi where Pi ≥ 0, Pi = 1 (3.82)
Zi i
Z
hf i = P (x)f (x) dx; where P (x) ≥ 0, P (x) dx = 1 (3.83)
Z Z
∗
hf i = ˆ
Ψ (x)f Ψ(x) dx; where Ψ∗ (x)Ψ(x) dx = 1 (3.84)
The proof is elementary but I don’t feel like typing it at 3:00 in the morning. Instead, here is an example of
an application - maybe in a later version...
Note that N i i i i
N
i i and hence the left hand side of the above inequality is zero since . The right hand
side can be reduced by canceling out the i factors in the numerator and denominator, which results in
N
i
i (3.88)
i i
which is a famous inequality derived by Gibbs, and is useful in providing a lower bound on the entropy: let i then, taking minus
the above equation, we get
N
i i (3.89)
i
N
If the entropy is defined as B i i i where B is the Boltzmann constant (a positive quantity), then the largest value
the entropy can have (for an ensemble of discreet states) is B , which occurs when all probabilities are equal (the infinite
temperature limit).
33
3.6. LAGRANGE MULTIPLIERS CHAPTER 3. CALCULUS OF VARIATIONS
G[f ] = 0 (3.90)
In this case, the method of Lagrange multipliers can be used. We define the auxiliary function
where λ is a parameter that is yet to be determined. We then solve the variational condition
δΩ δF δG
= −λ =0 (3.92)
δf (x) δf (x) δf (x)
Solution of the above equation results, in general, in a infinite set of solutions depending on the continuous
parameter lambda. We then have the freedom to choose the particular value of λ that satisfies the constraint
requirement. Hopefully there exists such a value of λ, and that value is unique - but sometimes this is not the
case. Note that, if f0 (x) is a solution of the constrained variational equation (Eq. 3.92), then
δF δG
λ= / (3.93)
δf (x) f =f δf (x) f =f
for any and all values of f0 (x)! Often in chemistry and physics the Lagrange multiplier itself has a physical
meaning (interpretation), and is sometimes referred to as a sensitivity coefficient.
Constraints can be discreet, such as the above example, or continuous. A continuous (or pointwise) set of
constraints can be written
g[f, x] = 0 (3.94)
where the notation g[f, x] is used to represent a simultaneous functional of f and function of x - alternately
stated, g[f, x] is a functional of f at every point x. We desire to impose a continuous set of constraints at every
point x, and for this purpose, we require a Lagrange multiplier λ(x) that is itself a continuous function of x. We
then define (similar to the discreet constraint case above) the auxiliary function
Z
Ω[f ] ≡ F [f ] − λ(x)g[f, x] dx (3.95)
34
CHAPTER 3. CALCULUS OF VARIATIONS 3.7. PROBLEMS
3.7 Problems
3.7.1 Problem 1
Consider the functional
∇ρ(r) · ∇ρ(r)
Z
1
TW [ρ] = dddr (3.97)
8 ρ(r)
b. Let ρ(r) = |ψ(r)|2 (assume ψ is real), and rewrite T [ψ] = TW [|ψ(r)|2 ]. What does this functional
represent in quantum mechanics?
c. Evaluate the functional derivative δT [ψ]/δψ(r) directly and verify that it is identical to the functional
derivative obtained using the chain relation
3.7.2 Problem 2
Consider the functional Z h i
Ex [ρ] = − ρ4/3 (r) c − b2 x3/2 (r) d3 r (3.98)
3.7.3 Problem 3
This problem is an illustrative example of variational calculus, vector calculus and linear algebra surrounding an
important area of physics: classical electrostatics.
The classical electrostatic energy of a charge distribution ρ(r) is given by
ρ(r)ρ(r0 ) 3 3 0
Z Z
1
J[ρ] = d rd r (3.100)
2 |r − r0 |
3.7.3.1 Part A
Show that Z
1 δJ
J[ρ] = ρ(r)d3 r (3.101)
k δρ(r) ρ
h i
δJ
where k = 2. Show that the quantity δρ(r) = φ(r) where φ(r) is the electrostatic potential due to the charge
ρ
distribution ρ(r).
35
3.7. PROBLEMS CHAPTER 3. CALCULUS OF VARIATIONS
3.7.3.2 Part B
The charge density ρ(r) and the the electrostatic potential φ(r) are related by formula derived above. With
appropriate boundary conditions, an equivalent condition relating ρ(r) and φ(r) is given by the Poisson equation
∇2 φ(r) = −4πρ(r)
Using the Poisson equation and Eq. 3.101 above, write a new functional W1 [φ] for the electrostatic energy with
δW
φ as the argument instead of ρ and calculate the functional derivative δφ(r) .
3.7.3.3 Part C
Rewrite W1 [φ] above in terms of the electrostatic (time independant) field E = −∇φ assuming that the quantity
φ(r)∇φ(r) vanishes at the boundary (e.g., at |r| = ∞). Denote this new functional W2 [φ]. W2 [φ] should have
no explicit dependence on φ itself, only through terms involving ∇φ.
3.7.3.4 Part D
Use the results of the Part C to show that
J[ρ] = W1 [φ] = W2 [φ] ≥ 0
for any ρ and φ connected by the Poisson equation and subject to the boundary conditions described in Part C.
Note: ρ(r) can be either positive OR negative or zero at different r.
3.7.3.5 Part E
Show explicitly
δW1 δW2
=
δφ(r) δφ(r)
3.7.4 Problem 4
This problem is a continuation of problem 3.
3.7.4.1 Part F
Perform an integral Taylor expansion of J[ρ] about the reference charge density ρ0 (r). Let δρ(r) = ρ(r) −
ρ0 (r). Similarly, let φ(r), φ0 (r) and δφ(r) be the electrostatic potentials associated with ρ(r), ρ0 (r) and δρ(r),
respectively.
Write out the Taylor expansion to infinite order. This is not an infinite problem! At what order does the
Taylor expansion become exact for any ρ0 (r) that is sufficiently smooth?
3.7.4.2 Part G
Suppose you have a density ρ(r), but you do not know the associated electrostatic potential φ(r). In other words,
for some reason it is not convenient to calculate φ(r) via
ρ(r0 ) 3
Z
φ(r) = d r
|r − r0 |
However, suppose you know a density ρ0 (r) that closely resembles ρ(r), and for which you do know the asso-
ciated electrostatic potential φ0 (r). So the knowns are ρ(r), ρ0 (r) and φ0 (r) (but NOT φ(r)!) and the goal is
to approximate J[ρ] in the best way possible from the knowns. Use the results of Part F to come up with a new
functional W3 [ρ, ρ0 , φ0 ] for the approximate electrostatic energy in terms of the known quantities.
36
CHAPTER 3. CALCULUS OF VARIATIONS 3.7. PROBLEMS
3.7.4.3 Part H
Consider the functional Z Z
1
Uφ [φ̃] = ρ(r)φ̃(r)d3 r + φ̃(r)∇2 φ̃(r)d3 r (3.102)
8π
where φ̃(r) is not necessarily the electrostatic potential corresponding to ρ(r), but rather a trial function indepen-
dent of ρ(r). Show that
δUφ [φ̃]
=0
δ φ̃(r)
leads to the Poisson equation; i.e., the φ̃(r) that produces an extremum of Uφ [φ̃] is, in fact, the electrostatic
potential φ(r) corresponding to ρ(r).
Note: we could also have written the functional Uφ [φ̃] in terms of the trial density ρ̃(r) as
ρ(r)ρ̃(r0 ) 3 3 0 1 ρ̃(r)ρ̃(r0 ) 3 3 0
Z Z Z Z
Uρ [ρ̃] = d rd r − d rd r (3.103)
|r − r0 | 2 |r − r0 |
withe variational condition
δUρ [ρ̃]
=0
δ ρ̃(r)
3.7.4.4 Part I
Show that Uφ [φ0 ] and Uρ [ρ0 ] of Part H are equivalent to the expression for W3 [ρ, ρ0 , φ0 ] in Part G. In other words,
the functional W3 [ρ, ρ0 , φ0 ] shows you how to obtain the “best” electrostatic energy approximation for J[ρ]
given a reference density ρ0 (r) for which the electrostatic potential φ0 (r) is known. The variational condition
δUφ [φ̃] δUρ [ρ̃]
δ φ̃(r)
= 0 or δ ρ̃(r) = 0 of Part H provides a prescription for obtaining the “best” possible model density and
model potential φ̃(r). This is really useful!!
3.7.4.5 Part J
We now turn toward casting the variational principle in Part H into linear-algebraic form. We first expand the
trial density ρ̃(r) as
Nf
X
ρ̃(r) = ck ρk (r)
k
where the ρk (r) are just a set of Nf analytic functions (say Gaussians, for example) for which it assumed we can
solve or in some other way conveniently obtain the matrix elements
ρi (r)ρj (r0 ) 3 3 0
Z Z
Ai,j = d rd r
|r − r0 |
and
ρ(r)ρi (r0 ) 3 3 0
Z Z
bi = d rd r
|r − r0 |
so A is an Nf × Nf square, symmetric matrix and b is an Nf × 1 column vector. Rewrite Uρ [ρ̃] of Part I as a
matrix equation Uρ [c] involving the A matrix and b vector defined above. Solve the equation
δUρ [c]
=0
δc
for the coefficient vector c to give the “best” model density ρ̃(r) (in terms of the electrostatic energy).
37
3.7. PROBLEMS CHAPTER 3. CALCULUS OF VARIATIONS
3.7.4.6 Part K
Repeat the excercise in Part J with an additional constraint that the model density ρ̃(r) have the same normaliza-
tion as the real density ρ(r); i.e., that
Z Z
ρ̃(r)d r = ρ(r)d3 r = N
3
(3.104)
or in vector form
cT · d = N (3.105)
ρi (r)d3 r. In other words, solve
R
where di =
δ Uρ [c] − λ(cT · d − N ) = 0
for c∗ (λ) in terms of the parameter λ, and determine what value of the Lagrange multiplier λ satisfies the
constraint condition of Eq. 3.105.
3.7.4.7 Part L
In Part J you were asked to solve an unconstrained variational equation, and in Part K you were asked to solve
for the more general case of a variation with a single constraint. 1) Show that the general solution of c∗ (λ)
(the ∗ superscript indicates that c∗ (λ) variational solution and not just an arbitrary vector) of Part K reduces to
the unconstrained solution of Part J for a particular value of λ (which value?). 2) Express c∗ (λ) as c∗ (λ) =
c∗ (0) + δc∗ (λ) where δc∗ (λ) is the unconstrained variational solution c∗ (0) when the constraint condition is
turned on. Show that indeed, Uρ [c∗ (0)] ≥ Uρ [c∗ (λ)]. Note that this implies the extremum condition corresponds
to a maximum. 3) Suppose that the density ρ(r) you wish to model by ρ̃(r) can be represented by
X
ρ(r) = xk ρk (r) (3.106)
k
where the functions ρk (r) are the same functions that were used to expand ρ̃(r). Explicitly solve for c∗ (0), λ and
c∗ (λ) for this particular ρ(r).
3.7.4.8 Part M
In Part J you were asked to solve an unconstrained variational equation, and in Part K you were asked to solve
for the more general case of a variation with a single constraint. You guessed it - now we generalize the solution
to an arbitrary number of constraints (so long as the number of constraints Nc does not exceed the number of
variational degrees of freedom Nf - which we henceforth will assume). For example, we initially considered a
single normalization constraint that the model density ρ̃(r) integrate to the same number as the reference density
ρ(r), in other words Z Z
ρ̃(r)d3 r = ρ(r)d3 r ≡ N
For example, if f1 (r) = 1 we recover the original constraint condition with y1 = N , which was that the monopole
moment of ρ̃ equal that of ρ. As further example, if f2 (r) = x, f3 (r) = y, and f4 (r) = z, then we would also
require that each component of the dipole moment of ρ̃ equal those of ρ, and in general, if fn (r) = rl Ylm (r̂)
38
CHAPTER 3. CALCULUS OF VARIATIONS 3.7. PROBLEMS
where the functions Ylm are spherical harmonics, we could constrain an arbitrary number of multipole moments
to be identical.
This set of Nc constraint conditions can be written in matrix form as
DT · c = y
δ Uρ [c] − λT · (DT · c − y) = 0
for the coefficients c∗ (λ) and the Nc × 1 vector of Lagrange multipliers λ. Verify that 1) if λ = 0 one recovers
the unconstrained solution of Part J, and 2) λ = λ1 (where 1 is just a vector of 1’s) recovers the solution for the
single constraint condition of Part K.
39
Chapter 4
1. Every object in a state of uniform motion tends to remain in that state unless acted on by an external force.
d
vi = ṙi = ri (4.1)
dt
pi = mi ṙi = mi vi (4.2)
d
Fi = p ≡ ṗi (4.3)
dt i
40
CHAPTER 4. CLASSICAL MECHANICS 4.1. MECHANICS OF A SYSTEM OF PARTICLES
d
vi = ri ≡ ṙi (4.4)
dt
d d2
ai = vi = 2 ri = ṙi (4.5)
dt dt
pi =mi vi = mi ṙi (4.6)
Li =ri × pi (4.7)
Ni =ri × Fi = L̇i (4.8)
d
Fi =ṗi = (mi ṙi ) (4.9)
dt
Ni = ri × pi (4.10)
d
= ri × (mi ṙi )
dt
d
= (ri × pi )
dt
d
= Li
dt
= L̇i
Proof:
d
(ri × pi ) =ṙi × pi + ri × ṗi (4.11)
dt
=vi × mvi + ri × ṗi
=0 + ri × ṗi
d
If dt A(t) = 0, At =constant, and A is “conserved.”
A “conservative” force field (or system) is one for which the work required to move a particle in a closed
loop vanishes.
H
F · ds = 0 note: F = ∇V (r), then
I Z
−∇V (r) · ds = −(∇ × ∇V (r)) · n̂da (4.12)
c s | {z }
θ
I Z
A · ds = (∇ × A) · n̂da (Stoke’s Theorem) (4.13)
c s
Fij = 0
41
4.1. MECHANICS OF A SYSTEM OF PARTICLES CHAPTER 4. CLASSICAL MECHANICS
X d2 X
Fi = mi ri (4.16)
dt2
i i
d2 X mi ri
=M
dt2 M
i
d2 R
=M 2
Xdt (e) X X
= Fi + Fij
i i j
P P P P
Note: i j Fij = i j>i (Fij + Fji ) = 0
d2 R X (e)
Ṗ ≡ M = Fi ≡F(e) (4.17)
dt2
i
X dri
Ṗ = M (4.18)
dt
i
d
= P
dt
Ni =ri × Fi (4.19)
=ri × Ṗi
=L̇i
X X
Ni = Ni = L̇i = L̇ (4.20)
i i
(e)
X X X
= ri × Fi = ri × Fji + Fi
i i j
(e)
X X
= ri × Fji + ri × Fi
ij i
(e)
X
= ri × Fi = N(e) = L̇i
i
42
CHAPTER 4. CLASSICAL MECHANICS 4.1. MECHANICS OF A SYSTEM OF PARTICLES
XX XX
ri × Fij + ri × Fji = 0 (4.21)
i j<i i j>i
XX XX
ri × Fij = − ri × Fji
i j<i i j>i
Note, although
X
P= Pi (4.22)
i
X d
= mi ri
dt
i
d
=m
dt
(4.23)
dR X X dri
V≡ 6= vi =
dt dt
i i
X
L= Li (4.24)
i
X
= ri × Pi
i
pi =p0i + mi V (4.27)
(Vi =V0i + V) (4.28)
X X X X
L= r0i × P0i + Ri × P0i + r0i × mi Vi + Ri × mi Vi (4.29)
i i i i
Note
X X X
mi r0i = mi ri − mi R (4.30)
i i i
=M R − M R = 0
hence !
X X
ri × mi V = mi ri ×V =0 (4.31)
i i
X X
R × P0i = R × mi V0i (4.32)
i i
!
d X
=R × mi r0i
dt
i
=0
43
4.1. MECHANICS OF A SYSTEM OF PARTICLES CHAPTER 4. CLASSICAL MECHANICS
X
L= r0i × P0i | ×{zM V}
+ R (4.33)
i
| {z } L of C.O.M.
L about C.O.M.
For a system of particles obeying Newton’s equations of motion, the work done by the system equals the
difference in kinetic energy.
dri
Fi = mi V̇i , dri = dt (4.34)
dt
XZ 2
W12 = Fi · dri (4.35)
i 1
XZ 2
= mi V̇i · Vi dt
i 1
XZ 2
1 d
= mi (Vi · Vi )dt
1 2 dt
i
X1 2 1 2
= mi Vi · Vi = mi V2i = T2 − T1
2 1 2 1
i
The kinetic energy can be expressed as a kinetic energy of the center of mass and a T of the particles relative to
the center of mass.
1X
T = mi (V + V0i ) · (V + V0i ) (4.36)
2
i
1X X 1X
= mi V 2 + mi V0i · V + mi (V0i )2
2 2
| i {z } | i {z } | i {z }
MV ( i mi Vi )·V internal
Note X X
mi V0i = mi Vi − M V = 0
i i
Proof
X d X
mi V0i = mi ri (4.37)
dt
i i
d X mi ri
=M
dt M
i
dR
=M
dt
=M V
XZ 2
W12 = T2 − T1 = Fi · dri (4.38)
i 1
44
CHAPTER 4. CLASSICAL MECHANICS 4.1. MECHANICS OF A SYSTEM OF PARTICLES
Note
Note
Z 2 Z 2
∇i Vi · dri = − (dri · ∇i )Vi (4.41)
1 1
Z 2 2
=− dVi = Vi
1 1
where
d d d
dri · ∇i = dx
+ dy + dz (4.42)
dx dy dz
XX XX XX X
Aij = Aij + Aji + Aii (4.43)
i j i j<i i j>i i
XXZ 2 XXZ 2
− ∇i Vij rij · dri = − ∇i Vij (rij ) · dri ∇j Vji (rij ) · drj (4.44)
i j 1 i j<i 1
XXZ 2
=− ∇ij Vij (rij )drij
i j<i 1
XXZ 2
=− (drij · ∇ij )Vij
i j<i 1
XXZ 2
=− dV ij
i j<i 1
XX 2
=− Vij
1
i j<i
1 X X 2
=− Vij
2 1
i j
45
4.2. CONSTRAINTS CHAPTER 4. CLASSICAL MECHANICS
4.2 Constraints
Constraints are scleronomous if they do not depend explicitly on time, and are rheonomous if they do.
(f r1 , r2 , . . ., rN , t)= 0 (holonomic)
Z 2
W12 = f i · dri (4.47)
1
Z 2
= f i · vi dt
1
P
In other words, infintesimally, i fi · δri = 0.
Not all constraint forces obey this condition, like a frictional force due to sliding on a surface.
So at equilibrium, Fi = 0, thus
(a)
X X X
Fi · δri = Fi · δri + f i · δri (4.48)
i i i
(a)
X
= Fi · δri
i
46
CHAPTER 4. CLASSICAL MECHANICS 4.3. D’ALEMBERT’S PRINCIPLE
We want to derive Lagrange’s equations for a set of generalized corrdinates that can be used to eliminate a
set of holonomic constraints. Here we go. . . we start with Newton’s equations (valid for Cartesian Coordinates)
X
(Fi − Ṗi ) · δri = 0 (4.50)
i
D’Alembert’s principle:
X (a)
X X (a)
Fi − Ṗi · δri + f i · δri = Fi − Ṗi · δri = 0 (4.51)
i i i
ri = ri (q1 , q2 , . . . , qN , t)
d
vi = ri (4.52)
dt
X ∂ri dqj ∂ri
= +
∂qj dt ∂t
j
X ∂ri ∂ri
= q̇j +
∂qj ∂t
j
X ∂ri
δri = δqj (4.53)
∂qj
j
X XX ∂ri
Fi · δri = Fi · (4.54)
∂qj
i i j
X
= Qj δqj
j
X X
Ṗi · δri = mi r̈i (4.55)
i i
X ∂ri
= mi r̈i · δqj
∂qj
i,j
47
4.3. D’ALEMBERT’S PRINCIPLE CHAPTER 4. CLASSICAL MECHANICS
Note:
X d ∂ri
X
∂ri
d ∂ri
mi ṙi · = mi r̈i · + mi ṙi ·
dt ∂qj ∂qj dt ∂qj
i i
d ∂ ri ∂ vi ∂ vi ∂ ri
and, dt ∂qj = ∂qj ; recall ∂ q̇j = ∂qj
X X d ∂v i ∂v
i
Ṗi · δri = mi vi · − mi vi · δqj (4.56)
dt ∂ q̇j ∂qj
i i,j | {z } | {z }
∂ ∂
∂qj ( m i v i ) ∂q (
mi vi )
X d ∂T
∂T
= − · δqj
dt ∂ q̇j ∂q
j
Note: the only restriction on the constraints is that the net virtual work of the constraint forces vanish. (In-
cludes some non-holonomic constraints!)
In the case of holonomic constraints, it is possible to find a set of independent coordinates that obey the
constraint conditions.
ri = ri (q1 , . . . qN , t)
Fi = −∇i V (r1 , . . . rN )
∂ X ∂ri ∂
= (4.58)
∂qj ∂qj ∂ri
j
X ∂ri
= · ∇i
∂qj
i
Generalized forces:
X ∂ri
Qj = Fi · (4.59)
∂qj
i
X ∂ri
=− · ∇i V
∂qj
i
∂V
=−
∂qj
d ∂T ∂
− (T − V ) = 0 (4.60)
dt ∂ q̇j ∂qj
If V = V (r1 , . . . rN ) as above, then:
∂V
=0
∂ q̇j
48
CHAPTER 4. CLASSICAL MECHANICS 4.4. VELOCITY-DEPENDENT POTENTIALS
and
d ∂L ∂L
− =0 (4.61)
dt ∂ q̇j ∂qj
where L(q, q̇, t) = T (q̇, q) − V (q, t)
Note:
d
L0 (q, q̇, t) = L(q, q̇, t) +
F (q, t) (4.62)
dt
d ∂L0 ∂L0
d ∂ dF ∂ dF
− = L+ − L+ (4.63)
dt ∂ q̇i ∂ q̇i dt ∂ q̇i dt ∂qi dt
d X ∂F ∂F
F (q, t) = q̇i + (4.64)
dt ∂qi ∂t
i
∂ dF ∂F ∂ d d ∂
= =
∂ q̇i dt ∂qi ∂qi dt dt ∂qi
d ∂L d ∂F ∂L ∂ d d ∂L ∂L
+ − − F = − (4.65)
dt ∂ q̇i dt ∂qi ∂qi ∂qi dt dt ∂ q̇i ∂qi
or with L = T − U
d ∂L ∂L
− =0
dt ∂ q̇j ∂qj
U = “generalized potential”
∂A
E(r, t) = −∇φ(r, t) − (4.70)
∂t
49
4.5. FRICTIONAL FORCES CHAPTER 4. CLASSICAL MECHANICS
∂ d ∂
(v) = (r) (4.75)
∂x dt ∂x
d
= x̂
dt
=0
d ∂U
F = − ∇U + (4.77)
dt ∂v
dA ∂A dA
=q −∇φ + − +v×B−
dt ∂t dt
=q[E + v × B]
1X ←→
F = vi · k · vi (4.78)
2
i
1X 2 2 2
= (kx vix + ky viy + kz viz )
2
i
50
CHAPTER 4. CLASSICAL MECHANICS 4.5. FRICTIONAL FORCES
∂U
Suppose a force cannot be derived from a scalar potential U (q, q̇, t) by the prescription: Qj = − ∂q j
+
d ∂U
dt ∂ q̇j for example, the frictional force Ff ix = −kx vix . In this case we cannot use Lagrange’s equations in
their form, but rather in the form:
d ∂L ∂L d ∂U ∂U
− = Qj − − = Qf i (4.79)
dt ∂ q̇j ∂qj dt ∂ q̇j ∂qj
Note:
Z
Wf = Ff · dr (4.80)
Z
= −∇F
| {z · v} dt
−2F
Z
dWf
= dt
dt
(4.81)
X ∂ri
Qj = Ff i · (4.82)
∂qj
i
X ∂ri
= −∇vi F ·
∂qj
i
X ∂vi
= − · ∇v i F
∂ q̇j
i
∂F
=−
∂ q̇j
Qj = − ∂∂F
q̇j = the generalized force arising from friction
51
4.5. FRICTIONAL FORCES CHAPTER 4. CLASSICAL MECHANICS
X1
T = mi vi2 (4.84)
2
i
2
X1 X ∂ri ∂ri
= mi q̇j +
2 ∂qj ∂t
i j
X 1X
=mo + mj q̇j + mjk q̇j q̇k
2
j j,k
=To + T1 + T2
X1 2
∂ri
mo = mi (4.85)
2 ∂t
i
X ∂ri ∂ri
mj = mi · (4.86)
∂t ∂qj
i
X ∂ri ∂ri
mjk = mi · (4.87)
∂qj ∂qk
i
∂ri
mo and mj = 0, if =0
∂t
Problem 23 of Goldstein
L =T − V (4.88)
1
= mvz2 − mgz (4.89)
2
1
F = kvz2 (4.90)
2
∂F
Qz = − (4.91)
∂vz
= − kvz
Lagrange’s equation:
d ∂L
− kvz (4.92)
dt ∂vz
d
(mvz ) + mg = −kvz
dt
or
dvz (t) k
+ vz (t) = −g
dt m
This is of the form:
dy(t)
+ p(t)y(t) = q(t)
dt
52
CHAPTER 4. CLASSICAL MECHANICS 4.5. FRICTIONAL FORCES
or
d
[α(t)y(t)] = α(t)
dt
where: t
α(t) = e p(t )dt
dα
= α(t)p(t)
dt
In our case:
t k
t dt
α(t) =e m (4.93)
k
=e t
m
d h kt i dV (t) k
k
z
e m Vz (t) = + Vz (t) e m t (4.94)
dt dt m
k
= − ge m t
Z t
k k
e m t Vz (t) = −ge m t dt0 (4.95)
mg k
=− emt + c
k
mg k
Vz (t) = − + ce− m t (4.96)
k
mg h k
i
=− 1 − e− m t
k
mg
Vz (0) = − +c (4.97)
k
=0
mg
c= (4.98)
k
dVz
=0 t∗ =∞
dt
1 − ext
lim = lim −tex k
x = −m
x→0 x x→0
=−t
Note:
lim Vz (t) = −gt (4.100)
k
m
→0
53
Chapter 5
Variational Principles
1 1
T = m(ẋ2m + ẏm
2
) + M (ẋ2M + ẏM 2
) (5.1)
2 2
1 1
= m(ṡ2 + 2ẋṡ · cos θ + ẋ2 ) + M ẋ2
2 2
V =mgy (5.2)
= − mg · sin θ
1 1
L = m(ṡ2 + 2ẋṡ · cos θ + ẋ2 ) + M ẋ2 + mgs · sin θ (5.3)
2 2
d ∂L ∂L d ∂L ∂L
− =0 − =0
dt ∂ ṡ ∂s dt ∂ ẋ ∂x
∂L ∂L
= mg · sin θ =0
∂s ∂x
∂L ∂L
= mṡ + mẋ · cos θ = (m + M )ẋ + mṡ · cos θ
∂ ṡ ∂ ẋ
d d
[mṡ + mẋ · cos θ] = mg · sin θ [(m + M )ẋ + mṡ · cos θ] = 0
dt dt | {z }
constant of motion
54
CHAPTER 5. VARIATIONAL PRINCIPLES 5.1. HAMILTON’S PRINCIPLE
(2.)
(1.) − cos θ gives:
(m + M )
ẍ m · cos θ − = mg · sin θ (5.4)
cos θ
or
cos θ
ẍ =mg · sin θ · 2
(5.5)
m cos θ − (m + M )
=Ax
1
x(t) = xo + ẋo t + Ax t2 (5.6)
2
m·cos θ
(1.) − (m+M ) (2.) gives:
(m · cos θ)2
s̈ m − = mg · sin θ (5.7)
(m + M )
or
(m + M )
s̈ =mg · sin θ · (5.8)
m(m + M ) − m2 · cos2 θ
=As
1
s(t) = so + ṡo t + As t2 (5.9)
2
L=T −U (5.11)
d ∂L ∂L
has a stationary value, that is to say δS = 0, which leads to the Lagrange equations: dt ∂ q̇ − ∂q = 0, and the
generalized forces are:
d ∂U ∂U
Qj = − (5.12)
dt ∂ q̇ ∂q
55
5.2. COMMENTS ABOUT HAMILTON’S PRINCIPLE CHAPTER 5. VARIATIONAL PRINCIPLES
Note: Hamilton’s Principle takes the form of an un-constrained variation of the action integral.
If the system constraints are holonomic, i.e. can be written as :
fα (q1 , q2 , . . . qN ) = 0
α = 1, . . . K
Then a set of generalized coordinates can always be found, q10 , q20 . . . qN 0
−K , that satisfy the constraint conditions,
in which case Hamilton’s Principle is both a necessary and sufficient condition for Lagrange’s equations.
If nonholonomic constraints are present such that a set of generalized coordinates cannot be defined that
satisfy the constraints, sometimes these constraints can be introduced through a constrained variation of the
action integral with the method of Lagrange multipliers.
Suppose we consider a more general form of constraint, formally a type of nonholonomic constraint, called
semi-holonomic:
fα (q1 , q2 , . . . qN , q̇1 , q̇2 , . . . q̇N , t) = 0
α = 1, . . . K
Consider the constrained variation of the action:
k
Z !
X
δ L(q, q̇, t) + λα (q, q̇, t)fα (q, q̇) dt = 0 (5.13)
α<1
" !# !
d ∂L ∂L d ∂ X ∂ X
− + λα fα − λα fα =0 (5.14)
dt ∂ q̇k ∂qk dt ∂ q̇k α
∂qk α
or
d ∂L ∂L
Q0k = − (5.15)
dt ∂ q̇k ∂qk
where !#
∂ X d ∂ X
Q0k = λα fα − λα fα (5.16)
∂qk α
dt ∂ q̇k α
if the generalized force of constraint, in terms of the yet-to-be-determined Lagrange multipliers λα . So here, the
forces of constraint will be supplied as part of the solution to the problem!
By solving explicitly for the constraint forces, there is no need to try and find a generalized set of coordinates
(which cannot be done for semi-holonomic constraints).
Expanding out the expression for Qk we obtain:
X ∂fα
d ∂fα
0
Qk = λα −
α
∂qk dt ∂ q̇k
X ∂λα
d ∂λα
+ − fα
α
∂qk dt ∂ q̇k
X ∂λα dfα dλα ∂fα
− + (5.17)
α
∂ q̇k dt dt ∂ q̇k
56
CHAPTER 5. VARIATIONAL PRINCIPLES 5.2. COMMENTS ABOUT HAMILTON’S PRINCIPLE
which must be imposed in order to solve for the λα , also implies that dfdtα = 0. Imposition of these conditions on
Q0k leads to:
X ∂fα d ∂fα dλα ∂fα
0
Qk = λα − (5.18)
α
∂qk dt ∂ q̇k dt ∂ q̇k
which is the same result we would have obtained if we assumed from the start that λα = λα (t) only. Note further
that if the fα were actually holonomic constraints, fα (q1 , . . . qN ) = 0,
X ∂fα
Q0k = λα (5.19)
α
∂qk
M = mass of hoop
1 1
T = M v 2 + Iω 2 (5.20)
2 2
v =ẋ (5.21)
2
I =M r (5.22)
ω =θ̇ (5.23)
1 1
T = M ẋ2 + M r2 θ̇2 (5.24)
2 2
V =mgy (5.25)
=M g(` − x) sin φ
1 1
L = M ẋ2 + M r2 θ̇2 − M g(` − x) sin φ (5.26)
2 2
ẍ = g · sin φ θ̈ = 0
1
x(t) = xo + ẋo t + g · sin φ · t2 θ(t) = θo + θ̇o · t
2
57
5.2. COMMENTS ABOUT HAMILTON’S PRINCIPLE CHAPTER 5. VARIATIONAL PRINCIPLES
If starting at rest at top of wedge (xo = 0, ẋo = 0) the time it would take to go down would be:
1
x(tf ) = ` = g · sin φ · t2f (5.27)
2
s
2`
tf =
g · sin φ
Note, tf does not depend on θo or θ̇o . If θo = 0 and θ̇o = 0, then θ(t) = 0, and the hoop completely slips down
the wedge.
Consider now the constraint the hoop must roll down the wedge without slipping. The constraint condition is
that rdθ = dx, or rθ̇ = ẋ, hence:
f1 = rθ̇ − ẋ = 0
R
The constrained variation δ{ (L + λ1 f1 )dt} = 0 gives:
0 d ∂L ∂L 0 d ∂L ∂L
Qx = − Qθ = −
dt ∂ ẋ ∂ ẋ dt ∂ θ̇ ∂ θ̇
∂f1 d ∂f1 ∂f1 d ∂f1
Q0x = λ1 − Q0θ = λ1 −
∂x dt ∂ ẋ ∂θ dt ∂ θ̇
∂f1 ∂f1
= −λ̇1 = −λ̇1
∂ ẋ ∂ θ̇
= 0 − λ̇1 (−1) = λ̇1 = 0 − λ̇1 r = −λ̇1 r
rθ̈ − ẍ = 0 (5.28)
d
(M ẋ) − M g · sin φ = λ̇1 (5.29)
dt
d
(M r2 θ̇) = −λ̇1 r (5.30)
dt
Solving for ẍ, θ̈ and λ̇ we obtain:
M r2 θ̈ = − λ̇1 r (5.31)
=M rẍ
(5.32)
or
M ẍ = − λ̇1 (5.33)
=λ̇1 M g · sin φ
(5.34)
or
−M g · sin φ
λ̇1 = (5.35)
2
g · sin φ
ẍ = (5.36)
2
58
CHAPTER 5. VARIATIONAL PRINCIPLES 5.2. COMMENTS ABOUT HAMILTON’S PRINCIPLE
1
2 the acceleration with slipping
g · sin φ
θ̈ = (5.37)
2r
s
4`
tf = (5.38)
g · sin φ
Note: we “pretended” in this problem we had a semi-holonomic constraint
fα = rθ − x = 0 = fα (x, θ)
∂L X ∂L X ∂L X ∂L X d ∂L
= + q̇k + q̈k − q̈k − q̇k
∂t ∂qk ∂ q̇k ∂ q̇k dt ∂ q̇k
k k k k
∂L X d ∂L ∂L
= − q̇k − (5.40)
∂t dt ∂ q̇k ∂qk
k
∂L
Hence, if ∂t = 0, then
X d ∂L ∂L
q̇k − =0 (5.41)
dt ∂ q̇k ∂qk
k
d ∂L ∂L
If the Lagrange equations dt ∂ q̇k − ∂qk = 0 are satisfied, this gives the first integral equation:
" #
d X ∂L ∂L
L(q, q̇, t) − q̇k = (5.42)
dt ∂ q̇k ∂t
k
59
5.3. CONSERVATION THEOREMS AND SYMMETRY CHAPTER 5. VARIATIONAL PRINCIPLES
d ∂L
h(q1 , . . . qN , q̇1 . . . q̇N , t) = −
dt ∂t
∂L
If there is an “ignorable” coordinate in that ∂qk = 0, then clearly:
d ∂L d
=0= Pk
d ∂ q̇k dt
hence Pk =constant
Also more generally if:
X ∂L
Wk = 0, where Wk 6= Wk (t)
∂qk
k
X
then Wk Pk = constant
k
Symmetry: Finally note that time t is “reversible” in the equations of motion: reversing the velocities q̇(t) sends
the trajectory backwards along the same path.
60
Chapter 6
since t = t0 and relates two reference frames to one another, where the r0 frame moves with constant velocity
relative the r frame.
A fundamental assumption of classical mechanics (that breaks down in relativistic mechanics) is that the
classical equations of motion are invariant to Galilean transformation.
1
T = m(ẋ2 + ẏ 2 + ż 2 ) Cartesian (6.1)
2
1
= m(ṙ2 + r2 θ̇2 + r2 sin θ · φ̇2 ) Spherical (6.2)
2
1
= m(ṙ2 + r2 φ̇2 + ż 2 ) Cylindrical (6.3)
2
d ∂L
(mẋ) − =0 (6.5)
dt ∂x
or
d ∂L
− L − ẋ =0 (6.6)
dt ∂ ẋ
61
6.3. MOTION IN 1-DIMENSION CHAPTER 6. CENTRAL POTENTIAL AND MORE
1 1
− mẋ − U (x) − mẋ = mẋ2 + U (x)
2 2
(6.7)
2 2
=E = constant
r
dx 2
ẋ = = (E − U (x)) (6.8)
dt m
Z
dx dx
dt = q t= q ·c
2 2
m (E − U (x)) m (E − U (x))
Calculating the period T (E) between the turing points x1 (E) and x2 (E):
Z x (E) Z x (E)
T (E) = dt + (−dt) (6.9)
x (E) x (E)
Z x (E)
=2 dt
x (E)
Z x (E)
dx
=2 q
2
x (E)
m (E − U (x))
1
L = mẋ2 − U (x) (6.10)
2
=T (ẋ) − U (x)
in general, T = To (q) + T1 (q, q̇) + T2 (q, q̇) if x = x(q) and not x = x(q, t), then:
1
L = m · a(q) · q̇ 2 − U (q) (6.12)
2
∂L
E =q̇ −L (6.13)
∂ q̇
1
= ma(q)q̇ 2 + U (q)
2
r
2 dq
· a(q) [E − U (q)] = q̇ = (6.14)
m dt
62
CHAPTER 6. CENTRAL POTENTIAL AND MORE 6.4. CLASSICAL VIRAL THEOREM
r Z
dq m dq
dt = q t= p +C
2
· a(q) [E − U (q)] 2 a(q) [E − U (q)]
m
r Z x (E)
M dq
T (E) = 2 p (6.15)
2 x (E) a(q) [E − U (x)]
1 τ dG
Z
dG
= lim dt (6.17)
dt τ →∞ τ 0 dt
1
= lim [G(τ ) − G(0)]
τ τ →∞
=0, when lim G(τ ) < constant
τ →∞
In this case, * +
dG X
= 0 = h2T i + Fi · ri
dt
i
or
* +
X
2 hT i = − Fi · ri Viral theorem (6.18)
i
63
6.5. CENTRAL FORCE PROBLEM CHAPTER 6. CENTRAL POTENTIAL AND MORE
1 X m1 r1 + m2 r2
R≡ mi ri = , r ≡ r2 − r1 (6.21)
M m1 + m2
i
X
M= mi = m1 + m2
i
m1 · m2
µ=
m1 + m2
or
1 1 1
= +
µ m1 m2
d ∂L ∂L
− = M R̈ = 0 (6.22)
dt ∂ Ṙ ∂R
1
L = µ(ṙ2 + r2 θ̇2 ) − V (r) (6.25)
2
Since L is conserved (a constant), and L · r = 0, (L ⊥ r) motion must occur in a plane.
d ∂L ∂L d
− = (µr2 θ̇) −0 = 0 (6.26)
dt ∂ θ̇ ∂θ dt | {z }
Pθ
µr2 θ̈ =0 (6.27)
Iω 2 =Ṗθ (6.28)
64
CHAPTER 6. CENTRAL POTENTIAL AND MORE 6.5. CENTRAL FORCE PROBLEM
1. µr2 θ̇ = Pθ = ` (6.29)
constant (angular momentum)
d ∂L ∂L d ∂V
2. − = (µṙ) − µrθ̇2 + =0 (6.30)
dt ∂ ṙ ∂ ṙ dt ∂r
|{z}
dV
dr
dA
` =2µ (6.31)
dt
dA
= constant (6.32)
dt
" 2 #
`2 dV dV 1 `
µr̈ − 3 = − µr̈ = − V +
µr dr dr 2µ r
dr
Multiply both sides by dt , we obtain:
d1 2
µr̈ · ṙ = µṙ (6.33)
dt
2
" #
dr d 1 ` 2
=− V +
dt dr 2µ r
" #
d 1 ` 2
=− V +
dt 2µ r
Combining, we obtain the conservation of the energy function (which we knew should be!)
" #
1 ` 2
d 1 2
µṙ + +V =0 (6.34)
dt 2 2µ r
or 2
1 2 1 `
µṙ + + V = E = constant (6.35)
2 2µ r
Note: this is 1st integral.
1 1
θ̇ · µr2 θ̇ + ṙµṙ − µr2 θ̇2 − µṙ2 + V (r)
2 2
We begin with the first integral 6.35, since it does not couple r and θ. Solving for ṙ:
v
`2
u
u2 dr
ṙ = uuµ (E −V (r) − 2
)= (6.36)
t 2µr dt
| {z }
−V (r)
65
6.5. CENTRAL FORCE PROBLEM CHAPTER 6. CENTRAL POTENTIAL AND MORE
`2
V 0 (r) = V +
2µr2
dr
dt = r (6.37)
2 `
µ E − V (r) − 2µr
Solving for t(r) and inverting gives r(t), then first integral µrθ̇ = ` = µr dθ
dt gives:
Z t
dt
θ(t) = ` 2
+ θo (6.39)
0 µr (t)
Note, this is equivalent to the problem of a particle of mass µ moving under the influence of an effective
potential:
1
E = µṙ2 + V 0 (r) (6.40)
2
Example:
`2
V 0 (r) = V (r) +
2µr2
with
dV `2
Fr0 = − + 3 (6.41)
dr µr
|{z}
centrifugal force
E ≥V0 ≥V
k
V =− (6.42)
r
k
f =− 2 (6.43)
r
(gravitational electrostatic)
Sometimes we are interested not necessarily in r(t) and θ(t), but rather on r(θ) or θ(r) or some other relation
between r and θ that describe to orbit. Recall:
dθ `
= 2 (6.44)
dt µr
s
`2
dr 2
= E−V − (6.45)
dt µ 2µr2
66
CHAPTER 6. CENTRAL POTENTIAL AND MORE 6.6. CONDITIONS FOR CLOSED ORBITS
dr dθ dr dr ` dr
= = 2 (6.46)
dt dt dθ dt µr dθ
µr2 dr
dθ · = dt = r (6.47)
` 2 `
µ E−V − 2µr
` · dr
dθ = r (6.48)
2 `
µr2 µ E−V − 2µr
Z r
dr
θ= q + θo (6.49)
2µE 2µV 1
ro r2 `
− `
− r
V =arn+1 (6.51)
n
Fr =(n + 1)ar (6.52)
dV 0
− = 0 =f 0 (ro )
dr ro
`2
=f (ro ) +
µro3
`
for circular orbit, equivalent to f (ro ) = − µr
o
d2 V 0
if >0 (stable orbit)
dr2 ro
<0 (unstable orbit)
67
6.7. BERTRAND’S THEOREM CHAPTER 6. CENTRAL POTENTIAL AND MORE
d2 V 0 3`2
df
− = −
dr2 ro dr ro µro4
1
U≡ = Uo + a cos βθ
r
Condition for closed orbits(eventually retraces itself), and we have:
d ln f k
= β2 − 3 f (r) = − (6.55)
d ln r r3−β
were β is a rational number.
It turns out, that for arbitrary perturbations (not only small ones), stable closed orbits are possible only for
β 2 = 2 and β 2 = 4. This was proved by Bertrand.
−k
f (r) = (6.56)
r3 − β2
where:
−k
1. β 2 = 1 and f (r) = r
(inverse square law)
−k −k r
V = F=
r r2 r
68
CHAPTER 6. CENTRAL POTENTIAL AND MORE 6.8. THE KEPLER PROBLEM
Z
du
θ =θ0 − q (indefinite integral) (6.57)
2µ 1
`
E−V u − u2
Z
du
=θ0 − q V = −k · u
2µ
`
[E + ku] − u2
Note: Z
du 1 β + 2γu
p = −√ arccos − √ (6.58)
α + βu + γu2 −γ q
where q ≡ β 2 − 4αγ
let:
2µE 2µk
α≡ β= γ =−1
`2 l2
2
2E`2
2µk
q= 1+ (6.59)
`2 µk 2
Note: cos(a) = cos(−a), thus arccos can give ±
` U
µk−1
θ = θ0 − arccos q (6.60)
2E`
1+ µk
s
2E`2
1+
=e
µk 2
1 − `µku
− cos(θ − θ0 ) = (6.61)
e
`2
e · cos(θ − θ0 ) + 1 = u
µk
Only 3 of 4 constants appear in the orbit equation
1 µk
= 2 1 + e · cos(θ − θ0 )
u= (6.62)
r `
θ0 = turning point of orbit
a(1 − e2 )
r= (6.63)
[1 + e · cos(θ − θ0 )]
where a is the semimajor axis
1
a = (r1 + r2 ) (6.64)
2
−k
=
2E
69
6.8. THE KEPLER PROBLEM CHAPTER 6. CENTRAL POTENTIAL AND MORE
s
2E`2
e= 1+ (6.65)
µk 2
s
`2
= 1−
µka
1 `2
2
e 1
E =T +V = − (6.66)
2 µr2 4πo r
1 `2
2
2 e
= u − u
2 µ 4πo
`2 e2
dE
= u− =0 (6.67)
du µ 4πo
leads to:
2
∗ µ e 1
U = 2 = ∗ (6.68)
` 4πo r
2
` 4πo
r∗ = (6.69)
µ e2
e2
∗ 1
E =− (6.70)
2 4πo r∗
If ` is chosen to be quantized: ` = nh̄, n = 1,2 . . .
Note:
4πo · h̄2
ao ≡
e2 me
The Bohr atom radii and energy states:
n2 h̄2 4πo
rn = (6.71)
µ e2
1 e2 1
En = − · · (6.72)
2 4πo rn
The equation for the motion it time for the Kepler problem:
r Z r
µ dr
t= q (6.73)
2 ro E + k − `
r 2µr
3 Z θ
` dθ
= 2 (6.74)
µk θo [1 + e · cos(θ − θ0 )]2
Z tan( θ )
`3
= (1 + x2 )dx for e = 1 (6.75)
2µk 2 0
70
CHAPTER 6. CENTRAL POTENTIAL AND MORE 6.9. THE LAPLACE-RUNGE-LENZ VECTOR
or:
`3
θ 1 θ
t= tan + tan3 (6.76)
2µk 2 2 3 2
Parabolic motion. Hard to invert!
r = a(1 − e cos Ψ)
r
µa3 Ψ
Z
t(Ψ) = (1 − e cos Ψ)dΨ (6.77)
k 0
r
µ
= a (Ψ − e sin Ψ)
k
τ =t(2π) (6.78)
r
µ
=2π a (period)
k
(6.79)
Note: Kepler’s 3rd law, K = +G(m1 · m2 ), for all planets m2 = mass of the sun. (6.80)
2πa
τ =p ∼C ·a
G(m1 · m2 )
2π
ω= (Revolution frequency) (6.81)
s τ
k
=
µa3
s
k 1
=
µ a
−k
V = (6.83)
r
(6.84)
−k r
f (r) = 2 (6.85)
r r
r
=f (r)
r
d d r
(p × L) = −mf (r)r2 (6.86)
dt dt r
71
6.9. THE LAPLACE-RUNGE-LENZ VECTOR CHAPTER 6. CENTRAL POTENTIAL AND MORE
for:
−k
f (r) = (6.87)
r2
d µkr
=
dt r
72
Chapter 7
Scattering
7.1 Introduction
I = intensity (flux density) of incident particles
dΩ ≡ 2π sin θdθ
Θ = scattering angle
s = impact parameter
`
=
mvo
`
= √
2mE
= S(θ, E)
rm = distance of periapsis
Θ = π − 2Ψ (7.1)
73
7.1. INTRODUCTION CHAPTER 7. SCATTERING
Recall: Z r
dr
Θ= q + Θo (7.4)
2µE 2µV 1
ro r2 − −
|{z}
` ` r π
Z ∞
dr
Ψ= q = Ψ(E, `) (7.6)
2µ 1
rm r2 `
[E − V (r)] − r
`
Note: θ̇ = µr
= constant, hence it cannot change sign (is monotonic in time)
1 2
E = µV∞ (7.7)
2
|`| = ` = |r × p| = constant
r×p= x̂ ŷ ẑ
∞ s 0
µV∞ 0 0
=µV∞ sẑ
1 2
p
` =µV∞ s E = µV∞ µV∞ = 2µE
2
p
`=s· 2µE (7.8)
Θ(s) =π − 2Ψ (7.9)
Z ∞
sdr
=π − 2 r
rm V (r)
r r2 1 − E − s2
Z um
sdu
=π − 2 q
0 V (u)
1− E − s2 u2
2µ 2µ 1
2
= 2 = 2
` s · 2µE s E
74