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KARL SVOZ I L

MAT HEMAT I CAL MET H-


ODS OF T HEORET I CAL
PHYSI CS
EDI T I ON F UNZ L
Copyright 2012 Karl Svozil
PUBLI SHED BY EDI TI ON FUNZL
First Edition, October 2011
Second Edition, December 2012
Contents
Introduction 13
Part I: Metamathematics and Metaphysics 17
1 Unreasonable effectiveness of mathematics in the natural sciences 19
2 Methodology and proof methods 23
3 Numbers and sets of numbers 27
Part II: Linear vector spaces 29
4 Finite-dimensional vector spaces 31
4.1 Basic denitions 31
4.1.1 Fields of real and complex numbers, 31.4.1.2 Vectors and vector space, 32.
4.2 Linear independence 33
4.3 Subspace 33
4.3.1 Scalar or inner product, 34.4.3.2 Hilbert space, 35.
4.4 Basis 36
4.5 Dimension 37
4.6 Coordinates 37
4.7 Finding orthogonal bases from nonorthogonal ones 39
4.8 Dual space 41
4.8.1 Dual basis, 42.4.8.2 Dual coordinates, 45.4.8.3 Representation of a func-
tional by inner product, 45.4.8.4 Double dual space, 46.
4
4.9 Tensor product 47
4.9.1 Denition, 47.4.9.2 Representation, 47.
4.10 Linear transformation 48
4.10.1 Denition, 48.4.10.2 Operations, 48.4.10.3 Linear transformations
as matrices, 49.
4.11 Direct sum 50
4.12 Projector or Projection 51
4.12.1 Denition, 51.4.12.2 Construction of projectors from unit vectors, 51.
4.13 Change of basis 53
4.14 Mutually unbiased bases 57
4.15 Rank 58
4.16 Determinant 60
4.16.1 Denition, 60.4.16.2 Properties, 60.
4.17 Trace 61
4.17.1 Denition, 61.4.17.2 Properties, 61.
4.18 Adjoint 61
4.18.1 Denition, 61.4.18.2 Properties, 62.4.18.3 Matrix notation, 62.
4.19 Self-adjoint transformation 62
4.20 Positive transformation 63
4.21 Orthonormal transformations 63
4.22 Permutation 64
4.23 Unitary transformations and isometries 64
4.23.1 Denition, 64.4.23.2 Characterization of change of orthonormal basis,
65.4.23.3 Characterization in terms of orthonormal basis, 65.
4.24 Perpendicular projectors 66
4.25 Proper value or eigenvalue 67
4.25.1 Denition, 67.4.25.2 Determination, 68.
4.26 Normal transformation 71
4.27 Spectrum 72
4.27.1 Spectral theorem, 72.4.27.2 Composition of the spectral form, 72.
4.28 Functions of normal transformations 73
4.29 Decomposition of operators 74
4.29.1 Standard decomposition, 74.4.29.2 Polar representation, 74.4.29.3 Decomposition
of isometries, 74.4.29.4 Singular value decomposition, 75.4.29.5 Schmidt de-
composition of the tensor product of two vectors, 75.
4.30 Commutativity 76
4.31 Measures on closed subspaces 79
4.31.1 Gleasons theorem, 80.4.31.2 Kochen-Specker theorem, 80.
5
5 Tensors 83
5.1 Notation 83
5.2 Multilinear form 84
5.3 Covariant tensors 84
5.3.1 Basis transformations, 85.5.3.2 Transformation of tensor components, 86.
5.4 Contravariant tensors 87
5.4.1 Denition of contravariant basis, 87.5.4.2 Connection between the trans-
formation of covariant and contravariant entities, 88.
5.5 Orthonormal bases 88
5.6 Invariant tensors and physical motivation 89
5.7 Metric tensor 89
5.7.1 Denition metric, 89.5.7.2 Construction of a metric from a scalar prod-
uct by metric tensor, 89.5.7.3 What can the metric tensor do for us?, 90.5.7.4 Transformation
of the metric tensor, 90.5.7.5 Examples, 91.
5.8 General tensor 94
5.9 Decomposition of tensors 95
5.10 Form invariance of tensors 95
5.11 The Kronecker symbol 101
5.12 The Levi-Civita symbol 101
5.13 The nabla, Laplace, and DAlembert operators 102
5.14 Some tricks and examples 103
5.15 Some common misconceptions 109
5.15.1 Confusion between component representation and the real thing, 109.
5.15.2 A matrix is a tensor, 109.
6 Projective and incidence geometry 111
6.1 Notation 111
6.2 Afne transformations 111
6.2.1 One-dimensional case, 112.
6.3 Similarity transformations 112
6.4 Fundamental theorem of afne geometry 112
6.5 Alexandrovs theorem 112
Part III: Functional analysis 113
7 Brief review of complex analysis 115
6
7.1 Differentiable, holomorphic (analytic) function 116
7.2 Cauchy-Riemann equations 116
7.3 Denition analytical function 116
7.4 Cauchys integral theorem 117
7.5 Cauchys integral formula 118
7.6 Laurent series 119
7.7 Residue theorem 120
7.8 Multi-valued relationships, branch points and and branch cuts 123
7.9 Riemann surface 123
7.10 Fundamental theorem of algebra 123
8 Brief review of Fourier transforms 125
8.0.1 Functional spaces, 125.8.0.2 Fourier series, 126.8.0.3 Exponential Fourier
series, 128.8.0.4 Fourier transformation, 128.
9 Distributions as generalized functions 131
9.1 Heuristically coping with discontinuities 131
9.2 General distribution 132
9.2.1 Duality, 133.9.2.2 Linearity, 134.9.2.3 Continuity, 134.
9.3 Test functions 134
9.3.1 Desiderata on test functions, 134.9.3.2 Test function class I, 135.9.3.3 Test
function class II, 136.9.3.4 Test function class III: Tempered distributions and
Fourier transforms, 136.9.3.5 Test function class IV: C

, 139.
9.4 Derivative of distributions 139
9.5 Fourier transform of distributions 140
9.6 Dirac delta function 140
9.6.1 Delta sequence, 140.9.6.2
_

_
distribution, 141.9.6.3 Useful formul
involving , 142.9.6.4 Fourier transform of , 145.9.6.5 Eigenfunction expan-
sion of , 146.9.6.6 Delta function expansion, 146.
9.7 Cauchy principal value 147
9.7.1 Denition, 147.9.7.2 Principle value and pole function
1
x
distribution, 147.
9.8 Absolute value distribution 148
9.9 Logarithm distribution 149
9.9.1 Denition, 149.9.9.2 Connection with pole function, 149.
9.10 Pole function
1
x
n
distribution 150
9.11 Pole function
1
xi
distribution 150
9.12 Heaviside step function 151
9.12.1 Ambiguities in denition, 151.9.12.2 Useful formul involving H, 153.
7
9.12.3 H
_

_
distribution, 154.9.12.4 Regularized regularized Heaviside func-
tion, 154.9.12.5 Fourier transform of Heaviside (unit step) function, 154.
9.13 The sign function 155
9.13.1 Denition, 155.9.13.2 Connection to the Heaviside function, 155.9.13.3 Sign
sequence, 156.
9.14 Absolute value function (or modulus) 156
9.14.1 Denition, 156.9.14.2 Connection of absolute value with sign and Heav-
iside functions, 156.9.14.3 Fourier transform of sgn, 157.
9.15 Some examples 157
10 Greens function 165
10.1 Elegant way to solve linear differential equations 165
10.2 Finding Greens functions by spectral decompositions 167
10.3 Finding Greens functions by Fourier analysis 170
Part IV: Differential equations 175
11 Sturm-Liouville theory 177
11.1 Sturm-Liouville form 177
11.2 Sturm-Liouville eigenvalue problem 178
11.3 Adjoint and self-adjoint operators 179
11.4 Sturm-Liouville transformation into Liouville normal form 181
11.5 Varieties of Sturm-Liouville differential equations 183
12 Separation of variables 185
13 Special functions of mathematical physics 189
13.1 Gamma function 189
13.2 Beta function 192
13.3 Fuchsian differential equations 192
13.3.1 Regular, regular singular, and irregular singular point, 193.13.3.2 Power
series solution, 194.13.3.3 dAlambert reduction of order, 197.13.3.4 Computation
of the characteristic exponent, 198.13.3.5 Behavior at innity, 200.13.3.6 Examples,
201.
13.4 Hypergeometric function 206
13.4.1 Denition, 206.13.4.2 Properties, 210.13.4.3 Plasticity, 210.13.4.4 Four
forms, 213.
8
13.5 Orthogonal polynomials 214
13.6 Legendre polynomials 214
13.6.1 Rodrigues formula, 215.13.6.2 Generating function, 216.13.6.3 The
three term and other recursion formulae, 216.13.6.4 Expansion in Legendre poly-
nomials, 218.
13.7 Associated Legendre polynomial 219
13.8 Spherical harmonics 220
13.9 Solution of the Schrdinger equation for a hydrogen atom 220
13.9.1 Separation of variables Ansatz, 221.13.9.2 Separation of the radial part
from the angular one, 222.13.9.3 Separation of the polar angle from the az-
imuthal angle , 222.13.9.4 Solution of the equation for the azimuthal angle
factor (), 223.13.9.5 Solution of the equation for the polar angle factor (),
224.13.9.6 Solution of the equation for radial factor R(r ), 226.13.9.7 Composition
of the general solution of the Schrdinger Equation, 228.
14 Divergent series 229
14.1 Convergence and divergence 229
14.2 Euler differential equation 230
Appendix 233
A Hilbert space quantum mechanics and quantum logic 235
A.1 Quantum mechanics 235
A.2 Quantum logic 238
A.3 Diagrammatical representation, blocks, complementarity 240
A.4 Realizations of two-dimensional beam splitters 241
A.5 Two particle correlations 244
Bibliography 251
Index 265
List of Figures
4.1 Coordinazation of vectors: (a) some primitive vector; (b) some primitive
vectors, laid out in some space, denoted by dotted lines (c) vector coordi-
nates x
2
and x
2
of the vector x (x
1
, x
2
) x
1
e
1
+x
2
e
2
in a standard ba-
sis; (d) vector coordinates x
t
2
and x
t
2
of the vector x (x
t
1
, x
t
2
) x
t
1
e
t
1
+x
t
2
e
t
2
in some nonorthogonal basis. 38
4.2 Gram-Schmidt construction for two nonorthogonal vectors x
1
and x
2
, yield-
ing two orthogonal vectors y
1
and y
2
. 40
4.3 Basis change by rotation of

4
around the origin. 55
4.4 More general basis change by rotation. 56
8.1 Integration path to compute the Fourier transform of the Gaussian. 129
9.1 Plot of a test function (x). 135
9.2 Diracs -function as a needle shaped generalized function. 141
9.3 Delta sequence approximating Diracs -function as a more and more nee-
dle shaped generalized function. 141
9.4 Plot of the Heaviside step function H(x). 151
9.5 Plot of the sign function sgn(x). 155
9.6 Plot of the absolute value [x[. 156
9.7 Composition of f (x) 161
10.1Plot of the two paths reqired for solving the Fourier integral. 172
10.2Plot of the path reqired for solving the Fourier integral. 174
A.1 A universal quantum interference device operating on a qubit can be re-
alized by a 4-port interferometer with two input ports 0, 1 and two output
ports 0
t
, 1
t
; a) realization by a single beam splitter S(T) with variable trans-
mission T and three phase shifters P
1
, P
2
, P
3
; b) realization by two 50:50
beam splitters S
1
and S
2
and four phase shifters P
1
, P
2
, P
3
, P
4
. 242
A.2 Coordinate system for measurements of particles travelling along 0Z 245
A.3 Planar geometric demonstration of the classical two two-state particles cor-
relation. 246
10
A.4 Simultaneous spin state measurement of the two-partite state represented
in Eq. (A.27). Boxes indicate spin state analyzers such as Stern-Gerlach ap-
paratus oriented along the directions
1
,
1
and
2
,
2
; their two output
ports are occupied with detectors associated with the outcomes + and
, respectively. 248
List of Tables
11.1Some varieties of differential equations expressible as Sturm-Liouville dif-
ferential equations 184
A.1 Comparison of the identications of lattice relations and operations for
the lattices of subsets of a set, for experimental propositional calculi, for
Hilbert lattices, and for lattices of commuting projection operators. 238
Introduction
THI S I S A FI RST ATTEMPT to provide some written material of a course It is not enough to have no concept, one
must also be capable of expressing it. From
the German original in Karl Kraus, Die
Fackel 697, 60 (1925): Es gengt nicht,
keinen Gedanken zu haben: man muss ihn
auch ausdrcken knnen.
in mathemathical methods of theoretical physics. I have presented this
course to an undergraduate audience at the Vienna University of Technol-
ogy. Only God knows (see Ref.
1
part one, question 14, article 13; and also
1
Thomas Aquinas. Summa Theologica.
Translated by Fathers of the English
Dominican Province. Christian Classics
Ethereal Library, Grand Rapids, MI, 1981.
URL http://www.ccel.org/ccel/
aquinas/summa.html
Ref.
2
, p. 243) if I have succeeded to teach them the subject! I kindly ask the
2
Ernst Specker. Die Logik nicht gleichzeitig
entscheidbarer Aussagen. Dialectica, 14
(2-3):239246, 1960. DOI : 10.1111/j.1746-
8361.1960.tb00422.x. URL http://dx.
doi.org/10.1111/j.1746-8361.1960.
tb00422.x
perplexed to please be patient, do not panic under any circumstances, and
do not allow themselves to be too upset with mistakes, omissions & other
problems of this text. At the end of the day, everything will be ne, and in
the long run we will be dead anyway.
I AM RELEASI NG THI S text to the public domain because it is my convic-
tion and experience that content can no longer be held back, and access to
it be restricted, as its creators see t. On the contrary, we experience a push
toward so much content that we can hardly bear this information ood, so
we have to be selective and restrictive rather than aquisitive. I hope that
there are some readers out there who actually enjoy and prot from the
text, in whatever form and way they nd appropriate.
TO NEWCOMERS in the area of theoretical physics (and beyond) I strongly
recommend to consider and acquire two related prociencies: If you excuse a maybe utterly dis-
placed comparison, this might be
tantamount only to studying the
Austrian family code (Ehegesetz)
from 49 onward, available through
http://www.ris.bka.gv.at/Bundesrecht/
before getting married.
to learn to speak and publish in L
A
T
E
X and BibTeX. L
A
T
E
Xs various di-
alects and formats, such as REVTeX, provide a kind of template for
structured scientic texts, thereby assisting you writing and publishing
consistently and with methodologic rigour;
to subsribe to and browse through preprints published at the website
arXiv.org, which provides open access to more than three quarters of
a million scientic texts; most of them written in and compiled by L
A
T
E
X.
I suspect (this is a personal subjective opinion) that (the successors of )
this database, which has emerged as a de facto standard from the ini-
tiative of an individual researcher working at the Los Alamos National
Laboratory (the site at which also the rst nuclear bomb has been devel-
oped and assembled), and presently adminitered by Cornell University,
14 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
will eventually bypass if not supersede most scientic journals of today.
It may come as no surprise that this very text is written in L
A
T
E
X and pub-
lished by arXiv.org under eprint number arXiv:1203.4558, accessible
freely via http://arxiv.org/abs/1203.4558.
MY OWN ENCOUNTER with many researchers of different elds and dif-
ferent degrees of formalization has convinced me that there is no single
way of formally comprehending a subject
3
. With regards to formal rigour,
3
Philip W. Anderson. More is different.
Science, 177(4047):393396, August 1972.
DOI : 10.1126/science.177.4047.393. URL
http://dx.doi.org/10.1126/science.
177.4047.393
there appears to be a rather questionable chain of contempt all too of-
ten theoretical physicists suspiciously look down at the experimentalists,
mathematical physicists suspiciously look down at the theoreticians, and
mathematicians suspiciously look down at the mathematical physicists. I
have even experienced the doubts formal logicians expressed about their
collegues in mathematics! For an anectodal evidence, take the claim of a
very prominant member of the mathematical physics community, who
once dryly remarked in front of a fully packed audience, what other peo-
ple call proof I call conjecture!
SO PLEASE BE AWARE that not all I present here will be acceptable to ev-
erybody; for various reasons. Some people will claim that I am too confus-
ing and utterly formalistic, others will claim my arguments are in desparate
need of rigour. Many formally fascinated readers will demand to go deeper
into the meaning of the subjects; others may want some easy-to-identify
pragmatic, syntactic rules of deriving results. I apologise to both groups
from the onset. This is the best I can do; from certain different perspec-
tives, others, maybe even some tutors or students, might perform much
better.
I AM CALLI NG for a greater unity in physics; as well as for a greater esteem
on both sides of the same effort; I am also opting for more pragmatism;
one that acknowledges the mutual benets and oneness of theoretical and
empirical physical world perceptions. Schrdinger
4
cites Democritus with
4
Erwin Schrdinger. Nature and the
Greeks. Cambridge University Press,
Cambridge, 1954
arguing against a too great separation of the intellect (o, dianoia)
and the senses (, aitheseis). In fragment D 125 from Galen
5
, p. 5
Hermann Diels. Die Fragmente der
Vorsokratiker, griechisch und deutsch.
Weidmannsche Buchhandlung, Berlin,
1906. URL http://www.archive.org/
details/diefragmentederv01dieluoft
408, footnote 125 , the intellect claims ostensibly there is color, ostensibly
sweetness, ostensibly bitterness, actually only atoms and the void; to
which the senses retort: Poor intellect, do you hope to defeat us while
from us you borrow your evidence? Your victory is your defeat. German: Nachdem D. [[Demokri-
tos]] sein Mitrauen gegen die
Sinneswahrnehmungen in dem Satze
ausgesprochen: Scheinbar (d. i. konven-
tionell) ist Farbe, scheinbar Sigkeit,
scheinbar Bitterkeit: wirklich nur Atome
und Leeres lt er die Sinne gegen den
Verstand reden: Du armer Verstand, von
uns nimmst du deine Beweisstcke und
willst uns damit besiegen? Dein Sieg ist
dein Fall!
PROFESSOR ERNST SPECKER from the ETH Zrich once remarked that, of
the many books of David Hilbert, most of them carry his name rst, and
the name(s) of his co-author(s) appear second, although the subsequent
author(s) had actually written these books; the only exception of this rule
being Courant and Hilberts 1924 book Methoden der mathematischen
CONTENTS 15
Physik, comprising around 1000 densly packed pages, which allegedly
none of these authors had really written. It appears to be some sort of
collective efforts of scholar from the University of Gttingen.
So, in sharp distinction from these activities, I most humbly present my
own version of what is important for standard courses of contemporary
physics. Thereby, I am quite aware that, not dissimilar with some attempts
of that sort undertaken so far, I might fail miserably. Because even if I
manage to induce some interest, affaction, passion and understanding in
the audience as Danny Greenberger put it, inevitably four hundred years
from now, all our present physical theories of today will appear transient
6
,
6
Imre Lakatos. Philosophical Papers.
1. The Methodology of Scientic Research
Programmes. Cambridge University Press,
Cambridge, 1978
if not laughable. And thus in the long run, my efforts will be forgotten; and
some other brave, courageous guy will continue attempting to (re)present
the most important mathematical methods in theoretical physics.
HAVI NG I N MI ND this saddening piece of historic evidence, and for as long
as we are here on Earth, let us carry on and start doing what we are sup-
posed to be doing well; just as Krishna in Chapter XI:32,33 of the Bhagavad
Gita is quoted for insisting upon Arjuna to ght, telling him to stand up,
obtain glory! Conquer your enemies, acquire fame and enjoy a prosperous
kingdom. All these warriors have already been destroyed by me. You are only
an instrument.

Part I:
Metamathematics and Metaphysics
1
Unreasonable effectiveness of mathematics in the natu-
ral sciences
All things considered, it is mind-boggling why formalized thinking and
numbers utilize our comprehension of nature. Even today people muse
about the unreasonable effectiveness of mathematics in the natural sciences
1
.
1
Eugene P. Wigner. The unreasonable
effectiveness of mathematics in the
natural sciences. Richard Courant Lecture
delivered at New York University, May
11, 1959. Communications on Pure and
Applied Mathematics, 13:114, 1960. DOI :
10.1002/cpa.3160130102. URL http:
//dx.doi.org/10.1002/cpa.3160130102
Zeno of Elea and Parmenides, for instance, wondered how there can be
motion, either in universe which is innitely divisible, or discrete. Because,
in the dense case, the slightest nite move would require an innity of ac-
tions. Likewise in the discrete case, how can there be motion if everything
is not moving at all times
2
?
2
H. D. P. Lee. Zeno of Elea. Cambridge
University Press, Cambridge, 1936; Paul
Benacerraf. Tasks and supertasks, and the
modern Eleatics. Journal of Philosophy,
LIX(24):765784, 1962. URL http://
www.jstor.org/stable/2023500;
A. Grnbaum. Modern Science and Zenos
paradoxes. Allen and Unwin, London,
second edition, 1968; and Richard Mark
Sainsbury. Paradoxes. Cambridge
University Press, Cambridge, United
Kingdom, third edition, 2009. ISBN
0521720796
A related question regards the physical limit state of a hypothetical
lamp, considered by Thomson
3
, with ever decreasing switching cycles.
3
James F. Thomson. Tasks and supertasks.
Analysis, 15:113, October 1954
For the sake of perplexion, take Neils Henrik Abels verdict denouncing
that (Letter to Holmboe, January 16, 1826
4
), divergent series are the in-
4
Godfrey Harold Hardy. Divergent Series.
Oxford University Press, 1949
vention of the devil, and it is shameful to base on them any demonstration
whatsoever. This, of course, did neither prevent Abel nor too many other
discussants to investigate these devilish inventions.
If one encodes the physical states of the Thomson lamp by 0 and 1,
associated with the lamp on and off, respectively, and the switching
process with the concatenation of +1 and -1 performed so far, then the
divergent innite series associated with the Thomson lamp is the Leibniz
series
s

n0
(1)
n
11+11+1
A

1
1(1)

1
2
(1.1)
which is just a particular instance of a geometric series (see below) with
the common ratio -1. Here, A indicates the Abel sum
5
obtained from a
5
Godfrey Harold Hardy. Divergent Series.
Oxford University Press, 1949
continuation of the geometric series, or alternatively, by s 1s.
As this shows, formal sums of the Leibnitz type (1.1) require speci-
cations which could make them unique. But has this specication by
continuation any kind of physical meaning?
In modern days, similar arguments have been translated into the pro-
20 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
posal for innity machines by Blake
6
, p. 651, and Weyl
7
, pp. 41-42, which
6
R. M. Blake. The paradox of temporal
process. Journal of Philosophy, 23(24):
645654, 1926. URL http://www.jstor.
org/stable/2013813
7
Hermann Weyl. Philosophy of Mathe-
matics and Natural Science. Princeton
University Press, Princeton, NJ, 1949
could solve many very difcult problems by searching through unbounded
recursively enumerable cases. To achive this physically, ultrarelativistic
methods suggest to put observers in fast orbits or throw them toward
black holes
8
.
8
Itamar Pitowsky. The physical Church-
Turing thesis and physical computational
complexity. Iyyun, 39:8199, 1990
The Pythagoreans are often cited to have believed that the universe is
natural numbers or simple fractions thereof, and thus physics is just a part
of mathematics; or that there is no difference between these realms. They
took their conception of numbers and world-as-numbers so seriously that
the existence of irrational numbers which cannot be written as some ratio
of integers shocked them; so much so that they allegedly drowned the poor
guy who had discovered this fact. That appears to be a saddening case for
a state of mind in which a subjective metaphysical belief in and wishful
thinking about ones own constructions of the world overwhelms critical
thinking; and what should be wisely taken as an epistemic nding is taken
to be ontologic truth. It might thus be prudent to adopt a contemplative
strategy of evenly-suspended attention outlined by
9
, who admonishes
9
Sigmund Freud. Ratschlge fr den Arzt
bei der psychoanalytischen Behandlung. In
Anna Freud, E. Bibring, W. Hoffer, E. Kris,
and O. Isakower, editors, Gesammelte
Werke. Chronologisch geordnet. Achter
Band. Werke aus den Jahren 19091913,
pages 376387, Frankfurt am Main, 1999.
Fischer
analysts to be aware of the dangers caused by temptations to project,
what [the analyst] in dull self-perception recognizes as the peculiarities
of his own personality, as generally valid theory into science. Nature is
thereby treated as a client-patient, and whatever ndings come up are
accepted as is without any immediate emphasis or judgment. This also
alleviates the dangers of becoming embittered with the reactions of the
peers, a problem sometimes encountered when surng on the edge of
contemporary knowledge; such as, for example, Everetts case
10
.
10
Hugh Everett III. The Everett interpre-
tation of quantum mechanics: Collected
works 1955-1980 with commentary.
Princeton University Press, Princeton,
NJ, 2012. ISBN 9780691145075. URL
http://press.princeton.edu/titles/
9770.html
The relationship between physics and formalism has been debated by
Bridgman
11
, Feynman
12
, and Landauer
13
, among many others. It has
11
Percy W. Bridgman. A physicists sec-
ond reaction to Mengenlehre. Scripta
Mathematica, 2:101117, 224234, 1934
12
Richard Phillips Feynman. The Feynman
lectures on computation. Addison-Wesley
Publishing Company, Reading, MA, 1996.
edited by A.J.G. Hey and R. W. Allen
13
Rolf Landauer. Information is physical.
Physics Today, 44(5):2329, May 1991.
DOI : 10.1063/1.881299. URL http:
//dx.doi.org/10.1063/1.881299
many twists, anecdotes and opinions. Take, for instance, Heavisides not
uncontroversial stance
14
on it:
14
Oliver Heaviside. Electromagnetic
theory. The Electrician Printing and
Publishing Corporation, London, 1894-
1912. URL http://archive.org/
details/electromagnetict02heavrich
I suppose all workers in mathematical physics have noticed how the mathe-
matics seems made for the physics, the latter suggesting the former, and that
practical ways of working arise naturally. . . . But then the rigorous logic of the
matter is not plain! Well, what of that? Shall I refuse my dinner because I do
not fully understand the process of digestion? No, not if I am satised with the
result. Now a physicist may in like manner employ unrigorous processes with
satisfaction and usefulness if he, by the application of tests, satises himself of
the accuracy of his results. At the same time he may be fully aware of his want
of infallibility, and that his investigations are largely of an experimental char-
acter, and may be repellent to unsympathetically constituted mathematicians
accustomed to a different kind of work. [225]
Note that one of the most successful physical theories in terms of pre-
dictive powers, perturbative quantum electrodynamics, deals with diver-
gent series
15
which contribute to physical quantities such as mass and
15
Freeman J. Dyson. Divergence of pertur-
bation theory in quantum electrodynam-
ics. Phys. Rev., 85(4):631632, Feb 1952.
DOI : 10.1103/PhysRev.85.631. URL http:
//dx.doi.org/10.1103/PhysRev.85.631
charge which have to be regularizied by subtracting innities by hand
(for an alternative approach, see
16
).
16
Gnter Scharf. Finite Quantum Electro-
dynamics: The Causal Approach. Springer,
Berlin, Heidelberg, second edition, 1989,
1995
UNREASONABLE EFFECTI VENESS OF MATHEMATI CS I N THE NATURAL SCI ENCES 21
The question, for instance, is imminent whether we should take the
formalism very serious and literal, using it as a guide to new territories,
which might even appear absurd, inconsistent and mind-boggling; just like
Alices Adventures in Wonderland. Should we expect that all the wild things
formally imaginable have a physical realization?
Note that the formalist Hilbert
17
, p. 170, is often quoted as claiming
17
David Hilbert. ber das Unendliche.
Mathematische Annalen, 95(1):161
190, 1926. DOI : 10.1007/BF01206605.
URL http://dx.doi.org/10.1007/
BF01206605; and Georg Cantor. Beitrge
zur Begrndung der transniten Men-
genlehre. Mathematische Annalen,
46(4):481512, November 1895. DOI :
10.1007/BF02124929. URL http:
//dx.doi.org/10.1007/BF02124929
that nobody shall ever expel mathematicians from the paradise created
by Cantors set theory. In Cantors naive set theory denition, a set is
German original: Aus dem Paradies, das
Cantor uns geschaffen, soll uns niemand
vertreiben knnen.
a collection into a whole of denite distinct objects of our intuition or of
our thought. The objects are called the elements (members) of the set. If
Cantors German original: Unter einer
Menge verstehen wir jede Zusammen-
fassung M von bestimmten wohlunter-
schiedenen Objekten m unsrer Anschau-
ung oder unseres Denkens (welche die
Elemente von M genannt werden) zu
einem Ganzen.
one allows substitution and self-reference
18
, this denition turns out to be
18
Raymond M. Smullyan. What is the
Name of This Book? Prentice-Hall, Inc., En-
glewood Cliffs, NJ, 1992a; and Raymond M.
Smullyan. Gdels Incompleteness Theo-
rems. Oxford University Press, New York,
New York, 1992b
inconsistent; that is self-contradictory for instance Russels paradoxical
set of all sets that are not members of themselves qualies as set in the
Cantorian approach. In praising the set theoretical paradise, Hilbert must
have been well aware of the inconsistencies and problems that plagued
Cantorian style set theory, but he fully dissented and refused to abandon
its stimulus.
Is there a similar pathos also in theoretical physics?
Maybe our physical capacities are limited by our mathematical fantasy
alone? Who knows?
For instance, could we make use of the Banach-Tarski paradox
19
as a
19
Robert French. The Banach-Tarski
theorem. The Mathematical Intelligencer,
10:2128, 1988. ISSN 0343-6993. DOI :
10.1007/BF03023740. URL http://dx.
doi.org/10.1007/BF03023740; and
Stan Wagon. The Banach-Tarski Paradox.
Cambridge University Press, Cambridge,
1986
sort of ideal production line? The Banach-Tarski paradox makes use of the
fact that in the continuum it is (nonconstructively) possible to transform
any given volume of three-dimensional space into any other desired shape,
form and volume in particular also to double the original volume by
transforming nite subsets of the original volume through isometries, that
is, distance preserving mappings such as translations and rotations. This,
of course, could also be perceived as a merely abstract paradox of innity,
somewhat similar to Hilberts hotel.
By the way, Hilberts hotel
20
has a countable innity of hotel rooms. It
20
Rudy Rucker. Innity and the Mind.
Birkhuser, Boston, 1982
is always capable to acommodate a newcomer by shifting all other guests
residing in any given room to the room with the next room number. Maybe
we will never be able to build an analogue of Hilberts hotel, but maybe we
will be able to do that one far away day. Anton Zeilinger has quoted Tony Klein
as saying that every system is a perfect
simulacrum of itself.
After all, science nally succeeded to do what the alchemists sought for
so long: we are capable of producing gold from mercury
21
. 21
R. Sherr, K. T. Bainbridge, and H. H.
Anderson. Transmutation of mer-
cury by fast neutrons. Physical Re-
view, 60(7):473479, Oct 1941. DOI :
10.1103/PhysRev.60.473. URL http:
//dx.doi.org/10.1103/PhysRev.60.473

2
Methodology and proof methods
FOR MANY THEOREMS there exist many proofs. Consider this: the 4th
edition of Proofs from THE BOOK
1
lists six proofs of the innity of primes
1
Martin Aigner and Gnter M. Ziegler.
Proofs from THE BOOK. Springer,
Heidelberg, four edition, 1998-2010.
ISBN 978-3-642-00855-9. URL
http://www.springerlink.com/
content/978-3-642-00856-6
(chapter 1). Chapter 19 refers to nearly a hundred proofs of the fundamen-
tal theorem of algebra, that every nonconstant polynomial with complex
coefcients has at least one root in the eld of complex numbers.
WHI CH PROOFS, if there exist many, somebody choses or prefers is often
a question of taste and elegance, and thus a subjective decision. Some
proofs are constructive
2
and computable
3
in the sense that a construc-
2
Douglas Bridges and F. Richman. Varieties
of Constructive Mathematics. Cambridge
University Press, Cambridge, 1987; and
E. Bishop and Douglas S. Bridges. Con-
structive Analysis. Springer, Berlin, 1985
3
Oliver Aberth. Computable Analysis.
McGraw-Hill, New York, 1980; Klaus
Weihrauch. Computable Analysis. An
Introduction. Springer, Berlin, Heidelberg,
2000; and Vasco Brattka, Peter Hertling,
and Klaus Weihrauch. A tutorial on
computable analysis. In S. Barry Cooper,
Benedikt Lwe, and Andrea Sorbi, editors,
New Computational Paradigms: Changing
Conceptions of What is Computable, pages
425491. Springer, New York, 2008
tion method is presented. Tractability is not an entirely different issue
4

4
Georg Kreisel. A notion of mechanis-
tic theory. Synthese, 29:1126, 1974.
DOI : 10.1007/BF00484949. URL http:
//dx.doi.org/10.1007/BF00484949;
Robin O. Gandy. Churchs thesis and prin-
ciples for mechanics. In J. Barwise, H. J.
Kreisler, and K. Kunen, editors, The Kleene
Symposium. Vol. 101 of Studies in Logic
and Foundations of Mathematics, pages
123148. North Holland, Amsterdam, 1980;
and Itamar Pitowsky. The physical Church-
Turing thesis and physical computational
complexity. Iyyun, 39:8199, 1990
note that even higher polynomial growth of temporal requirements, or of
space and memory resources, of a computation with some parameter char-
acteristic for the problem, may result in a solution which is unattainable
for all practical purposes (fapp)
5
.
5
John S. Bell. Against measurement.
Physics World, 3:3341, 1990. URL http:
//physicsworldarchive.iop.org/
summary/pwa-xml/3/8/phwv3i8a26
FOR THOSE OF US with a rather limited amount of storage and memory,
and with a lot of troubles and problems, it is quite consolating that it is not
(always) necessary to be able to memorize all the proofs that are necessary
for the deduction of a particular corollary or theorem which turns out to
be useful for the physical task at hand. In some cases, though, it may be
necessary to keep in mind the assumptions and derivation methods that
such results are based upon. For example, how many readers may be able
to immediately derive the simple power rule for derivation of polynomials
that is, for any real coefcient a, the derivative is given by (r
a
)
t
ar
a1
?
While I suspect that not too many may be able derive this formula without
consulting additional help (a help: one could use the binomial theorem),
many of us would nevertheless acknowledge to be aware of, and be able
and happy to apply, this rule.
LET US J UST LI ST some concrete examples of the perplexing varieties of
proof methods used today.
24 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
For the sake of mentioning a mathematical proof method which does
not have any constructive or algorithmic avour, consider a proof of the
following theorem: There exist irrational numbers x, y RQwith x
y
Q.
Consider the following proof:
case 1:
_
2
_
2
Q;
case 2:
_
2
_
2
/ Q, then
_
2
_
2
_
2

_
_
2
_
2
_
_
2

__
2
_
(
_
2
_
2)

_
2
2
2 Q.
The proof assumes the law of the excluded middle, which excludes all
other cases but the two just listed. The question of which one of the two
cases is correct; that is, which number is rational, remains unsolved in the
context of the proof. Actually, a proof that case 2 is correct and
_
2
_
2
is a
transcendential was only found by Gelfond and Schneider in 1934! The Gelfond-Schneider theorem states
that, if n and m are algebraic numbers
that is, if n and m are roots of a non-zero
polynomial in one variable with rational
or equivalently, integer, coefcients with
n / 0, 1 and if m is not a rational number,
then any value of n
m
e
mlogn
is a
transcendental number.
A TYPI CAL PROOF BY CONTRADI CTI ON is about the irrationality of
_
2.
Suppose that
_
2 is rational (false); that is
_
2
n
m
for some n, m N.
Suppose further that n and m are coprime; that is, they have no common
positive divisor other than 1 or, equivalently, if their greatest common
divisor is 1. Squaring the (wrong) assumption
_
2
n
m
yields 2
n
2
m
2
and
thus n
2
2m
2
. We have two different cases: either n is odd, or n is even.
case 1: suppose that n is odd; that is n (2k+1) for some k N; and thus
n
2
4k
2
+2k +1 is again odd (the square of an even number is again odd);
but that cannot be, since n
2
equals 2m
2
and thus should be even; hence we
arrive at a contradiction.
case 2: suppose that n is even; that is n 2k for some k N; and thus
4k
2
2m
2
or 2k
2
m
2
. Now observe that by assumption, m cannot be
even (remember n and m are coprime, and n is assumed to be even), so
m must be odd. By the same argument as in case 1 (for odd n), we arrive
at a contradiction. By combining these two exhaustive cases 1 & 2, we
arrive at a complete contradiction; the only consistent alternative being the
irrationality of
_
2.
STI LL ANOTHER I SSUE is whether it is better to have a proof of a true
mathematical statement rather than none. And what is truth can it
be some revelation, a rare gift, such as seemingly in Sr

iniv asa Aiyang ar


R am anujans case?
THERE EXI ST ANCI ENT and yet rather intuitive but sometimes distract-
ing and errorneous informal notions of proof. An example
6
is the Baby-
6
M. Baaz. ber den allgemeinen Gehalt
von Beweisen. In Contributions to General
Algebra, volume 6, pages 2129, Vienna,
1988. Hlder-Pichler-Tempsky
lonian notion to prove arithmetical statements by considering large
number cases of algebraic formulae such as (Chapter V of Ref.
7
),
7
Otto Neugebauer. Vorlesungen ber die
Geschichte der antiken mathematischen
Wissenschaften. 1. Band: Vorgriechische
Mathematik. Springer, Berlin, 1934. page
172
n

i 1
i
2

1
3
(1+2n)
n

i 1
i .
As naive and silly this Babylonian proof method may appear at rst
glance for various subjective reasons (e.g. you may have some suspicions
METHODOLOGY AND PROOF METHODS 25
with regards to particular deductive proofs and their results; or you sim-
ply want to check the correctness of the deductive proof ) it can be used to
convince students and ourselves that a result which has derived deduc-
tively is indeed applicable and viable. We shall make heavy use of these
kind of intuitive examples. As long as one always keeps in mind that this
inductive, merely anecdotal, method is necessary but not sufcient (suf-
ciency is, for instance, guaranteed by complete induction) it is quite all
right to go ahead with it.
Another altogether different issue is knowledge acquired by revelation
or by some authority. Oracles occur in modern computer science, but only
as idealized concepts whose physical realization is highly questionable if
not forbidden.
LET US shortly enumerate some proof methods, among others:
1. (indirect) proof by contradiction;
2. proof by mathematical induction;
3. direct proof;
4. proof by construction;
5. nonconstructive proof.
THE CONTEMPORARY notion of proof is formalized and algorithmic.
Around 1930 mathematicians could still hope for a mathematical the-
ory of everything which consists of a nite number of axioms and algo-
rithmic derivation rules by which all true mathematical statements could
formally be derived. In particular, as expressed in Hilberts 2nd problem
[Hilbert, 1902], it should be possible to prove the consistency of the axioms
of arithmetic. Hence, Hilbert and other formalists dreamed, any such for-
mal system (in German Kalkl) consisting of axioms and derivation rules,
might represent the essence of all mathematical truth. This approach, as
curageous as it appears, was doomed.
GDEL
8
, Tarski
9
, and Turing
10
put an end to the formalist program.
8
Kurt Gdel. ber formal unentscheidbare
Stze der Principia Mathematica und
verwandter Systeme. Monatshefte fr
Mathematik und Physik, 38(1):173198,
1931. DOI : 10.1007/s00605-006-0423-7.
URL http://dx.doi.org/10.1007/
s00605-006-0423-7
9
Alfred Tarski. Der Wahrheitsbegriff in
den Sprachen der deduktiven Disziplinen.
Akademie der Wissenschaften in Wien.
Mathematisch-naturwissenschaftliche
Klasse, Akademischer Anzeiger, 69:912,
1932
10
A. M. Turing. On computable numbers,
with an application to the Entschei-
dungsproblem. Proceedings of the
London Mathematical Society, Series
2, 42, 43:230265, 544546, 1936-7 and
1937. DOI : 10.1112/plms/s2-42.1.230,
10.1112/plms/s2-43.6.544. URL
http://dx.doi.org/10.1112/plms/
s2-42.1.230,http://dx.doi.org/10.
1112/plms/s2-43.6.544
They coded and formalized the concepts of proof and computation in
general, equating them with algorithmic entities. Today, in times when
universal computers are everywhere, this may seem no big deal; but in
those days even coding was challenging in his proof of the undecidability
of (Peano) arithmetic, Gdel used the uniqueness of prime decompositions
to explicitly code mathematical formul!
FOR THE SAKE of exploring (algorithmically) these ideas let us consider the
sketch of Turings proof by contradiction of the unsolvability of the halting
26 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
problem. The halting problem is about whether or not a computer will
eventually halt on a given input, that is, will evolve into a state indicating
the completion of a computation task or will stop altogether. Stated differ-
ently, a solution of the halting problem will be an algorithm that decides
whether another arbitrary algorithm on arbitrary input will nish running
or will run forever.
The scheme of the proof by contradiction is as follows: the existence of a
hypothetical halting algorithm capable of solving the halting problem will
be assumed. This could, for instance, be a subprogram of some suspicious
supermacro library that takes the code of an arbitrary program as input
and outputs 1 or 0, depending on whether or not the program halts. One
may also think of it as a sort of oracle or black box analyzing an arbitrary
program in terms of its symbolic code and outputting one of two symbolic
states, say, 1 or 0, referring to termination or nontermination of the input
program, respectively.
On the basis of this hypothetical halting algorithm one constructs an-
other diagonalization program as follows: on receiving some arbitrary
input program code as input, the diagonalization program consults the
hypothetical halting algorithm to nd out whether or not this input pro-
gram halts; on receiving the answer, it does the opposite: If the hypothetical
halting algorithm decides that the input program halts, the diagonalization
program does not halt (it may do so easily by entering an innite loop).
Alternatively, if the hypothetical halting algorithm decides that the input
program does not halt, the diagonalization program will halt immediately.
The diagonalization program can be forced to execute a paradoxical task
by receiving its own program code as input. This is so because, by consider-
ing the diagonalization program, the hypothetical halting algorithm steers
the diagonalization program into halting if it discovers that it does not halt;
conversely, the hypothetical halting algorithm steers the diagonalization
program into not halting if it discovers that it halts.
The complete contradiction obtained in applying the diagonalization
program to its own code proves that this program and, in particular, the
hypothetical halting algorithm cannot exist.
A universal computer can in principle be embedded into, or realized
by, certain physical systems designed to universally compute. Assuming
unbounded space and time, it follows by reduction that there exist physical
observables, in particular, forecasts about whether or not an embedded
computer will ever halt in the sense sketched earlier, that are provably
undecidable.

3
Numbers and sets of numbers
THE CONCEPT OF NUMBERI NG THE UNI VERSE is far from trivial. In par-
ticular it is far from trivial which number schemes are appropriate. In the
pythagorean tradition the natural numbers appear to be most natural. Ac-
tually Leibnitz (among others like Bacon before him) argues that just two
number, say, 0 and 1, are enough to creat all of other numbers, and
thus all of the Universe
1
.
1
Karl Svozil. Computational universes.
Chaos, Solitons & Fractals, 25(4):845859,
2006a. DOI : 10.1016/j.chaos.2004.11.055.
URL http://dx.doi.org/10.1016/j.
chaos.2004.11.055
EVERY PRI MARY EMPI RI CAL EVI DENCE seems to be based on some click
in a detector: either there is some click or there is none. Thus every empiri-
cal physical evidence is composed from such elementary events.
Thus binary number codes are in good, albeit somewhat accidential, ac-
cord with the intuition of most experimentalists today. I call it accidential
because quantum mechanics does not favour any base; the only criterium
is the number of mutually exclusive measurement outcomes which de-
termines the dimension of the linear vector space used for the quantum
description model two mutually exclusive outcomes would result in a
Hilbert space of dimension two, three mutually exclusive outcomes would
result in a Hilbert space of dimension three, and so on.
THERE ARE, of course, many other sets of numbers imagined so far; all
of which can be considered to be encodable by binary digits. One of the
most challenging number schemes is that of the real numbers
2
. It is totally
2
S. Drobot. Real Numbers. Prentice-Hall,
Englewood Cliffs, New Jersey, 1964
different from the natural numbers insofar as there are undenumerably
many reals; that is, it is impossible to nd a one-to-one function a sort of
translation from the natural numbers to the reals.
Cantor appears to be the rst having realized this. In order to proof it,
he invented what is today often called Cantors diagonalization technique,
or just diagonalization. It is a proof by contradiction; that is, what shall
be disproved is assumed; and on the basis of this assumption a complete
contradiction is derived.
For the sake of contradiction, assume for the moment that the set of
28 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
reals is denumerable. (This assumption will yield a contradiction.) That
is, the enumeration is a one-to-one function f : N R (wrong), i.e., to
any k Nexists some r
k
R and vice versa. No algorithmic restriction is
imposed upon the enumeration, i.e., the enumeration may or may not be
effectively computable. For instance, one may think of an enumeration
obtained via the enumeration of computable algorithms and by assuming
that r
k
is the output of the kth algorithm. Let 0.d
k1
d
k2
be the successive
digits in the decimal expansion of r
k
. Consider now the diagonal of the
array formed by successive enumeration of the reals,
r
1
0.d
11
d
12
d
13

r
2
0.d
21
d
22
d
23

r
3
0.d
31
d
32
d
33

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
(3.1)
yielding a new real number r
d
0.d
11
d
22
d
33
. Now, for the sake of con-
tradiction, construct a new real r
t
d
by changing each one of these digits
of r
d
, avoiding zero and nine in a decimal expansion. This is necessary
because reals with different digit sequences are equal to each other if one
of them ends with an innite sequence of nines and the other with zeros,
for example 0.0999. . . 0.1. . .. The result is a real r
t
0.d
t
1
d
t
2
d
t
3
with
d
t
n
/ d
nn
, which differs from each one of the original numbers in at least
one (i.e., in the diagonal) position. Therefore, there exists at least one
real which is not contained in the original enumeration, contradicting the
assumption that all reals have been taken into account. Hence, R is not
denumerable.
Bridgman has argued
3
that, from a physical point of view, such an
3
Percy W. Bridgman. A physicists sec-
ond reaction to Mengenlehre. Scripta
Mathematica, 2:101117, 224234, 1934
argument is operationally unfeasible, because it is physically impossible
to process an innite enumeration; and subsequently, quasi on top of
that, a digit switch. Alas, it is possible to recast the argument such that r
t
d
is nitely created up to arbitrary operational length, as the enumeration
progresses.

Part II:
Linear vector spaces
4
Finite-dimensional vector spaces
VECTOR SPACES are prevalent in physics; they are essential for an un- I would have written a shorter letter,
but I did not have the time. (Literally: I
made this [letter] very long, because I did
not have the leisure to make it shorter.)
Blaise Pascal, Provincial Letters: Letter XVI
(English Translation)
derstanding of mechanics, relativity theory, quantum mechanics, and
statistical physics.
4.1 Basic denitions
In what follows excerpts from Halmos beautiful treatment Finite-Dimensional
Vector Spaces will be reviewed
1
. Of course, there exist zillions of other
1
Paul R.. Halmos. Finite-dimensional Vec-
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
very nice presentations, among them Greubs Linear algebra, and Strangs
Introduction to Linear Algebra, among many others, even freely down-
loadable ones
2
competing for your attention.
2
Werner Greub. Linear Algebra, volume 23
of Graduate Texts in Mathematics. Springer,
New York, Heidelberg, fourth edition, 1975;
Gilbert Strang. Introduction to linear
algebra. Wellesley-Cambridge Press,
Wellesley, MA, USA, fourth edition, 2009.
ISBN 0-9802327-1-6. URL http://math.
mit.edu/linearalgebra/; Howard
Homes and Chris Rorres. Elementary
Linear Algebra: Applications Version. Wiley,
New York, tenth edition, 2010; Seymour
Lipschutz and Marc Lipson. Linear algebra.
Schaums outline series. McGraw-Hill,
fourth edition, 2009; and Jim Hefferon.
Linear algebra. 320-375, 2011. URL
http://joshua.smcvt.edu/linalg.
html/book.pdf
The more physically oriented notation in Mermins book on quan-
tum information theory
3
is adopted. Vectors are typed in bold face, or
3
N. David Mermin. Lecture notes on
quantum computation. 2002-2008.
URL http://people.ccmr.cornell.
edu/~mermin/qcomp/CS483.html; and
N. David Mermin. Quantum Computer
Science. Cambridge University Press,
Cambridge, 2007. ISBN 9780521876582.
URL http://people.ccmr.cornell.edu/
~mermin/qcomp/CS483.html
in Diracs bra-ket notation. Thereby, the vector x is identied with the
ket vector [x. The vector x

from the dual space (see Section 4.8 on


page 41) is identied with the bra vector x[. Dot (scalar or inner) prod-
ucts between two vectors x and y in Euclidean space are then denoted by
bra[(c)[ket form; that is, by x[y.
The overline sign stands for complex conjugation; that is, if a a+i a
is a complex number, then a a i a.
Unless stated differently, only nite-dimensional vector spaces are
considered.
4.1.1 Fields of real and complex numbers
In physics, scalars occur either as real or complex numbers. Thus we shall
restrict our attention to these cases.
A eld F, +, , ,
1
, 0, 1 is a set together with two operations, usually
called addition and multiplication, denoted by + and (often a b
is identied with the expression ab without the center dot) respectively,
such that the following conditions (or, stated differently, axioms) hold:
32 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
(i) closure of F with respect to addition and multiplication: for all a, b F,
both a +b and ab are in F;
(ii) associativity of addition and multiplication: for all a, b, and c in F, the
following equalities hold: a +(b +c) (a +b) +c, and a(bc) (ab)c;
(iii) commutativity of addition and multiplication: for all a and b in F, the
following equalities hold: a +b b +a and ab ba;
(iv) additive and multiplicative identity: there exists an element of F,
called the additive identity element and denoted by 0, such that for all
a in F, a +0 a. Likewise, there is an element, called the multiplicative
identity element and denoted by 1, such that for all a in F, 1 a a.
(To exclude the trivial ring, the additive identity and the multiplicative
identity are required to be distinct.)
(v) additive and multiplicative inverses: for every a in F, there exists an
element a in F, such that a +(a) 0. Similarly, for any a in F other
than 0, there exists an element a
1
in F, such that a a
1
1. (The ele-
ments +(a) and a
1
are also denoted a and
1
a
, respectively.) Stated
differently: subtraction and division operations exist.
(vi) Distributivity of multiplication over addition: For all a, b and c in F,
the following equality holds: a(b +c) (ab) +(ac).
4.1.2 Vectors and vector space
For proofs and additional information see
2 in
Paul R.. Halmos. Finite-dimensional Vec-
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
Vector spaces are melely structures allowing the sum (addition) of objects
called vectors, and multiplication of these objects by scalars; thereby
remaining in this structure. That is, for instance, the coherent superposi-
tion a+b [a+b of two vectors a [a and b [b can be guaranteed to be
a vector. At this stage, little can be said about the length or relative direc-
tion or orientation of these vectors. Algebraically, vectors are elements
of vector spaces. Geometrically a vector may be interpreted as a quantity
which is usefully represented by an arrow
4
.
4
Gabriel Weinreich. Geometrical Vec-
tors (Chicago Lectures in Physics). The
University of Chicago Press, Chicago, IL,
1998
In order to dene length, we have to
engage an additional structure, namely
the norm|a| of a vector a. And in order to
dene relative direction and orientation,
and, in particular, orthogonality and
collinearity we have to dene the scalar
product a[b of two vectors a and b.
A linear vector space V, +, , , 0, 1 is a set Vof elements called vectors,
here denoted by bold face symbols such as a, x, v, w, . . ., or, equivalently,
denoted by [a, [x, [v, [w, . . ., satisfying certain conditions (or, stated differ-
ently, axioms); among them, with respect to addition of vectors:
(i) commutativity,
(ii) associativity,
(iii) the uniqueness of the origin or null vector 0, as well as
(iv) the uniqueness of the negative vector;
with respect to multiplication of vectors with scalars associativity:
FI NI TE-DI MENSI ONAL VECTOR SPACES 33
(v) the existence of a unit factor 1; and
(vi) distributivity with respect to scalar and vector additions; that is,
(+)x x+x,
(x+y) x+y,
(4.1)
with x, y Vand scalars , F, respectively.
Examples of vector spaces are:
(i) The set C of complex numbers: C can be interpreted as a complex
vector space by interpreting as vector addition and scalar multiplication
as the usual addition and multiplication of complex numbers, and with
0 as the null vector;
(ii) The set C
n
, n Nof n-tuples of complex numbers: Let x (x
1
, . . . , x
n
)
and y (y
1
, . . . , y
n
). C
n
can be interpreted as a complex vector space by
interpreting the ordinary addition x+y (x
1
+y
1
, . . . , x
n
+y
n
) and the
multiplication x (x
1
, . . . , x
n
) by a complex number as vector ad-
dition and scalar multiplication, respectively; the null tuple 0 (0, . . . , 0)
is the neutral element of vector addition;
(iii) The set Pof all polynomials with complex coefcients in a variable t :
Pcan be interpreted as a complex vector space by interpreting the ordi-
nary addition of polynomials and the multiplication of a polynomial by
a complex number as vector addition and scalar multiplication, respec-
tively; the null polynomial is the neutral element of vector addition.
4.2 Linear independence
A set S{x
1
, x
2
, . . . , x
k
} Vof vectors x
i
in a linear vector space is linearly
independent if x
i
/ 01 i k, and additionally, if either k 1, or if no
vector in Scan be written as a linear combination of other vectors in this
set S; that is, there are no scalars
j
satisfying x
i

1j k, j /i

j
x
j
.
Equivalently, if

n
i 1

i
x
i
0 implies
i
0 for each i , then the set
S{x
1
, x
2
, . . . , x
k
} is linearly independent.
Note that a the vectors of a basis are linear independent and maximal
insofar as any inclusion of an additional vector results in a linearly depen-
dent set; that ist, this additional vector can be expressed in terms of a linear
combination of the existing basis vectors; see also Section 4.4 on page 36.
4.3 Subspace
For proofs and additional information see
10 in
Paul R.. Halmos. Finite-dimensional Vec-
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
A nonempty subset Mof a vector space is a subspace or, used synony-
muously, a linear manifold, if, along with every pair of vectors x and y
contained in M, every linear combination x+y is also contained in M.
34 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
If U and Vare two subspaces of a vector space, then U+Vis the sub-
space spanned by U and V; that is, it contains all vectors z x+y, with x U
and y V.
Mis the linear span
Mspan(U, V) span(x, y) {x+y [ , F, x U, x V}. (4.2)
A generalization to more than two vectors and more than two subspaces
is straightforward.
For every vector space V, the vector space containing only the null
vector, and the vector space Vitself are subspaces of V.
4.3.1 Scalar or inner product
For proofs and additional information see
61 in
Paul R.. Halmos. Finite-dimensional Vec-
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
A scalar or inner product presents some form of measure of distance or
apartness of two vectors in a linear vector space. It should not be con-
fused with the bilinear functionals (introduced on page 41) that connect a
vector space with its dual vector space, although for real Euclidean vector
spaces these may coincide, and although the scalar product is also bilinear
in its arguments. It should also not be confused with the tensor product
introduced on page 47.
An inner product space is a vector space V, together with an inner
product; that is, with a map [ : VVF (usually F C or F R) that
satises the following three conditions (or, stated differently, axioms) for all
vectors and all scalars:
(i) Conjugate symmetry: x [ y y [ x. For real, Euclidean vector spaces, this
function is symmetric; that is x [ y
y [ x.
(ii) Linearity in the second argument:
x [ y+z x [ y +x [ z.
(iii) Positive-deniteness: x [ x 0; with equality if and oly if x 0.
Note that from the rst two properties, it follows that the inner product
is antilinear, or synonymously, conjugate-linear, in its rst argument:
x+y [ z x [ z +y [ z.
The norm of a vector x is dened by
|x|
_
x [ x (4.3)
One example is the dot product
x[y
n

i 1
x
i
y
i
(4.4)
of two vectors x (x
1
, . . . , x
n
) and y (y
1
, . . . , y
n
) in C
n
, which, for real
Euclidean space, reduces to the well-known dot product x[y x
1
y
1
+ +
x
n
y
n
|x||y|cos(x, y).
FI NI TE-DI MENSI ONAL VECTOR SPACES 35
It is mentioned without proof that the most general form of an inner
product in C
n
is x[y yAx

, where the symbol stands for the conjugate


transpose (also denoted as Hermitian conjugate or Hermitian adjoint), and
A is a positive denite Hermitian matrix (all of its eigenvalues are positive).
Two nonzero vectors x, y V, x, y /0 are orthogonal, denoted by x y
if their scalar product vanishes; that is, if
x[y 0. (4.5)
Let E be any set of vectors in an inner product space V. The symbol
E

_
x [ x[y 0, x V, y E
_
(4.6)
denotes the set of all vectors in Vthat are orthogonal to every vector in E.
Note that, regardless of whether or not E is a subspace, E

is a sub- See page 33 for a denition of subspace.


space. Furthermore, E is contained in (E

. In case E is a sub-
space, we call E

the orthogonal complement of E.


The following projection theorem is mentioned without proof. If Mis
any subspace of a nite-dimensional inner product space V, then Vis the
direct sum of Mand M

; that is, M

M.
For the sake of an example, suppose V R
2
, and take E to be the set
of all vectors spanned by the vector (1, 0); then E

is the set of all vectors


spanned by (0, 1).
4.3.2 Hilbert space
A (quantum mechanical) Hilbert space is a linear vector space Vover the
eld C of complex numbers equipped with vector addition, scalar multi-
plication, and some scalar product. Furthermore, closure is an additional
requirement, but nobody has made operational sense of that so far: If
x
n
V, n 1, 2, . . ., and if lim
n,m
(x
n
x
m
, x
n
x
m
) 0, then there exists
an x Vwith lim
n
(x
n
x, x
n
x) 0.
Innite dimensional vector spaces and continuous spectra are non-
trivial extensions of the nite dimensional Hilbert space treatment. As a
heuristic rule which is not always correct it might be stated that the
sums become integrals, and the Kronecker delta function
i j
dened by

i j

_
_
_
0 for i / j ,
1 for i j .
(4.7)
becomes the Dirac delta function (x y), which is a generalized function
in the continuous variables x, y. In the Dirac bra-ket notation, unity is
given by 1
_
+

[xx[ dx. For a careful treatment, see, for instance, the


books by Reed and Simon
5
.
5
Michael Reed and Barry Simon. Methods
of Mathematical Physics I: Functional Anal-
ysis. Academic Press, New York, 1972; and
Michael Reed and Barry Simon. Methods of
Mathematical Physics II: Fourier Analysis,
Self-Adjointness. Academic Press, New
York, 1975
36 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
4.4 Basis
For proofs and additional information see
7 in
Paul R.. Halmos. Finite-dimensional Vec-
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
We shall use bases of vector spaces to formally represent vectors (elements)
therein.
A (linear) basis [or a coordinate system, or a frame (of reference)] is a set
Bof linearly independent vectors such that every vector in Vis a linear
combination of the vectors in the basis; hence Bspans V.
What particular basis should one choose? A priori no basis is privileged
over the other. Yet, in view of certain (mutual) properties of elements of
some bases (such as orthogonality or orthonormality) we shall prefer
(s)ome over others.
Note that a vector is some directed entity with a particular length, ori-
ented in some (vector) space. It is laid out there in front of our eyes, as
it is: some directed entity. A priori, this space, in its most primitive form,
is not equipped with a basis, or synonymuously, frame of reference, or ref-
erence frame. Insofar it is not yet coordinatized. In order to formalize the
notion of a vector, we have to code this vector by coordinates or com-
ponents which are the coeftients with respect to a (de)composition into
basis elements. Therefore, just as for numbers (e.g., by different numeral
bases, or by prime decomposition), there exist many competing ways to
code a vector.
Some of these ways appear to be rather straightforward, such as, in
particular, the Cartesian basis, also synonymuosly called the standard
basis. It is, however, not in any way a priori evident or necessary what
should be specied to be the Cartesian basis. Actually, specication of a
Cartesian basis seems to be mainly motivated by physical inertial motion
and thus identied with some inertial frame of reference without any
friction and forces, resulting in a straight line motion at constant speed.
(This sentence is cyclic, because heuristically any such absence of friction
and force can only be operationalized by testing if the motion is a straight
line motion at constant speed.) If we grant that in this way straight lines
can be dened, then Cartesian bases in Euclidean vector spaces can be
characterized by orthogonal (orthogonality is dened via vanishing scalar
products between nonzero vectors) straight lines spanning the entire
space. In this way, we arrive, say for a planar situation, at the coordinates
characteried by some basis {(0, 1), (1, 0)}, where, for instance, the basis
vector (1, 0) literally and physically means a unit arrow pointing in some
particular, specied direction.
Alas, if we would prefer, say, cyclic motion in the plane, we might want
to call a frame based on the polar coordinates r and Cartesian, result-
ing in some Cartesian basis {(0, 1), (1, 0)}; but this Cartesian basis would
be very different from the Cartesian basis mentioned earlier, as (1, 0)
would refer to some specic unit radius, and (0, 1) would refer to some
specic unit angle (with respect to a specic zero angle). In terms of the
FI NI TE-DI MENSI ONAL VECTOR SPACES 37
straight coordinates (with respect to the usual Cartesian basis) x, y,
the polar coordinates are r
_
x
2
+y
2
and tan
1
(y/x). We obtain the
original straight coordinates (with respect to the usual Cartesian basis)
back if we take x Rcos and y Rsin.
Other bases than the Cartesian one may be less suggestive at rst; alas
it may be economical or pragmatical to use them; mostly to cope with,
and adapt to, the symmetry of a physical conguration: if the physical sit-
uation at hand is, for instance, rotationally invariant, we might want to use
rotationally invariant bases such as, for instance, polar coordinares in two
dimensions, or spherical coordinates in three dimensions to represent a
vector, or, more generally, to code any given representation of a physical
entity (e.g., tensors, operators) by such bases.
4.5 Dimension
For proofs and additional information see
8 in
Paul R.. Halmos. Finite-dimensional Vec-
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
The dimension of Vis the number of elements in B.
All bases Bof Vcontain the same number of elements.
A vector space is nite dimensional if its bases are nite; that is, its bases
contain a nite number of elements.
In quantum physics, the dimension of a quantized system is associated
with the number of mutually exclusive measurement outcomes. For a spin
state measurement of an electron along a particular direction, as well as
for a measurement of the linear polarization of a photon in a particular
direction, the dimension is two, since both measurements may yield two
distinct outcomes which we can interpret as vectors in two-dimensional
Hilbert space, which, in Diracs bra-ket notation
6
, can be written as [ and
6
Paul A. M. Dirac. The Principles of
Quantum Mechanics. Oxford University
Press, Oxford, 1930 [, or [ + and [ , or [ H and [ V , or [ 0 and [ 1, or [ and [ ,
respectively.
4.6 Coordinates
For proofs and additional information see
46 in
Paul R.. Halmos. Finite-dimensional Vec-
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
The coordinates of a vector with respect to some basis represent the coding
of that vector in that particular basis. It is important to realize that, as
bases change, so do coordinates. Indeed, the changes in coordinates have
to compensate for the bases change, because the same coordinates in
a different basis would render an altogether different vector. Figure 4.1
presents some geometrical demonstration of these thoughts, for your
contemplation. Elementary high school tutorials often
condition students into believing that
the components of the vector is the
vector, rather then emphasizing that
these components represent the vector
with respect to some (mostly implicitly
assumed) basis. A similar problem occurs
in many introductions to quantum theory,
where the span (i.e., the onedimensional
linear subspace spanned by that vector)
{y [ y x, C}, or, equivalently, for
orthogonal prjections, the projector (i.e.,
the projection operator; see also page 51)
E
x
x
T
x corresponding to a unit (of
length 1) vector x often is identied with
that vector. In many instances, this is a
great help and, if administered properly, is
consistent and ne (at least for all practical
purposes).
The standard (Cartesian) basis in n-dimensional complex space C
n
is the set of (usually straight) vectors x
i
, i 1, . . . , n, represented by n-
tuples, dened by the condition that the i th coordinate of the j th basis
38 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Z
Z
Z
Z
Z
x
Z
Z
Z
Z
Z
x
(a) (b)
Z
Z
Z
Z
Z
T
E
e
1
e
2
x
1
x
2
0
x
Z
Z
Z
Z
Z
I
!
x
1
t
x
2
t
e
t
1
e
t
2
0
x
(c) (d)
Figure 4.1: Coordinazation of vectors: (a)
some primitive vector; (b) some primitive
vectors, laid out in some space, denoted by
dotted lines (c) vector coordinates x
2
and
x
2
of the vector x (x
1
, x
2
) x
1
e
1
+x
2
e
2
in a standard basis; (d) vector coordinates
x
t
2
and x
t
2
of the vector x (x
t
1
, x
t
2
)
x
t
1
e
t
1
+x
t
2
e
t
2
in some nonorthogonal basis.
vector e
j
is given by
i j
, where
i j
is the Kronecker delta function

i j

_
_
_
0 for i / j ,
1 for i j .
(4.8)
Thus,
e
1
(1, 0, . . . , 0),
e
2
(0, 1, . . . , 0),
.
.
.
e
n
(0, 0, . . . , 1).
(4.9)
In terms of these standard base vectors, every vector x can be written as
a linear combination
x
n

i 1
x
i
e
i
(x
1
, x
2
, . . . , x
n
), (4.10)
or, in dot product notation, that is, column times row and row times
column; the dot is usually omitted (the superscript T stands for trans-
position),
x (x
1
, x
2
, . . . , x
n
)
T
(e
1
, e
2
, . . . , e
n
)
_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
(e
1
, e
2
, . . . , e
n
), (4.11)
of the product of the coordinates x
i
with respect to that standard basis.
Here the equality sign really means coded with respect to that stan-
dard basis.
FI NI TE-DI MENSI ONAL VECTOR SPACES 39
In what follows, we shall often identify the column vector
_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
containing the coordinates of the vector x with the vector x, but we always
need to keep in mind that the tuples of coordinates are dened only with
respect to a particular basis {e
1
, e
2
, . . . , e
n
}; otherwise these numbers lack
any meaning whatsoever.
Indeed, with respect to some arbitrary basis B {f
1
, . . . , f
n
} of some n-
dimensional vector space Vwith the base vectors f
i
, 1 i n, every vector
x in Vcan be written as a unique linear combination
x
n

i 1
x
i
f
i
(x
1
, x
2
, . . . , x
n
) (4.12)
of the product of the coordinates x
i
with respect to the basis B.
The uniqueness of the coordinates is proven indirectly by reductio
ad absurdum: Suppose there is another decomposition x

n
i 1
y
i
f
i

(y
1
, y
2
, . . . , y
n
); then by subtraction, 0

n
i 1
(x
i
y
i
)f
i
(0, 0, . . . , 0). Since
the basis vectors f
i
are linearly independent, this can only be valid if all
coefcients in the summation vanish; thus x
i
y
i
0 for all 1 i n; hence
nally x
i
y
i
for all 1 i n. This is in contradiction with our assumption
that the coordinates x
i
and y
i
(or at least some of them) are different.
Hence the only consistent alternative is the assumption that, with respect
to a given basis, the coordinates are uniquely determined.
A set B{a
1
, . . . , a
n
} of vectors of the inner product space Vis orthonor-
mal if, for all a
i
Band a
j
B, it follows that
a
i
[ a
j

i j
. (4.13)
Any such set is called complete if it is not a subset of any larger orthonor-
mal set of vectors of V. Any complete set is a basis.
4.7 Finding orthogonal bases from nonorthogonal ones
A Gram-Schmidt process is a systematic method for orthonormalising a
set of vectors in a space equipped with a scalar product, or by a synonym
preferred in mathematics, inner product. The Gram-Schmidt process The scalar or inner product x[y of two
vectors x and y is dened on page 34. In
Euclidean space such as R
n
, one often
identies the dot product x y x
1
y
1
+
+x
n
y
n
of two vectors x and y with their
scalar or inner product.
takes a nite, linearly independent set of base vectors and generates an
orthonormal basis that spans the same (sub)space as the original set.
The general method is to start out with the original basis, say,
{x
1
, x
2
, x
3
, . . . , x
n
}, and generate a new orthogonal basis
40 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
{y
1
, y
2
, y
3
, . . . , y
n
} by
y
1
x
1
,
y
2
x
2
P
y
1
(x
2
),
y
3
x
3
P
y
1
(x
3
) P
y
2
(x
3
),
.
.
.
y
n
x
n

n1

i 1
P
y
i
(x
n
),
(4.14)
where
P
y
(x)
x[y
y[y
y, and P

y
(x) x
x[y
y[y
y (4.15)
are the orthogonal projections of x onto y and y

, respectively (the latter


is mentioned for the sake of completeness and is not required here). Note
that these orthogonal projections are idempotent and mutually orthogo-
nal; that is,
P
2
y
(x) P
y
(P
y
(x))
x[y
y[y
y[y
y[y
y P
y
(x),
(P

y
)
2
(x) P

y
(P

y
(x)) x
x[y
y[y
y
_
x[y
y[y

x[yy[y
y[y
2
_
y, P

y
(x),
P
y
(P

y
(x)) P

y
(P
y
(x))
x[y
y[y
y
x[yy[y
y[y
2
y 0.
(4.16)
For a more general discussion of projectors, see also page 51.
Subsequently, in order to obtain an orthonormal basis, one can divide
every basis vector by its length.
The idea of the proof is as follows (see also Greub
7
, section 7.9). In
7
Werner Greub. Linear Algebra, volume 23
of Graduate Texts in Mathematics. Springer,
New York, Heidelberg, fourth edition, 1975
order to generate an orthogonal basis from a nonorthogonal one, the
rst vector of the old basis is identied with the rst vector of the new
basis; that is y
1
x
1
. Then, as depicted in Fig. 4.2, the second vector of
the new basis is obtained by taking the second vector of the old basis and
subtracting its projection on the rst vector of the new basis.
E

B
T
E
x
1
y
1
P
y
1
(x
2
)
y
2
x
2
P
y
1
(x
2
) x
2
Figure 4.2: Gram-Schmidt construction
for two nonorthogonal vectors x
1
and x
2
,
yielding two orthogonal vectors y
1
and y
2
.
More precisely, take the Ansatz
y
2
x
2
+y
1
, (4.17)
thereby determining the arbitrary scalar such that y
1
and y
2
are orthogo-
nal; that is, y
1
[y
2
0. This yields
y
2
[y
1
x
2
[y
1
+y
1
[y
1
0, (4.18)
and thus, since y
1
/0,

x
2
[y
1

y
1
[y
1

. (4.19)
To obtain the third vector y
3
of the new basis, take the Ansatz
y
3
x
3
+y
1
+y
2
, (4.20)
FI NI TE-DI MENSI ONAL VECTOR SPACES 41
and require that it is orthogonal to the two previous orthogonal basis
vectors y
1
and y
2
; that is y
1
[y
3
y
2
[y
3
0. We already know that
y
1
[y
2
0. Consider the scalar products of y
1
and y
2
with the Ansatz for
y
3
in Eq. (4.20); that is,
y
3
[y
1
y
3
[x
1
+y
1
[y
1
+y
2
[y
1

0 y
3
[x
1
+y
1
[y
1
+ 0,
(4.21)
and
y
3
[y
2
y
3
[x
2
+y
1
[y
2
+y
2
[y
2

0 y
3
[x
2
+ 0+y
2
[y
2
.
(4.22)
As a result,

x
3
[y
1

y
1
[y
1

,
x
3
[y
2

y
2
[y
2

. (4.23)
A generalization of this construction for all the other new base vectors
y
3
, . . . , y
n
, and thus a proof by complete induction, proceeds by a general-
ized construction.
Consider, as an example, the standard Euclidean scalar product denoted
by and the basis {(0, 1), (1, 1)}. Then two orthogonal bases are obtained
obtained by taking
(i) either the basis vector (0, 1) and
(1, 1)
(1, 1) (0, 1)
(0, 1) (0, 1)
(0, 1) (1, 0),
(ii) or the basis vector (1, 1) and
(0, 1)
(0, 1) (1, 1)
(1, 1) (1, 1)
(1, 1)
1
2
(1, 1).
4.8 Dual space
For proofs and additional information see
1315 in
Paul R.. Halmos. Finite-dimensional Vec-
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
Every vector space Vhas a corresponding dual vector space (or just dual
space) consisting of all linear functionals on V.
A linear functional on a vector space Vis a scalar-valued linear function
y dened for every vector x V, with the linear property that
y(
1
x
1
+
2
x
2
)
1
y(x
1
) +
2
y(x
2
). (4.24)
For example, let x (x
1
, . . . , x
n
), and take y(x) x
1
.
For another example, let again x (x
1
, . . . , x
n
), and let
1
, . . . ,
n
C be
scalars; and take y(x)
1
x
1
+ +
n
x
n
.
If we adopt a bracket notation [, ] for the functional
y(x) [x, y], (4.25)
42 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
then this bracket functional is bilinear in its two arguments; that is,
[
1
x
1
+
2
x
2
, y]
1
[x
1
, y] +
2
[x
2
, y], (4.26)
and
[x,
1
y
1
+
2
y
2
]
1
[x, y
1
] +
2
[x, y
2
]. (4.27)
The square bracket can be identied with
the scalar dot product [x, y] x [ y only
for Euclidean vector spaces R
n
, since for
complex spaces this would no longer be
positive denite. That is, for Euclidean
vector spaces R
n
the inner or scalar
product is bilinear.
If Vis an n-dimensional vector space, and if B {f
1
, . . . , f
n
} is a basis
of V, and if {
1
, . . . ,
n
} is any set of n scalars, then there is a unique linear
functional y on Vsuch that [f
i
, y]
i
for all 0 1 n.
A constructive proof of this theorem can be given as follows: Since every
x Vcan be written as a linear combination x x
1
f
1
+ +x
n
f
n
of the
base vectors in Bin a unique way; and since y is a (bi)linear functional, we
obtain
[x, y] x
1
[f
1
, y] + +x
n
[f
n
, y], (4.28)
and uniqueness follows. With [f
i
, y]
i
for all 0 1 n, the value of [x, y]
is determined by [x, y] x
i

i
+ +x
n

n
. In this sense, the coefcients
[f
i
, y]
i
, 1 i n, can be interpreted as the coordinates of the linear
functional y with respect to the [dual, see Section 4.8.1 below)] bases B
and B

, such that y (
1
,
2
, . . . ,
n
)
T
.
4.8.1 Dual basis
We now can dene a dual basis, or, used synonymuously, a reciprocal basis.
If Vis an n-dimensional vector space, and if B{f
1
, . . . , f
n
} is a basis of V,
then there is a unique dual basis B

{f

1
, . . . , f

n
} in the dual vector space
V

with the property that


[f
i
, f

j
]
i j
, (4.29)
where
i j
is the Kronecker delta function. More generally, if g is the metric
tensor, the dual basis is dened by
g(f
i
, f

j
)
i j
. (4.30)
or, in a different notation in which f

j
f
j
,
g(f
j
, f
i
)
j
i
. (4.31)
In terms of the inner product, the representation of the metric g as out-
lined and characterized on page 89 with respect to a particular basis.
B {f
1
, . . . , f
n
} may be dened by g
i j
g(f
i
, f
j
) f
i
[ f
j
. Note however,
that the coordinates g
i j
of the metric g need not necessarily be positive
denite. For example, special relativity uses the pseudo-Euclidean metric
g diag(+1, +1, +1, 1) (or just g diag(+, +, +, )), where diag stands for
the diagonal matrix with the arguments in the diagonal. The metric tensor g
i j
represents a bilin-
ear functional g(x, y) x
i
y
j
g
i j
that is
symmetric; that is, g(x, y) g(x, y) and non-
degenerate; that is, for any nonzero vector
x V, x /0, there is some vector y V, so
that g(x, y) /0. g also satises the triangle
inequality [[xz[[ [[xy[[ +[[yz[[.
The dual space V

is n-dimensional.
FI NI TE-DI MENSI ONAL VECTOR SPACES 43
In a real Euclidean vector space R
n
with the dot product as the scalar
product, the dual basis of an orthogonal basis is also orthogonal. Moreover,
for an orthonormal basis, the basis vectors are uniquely identiable by
e
i
e
i

e
i
T
. This is not true for nonorthogonal bases.
For the sake of a proof by reductio ad absurdum, suppose there exist a
vector e
i

in the dual basis B

which is not in the original orthogonal


basis B; that is, [e
i

, e
j
]
i j
for all e
j
B. But since Bis supposed to span
the corresponding vector space V, e
i

has to be contained in B

.
Moreover, since for a real Euclidean vector space R
n
with the dot prod-
uct as scalar product, the two products [, ] [ coincide, e
i
associated
with an orthogonal basis Bhas to be collinear for normalized basis vec-
tors even identical to exactly one element of B

.
For nonorthogonal bases, take the counterexample explicitly mentioned
at page 44.
How can one determine the dual basis from a given, not necessarily
orthogonal, basis? Suppose for the rest of this section that the metric is
identical to the usual dot product. The tuples of row vectors of the basis
B{f
1
, . . . , f
n
} can be arranged into a matrix
B
_
_
_
_
_
_
_
f
1
f
2
.
.
.
f
n
_
_
_
_
_
_
_

_
_
_
_
_
_
_
f
1,1
f
1,n
f
2,1
f
2,n
.
.
.
.
.
.
.
.
.
f
n,1
f
n,n
_
_
_
_
_
_
_
. (4.32)
Then take the inverse matrix B
1
, and interpret the column vectors of
B

B
1

_
f

1
, , f

n
_

_
_
_
_
_
_
_
f

1,1
f

n,1
f

1,2
f

n,2
.
.
.
.
.
.
.
.
.
f

1,n
f

n,n
_
_
_
_
_
_
_
(4.33)
as the tuples of elements of the dual basis of B

.
For orthogonal but not orthonormal bases, the term reciprocal basis can
be easily explained from the fact that the norm (or length) of each vector in
the reciprocal basis is just the inverse of the length of the original vector.
For a proof, consider B B
1
I
n
.
(i) For example, if
B{e
1
, e
2
, . . . , e
n
} {(1, 0, . . . , 0), (0, 1, . . . , 0), . . . , (0, 0, . . . , 1)}
is the standard basis in n-dimensional vector space containing unit
vectors of norm (or length) one, then (the superscript T indicates
44 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
transposition)
B

{e

1
, e

2
, . . . , e

n
}

_
(1, 0, . . . , 0)
T
, (0, 1, . . . , 0)
T
, . . . , (0, 0, . . . , 1)
T
_

_
_
_
_
_
_
_
_
1
0
.
.
.
0
_
_
_
_
_
_
_
,
_
_
_
_
_
_
_
0
1
.
.
.
0
_
_
_
_
_
_
_
, . . . ,
_
_
_
_
_
_
_
0
0
.
.
.
1
_
_
_
_
_
_
_
_

_
(4.34)
has elements with identical components, but those tuples are the trans-
posed tuples.
(ii) If
X{
1
e
1
,
2
e
2
, . . . ,
n
e
n
} {(
1
, 0, . . . , 0), (0,
2
, . . . , 0), . . . , (0, 0, . . . ,
n
)},

1
,
2
, . . . ,
n
R, is a dilated basis in n-dimensional vector space
containing vectors of norm (or length)
i
, then
X

{
1

1
e

1
,
1

2
e

2
, . . . ,
1

n
e

n
}

_
(
1

1
, 0, . . . , 0)
T
, (0,
1

2
, . . . , 0)
T
, . . . , (0, 0, . . . ,
1

n
)
T
_

_
1

1
_
_
_
_
_
_
_
1
0
.
.
.
0
_
_
_
_
_
_
_
,
1

2
_
_
_
_
_
_
_
0
1
.
.
.
0
_
_
_
_
_
_
_
, . . . ,
1

n
_
_
_
_
_
_
_
0
0
.
.
.
1
_
_
_
_
_
_
_
_

_
(4.35)
has elements with identical components of inverse length
1

i
, and again
those tuples are the transposed tuples.
(iii) Consider the nonorthogonal basis B {(1, 2), (3, 4)}. The associated
row matrix is
B
_
1 2
3 4
_
.
The inverse matrix is
B
1

_
2 1
3
2

1
2
_
,
and the associated dual basis is obtained from the columns of B
1
by
B

__
2
3
2
_
,
_
1

1
2
__

_
1
2
_
4
3
_
,
1
2
_
2
1
__
. (4.36)
FI NI TE-DI MENSI ONAL VECTOR SPACES 45
4.8.2 Dual coordinates
With respect to a given basis, the components of a vector are often written
as tuples of ordered (x
i
is written before x
i +1
not x
i
< x
i +1
) scalars as
column vectors
x
_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
, (4.37)
whereas the components of vectors in dual spaces are often written in
terms of tuples of ordered scalars as row vectors
x

(x

1
, x

2
, . . . , x

n
). (4.38)
The coordinates (x
1
, x
2
, . . . , x
n
)
T

_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
are called covariant, whereas the
coordinates (x

1
, x

2
, . . . , x

n
) are called contravariant, . Alternatively, one can
denote covariant coordinates by subscripts, and contravariant coordinates
by superscripts; that is (see also Havlicek
8
, Section 11.4),
8
Hans Havlicek. Lineare Algebra fr
Technische Mathematiker. Heldermann
Verlag, Lemgo, second edition, 2008
x
i

_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
and x
i
(x

1
, x

2
, . . . , x

n
). (4.39)
Note again that the covariant and contravariant components x
i
and x
i
are
not absolute, but always dened with respect to a particular (dual) basis.
The Einstein summation convention requires that, when an index vari-
able appears twice in a single term, one has to sum over all of the possible
index values. This saves us from drawing the sum sign

i
for the index i ;
for instance x
i
y
i

i
x
i
y
i
.
In the particular context of covariant and contravariant components
made necessary by nonorthogonal bases whose associated dual bases are
not identical the summation always is between some superscript and
some subscript; e.g., x
i
y
i
.
Note again that for orthonormal basis, x
i
x
i
.
4.8.3 Representation of a functional by inner product
For proofs and additional information see
67 in
Paul R.. Halmos. Finite-dimensional Vec-
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
The following representation theorem, often called Riesz representation
theorem, is about the connection between any functional in a vector space
and its inner product; it is stated without proof: To any linear functional z
on a nite-dimensional inner product space Vthere corresponds a unique
46 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
vector y V, such that
z(x) [x, z] x [ y (4.40)
for all x V.
Note that in real vector space R
n
and with the dot product, y z.
In quantum mechanics, this representation of a functional by the inner
product induces a natural duality between propositions and states
that is, between (i) dichotomic (yes/no, or 1/0) observables represented by
projectors and their linear subspaces spanned by vectors [x
E
x
[xx[
on the one hand, and (ii) pure states also represented by projectors and
their subspaces spanned by vectors [

[[
on the other hand via the scalar product [, in particular
9
,
9
Jan Hamhalter. Quantum Measure Theory.
Fundamental Theories of Physics, Vol. 134.
Kluwer Academic Publishers, Dordrecht,
Boston, London, 2003. ISBN 1-4020-1714-6
(x) [x, ] x [ (4.41)
represents the probability (interpretable statistically as expectation or as
limit frequency) of the validity of the propoposition [ for a quantized
system in a pure state corresponding to the dual bra vector x[. This It is the conviction of the author that this
duality is no coincidence, as the distinction
between observable and state is purely
conventional.
amounts to the Born rule for pure states (projectors). More general, due
to linearity and the spectral theorem (cf. Section 4.27.1 on page 72), the
statistical expectation for a Hermitean (normal) operator A

k
i 0

i
E
i
and a quantized system prepared in pure state [ is

(A)
k

i 0

(E
i
)
k

i 0

i
[x
i
, ]
k

i 0

i
x
i
[ . (4.42)
4.8.4 Double dual space
In the following, we strictly limit the discussion to nite dimensional vector
spaces.
Because to every vector space Vthere exists a dual vector space V

spanned by all linear functionals on V, there exists also a dual vector


space (V

to the dual vector space V

spanned by all linear


functionals on V

. We state without proof that V

is closely related to, https://www.dpmms.cam.ac.uk/ wtg10/meta.doubledual.html


and can be canonically identied with Vvia the canonical bijection
VV

: x [x, with
[x : V

R or C: a

[x;
(4.43)
FI NI TE-DI MENSI ONAL VECTOR SPACES 47
indeed, more generally,
VV

,
V

,
V

V,
V

,
.
.
.
(4.44)
4.9 Tensor product
For proofs and additional information see
24 in
Paul R.. Halmos. Finite-dimensional Vec-
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
4.9.1 Denition
For the moment, sufce it to say that the tensor product VU of two linear
vector spaces Vand U should be such that, to every x Vand every y U
there corresponds a tensor product z x y VU which is bilinear in
both factors.
If A{f
1
, . . . , f
n
} and B{g
1
, . . . , g
m
} are bases of n- and m- dimensional
vector spaces Vand U, respectively, then the set Z of vectors z
i j
f
i
g
j
with i 1, . . . n and j 1, . . . m is a basis of the tensor product VU.
A generalization to more than one factors is straightforward.
4.9.2 Representation
The tensor product z xy has three equivalent notations or representa-
tions:
(i) as the scalar coordinates x
i
y
j
with respect to the basis in which the
vectors x and y have been dened and coded;
(ii) as the quasi-matrix z
i j
x
i
y
j
, whose components z
i j
are dened with
respect to the basis in which the vectors x and y have been dened and
coded;
(iii) as a quasi-vector or attened matrix dened by the Kronecker
product z (x
1
y, x
2
y, . . . , x
n
y) (x
1
y
1
, x
1
y
2
, . . . , x
n
y
n
). Again, the scalar
coordinates x
i
y
j
are dened with respect to the basis in which the
vectors x and y have been dened and coded.
In all three cases, the pairs x
i
y
j
are properly represented by distinct mathe-
matical entities.
Note, however, that this kind of quasi-matrix or quasi-vector represen-
tation can be misleading insofar as it (wrongly) suggests that all vectors
are accessible (representable) as quasi-vectors. For instance, takr the the In quantum mechanics this amounts to the
fact that not all pure two-particle states can
be written in terms of (tensor) products of
single-particle states; see also Section 1.5
of
N. David Mermin. Quantum Computer
Science. Cambridge University Press,
Cambridge, 2007. ISBN 9780521876582.
URL http://people.ccmr.cornell.edu/
~mermin/qcomp/CS483.html
arbitrary form of a (quasi-)vector in C
4
, which can be parameterized by
(
1
,
2
,
3
,
4
), with
1
,
3
,
3
,
4
C, (4.45)
48 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
and compare (4.45) with the general form of a tensor product of two quasi-
vectors in C
2
(a
1
, a
2
) (b
1
, b
2
) (a
1
b
1
, a
1
b
2
, a
2
b
1
, a
2
b
2
), with a
1
, a
2
, b
1
, b
2
C. (4.46)
A comparison of the coordinates in (4.45) and (4.46) yields

1
a
1
b
1
,

2
a
1
b
2
,

3
a
2
b
1
,

4
a
2
b
2
.
(4.47)
By taking the quotient of the two top and the two bottom equations and
equating these quotients, one obtains

b
1
b
2

4
, and thus

3
,
(4.48)
which amounts to a condition for the four coordinates
1
,
2
,
3
,
4
in
order for this four-dimensional vector to be decomposable into a tensor
product of two two-dimensional quasi-vectors. In quantum mechanics,
pure states which are not decomposable into a single tensor product are
called entangled.
4.10 Linear transformation
For proofs and additional information see
32-34 in
Paul R.. Halmos. Finite-dimensional Vec-
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
4.10.1 Denition
A linear transformation, or, used synonymuosly, a linear operator, A on a
vector space Vis a correspondence that assigns every vector x Va vector
Ax V, in a linear way; such that
A(x+y) A(x) +A(y) Ax+Ay, (4.49)
identically for all vectors x, y Vand all scalars , .
4.10.2 Operations
The sumS A+B of two linear transformations A and B is dened by
Sx Ax+Bx for every x V.
The product P AB of two linear transformations A and B is dened by
Px A(Bx) for every x V.
The notation A
n
A
m
A
n+m
and (A
n
)
m
A
nm
, with A
1
A and A
0
1
turns out to be useful.
With the exception of commutativity, all formal algebraic properties of
numerical addition and multiplication, are valid for transformations; that
FI NI TE-DI MENSI ONAL VECTOR SPACES 49
is A0 0A 0, A1 1A A, A(B+C) AB+AC, (A+B)C AC+BC,
and A(BC) (AB)C. In matrix notation, 1 1, and the entries of 0 are 0
everywhere.
The inverse operator A
1
of A is dened by AA
1
A
1
AI.
The commutator of two matrices A and B is dened by
[A, B] ABBA. (4.50)
The commutator should not be confused
with the bilinear funtional introduced for
dual spaces.
The polynomial can be directly adopted from ordinary arithmetic; that
is, any nite polynomial p of degree n of an operator (transformation) A
can be written as
p(A)
0
1+
1
A
1
+
2
A
2
+ +
n
A
n

i 0

i
A
i
. (4.51)
The Baker-Hausdorff formula
e
i A
Be
i A
B +i [A, B] +
i
2
2!
[A, [A, B]] + (4.52)
for two arbitrary noncommutative linear operators A and B is mentioned
without proof (cf. Messiah, Quantum Mechanics, Vol. 1
10
).
10
A. Messiah. Quantum Mechanics,
volume I. North-Holland, Amsterdam,
1962
If [A, B] commutes with A and B, then
e
A
e
B
e
A+B+
1
2
[A,B]
. (4.53)
4.10.3 Linear transformations as matrices
Due to linearity, there is a close connection between a matrix dened by an
n-by-n square array
Ai [A[ j a
i j

_
_
_
_
_
_
_

11

12

1n

21

22

2n
.
.
.
.
.
.
.
.
.

n1

n2

nn
_
_
_
_
_
_
_
(4.54)
containing n
2
entries, also called matrix coefcients or matrix coordinates

i j
, and a linear transformation A, encoded with respect to a particular
basis B. This can be well understood in terms of transformations of the
basis elements, as every vector is a unique linear combination of these
basis elements; more explicitly, see the Ansatz y
i
Ax
i
in Eq. (4.69) below.
Let Vbe an n-dimensional vector space; let B {f
1
, f
2
, . . . , f
n
} be any
basis of V, and let A be a linear transformation on V. Because every vector
is a linear combination of the basis vectors f
i
, it is possible to dene some
matrix coefcients or coordinates
i j
such that
Af
j

i j
f
i
(4.55)
50 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
for all j 1, . . . , n. Again, note that this denition of a transformation
matrix is tied to a basis.
In terms of this matrix notation, it is quite easy to present an example
for which the commutator [A, B] does not vanish; that is A and B do not
commute.
Take, for the sake of an example, the Pauli spin matrices which are
proportional to the angular momentum operators along the x, y, z-axis
11
:
11
Leonard I. Schiff. Quantum Mechanics.
McGraw-Hill, New York, 1955

x

_
0 1
1 0
_
,

y

_
0 i
i 0
_
,

z

_
1 0
0 1
_
.
(4.56)
Together with unity, i.e., I
2
diag(1, 1), they form a complete basis of all
(44) matrices. Now take, for instance, the commutator
[
1
,
3
]
1

_
0 1
1 0
__
1 0
0 1
_

_
1 0
0 1
__
0 1
1 0
_
2
_
0 1
1 0
_
/
_
0 0
0 0
_
.
(4.57)
4.11 Direct sum
For proofs and additional information see
18 in
Paul R.. Halmos. Finite-dimensional Vec-
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
Let U and Vbe vector spaces (over the same eld, say C). Their direct sum
W UVconsist of all ordered pairs (x, y), with x U in y V, and with
the linear operations dened by
(x
1
+x
2
, y
1
+y
2
) (x
1
, y
1
) +(x
2
, y
2
). (4.58)
We state without proof that, if U and Vare subspaces of a vector space
W, then the following three conditions are equivalent:
(i) WUV;
(ii) U
_
V 0 and U+V W(i.e., U and Vare complements of each
other);
(iii) every vector z Wcan be written as z x+y, with x U and y V, in
one and only one way.
FI NI TE-DI MENSI ONAL VECTOR SPACES 51
4.12 Projector or Projection
For proofs and additional information see
41 in
Paul R.. Halmos. Finite-dimensional Vec-
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
4.12.1 Denition
If Vis the direct sum of some subspaces Mand Nso that every z V
can be uniquely written in the form z x+y, with x Mand with y N,
then the projector, or, used synonymuosly, projection on Malong Nis the
transformation E dened by Ez x. Conversely, Fz y is the projector on
Nalong M.
A (nonzero) linear transformation E is a projector if and only if it is
idempotent; that is, EEE/0.
For a proof note that, if E is the projector on Malong N, and if z x+y,
with x Mand with y N, the the decomposition of x yields x+0, so that
E
2
z EEz Ex x Ez. The converse idempotence EE E implies
that E is a projector is more difcult to prove. For this proof we refer to
the literature; e.g., Halmos
12
.
12
Paul R.. Halmos. Finite-dimensional Vec-
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
We also mention without proof that a linear transformation E is a pro-
jector if and only if 1E is a projector. Note that (1E)
2
1EE+E
2

1E; furthermore, E(1E) (1E)EEE


2
0.
Furthermore, if E is the projector on Malong N, then 1E is the projec-
tor on Nalong M.
4.12.2 Construction of projectors from unit vectors
How can we construct projectors from unit vectors, or systems of orthog-
onal projectors from some vector in some orthonormal basis with the
standard dot product?
Let x be the coordinates of a unit vector; that is |x| 1. Transposition
is indicated by the superscript T in real vector space. In complex vector
space the transposition has to be substituted for the conjugate transpose
(also denoted as Hermitian conjugate or Hermitian adjoint), , stand-
ing for transposition and complex conjugation of the coordinates. More
explicitly,
(x
1
, . . . , x
n
)
T

_
_
_
_
x
1
.
.
.
x
n
_
_
_
_
, (4.59)
_
_
_
_
x
1
.
.
.
x
n
_
_
_
_
T
(x
1
, . . . , x
n
), (4.60)
and
(x
1
, . . . , x
n
)

_
_
_
_
x
1
.
.
.
x
n
_
_
_
_
, (4.61)
52 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
_
_
_
_
x
1
.
.
.
x
n
_
_
_
_

(x
1
, . . . , x
n
). (4.62)
Note that, just as
_
x
T
_
T
x, (4.63)
so is
_
x

x. (4.64)
In real vector space, the dyadic or tensor product (also in Diracs bra and
ket notation),
E
x
xx
T
[xx[

_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
(x
1
, x
2
, . . . , x
n
)

_
_
_
_
_
_
_
x
1
(x
1
, x
2
, . . . , x
n
)
x
2
(x
1
, x
2
, . . . , x
n
)
.
.
.
x
n
(x
1
, x
2
, . . . , x
n
)
_
_
_
_
_
_
_

_
_
_
_
_
_
_
x
1
x
1
x
1
x
2
x
1
x
n
x
2
x
1
x
2
x
2
x
2
x
n
.
.
.
.
.
.
.
.
.
.
.
.
x
n
x
1
x
n
x
2
x
n
x
n
_
_
_
_
_
_
_
(4.65)
is the projector associated with x.
If the vector x is not normalized, then the associated projector is
E
x

xx
T
x [ x

[xx[
x [ x
(4.66)
This construction is related to P
x
on page 40 by P
x
(y) E
x
y.
For a proof, consider only normalized vectors x, and let E
x
xx
T
, then
E
x
E
x
([xx[)([xx[) [xx[xx[ [x 1 x[0[xx[ E
x
.
More explicitly, by writing out the coordinate tuples, the equivalent proof is
FI NI TE-DI MENSI ONAL VECTOR SPACES 53
E
x
E
x
(xx
T
) (xx
T
)

_
_
_
_
_
_
_
_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
(x
1
, x
2
, . . . , x
n
)
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
(x
1
, x
2
, . . . , x
n
)
_
_
_
_
_
_
_

_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
(x
1
, x
2
, . . . , x
n
)
_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
(x
1
, x
2
, . . . , x
n
)

_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
1 (x
1
, x
2
, . . . , x
n
)
_
_
_
_
_
_
_
x
1
x
2
.
.
.
x
n
_
_
_
_
_
_
_
(x
1
, x
2
, . . . , x
n
) E
x
.
(4.67)
Fo two examples, let x (1, 0)
T
and y (1, 1)
T
; then
E
x

_
1
0
_
(1, 0)
_
1(1, 0)
0(1, 0)
_

_
1 0
0 0
_
,
and
E
y

1
2
_
1
1
_
(1, 1)
1
2
_
1(1, 1)
1(1, 1)
_

1
2
_
1 1
1 1
_
.
4.13 Change of basis
For proofs and additional information see
46 in
Paul R.. Halmos. Finite-dimensional Vec-
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
Let Vbe an n-dimensional vector space and let X {e
1
, . . . , e
n
} and Y
{f
1
, . . . , f
n
} be two bases of V.
Take an arbitrary vector z V. In terms of the two bases Xand Y, z can
be written as
z
n

i 1
x
i
e
i

n

i 1
y
i
f
i
, (4.68)
where x
i
and y
i
stand for the coordinates of the vector z with respect to the
bases Xand Y, respectively.
The following questions arise:
(i) What is the relation between the corresponding basis vectors e
i
and
f
j
?
(ii) What is the relation between the coordinates x
i
(with respect to the
basis X) and y
j
(with respect to the basis Y) of the vector z in Eq. (4.68)?
(iii) Suppose one xes the coordinates, say, {v
1
, . . . , v
n
}, what is the relation
beween the vectors v

n
i 1
v
i
e
i
and w

n
i 1
v
i
f
i
?
54 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
As an Ansatz for answering question (i), recall that, just like any other
vector in V, the new basis vectors f
i
contained in the new basis Ycan be
(uniquely) written as a linear combination (in quantum physics called lin-
ear superposition) of the basis vectors e
i
contained in the old basis X. This
can be dened via a linear transformation A between the corresponding
vectors of the bases Xand Yby
f
i
A(e
i
) Ae
i
, (4.69)
for all i 1, . . . , n. This implies
n

i 1
v
i
f
i

n

i 1
v
i
Ae
i
A
_
n

i 1
v
i
e
i
_
. (4.70)
Note that somewhat hidden in Eq. (4.69) there is a matrix multiplica-
tion which can be made explicit: let a
i j
[f
i
e
j
[ be the matrix compo-
nents corresponding to A in the basis X; then
f
j
A(e
j
) Ae
j

n

i 1
a
i j
e
i
. (4.71)
Here, as in Eq. (4.69), the subscript j refers to the j th vectors e
j
and f
i
of the two bases Xand Y, respectively. That is, very explicitly, Please have a look at
http://ocw.mit.edu/courses/mathematics/
18-06-linear-algebra-spring-2010/
video-lectures/
lecture-31-change-of-basis-
image-compression/
f
1
A(e
1
) Ae
1
a
11
e
1
+a
21
e
2
+ +a
n1
e
n

i 1
a
i 1
e
i
,
f
2
A(e
2
) Ae
2
a
12
e
1
+a
22
e
2
+ +a
n2
e
n

i 1
a
i 2
e
i
,
.
.
.
f
n
A(e
n
) Ae
n
a
1n
e
1
+a
2n
e
2
+ +a
nn
e
n

i 1
a
i n
e
i
.
(4.72)
Note also that the n equalities really represent n
2
linear equations for
the n
2
unknowns a
i j
, 1 i , j n, since every pair of basis vectors {f
i
, e
i
},
1 i n has n components or coefcients.
If one knows how the basis vectors {e
1
, . . . , e
n
} of Xtransform, then one
knows (by linearity) how all other vectors v

n
i 1
v
i
e
i
(represented in
this basis) transform; namely A(v)

n
i 1
v
i
Ae
i

n
i 1
v
i
A(e
i
).
Finally note that, if Xand Yare orthonormal bases, then the basis
transformation has a diagonal form
A
n

i 1
f

i
e
i

n

i 1
[f
i
e
i
[ (4.73)
FI NI TE-DI MENSI ONAL VECTOR SPACES 55
because all the off-diagonal components a
i j
, i / j of A explicitely
written down in Eqs.(4.72) vanish. See also Section 4.23.3 on page 65 for
a representation of unitary transformations in terms of basis changes. In
quantum mechanics, the temporal evolution is represented by nothing
but a change of orthonormal bases in Hilbert space.
Next we turn to question (ii). Since
z
n

j 1
y
j
f
j

n

j 1
y
j
Ae
j

n

j 1
y
j
n

i 1
a
i j
e
i

n

i 1
_
n

j 1
a
i j
y
j
_
e
i
;
and hence by comparison of the coefcients in Eq. (4.68),
x
i

j 1
a
i j
y
j
. (4.74)
That is, in terms of the old coordinates x
i
, the new coordinates are
n

i 1
(a
1
)
j
t
i
x
i

i 1
(a
1
)
j
t
i
n

j 1
a
i j
y
j

i 1
n

j 1
(a
1
)
j
t
i
a
i j
y
j

j 1

j
t
j
y
j
y
j
t
.
(4.75)
If we prefer to represent the vector coordinates of x and y as n-touples,
then Eqs. (4.74) and (4.75) have an interpretation as matrix multiplication;
that is,
x Ay, and
y A
1
x
. (4.76)
Finally, let us answer question (iii) by substituting the Ansatz f
i
Ae
i
dened in Eq. (4.69), while considering
w
n

i 1
v
i
f
i

n

i 1
v
i
Ae
i
A
n

i 1
v
i
e
i
A
_
n

i 1
v
i
e
i
_
Av. (4.77)
For the sake of an example,
1. consider a change of basis in the plane R
2
by rotation of an angle

4
around the origin, depicted in Fig. 4.3. According to Eq. (4.69), we have
f
1
Ae
1
,
f
2
Ae
2
,
(4.78)
and thus
_
y
1,1
y
1,2
_

_
a
11
a
12
a
21
a
22
__
x
1,1
x
1,2
_
,
_
y
2,1
y
2,2
_

_
a
11
a
12
a
21
a
22
__
x
2,1
x
2,2
_
,
(4.79)
which amounts to four linear equations in the four unknowns a
11
, a
12
, a
21
, a
22
.
E
T

d
d
d
d
d
ds
x
1
(1, 0)
T
x
2
(0, 1)
T
y
2

1
_
2
(1, 1)
T
y
1

1
_
2
(1, 1)
T
.
...................
.................
................
..............
............
. ..................
..................
.................
................
................


4
Figure 4.3: Basis change by rotation of


4
around the origin.
56 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
More explicitly, by inserting the basis vectors x
1
, x
2
, y
1
, y
2
one obtains
1
_
2
_
1
1
_

_
a
11
a
12
a
21
a
22
__
1
0
_
,
1
_
2
_
1
1
_

_
a
11
a
12
a
21
a
22
__
0
1
_
,
(4.80)
the rst pair of equations yielding a
11
a
21

1
_
2
, the second pair of
equations yielding a
12

1
_
2
and a
22

1
_
2
. Thus,
A
_
a
11
a
12
a
21
a
22
_

1
_
2
_
1 1
1 1
_
. (4.81)
By a similar calculation, taking into account the denition for the sine
and cosine functions, one obtains the transformation matrix A() asso-
ciated with an arbitrary angle ,
A
_
cos sin
sin cos
_
. (4.82)
The coordinates transform as
A
1

_
cos sin
sin cos
_
. (4.83)
2. Consider the more general rotation depicted in Fig. 4.4. Again, by in-
serting the basis vectors e
1
, e
2
, f
1
, and f
2
, one obtains
1
2
_
_
3
1
_

_
a
11
a
12
a
21
a
22
__
1
0
_
,
1
2
_
1
_
3
_

_
a
11
a
12
a
21
a
22
__
0
1
_
,
(4.84)
yielding a
11
a
22

_
3
2
, the second pair of equations yielding a
12
a
21

1
2
.
E
T
x
1
(1, 0)
T
x
2
(0, 1)
T
y
2

1
2
(1,
_
3)
T
y
1

1
2
(
_
3, 1)
T


6
B
!
u
.
..................
...............
............
.........
j
. . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . .
Figure 4.4: More general basis change by
rotation.
Thus,
A
_
a b
b a
_

1
2
_
_
3 1
1
_
3
_
. (4.85)
The coordinates transform according to the inverse transformation,
which in this case can be represented by
A
1

1
a
2
b
2
_
a b
b a
_

_
_
3 1
1
_
3
_
. (4.86)
FI NI TE-DI MENSI ONAL VECTOR SPACES 57
4.14 Mutually unbiased bases
Two orthonormal bases B {e
1
, . . . , e
n
} and B
t
{f
1
, . . . , f
n
} are said to be
mutually unbiased if their scalar or inner products are
[e
i
[f
j
[
2

1
n
(4.87)
for all 1 i , j n. Note without proof that is, you do not have to be
concerned that you need to understand this from what has been said so far
that the elements of two or more mutually unbiased bases are mutually
maximally apart.
In physics, one seeks maximal sets of orthogonal bases who are max-
imally apart
13
. Such maximal sets of bases are used in quantum infor-
13
W. K. Wootters and B. D. Fields. Optimal
state-determination by mutually unbi-
ased measurements. Annals of Physics,
191:363381, 1989. DOI : 10.1016/0003-
4916(89)90322-9. URL http://dx.doi.
org/10.1016/0003-4916(89)90322-9;
and Thomas Durt, Berthold-Georg En-
glert, Ingemar Bengtsson, and Karol
Zyczkowski. On mutually unbiased
bases. International Journal of Quan-
tum Information, 8:535640, 2010.
DOI : 10.1142/S0219749910006502.
URL http://dx.doi.org/10.1142/
S0219749910006502
mation theory to assure maximal performance of certain protocols used
in quantum cryptography, or for the production of quantum random se-
quences by beam splitters. They are essential for the practical exploitations
of quantum complementary properties and resources.
Schwinger presented an algorithm (see
14
for a proof ) to construct a
14
J. Schwinger. Unitary operators bases.
In Proceedings of the National Academy of
Sciences (PNAS), volume 46, pages 570579,
1960. DOI : 10.1073/pnas.46.4.570. URL
http://dx.doi.org/10.1073/pnas.46.
4.570
new mutually unbiased basis Bfrom an existing orthogonal one. The
proof idea is to create a new basis inbetween the old basis vectors. by the
following construction steps:
(i) take the existing orthogonal basis and permute all of its elements by
shift-permuting its elements; that is, by changing the basis vectors
according to their enumeration i i +1 for i 1, . . . , n 1, and n 1; or
any other nontrivial (i.e., do not consider identity for any basis element)
permutation;
(ii) consider the (unitary) transformation (cf. Sections 4.13 and 4.23.3)
corresponding to the basis change from the old basis to the new, per-
mutated basis;
(iii) nally consider the (orthonormal) eigenvectors of this (unitary) trans-
formation associated with the basis change form the vectors of a new
bases B
t
. Together with Bthese two bases are mutually unbiased.
Consider, for example, the real plane R
2
, and the basis For a Mathematica(R) program, see
http://tph.tuwien.ac.at/
svozil/publ/2012-schwinger.m
B{e
1
, e
2
} {(1, 0), (0, 1)}.
The shift-permutation [step (i)] brings Bto a new, shift-permuted basis
S; that is,
{e
1
, e
2
} S{f
1
e
2
, f
1
e
1
} {(0, 1), (1, 0)}.
The (unitary) basis transformation [step (ii)] between Band Scan be
58 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
constructed by a diagonal sum
Uf

1
e
1
+f

2
e
2
e

2
e
1
+e

1
e
2
[f
1
e
1
[ +[f
2
e
2
[ [e
2
e
1
[ +[e
1
e
2
[

_
0
1
_
(1, 0) +
_
1
0
_
(0, 1)

_
0(1, 0)
1(1, 0)
_
+
_
1(0, 1)
0(0, 1)
_

_
0 0
1 0
_
+
_
0 1
0 0
_

_
0 1
1 0
_
.
(4.88)
The set of eigenvectors [step (iii)] of this (unitary) basis transformation U
forms a new basis
B
t
{
1
_
2
(f
1
e
1
),
1
_
2
(f
2
+e
2
)}
{
1
_
2
([f
1
[e
1
),
1
_
2
([f
2
+[e
2
)}
{
1
_
2
([e
2
[e
1
),
1
_
2
([e
1
+[e
2
)}

_
1
_
2
(1, 1),
1
_
2
(1, 1)
_
.
(4.89)
For a proof of mutually unbiasedness, just form the four inner products of
one vector in Btimes one vector in B
t
, respectively.
In three-dimensional complex vector space C
3
, a similar construction
from the Cartesian standard basis B{e
1
, e
2
, e
3
} {(1, 0, 0), (0, 1, 0), (0, 0, 1)}
yields
B
t

1
_
3
{(1, 1, 1),
_
1
2
_
_
3i 1
_
,
1
2
_

_
3i 1
_
, 1
_
,
_
1
2
_

_
3i 1
_
,
1
2
_
_
3i 1
_
, 1
__
.
(4.90)
Nobody knows how to systematically derive and construct a complete or
maximal set of mutually unbiased bases; nor is it clear in general, that is,
for arbitrary dimensions, how many bases there are in such sets.
4.15 Rank
The (column or row) rank, (A), or rk(A), of a linear transformation A
in an n-dimensional vector space Vis the maximum number of linearly
independent (column or, equivalently, row) vectors of the associated n-by-
n square matrix A, represented by its entries a
i j
.
FI NI TE-DI MENSI ONAL VECTOR SPACES 59
This denition can be generalized to arbitrary m-by-n matrices A,
represented by its entries a
i j
. Then, the row and column ranks of A are
identical; that is,
row rk(A) column rk(A) rk(A). (4.91)
For a proof, consider Mackiws argument
15
. First we show that row rk(A)
15
George Mackiw. A note on the equality
of the column and row rank of a matrix.
Mathematics Magazine, 68(4):pp. 285
286, 1995. ISSN 0025570X. URL http:
//www.jstor.org/stable/2690576
column rk(A) for any real (a generalization to complex vector space re-
quires some adjustments) m-by-n matrix A. Let the vectors {e
1
, e
2
, . . . , e
r
}
with e
i
R
n
, 1 i r , be a basis spanning the row space of A; that is, all
vectors that can be obtained by a linear combination of the m row vectors
_
_
_
_
_
_
_
(a
11
, a
12
, . . . , a
1n
)
(a
21
, a
22
, . . . , a
2n
)
.
.
.
(a
m1
, a
n2
, . . . , a
mn
)
_
_
_
_
_
_
_
of A can also be obtained as a linear combination of e
1
, e
2
, . . . , e
r
. Note that
r m.
Now form the column vectors Ae
T
i
for 1 i r , that is, Ae
T
1
, Ae
T
2
, . . . , Ae
T
r
via the usual rules of matrix multiplication. Let us prove that these result-
ing column vectors Ae
T
i
are linearly independent.
Suppose they were not (proof by contradiction). Then, for some scalars
c
1
, c
2
, . . . , c
r
R,
c
1
Ae
T
1
+c
2
Ae
T
2
+. . . +c
r
Ae
T
r
A
_
c
1
e
T
1
+c
2
e
T
2
+. . . +c
r
e
T
r
_
0
without all c
i
s vanishing.
That is, v c
1
e
T
1
+c
2
e
T
2
+. . . +c
r
e
T
r
, must be in the null space of A
dened by all vectors x with Ax 0, and A(v) 0 . (In this case the inner
(Euclidean) product of x with all the rows of A must vanish.) But since the
e
i
s form also a basis of the row vectors, v
T
is also some vector in the row
space of A. The linear independence of the basis elements e
1
, e
2
, . . . , e
r
of
the row space of A guarantees that all the coefcients c
i
have to vanish;
that is, c
1
c
2
c
r
0.
At the same time, as for every vector x R
n
, Ax is a linear combination
of the column vectors
_
_
_
_
_
_
_
_
_
_
_
_
_
_
a
11
a
21
.
.
.
a
m1
_
_
_
_
_
_
_
,
_
_
_
_
_
_
_
a
12
a
22
.
.
.
a
m2
_
_
_
_
_
_
_
, ,
_
_
_
_
_
_
_
a
1n
a
2n
.
.
.
a
mn
_
_
_
_
_
_
_
_
_
_
_
_
_
_
,
the r linear independent vectors Ae
T
1
, Ae
T
2
, . . . , Ae
T
r
are all linear combi-
nations of the column vectors of A. Thus, they are in the column space of
A. Hence, r column rk(A). And, as r row rk(A), we obtain row rk(A)
column rk(A).
60 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
By considering the transposed matrix A
T
, and by an analogous ar-
gument we obtain that row rk(A
T
) column rk(A
T
). But row rk(A
T
)
column rk(A) and column rk(A
T
) row rk(A), and thus row rk(A
T
)
column rk(A) column rk(A
T
) row rk(A). Finally, by considering both
estimates row rk(A) column rk(A) as well as column rk(A) row rk(A), we
obtain that row rk(A) column rk(A).
4.16 Determinant
4.16.1 Denition
Suppose A a
i j
is the n-by-n square matrix representation of a linear
transformation A in an n-dimensional vector space V. We shall dene its
determinant recursively.
First, a minor M
i j
of an n-by-n square matrix A is dened to be the
determinant of the (n 1) (n 1) submatrix that remains after the entire
i th row and j th column have been deleted from A.
A cofactor A
i j
of an n-by-n square matrix A is dened in terms of its
associated minor by
A
i j
(1)
i +j
M
i j
. (4.92)
The determinant of a square matrix A, denoted by detA or [A[, is a scalar
rekursively dened by
detA
n

j 1
a
i j
A
i j

n

i 1
a
i j
A
i j
(4.93)
for any i (row expansion) or j (column expansion), with i , j 1, . . . , n. For
11 matrices (i.e., scalars), detA a
11
.
4.16.2 Properties
The following properties of determinants are mentioned without proof:
(i) If A and B are square matrices of the same order, then detAB (detA)(detB).
(ii) If either two rows or two columns are exchanged, then the determinant
is multiplied by a factor 1.
(iii) det(A
T
) detA.
(iv) The determinant detA of a matrix A is non-zero if and only if A is
invertible. In particular, if A is not invertible, detA 0. If A has an
inverse matrix A
1
, then det(A
1
) (detA)
1
.
(v) Multiplication of any row or column with a factor results in a deter-
minant which is times the original determinant.
FI NI TE-DI MENSI ONAL VECTOR SPACES 61
4.17 Trace
4.17.1 Denition
The German word for trace is Spur.
The trace of an n-by-n square matrix A a
i j
, denoted by TrA, is a scalar
dened to be the sum of the elements on the main diagonal (the diagonal
from the upper left to the lower right) of A; that is (also in Diracs bra and
ket notation),
TrA a
11
+a
22
+ +a
nn

i 1
a
i i

n

i 1
i [A[i . (4.94)
4.17.2 Properties
The following properties of traces are mentioned without proof:
(i) Tr(A+B) TrA+TrB;
(ii) Tr(A) TrA, with C;
(iii) Tr(AB) Tr(BA), hence the trace of the commutator vanishes; that is,
Tr([A, B]) 0;
(iv) TrA TrA
T
;
(v) Tr(AB) (TrA)(TrB);
(vi) the trace is the sum of the eigenvalues of a normal operator;
(vii) det(e
A
) e
TrA
;
(viii) the trace is the derivative of the determinant at the identity;
(xi) the complex conjugate of the trace of an operator is equal to the trace
of its adjoint; that is (TrA) Tr(A

);
(xi) the trace is invariant under rotations of the basis and under cyclic
permutations.
A trace class operator is a compact operator for which a trace is nite
and independent of the choice of basis.
4.18 Adjoint
4.18.1 Denition
Let Vbe a vector space and let y be any element of its dual space V

.
For any linear transformation A, consider the bilinear functional y
t
(x) Here [, ] is the bilinear functional, not the
commutator.
[x, y
t
] [Ax, y] Let the adjoint transformation A

be dened by
[x, A

y] [Ax, y]. (4.95)


62 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
In real inner product spaces,
[x, A
T
y] [Ax, y]. (4.96)
In complex inner product spaces,
[x, A

y] [Ax, y]. (4.97)


4.18.2 Properties
We mention without proof that the adjoint operator is a linear operator.
Furthermore, 0

0, 1

1, (A+B)

+B

, (A)

, (AB)

,
and (A
1
)

(A

)
1
; as well as (in nite dimensional spaces)
A

A. (4.98)
4.18.3 Matrix notation
In matrix notation and in complex vector space with the dot product, note
that there is a correspondence with the inner product (cf. page 45) so that,
for all z Vand for all x V, there exist a unique y Vwith
[Ax, z]
Ax [ y
y [ Ax
y
i
A
i j
x
j
y
i
A
T
j i
x
j
xA
T
y
[x, A

z]
x [ A

y
x
i
A

i j
y
j
xA

y,
(4.99)
and hence
A

(A)
T
A
T
, or A

i j
A
j i
. (4.100)
In words: in matrix notation, the adjoint transformation is just the trans-
pose of the complex conjugate of the original matrix.
4.19 Self-adjoint transformation
The following denition yields some analogy to real numbers as compared
to complex numbers (a complex number z is real if z z), expressed in
terms of operators on a complex vector space.
An operator A on a linear vector space Vis called self-adjoint, if
A

A. (4.101)
FI NI TE-DI MENSI ONAL VECTOR SPACES 63
In real inner product spaces, self adoint operators are called symmetric,
since they are symmetric with respect to transpositions; that is,
A

A
T
A. (4.102)
In complex inner product spaces, self adoint operators are called Her-
mitian, since they are identical with respect to Hermitian conjugation
(Transposition of the matrix and complex conjugation of its entries); that
is,
A

A. (4.103)
In what follows, we shall consider only the latter case and identify self-
adjoint operators with Hermitian ones. In terms of matrices, a matrix A
corresponding to an operator A in some xed basis is self-adjoint if
A

(A
i j
)
T
A
i j
A
i j
A. (4.104)
That is, suppose A
i j
is the matrix representation corresponding to a linear
transformation A in some basis B, then the Hermitian matrix A A to
the dual basis B

is (A
i j
)
T
.
For the sake of an example, consider again the Pauli spin matrices

x

_
0 1
1 0
_
,

y

_
0 i
i 0
_
,

z

_
1 0
0 1
_
.
(4.105)
which, together with unity, i.e., I
2
diag(1, 1), are all self-adjoint.
The following operators are not self-adjoint:
_
0 1
0 0
_
,
_
1 1
0 0
_
,
_
1 0
i 0
_
,
_
0 i
i 0
_
. (4.106)
4.20 Positive transformation
A linear transformation A on an inner product space Vis positive, that
is in symbols A 0, if it is self-adjoint, and if Ax [ x 0 for all x V. If
Ax [ x 0 implies x 0, A is called strictly positive.
4.21 Orthonormal transformations
An orthonomal transformation R is a linear transformation whose corre-
sponding square matrix R has real-valued entries and mutually ortogonal,
normalized row (or, equivalently, column) vectors. As a consequence,
RR
T
R
T
R I, or R
1
R
T
. (4.107)
64 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
If detR 1, R corresponds to a rotation. If detR 1, R corresponds to
a rotation and a reection. Orthonomal transformations are real valued
cases of the more general unitary transformations discussed next. As a
two-dimensional example for rotations in the plane R
2
, take the rotation
matrix in Eq. (4.82) representing a rotation of the basis by an angle .
4.22 Permutation
Permutation (matrices) are the classical analogues
16
of unitary trans-
16
N. David Mermin. Lecture notes on
quantum computation. 2002-2008.
URL http://people.ccmr.cornell.
edu/~mermin/qcomp/CS483.html; and
N. David Mermin. Quantum Computer
Science. Cambridge University Press,
Cambridge, 2007. ISBN 9780521876582.
URL http://people.ccmr.cornell.edu/
~mermin/qcomp/CS483.html
formations (matrices) which will be introduced briey. The permutation
matrices are dened by the requirement that they only contain a single
nonvanishing entry 1 per row and column; all the other row and column
entries vanish 0. For example, the matrices I
n
diag(1, . . . , 1
. .
n times
), or

_
0 1
1 0
_
,
1

_
_
_
0 1 0
1 0 0
0 0 1
_
_
_
are permutation matrices.
Note that from the denition follows that, if P is a permutation matrix,
then PP
T
P
T
I
n
. That is, P
T
represents the inverse element of P.
Note also that, if P and Q are permutation matrices, so is PQ and QP.
The set of all n! permutation (n n)matrices correponding to permu-
tations of n elements of {1, 2, . . . , n} form the symmetric group S
n
, with I
n
being the identity element.
4.23 Unitary transformations and isometries
For proofs and additional information see
73 in
Paul R.. Halmos. Finite-dimensional Vec-
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
4.23.1 Denition
Note that a complex number z has absolute value one if z 1/z, or zz 1.
In analogy to this modulus one behavior, consider unitary transforma-
tions, or, used synonymuously, (one-to-one) isometries U for which
U

U
1
, or UU

UI. (4.108)
Alternatively, we mention without proof that the following conditions are
equivalent:
(i) Ux [ Uy x [ y for all x, y V;
(ii) |Ux| |x| for all x V;
Unitary transformations can also be dened via permutations preserving
the scalar product. That is, function such as f : x x
t
x with / e
i
,
R, do not correspond to a unitary transformation in one-dimensional
FI NI TE-DI MENSI ONAL VECTOR SPACES 65
Hilbert space, as the scalar product f : x[y x
t
[y
t
[[
2
x[y is not
preserved; whereas if is a modulus of one; that is, with e
i
,
R, [[
2
1, and the scalar is preseved. Thus, u : x x
t
e
i
x, R,
represents a unitary transformation.
4.23.2 Characterization of change of orthonormal basis
Let B {f
1
, f
2
, . . . , f
n
} be an orthonormal basis of an n-dimensional inner
product space V. If U is an isometry, then UB{Uf
1
, Uf
2
, . . . , Uf
n
} is also an
orthonormal basis of V. (The converse is also true.)
4.23.3 Characterization in terms of orthonormal basis
A complex matrix U is unitary if and only if its row (or column) vectors
form an orthonormal basis.
This can be readily veried
17
by writing U in terms of two orthonormal
17
J. Schwinger. Unitary operators bases.
In Proceedings of the National Academy of
Sciences (PNAS), volume 46, pages 570579,
1960. DOI : 10.1073/pnas.46.4.570. URL
http://dx.doi.org/10.1073/pnas.46.
4.570
bases B{e
1
, e
2
, . . . , e
n
} B
t
{f
1
, f
2
, . . . , f
n
} as
U
e f

n

i 1
e

i
f
i

n

i 1
[e
i
f
i
[. (4.109)
Together with U
f e

n
i 1
f

i
e
i

n
i 1
[f
i
e
i
[ we form
e
k
U
e f
e
k
n

i 1
e

i
f
i

i 1
(e
k
e

i
)f
i

i 1

ki
f
i
f
k
.
(4.110)
In a similar way we nd that
U
e f
f

k
e

k
,
f
k
U
f e
e
k
,
U
f e
e

k
f

k
.
(4.111)
Moreover,
U
e f
U
f e

i 1
n

j 1
([e
i
f
i
[)([f
j
e
j
[)

i 1
n

j 1
[e
i

i j
e
j
[

i 1
[e
i
e
i
[
I.
(4.112)
66 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
In a similar way we obtain U
f e
U
e f
I. Since
U

e f

n

i 1
f

i
(e

i
)

i 1
f

i
e
i
U
f e
, (4.113)
we obtain that U

e f
(U
e f
)
1
and U

f e
(U
f e
)
1
.
Note also that the composition holds; that is, U
e f
U
f g
U
eg
.
If we identify one of the bases Band B
t
by the Cartesian standard basis,
it becomes clear that, for instance, every unitary operator U can be written
in terms of an orthonormal basis B{f
1
, f
2
, . . . , f
n
} by stacking the vectors
of that orthonormal basis on top of each other; that is For proofs and additional information see
5.11.3, Theorem 5.1.5 and subsequent
Corollary in
Satish D. Joglekar. Mathematical Physics:
The Basics. CRC Press, Boca Raton, Florida,
2007
U
_
_
_
_
_
_
_
f
1
f
2
.
.
.
f
n
_
_
_
_
_
_
_
. (4.114)
Thereby the vectors of the orthonormal basis Bserve as the rows of U.
Also, every unitary operator U can be written in terms of an orthonor-
mal basis B {f
1
, f
2
, . . . , f
n
} by pasting the (transposed) vectors of that
orthonormal basis one after another; that is
U
_
f
T
1
, f
T
2
, , f
T
n
_
. (4.115)
Thereby the (transposed) vectors of the orthonormal basis Bserve as the
columns of U.
Note also that any permutation of vectors in Bwould also yield unitary
matrices.
4.24 Perpendicular projectors
For proofs and additional information see
42, 75 & 76 in
Paul R.. Halmos. Finite-dimensional Vec-
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
Perpendicular projections are associated with a direct sum decomposition of
the vector space V; that is,
MM

V. (4.116)
Let E P
M
denote the projector on Malong M

. The following proposi-


tions are stated without proof.
A linear transformation E is a perpendicular projector if and only if
EE
2
E

.
Perpendicular projectors are positive linear transformations, with
|Ex| |x| for all x V. Conversely, if a linear transformation E is idempo-
tent; that is, E
2
E, and |Ex| |x| for all x V, then is self-adjoint; that is,
EE

.
Recall that for real inner product spaces, the self-adjoint operator can
be identied with a symmetric operator E E
T
, whereas for complex
FI NI TE-DI MENSI ONAL VECTOR SPACES 67
inner product spaces, the self-adjoint operator can be identied with a
Hermitean operator EE

.
If E
1
, E
2
, . . . , E
n
are (perpendicular) projectors, then a necessary and
sufcient condition that EE
1
+E
2
+ +E
n
be a (perpendicular) projector
is that E
i
E
j

i j
E
i

i j
E
j
; and, in particular, E
i
E
j
0 whenever i / j ;
that is, that all E
i
are pairwise orthogonal.
For a start, consider just two projectors E
1
and E
2
. Then we can assert
that E
1
+E
2
is a projector if and only if E
1
E
2
E
2
E
1
0.
Because, for E
1
+E
2
to be a projector, it must be idempotent; that is,
(E
1
+E
2
)
2
(E
1
+E
2
)(E
1
+E
2
) E
2
1
+E
1
E
2
+E
2
E
1
+E
2
2
E
1
+E
2
. (4.117)
As a consequence, the cross-product terms in (4.117) must vanish; that is,
E
1
E
2
+E
2
E
1
0. (4.118)
Multiplication of (4.118) with E
1
from the left and from the right yields
E
1
E
1
E
2
+E
1
E
2
E
1
0,
E
1
E
2
+E
1
E
2
E
1
0; and
E
1
E
2
E
1
+E
2
E
1
E
1
0,
E
1
E
2
E
1
+E
2
E
1
0.
(4.119)
Subtraction of the resulting pair of equations yields
E
1
E
2
E
2
E
1
[E
1
, E
2
] 0, (4.120)
or
E
1
E
2
E
2
E
1
. (4.121)
Hence, in order for the cross-product terms in Eqs. (4.117 ) and (4.118) to
vanish, we must have
E
1
E
2
E
2
E
1
0. (4.122)
Proving the reverse statement is straightforward, since (4.122) implies
(4.117).
A generalisation by induction to more than two projectors is straight-
forward, since, for instance, (E
1
+E
2
) E
3
0 implies E
1
E
3
+E
2
E
3
0.
Multiplication with E
1
from the left yields E
1
E
1
E
3
+E
1
E
2
E
3
E
1
E
3
0.
4.25 Proper value or eigenvalue
For proofs and additional information see
54 in
Paul R.. Halmos. Finite-dimensional Vec-
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
4.25.1 Denition
A scalar is a proper value or eigenvalue, and a non-zero vector x is a
proper vector or eigenvector of a linear transformation A if
Ax x. (4.123)
In an n-dimensional vector space VThe set of the set of eigenvalues and
the set of the associated eigenvectors {{
1
, . . . ,
k
}, {x
1
, . . . , x
n
}} of a linear
transformation A form an eigensystem of A.
68 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
4.25.2 Determination
Since the eigenvalues and eigenvectors are those scalars vectors x for
which Ax x, this equation can be rewritten with a zero vector on the
right side of the equation; that is (I diag(1, . . . , 1) stands for the identity
matrix),
(AI)x 0. (4.124)
Suppose that AI is invertible. Then we could formally write x (A
I)
1
0; hence x must be the zero vector.
We are not interested in this trivial solution of Eq. (4.124). Therefore,
suppose that, contrary to the previous assumption, AI is not invert-
ible. We have mentioned earlier (without proof ) that this implies that its
determinant vanishes; that is,
det(AI) [AI[ 0. (4.125)
This is called the sekular determinant; and the corresponding equation
after expansion of the determinant is called the sekular equation or charac-
teristic equation. Once the eigenvalues, that is, the roots (i.e., the solutions)
of this equation are determined, the eigenvectors can be obtained one-by-
one by inserting these eigenvalues one-by-one into Eq. (4.124).
For the sake of an example, consider the matrix
A
_
_
_
1 0 1
0 1 0
1 0 1
_
_
_. (4.126)
The secular determinant yields

1 0 1
0 1 0
1 0 1

0,
which yields the characteristic equation (1)
3
(1) (1)[(1)
2

1] (1)[
2
2] (1)(2) 0, and therefore three eigenvalues

1
0,
2
1, and
3
2 which are the roots of (1)(2) 0.
Let us now determine the eigenvectors of A, based on the eigenvalues.
Insertion
1
0 into Eq. (4.124) yields
_
_
_
_
_
_
1 0 1
0 1 0
1 0 1
_
_
_
_
_
_
0 0 0
0 0 0
0 0 0
_
_
_
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_
_
_
_
1 0 1
0 1 0
1 0 1
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_
_
_
_
0
0
0
_
_
_; (4.127)
therefore x
1
+x
3
0 and x
2
0. We are free to choose any (nonzero)
x
1
x
3
, but if we are interested in normalized eigenvectors, we obtain
x
1
(1/
_
2)(1, 0, 1)
T
.
FI NI TE-DI MENSI ONAL VECTOR SPACES 69
Insertion
2
1 into Eq. (4.124) yields
_
_
_
_
_
_
1 0 1
0 1 0
1 0 1
_
_
_
_
_
_
1 0 0
0 1 0
0 0 1
_
_
_
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_
_
_
_
0 0 1
0 0 0
1 0 0
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_
_
_
_
0
0
0
_
_
_; (4.128)
therefore x
1
x
3
0 and x
2
is arbitrary. We are again free to choose any
(nonzero) x
2
, but if we are interested in normalized eigenvectors, we obtain
x
2
(0, 1, 0)
T
.
Insertion
3
2 into Eq. (4.124) yields
_
_
_
_
_
_
1 0 1
0 1 0
1 0 1
_
_
_
_
_
_
2 0 0
0 2 0
0 0 2
_
_
_
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_
_
_
_
1 0 1
0 1 0
1 0 1
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_
_
_
_
0
0
0
_
_
_; (4.129)
therefore x
1
+x
3
0 and x
2
0. We are free to choose any (nonzero)
x
1
x
3
, but if we are once more interested in normalized eigenvectors, we
obtain x
1
(1/
_
2)(1, 0, 1)
T
.
Note that the eigenvectors are mutually orthogonal. We can construct
the corresponding orthogonal projectors by the dyadic product of the
eigenvectors; that is,
E
1
x
1
x
T
1

1
2
(1, 0, 1)
T
(1, 0, 1)
1
2
_
_
_
1(1, 0, 1)
0(1, 0, 1)
1(1, 0, 1)
_
_
_
1
2
_
_
_
1 0 1
0 0 0
1 0 1
_
_
_
E
2
x
2
x
T
2
(0, 1, 0)
T
(0, 1, 0)
_
_
_
0(0, 1, 0)
1(0, 1, 0)
0(0, 1, 0)
_
_
_
_
_
_
0 0 0
0 1 0
0 0 0
_
_
_
E
3
x
3
x
T
3

1
2
(1, 0, 1)
T
(1, 0, 1)
1
2
_
_
_
1(1, 0, 1)
0(1, 0, 1)
1(1, 0, 1)
_
_
_
1
2
_
_
_
1 0 1
0 0 0
1 0 1
_
_
_
(4.130)
Note also that A can be written as the sum of the products of the eigen-
values with the associated projectors; that is (here, E stands for the corre-
sponding matrix), A 0E
1
+1E
2
+2E
3
.
If the eigenvalues obtained are not distinct und thus some eigenvalues
are degenerate, the associated eigenvectors traditionally that is, by con-
vention and not necessity are chosen to be mutually orthogonal. A more
formal motivation will come from the spectral theorem below.
For the sake of an example, consider the matrix
B
_
_
_
1 0 1
0 2 0
1 0 1
_
_
_. (4.131)
70 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
The secular determinant yields

1 0 1
0 2 0
1 0 1

0,
which yields the characteristic equation (2 )(1 )
2
+[(2 )]
(2 )[(1 )
2
1] (2 )
2
0, and therefore just two eigenvalues

1
0, and
2
2 which are the roots of (2)
2
0.
Let us now determine the eigenvectors of B, based on the eigenvalues.
Insertion
1
0 into Eq. (4.124) yields
_
_
_
_
_
_
1 0 1
0 2 0
1 0 1
_
_
_
_
_
_
0 0 0
0 0 0
0 0 0
_
_
_
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_
_
_
_
1 0 1
0 2 0
1 0 1
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_
_
_
_
0
0
0
_
_
_; (4.132)
therefore x
1
+x
3
0 and x
2
0. Again we are free to choose any (nonzero)
x
1
x
3
, but if we are interested in normalized eigenvectors, we obtain
x
1
(1/
_
2)(1, 0, 1)
T
.
Insertion
2
2 into Eq. (4.124) yields
_
_
_
_
_
_
1 0 1
0 2 0
1 0 1
_
_
_
_
_
_
2 0 0
0 2 0
0 0 2
_
_
_
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_
_
_
_
1 0 1
0 0 0
1 0 1
_
_
_
_
_
_
x
1
x
2
x
3
_
_
_
_
_
_
0
0
0
_
_
_; (4.133)
therefore x
1
x
3
; x
2
is arbitrary. We are again free to choose any values of
x
1
, x
3
and x
2
as long x
1
x
3
as well as x
2
are satised. Take, for the sake
of choice, the orthogonal normalized eigenvectors x
2,1
(0, 1, 0)
T
and
x
2,2
(1/
_
2)(1, 0, 1)
T
, which are also orthogonal to x
1
(1/
_
2)(1, 0, 1)
T
.
Note again that we can nd the corresponding orthogonal projectors by
the dyadic product of the eigenvectors; that is, by
E
1
x
1
x
T
1

1
2
(1, 0, 1)
T
(1, 0, 1)
1
2
_
_
_
1(1, 0, 1)
0(1, 0, 1)
1(1, 0, 1)
_
_
_
1
2
_
_
_
1 0 1
0 0 0
1 0 1
_
_
_
E
2,1
x
2,1
x
T
2,1
(0, 1, 0)
T
(0, 1, 0)
_
_
_
0(0, 1, 0)
1(0, 1, 0)
0(0, 1, 0)
_
_
_
_
_
_
0 0 0
0 1 0
0 0 0
_
_
_
E
2,2
x
2,2
x
T
2,2

1
2
(1, 0, 1)
T
(1, 0, 1)
1
2
_
_
_
1(1, 0, 1)
0(1, 0, 1)
1(1, 0, 1)
_
_
_
1
2
_
_
_
1 0 1
0 0 0
1 0 1
_
_
_
(4.134)
Note also that B can be written as the sum of the products of the eigen-
values with the associated projectors; that is (here, E stands for the corre-
sponding matrix), B 0E
1
+2(E
1,2
+E
1,2
). This leads us to the much more
general spectral theorem.
FI NI TE-DI MENSI ONAL VECTOR SPACES 71
Another, extreme, example would be the unit matrix in n dimensions;
that is, I
n
diag(1, . . . , 1
. .
n times
), which has an n-fold degenerate eigenvalue 1
corresponding to a solution to (1)
n
0. The corresponding projection
operator is I
n
. [Note that (I
n
)
2
I
n
and thus I
n
is a projector.] If one (some-
how arbitrarily but conveniently) chooses a decomposition of unity I
n
into
projectors corresponding to the standard basis (any other orthonormal
basis would do as well), then
I
n
diag(1, 0, 0, . . . , 0) +diag(0, 1, 0, . . . , 0) + +diag(0, 0, 0, . . . , 1)
_
_
_
_
_
_
_
_
_
1 0 0 0
0 1 0 0
0 0 1 0
.
.
.
0 0 0 1
_
_
_
_
_
_
_
_
_

_
_
_
_
_
_
_
_
_
1 0 0 0
0 0 0 0
0 0 0 0
.
.
.
0 0 0 0
_
_
_
_
_
_
_
_
_
+
+
_
_
_
_
_
_
_
_
_
0 0 0 0
0 1 0 0
0 0 0 0
.
.
.
0 0 0 0
_
_
_
_
_
_
_
_
_
+ +
_
_
_
_
_
_
_
_
_
0 0 0 0
0 0 0 0
0 0 0 0
.
.
.
0 0 0 1
_
_
_
_
_
_
_
_
_
,
(4.135)
where all the matrices in the sum carrying one nonvanishing entry 1 in
their diagonal are projectors. Note that
e
i
[e
i

( 0, . . . , 0
. .
i 1 times
, 1, 0, . . . , 0
. .
ni times
)
diag( 0, . . . , 0
. .
i 1 times
, 1, 0, . . . , 0
. .
ni times
)
E
i
.
(4.136)
The following theorems are enumerated without proofs.
If A is a self-adjoint transformation on an inner product space, then ev-
ery proper value (eigenvalue) of A is real. If A is positive, or stricly positive,
then every proper value of A is positive, or stricly positive, respectively
Due to their idempotence EEE, projectors have eigenvalues 0 or 1.
Every eigenvalue of an isometry has absolute value one.
If A is either a self-adjoint transformation or an isometry, then proper
vectors of A belonging to distinct proper values are orthogonal.
4.26 Normal transformation
A transformation A is called normal if it commutes with its adjoint; that is,
[A, A

] AA

A0.
72 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
It follows from their denition that Hermitian and unitary transforma-
tions are normal. That is, A

, and for Hermitian operators, AA

, and
thus [A, A

] AAAA (A)
2
(A)
2
0. For unitary operators, A

A
1
,
and thus [A, A

] AA
1
A
1
AI I 0.
We mention without proof that a normal transformation on a nite-
dimensional unitary space is (i) Hermitian, (ii) positive, (iii) strictly posi-
tive, (iv) unitary, (v) invertible, (vi) idempotent if and only if all its proper
values are (i) real, (ii) positive, (iii) strictly positive, (iv) of absolute value
one, (v) different from zero, (vi) equal to zero or one.
4.27 Spectrum
For proofs and additional information see
78 in
Paul R.. Halmos. Finite-dimensional Vec-
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
4.27.1 Spectral theorem
Let Vbe an n-dimensional linear vector space. The spectral theorem states
that to every self-adjoint (more general, normal) transformation A on an
n-dimensional inner product space there correspond real numbers, the
spectrum
1
,
2
, . . . ,
k
of all the eigenvalues of A, and their associated
orthogonal projectors E
1
, E
2
, . . . , E
k
where 0 < k n is a strictly positive
integer so that
(i) the
i
are pairwise distinct,
(ii) the E
i
are pairwise orthogonal and different from0,
(iii)

k
i 1
E
i
I
n
, and
(iv) A

k
i 1

i
E
i
is the spectral form of A.
4.27.2 Composition of the spectral form
If the spectrum of a Hermitian (or, more general, normal) operator A is
nondegenerate, that is, k n, then the i th projector can be written as the
dyadic or tensor product E
i
x
i
x
T
i
of the i th normalized eigenvector x
i
of A. In this case, the set of all normalized eigenvectors {x
1
, . . . , x
n
} is an or-
thonormal basis of the vector space V. If the spectrum of A is degenerate,
then the projector can be chosen to be the orthogonal sum of projectors
corresponding to orthogonal eigenvectors, associated with the same eigen-
values.
Furthermore, for a Hermitian (or, more general, normal) operator A, if
1 i k, then there exist polynomials with real coefcients, such as, for
instance,
p
i
(t )

1 j k
j /i
t
j

j
(4.137)
so that p
i
(
j
)
i j
; moreover, for every such polynomial, p
i
(A) E
i
.
FI NI TE-DI MENSI ONAL VECTOR SPACES 73
For a proof, it is not too difcult to show that p
i
(
i
) 1, since in this
case in the product of fractions all numerators are equal to denominators,
and p
i
(
j
) 0 for j / i , since some numerator in the product of fractions
vanishes.
Now, substituting for t the spectral formA

k
i 1

i
E
i
of A, as well as
decomposing unity in terms of the projectors E
i
in the spectral form of A;
that is, I
n

k
i 1
E
i
, yields
p
i
(A)

1j k, j /i
A
j
I
n

1j k, j /i

k
l 1

l
E
l

k
l 1
E
l

1j k, j /i

k
l 1
E
l
(
l

j
)

l 1
E
l

1j k, j /i

l 1
E
l

l i
E
i
.
(4.138)
With the help of the polynomial p
i
(t ) dened in Eq. (4.137), which
requires knowledge of the eigenvalues, the spectral form of a Hermitian (or,
more general, normal) operator A can thus be rewritten as
A
k

i 1

i
p
i
(A)
k

i 1

1j k, j /i
A
j
I
n

j
. (4.139)
That is, knowledge of all the eigenvalues entails construction of all the
projectors in the spectral decomposition of a normal transformation.
4.28 Functions of normal transformations
Suppose A

k
i 1

i
E
i
is a normal transformation with its spectral form. If
f is an arbitrary complex-valued function dened at least at the eigenval-
ues of A, then a linear transformation f (A) can be dened by
f (A)
k

i 1
f (
i
)E
i
. (4.140)
For the denition of the square root for every positve operator A),
consider
_
A
k

i 1
_

i
E
i
. (4.141)
With this denition,
__
A
_
2

_
A
_
AA.
74 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
4.29 Decomposition of operators
For proofs and additional information see
83 in
Paul R.. Halmos. Finite-dimensional Vec-
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
4.29.1 Standard decomposition
In analogy to the decomposition of every imaginary number z z +i z
with z, z R, every arbitrary transformation A on a nite-dimensional
vector space can be decomposed into two Hermitian operators B and C
such that
AB+i C; with
B
1
2
(A+A

),
C
1
2i
(AA

).
(4.142)
Proof by insertion; that is,
AB+i C

1
2
(A+A

) +i
_
1
2i
(AA

)
_
,
B

_
1
2
(A+A

)
_

1
2
_
A

+(A

1
2
_
A

+A
_
B,
C

_
1
2i
(AA

)
_

1
2i
_
A

(A

1
2i
_
A

A
_
C.
(4.143)
4.29.2 Polar representation
In analogy to the polar representation of every imaginary number z Re
i
with R, R, R > 0, 0 < 2, every arbitrary transformation A on a
nite-dimensional inner product space can be decomposed into a unique
positive transformP and an isometry U, such that AUP. If A is invertible,
then U is uniquely determined by A. A necessary and sufcient condition
that A is normal is that UPPU.
4.29.3 Decomposition of isometries
Any unitary or orthogonal transformation in nite-dimensional inner
product space can be composed from a succession of two-parameter uni-
FI NI TE-DI MENSI ONAL VECTOR SPACES 75
tary transformations in two-dimensional subspaces, and a multiplication
of a single diagonal matrix with elements of modulus one in an algorith-
mic, constructive and tractable manner. The method is similar to Gaussian
elimination and facilitates the parameterization of elements of the unitary
group in arbitrary dimensions (e.g., Ref.
18
, Chapter 2).
18
F. D. Murnaghan. The Unitary and Rota-
tion Groups. Spartan Books, Washington,
D.C., 1962
It has been suggested to implement these group theoretic results by
realizing interferometric analogues of any discrete unitary and Hermitian
operator in a unied and experimentally feasible way by generalized beam
splitters
19
.
19
M. Reck, Anton Zeilinger, H. J. Bernstein,
and P. Bertani. Experimental realization
of any discrete unitary operator. Physical
Review Letters, 73:5861, 1994. DOI :
10.1103/PhysRevLett.73.58. URL http:
//dx.doi.org/10.1103/PhysRevLett.
73.58; and M. Reck and Anton Zeilinger.
Quantum phase tracing of correlated
photons in optical multiports. In F. De
Martini, G. Denardo, and Anton Zeilinger,
editors, Quantum Interferometry, pages
170177, Singapore, 1994. World Scientic
4.29.4 Singular value decomposition
The singular value decomposition (SVD) of an (mn) matrix A is a factor-
ization of the form
AUV, (4.144)
where U is a unitary (mm) matrix (i.e. an isometry), V is a unitary (n n)
matrix, and is a unique (mn) diagonal matrix with nonnegative real
numbers on the diagonal; that is,

_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_

1
[
.
.
.
.
.
. [ 0

r
[
.
.
.

.
.
. [
.
.
.
0 [ 0
.
.
. [
.
.
.
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
_
. (4.145)
The entries
1

2

r
>0 of are called singular values of A. No proof
is presented here.
4.29.5 Schmidt decomposition of the tensor product of two vectors
Let U and Vbe two linear vector spaces of dimension n m and m, re-
spectively. Then, for any vector z UVin the tensor product space, there
exist orthonormal basis sets of vectors {u
1
, . . . , u
n
} U and {v
1
, . . . , v
m
} V
such that z

m
i 1

i
u
i
v
i
, where the
i
s are nonnegative scalars and the
set of scalars is uniquely determined by z.
Equivalently
20
, suppose that [z is some tensor product contained in
20
M. A. Nielsen and I. L. Chuang. Quantum
Computation and Quantum Information.
Cambridge University Press, Cambridge,
2000
the set of all tensor products of vectors UVof two linear vector spaces U
and V. Then there exist orthonormal vectors [u
i
U and [v
j
Vso that
[z

i
[u
i
[v
i
, (4.146)
where the
i
s are nonnegative scalars; if [z is normalized, then the
i
s are
satisfying

i

2
i
1; they are called the Schmidt coefcients.
76 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
For a proof by reduction to the singular value decomposition, let [i and
[ j be any two xed orthonormal bases of U and V, respectively. Then, [z
can be expanded as [z

i j
a
i j
[i [ j , where the a
i j
s can be interpreted
as the components of a matrix A. A can then be subjected to a singular
value decomposition A UV, or, written in index form [note that
diag(
1
, . . . ,
n
) is a diagonal matrix], a
i j

l
u
i l

l
v
l j
; and hence [z

i j l
u
i l

l
v
l j
[i [ j . Finally, by identifying [u
l

i
u
i l
[i as well as [v
l

l
v
l j
[ j one obtains the Schmidt decompsition (4.146). Since u
i l
and v
l j
represent unitary martices, and because [i as well as [ j are orthonormal,
the newly formed vectors [u
l
as well as [v
l
form orthonormal bases as
well. The sum of squares of the
i
s is one if [z is a unit vector, because
(note that
i
s are real-valued) z[z 1

l m

m
u
l
[u
m
v
l
[v
m

l m

l m

l

2
l
.
Note that the Schmidt decomposition cannot, in general, be extended
for more factors than two. Note also that the Schmidt decomposition
needs not be unique
21
; in particular if some of the Schmidt coefcients
i
21
Artur Ekert and Peter L. Knight. En-
tangled quantum systems and the
Schmidt decomposition. Ameri-
can Journal of Physics, 63(5):415423,
1995. DOI : 10.1119/1.17904. URL
http://dx.doi.org/10.1119/1.17904
are equal. For the sake of an example for nonuniqueness of the Schmidt
decomposition, take, for instance, the representation of the Bell state with
the two bases
{[e
1
(1, 0), [e
2
(0, 1)} and
_
[f
1

1
_
2
(1, 1), [f
2

1
_
2
(1, 1)
_
.
(4.147)
as follows:
[


1
_
2
([e
1
[e
2
[e
2
[e
1
)

1
_
2
[(1(0, 1), 0(0, 1)) (0(1, 0), 1(1, 0))]
1
_
2
(0, 1, 1, 0);
[


1
_
2
([f
1
[f
2
[f
2
[f
1
)

1
2
_
2
[(1(1, 1), 1(1, 1)) (1(1, 1), 1(1, 1))]

1
2
_
2
[(1, 1, 1, 1) (1, 1, 1, 1)]
1
_
2
(0, 1, 1, 0).
(4.148)
4.30 Commutativity
For proofs and additional information see
79 & 84 in
Paul R.. Halmos. Finite-dimensional Vec-
tor Spaces. Springer, New York, Heidelberg,
Berlin, 1974
If A

k
i 1

i
E
i
is the spectral form of a self-adjoint transformation A on
a nite-dimensional inner product space, then a necessary and sufcient
condition (if and only if iff) that a linear transformation B commutes
with A is that it commutes with each E
i
, 1 i k.
Sufciency is derived easily: whenever B commutes with all the pro-
cectors E
i
, 1 i k in the spectral composition of A, then, by linearity, it
commutes with A.
FI NI TE-DI MENSI ONAL VECTOR SPACES 77
Necessity follows from the fact that, if B commutes with A then it also
commutes with every polynomial of A; and hence also with p
i
(A) E
i
, as
shown in (4.138).
If A

k
i 1

i
E
i
and B

l
j 1

i
F
j
are the spectral forms of a self-
adjoint transformations A and B on a nite-dimensional inner product
space, then a necessary and sufcient condition (if and only if iff) that
A and B commute is that the projectors E
i
, 1 i k and F
j
, 1 j l
commute with each; i.e.,
_
E
i
, F
j
_
E
i
F
j
F
j
E
i
0.
Again, sufciency is derived easily: if F
j
, 1 j l occurring in the
spectral decomposition of B commutes with all the procectors E
i
, 1 i k
in the spectral composition of A, then, by linearity, B commutes with A.
Necessity follows from the fact that, if F
j
, 1 j l commutes with A
then it also commutes with every polynomial of A; and hence also with
p
i
(A) E
i
, as shown in (4.138). Conversely, if E
i
, 1 i k commutes with
B then it also commutes with every polynomial of B; and hence also with
the associated polynomial q
j
(A) E
j
, as shown in (4.138).
If E
x
[xx[ and E
y
[yy[ are two commuting projectors (into one-
dimensional subspaces of V) corresponding to the normalized vectors
x and y, respectively; that is, if
_
E
x
, E
y
_
E
x
E
y
E
y
E
x
0, then they are
either identical (the vectors are collinear) or orthogonal (the vectors x is
orthogonal to y).
For a proof, note that if E
x
and E
y
commute, then E
x
E
y
E
y
E
x
; and
hence [xx[yy[ [yy[xx[. Thus, (x[y)[xy[ (x[y)[yx[, which,
applied to arbitrary vectors [v V, is only true if either x y, or if x y
(and thus x[y 0).
A set M {A
1
, A
2
, . . . , A
k
} of self-adjoint transformations on a nite-
dimensional inner product space are mutually commuting if and only if
there exists a self-adjoint transformation R and a set of real-valued func-
tions F { f
1
, f
2
, . . . , f
k
} of a real variable so that A
1
f
1
(R), A
2
f
2
(R), . . .,
A
k
f
k
(R). If such a maximal operator R exists, then it can be written as
a function of all transformations in the set M; that is, R G(A
1
, A
2
, . . . , A
k
),
where G is a suitable real-valued function of n variables (cf. Ref.
22
, Satz 8).
22
John von Neumann. ber Funktionen
von Funktionaloperatoren. Annals of
Mathematics, 32:191226, 1931. URL
http://www.jstor.org/stable/1968185
The maximal operator R can be interpreted as encoding or containing
all the information of a collection of commuting operators at once; stated
pointedly, rather than consider all the operators in Mseparately, the max-
imal operator R represents M; in a sense, the operators A
i
Mare all just
incomplete aspects of, or individual lossy (i.e., one-to-many) functional
views on, the maximal operator R.
Let us demonstrate the machinery developed so far by an example.
Consider the normal matrices
A
_
_
_
0 1 0
1 0 0
0 0 0
_
_
_, B
_
_
_
2 3 0
3 2 0
0 0 0
_
_
_, C
_
_
_
5 7 0
7 5 0
0 0 11
_
_
_,
78 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
which are mutually commutative; that is, [A, B] ABBA [A, C]
ACBC[B, C] BCCB0.
The eigensystems that is, the set of the set of eigenvalues and the set of
the associated eigenvectors of A, B and C are
{{1, 1, 0}, {(1, 1, 0)
T
, (1, 1, 0)
T
, (0, 0, 1)
T
}},
{{5, 1, 0}, {(1, 1, 0)
T
, (1, 1, 0)
T
, (0, 0, 1)
T
}},
{{12, 2, 11}, {(1, 1, 0)
T
, (1, 1, 0)
T
, (0, 0, 1)
T
}}.
(4.149)
They share a common orthonormal set of eigenvalues
_

_
1
_
2
_
_
_
1
1
0
_
_
_,
1
_
2
_
_
_
1
1
0
_
_
_,
_
_
_
0
0
1
_
_
_
_

_
which form an orthonormal basis of R
3
or C
3
. The associated projectors are
obtained by the dyadic or tensor products of these vectors; that is,
E
1

1
2
_
_
_
1 1 0
1 1 0
0 0 0
_
_
_,
E
2

1
2
_
_
_
1 1 0
1 1 0
0 0 0
_
_
_,
E
3

_
_
_
0 0 0
0 0 0
0 0 1
_
_
_.
(4.150)
Thus the spectral decompositions of A, B and C are
AE
1
E
2
+0E
3
,
B5E
1
E
2
+0E
3
,
C12E
1
2E
2
+11E
3
,
(4.151)
respectively.
One way to dene the maximal operator R for this problem would be
RE
1
+E
2
+E
3
,
with , , R0 and / / / . The functional coordinates f
i
(),
f
i
(), and f
i
(), i {A, B, C}, of the three functions f
A
(R), f
B
(R), and f
C
(R)
chosen to match the projector coefcients obtained in Eq. (4.151); that is,
A f
A
(R) E
1
E
2
+0E
3
,
B f
B
(R) 5E
1
E
2
+0E
3
,
C f
C
(R) 12E
1
2E
2
+11E
3
.
(4.152)
FI NI TE-DI MENSI ONAL VECTOR SPACES 79
As a consequence, the functions A, B, C need to satisfy the relations
f
A
() 1, f
A
() 1, f
A
() 0,
f
B
() 5, f
B
() 1, f
B
() 0,
f
C
() 12, f
C
() 2, f
C
() 11.
(4.153)
It is no coincidence that the projectors in the spectral forms of A, B and
C are identical. Indeed it can be shown that mutually commuting normal
operators always share the same eigenvectors; and thus also the same
projectors.
Let the set M {A
1
, A
2
, . . . , A
k
} be mutually commuting normal (or
Hermitian, or self-adjoint) transformations on an n-dimensional inner
product space. Then there exists an orthonormal basis B {f
1
, . . . , f
n
}
such that every f
j
Bis an eigenvalue of each of the A
i
M. Equivalently,
there exist n orthogonal projectors (let the vectors f
j
be represented by
the coordinates which are column vectors) E
j
f
j
f
T
j
such that every E
j
,
1 j n occurs in the spectral form of each of the A
i
M.
Informally speaking, a generic maximal operator R on an n-dimensional
Hilbert space Vcan be interpreted as some orthonormal basis {f
1
, f
2
, . . . , f
n
}
of V indeed, the n elements of that basis would have to correspond to
the projectors occurring in the spectral decomposition of the self-adjoint
operators generated by R.
Likewise, the maximal knowledge about a quantized physical system
in terms of empirical operational quantities would correspond to such
a single maximal operator; or to the orthonormal basis corresponding to
the spectral decomposition of it. Thus it might not be unreasonable to
speculate that a particular (pure) physical state is best characterized by a
particular orthonomal basis.
4.31 Measures on closed subspaces
In what follows we shall assume that all (probability) measures or states
w behave quasi-classically on sets of mutually commuting self-adjoint
operators, and in particular on orthogonal projectors.
Suppose E {E
1
, E
2
, . . . , E
n
} is a set of mutually commuting orthogo-
nal projectors on a nite-dimensional inner product space V. Then, the
probability measure w should be additive; that is,
w(E
1
+E
2
+E
n
) w(E
1
) +w(E
2
) + +w(E
n
). (4.154)
Stated differently, we shall assume that, for any two orthogonal projec-
tors E, F so that EF FE 0, their sumG E+F has expectation value
G E +F. (4.155)
We shall consider only vector spaces of dimension three or greater, since
only in these cases two orthonormal bases can be interlinked by a common
80 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
vector in two dimensions, distinct orthonormal bases contain distinct
basis vectors.
4.31.1 Gleasons theorem
For a Hilbert space of dimension three or greater, the only possible form of
the expectation value of an self-adjoint operator A has the form
23 23
Andrew M. Gleason. Measures on
the closed subspaces of a Hilbert space.
Journal of Mathematics and Mechanics
(now Indiana University Mathematics
Journal), 6(4):885893, 1957. ISSN 0022-
2518. DOI : 10.1512/iumj.1957.6.56050".
URL http://dx.doi.org/10.1512/
iumj.1957.6.56050; Anatolij Dvure cen-
skij. Gleasons Theorem and Its Appli-
cations. Kluwer Academic Publishers,
Dordrecht, 1993; Itamar Pitowsky. In-
nite and nite Gleasons theorems and
the logic of indeterminacy. Journal of
Mathematical Physics, 39(1):218228,
1998. DOI : 10.1063/1.532334. URL
http://dx.doi.org/10.1063/1.532334;
Fred Richman and Douglas Bridges. A
constructive proof of Gleasons theorem.
Journal of Functional Analysis, 162:287
312, 1999. DOI : 10.1006/jfan.1998.3372.
URL http://dx.doi.org/10.1006/
jfan.1998.3372; Asher Peres. Quantum
Theory: Concepts and Methods. Kluwer
Academic Publishers, Dordrecht, 1993; and
Jan Hamhalter. Quantum Measure Theory.
Fundamental Theories of Physics, Vol. 134.
Kluwer Academic Publishers, Dordrecht,
Boston, London, 2003. ISBN 1-4020-1714-6
A Tr(A), (4.156)
the trace of the operator product of the density matrix (which is a positive
operator of the trace class) for the system with the matrix representation
of A.
In particular, if A is a projector E corresponding to an elementary yes-no
proposition the system has property Q, then E Tr(E) corresponds to
the probability of that property Q if the system is in state .
4.31.2 Kochen-Specker theorem
For a Hilbert space of dimension three or greater, there does not exist any
two-valued probability measures interpretable as consistent, overall truth
assignment
24
. As a result of the nonexistence of two-valued states, the
24
Ernst Specker. Die Logik nicht gle-
ichzeitig entscheidbarer Aussagen. Di-
alectica, 14(2-3):239246, 1960. DOI :
10.1111/j.1746-8361.1960.tb00422.x.
URL http://dx.doi.org/10.1111/j.
1746-8361.1960.tb00422.x; and Simon
Kochen and Ernst P. Specker. The problem
of hidden variables in quantum mechan-
ics. Journal of Mathematics and Mechanics
(now Indiana University Mathematics Jour-
nal), 17(1):5987, 1967. ISSN 0022-2518.
DOI : 10.1512/iumj.1968.17.17004. URL
http://dx.doi.org/10.1512/iumj.
1968.17.17004
classical strategy to construct probabilities by a convex combination of all
two-valued states fails entirely.
In Greechie diagram
25
, points represent basis vectors. If they belong to
25
J. R. Greechie. Orthomodular lattices
admitting no states. Journal of Com-
binatorial Theory, 10:119132, 1971.
DOI : 10.1016/0097-3165(71)90015-X.
URL http://dx.doi.org/10.1016/
0097-3165(71)90015-X
the same basis, they are connected by smooth curves.
__ __ __ __
__
__
__
__
__
__ __ __ __
__
__
__
__
__ .
........................
.....................
. . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . .
. . . . . . . . . . . . .
. . . . . . . . . . .
. . . . . . . . . .
. . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
.
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . .
...................
................
..............
............
..........
..........
........... ............
..............
.................
...................
......................
........................
.
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . .
..................
................
.............
...........
..........
...........
............ ..............
.................
....................
.......................
.........................
.
..................................................
.................................................
...............................................
..............................................
.............................................
............................................
...........................................
.........................................
........................................
.........................................
.
.......................................
.....................................
.....................................
......................................
.......................................
.........................................
..........................................
...........................................
............................................
.............................................
..............................................
.
.........................
.....................
. . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . .
. . . . . . . . . .
. . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
.
.........................
......................
...................
................
..............
.............
............
. . . . . . . . . . . .
. . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
.
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . .
. . . . . . . . . . . . . .
. . . . . . . . . . . . .
. . . . . . . . . . . .
............
.............
..............
...............
...................
......................
.........................
.
............................................
...........................................
..........................................
........................................
.......................................
......................................
.......................................
........................................
.........................................
..........................................
...........................................
M
A
L
B
J
D
K
C
I N
E R
H O
F Q
G P
a
b
c
d
e
f
g
h i
The most compact way of deriving the Kochen-Specker theorem in four
dimensions has been given by Cabello
26
. For the sake of demonstra-
26
Adn Cabello, Jos M. Estebaranz, and
G. Garca-Alcaine. Bell-Kochen-Specker
theorem: A proof with 18 vectors. Physics
Letters A, 212(4):183187, 1996. DOI :
10.1016/0375-9601(96)00134-X. URL http:
//dx.doi.org/10.1016/0375-9601(96)
00134-X; and Adn Cabello. Kochen-
Specker theorem and experimental test on
hidden variables. International Journal
of Modern Physics, A 15(18):28132820,
2000. DOI : 10.1142/S0217751X00002020.
URL http://dx.doi.org/10.1142/
S0217751X00002020
tion, consider a Greechie (orthogonality) diagram of a nite subset of the
FI NI TE-DI MENSI ONAL VECTOR SPACES 81
continuum of blocks or contexts embeddable in four-dimensional real
Hilbert space without a two-valued probability measure The proof of the
Kochen-Specker theorem uses nine tightly interconnected contexts a
{A, B,C, D}, b {D, E, F,G}, c {G, H, I , J}, d {J, K, L, M}, e {M, N, O, P},
f {P,Q, R, A}, g {B, I , K, R}, h {C, E, L, N}, i {F, H, O,Q} consisting of
the 18 projectors associated with the one dimensional subspaces spanned
by the vectors from the origin (0, 0, 0, 0) to A (0, 0, 1, 1), B (1, 1, 0, 0),
C (1, 1, 1, 1), D (1, 1, 1, 1), E (1, 1, 1, 1), F (1, 0, 1, 0), G
(0, 1, 0, 1), H (1, 0, 1, 0), I (1, 1, 1, 1), J (1, 1, 1, 1), K (1, 1, 1, 1),
L (1, 0, 0, 1), M (0, 1, 1, 0), N (0, 1, 1, 0), O (0, 0, 0, 1), P (1, 0, 0, 0),
Q (0, 1, 0, 0), R (0, 0, 1, 1), respectively. Greechie diagrams represent
atoms by points, and contexts by maximal smooth, unbroken curves.
In a proof by contradiction,note that, on the one hand, every observable
proposition occurs in exactly two contexts. Thus, in an enumeration of the
four observable propositions of each of the nine contexts, there appears
to be an even number of true propositions, provided that the value of an
observable does not depend on the context (i.e. the assignment is non-
contextual). Yet, on the other hand, as there is an odd number (actually
nine) of contexts, there should be an odd number (actually nine) of true
propositions.

5
Tensors
What follows is a corollary, or rather an expansion and extension, of what
has been presented in the previous chapter; in particular, with regards to
dual vector spaces (page 41), and the tensor product (page 47).
5.1 Notation
Let us consider the vector space R
n
of dimension n; a basis B{e
1
, e
2
, . . . , e
n
}
consisting of n basis vectors e
i
, and k arbitrary vectors x
1
, x
2
, . . . , x
k
R
n
;
the vector x
i
having the vector components X
i
1
, X
i
2
, . . . , X
i
k
R.
Please note again that, just like any tensor (eld), the tensor product
z xy has three equivalent representations:
(i) as the scalar coordinates X
i
Y
j
with respect to the basis in which the
vectors x and y have been dened and coded; this form is often used in
the theory of (general) relativity;
(ii) as the quasi-matrix z
i j
X
i
Y
j
, whose components z
i j
are dened
with respect to the basis in which the vectors x and y have been dened
and coded; this form is often used in classical (as compared to quan-
tum) mechanics and electrodynamics;
(iii) as a quasi-vector or attened matrix dened by the Kronecker
product z (X
1
y, X
2
y, . . . , X
n
y) (X
1
Y
1
, . . . , X
1
Y
n
, . . . , X
n
Y
1
, . . . , X
n
Y
n
).
Again, the scalar coordinates X
i
Y
j
are dened with respect to the basis
in which the vectors x and y have been dened and coded. This latter
form is often used in (few-partite) quantum mechanics.
In all three cases, the pairs X
i
Y
j
are properly represented by distinct math-
ematical entities.
Tensor elds dene tensors in every point of R
n
separately. In general,
with respect to a particular basis, the components of a tensor eld depend
on the coordinates.
We adopt Einsteins summation convention to sum over equal indices (a
pair with a superscript and a subscript). Sometimes, sums are written out
84 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
explicitly.
In what follows, the notations x y, (x, y) and x [ y will be used
synonymously for the scalar product or inner product. Note, however,
that the dot notation x y may be a little bit misleading; for example,
in the case of the pseudo-Euclidean metric represented by the matrix
diag(+, +, +, , +, ), it is no more the standard Euclidean dot product
diag(+, +, +, , +, +).
For a more systematic treatment, see for instance Klingbeils or Dirschmids
introductions
1
.
1
Ebergard Klingbeil. Tensorrechnung
fr Ingenieure. Bibliographisches In-
stitut, Mannheim, 1966; and Hans Jrg
Dirschmid. Tensoren und Felder. Springer,
Vienna, 1996
5.2 Multilinear form
A multilinear form
: R
k
R (5.1)
is a map satisfying
(x
1
, x
2
, . . . , Ay+Bz, . . . , x
k
) A(x
1
, x
2
, . . . , y, . . . , x
k
)
+B(x
1
, x
2
, . . . , z, . . . , x
k
)
(5.2)
for every one of its (multi-)arguments.
5.3 Covariant tensors
Let x
i

n
j
i
1
X
j
i
i
e
j
i
X
j
i
i
e
j
i
be some tensor in an ndimensional vector
space Vlabelled by an index i . A tensor of rank k
: R
k
R (5.3)
is a multilinear form
(x
1
, x
2
, . . . , x
k
)
n

i
1
1
n

i
2
1

n

i
k
1
X
i
1
1
X
i
2
2
. . . X
i
k
k
(e
i
1
, e
i
2
, . . . , e
i
k
). (5.4)
The
A
i
1
i
2
i
k
def
(e
i
1
, e
i
2
, . . . , e
i
k
) (5.5)
are the components or coordinates of the tensor with respect to the basis
B.
Note that a tensor of type (or rank) k in n-dimensional vector space has
n
k
coordinates.
TENSORS 85
To prove that tensors are multilinear forms, insert
(x
1
, x
2
, . . . , Ax
1
j
+Bx
2
j
, . . . , x
k
)

i
1
1
n

i
2
1

n

i
k
1
X
i
i
1
X
i
2
2
. . . [A(X
1
)
i
j
j
+B(X
2
)
i
j
j
] . . . X
i
k
k
(e
i
1
, e
i
2
, . . . , e
i
j
, . . . , e
i
k
)
A
n

i
1
1
n

i
2
1

n

i
k
1
X
i
i
1
X
i
2
2
. . . (X
1
)
i
j
j
. . . X
i
k
k
(e
i
1
, e
i
2
, . . . , e
i
j
, . . . , e
i
k
)
+B
n

i
1
1
n

i
2
1

n

i
k
1
X
i
i
1
X
i
2
2
. . . (X
2
)
i
j
j
. . . X
i
k
k
(e
i
1
, e
i
2
, . . . , e
i
j
, . . . , e
i
k
)
A(x
1
, x
2
, . . . , x
1
j
, . . . , x
k
) +B(x
1
, x
2
, . . . , x
2
j
, . . . , x
k
)
5.3.1 Basis transformations
Let Band B
t
be two arbitrary bases of R
n
. Then every vector e
t
i
of B
t
can
be represented as linear combination of basis vectors fromB:
e
t
i

n

j 1
a
i
j
e
j
, i 1, . . . , n. (5.6)
Consider an arbitrary vector x R
n
with components X
i
with respect to
the basis Band X
t
i
with respect to the basis B
t
:
x
n

i 1
X
i
e
i

n

i 1
X
t
i
e
t
i
. (5.7)
Insertion into (5.6) yields
x
n

i 1
X
i
e
i

n

i 1
X
t
i
e
t
i

n

i 1
X
t
i
n

j 1
a
i
j
e
j

n

i 1
_
n

j 1
a
i
j
X
t
i
_
e
j
. (5.8)
A comparison of coefcient yields the transformation laws of vector com-
ponents
X
j

j 1
a
i
j
X
t
i
. (5.9)
The matrix a {a
i
j
} is called the transformation matrix. In terms of the
coordinates X
j
, it can be expressed as
a
i
j

X
j
X
ti
, (5.10)
assuming that the coordinate transformations are linear. If the basis trans-
formations involve nonlinear coordinate changes such as from the Carte-
sian to the polar or spherical coordinates discussed later we have to
employ
dX
j

j 1
a
i
j
dX
t
i
, (5.11)
86 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
as well as
a
i
j

X
j
X
ti
. (5.12)
A similar argument using
e
i

n

j 1
a
t
i
j
e
t
j
, i 1, . . . , n (5.13)
yields the inverse transformation laws
X
t
j

i 1
a
t
i
j
X
i
. (5.14)
Thereby,
e
i

n

j 1
a
t
i
j
e
t
j

n

j 1
a
t
i
j
n

k1
a
j
k
e
k

n

j 1
n

k1
[a
t
i
j
a
j
k
]e
k
, (5.15)
which, due to the linear independence of the basis vectors e
i
of B, is only
satised if
a
t
i
j
a
j
k

k
i
or a
t
a I. (5.16)
That is, a
t
is the inverse matrix of a. In terms of the coordinates X
j
, it can
be expressed as
a
t
i
j

X
t
j
X
i
(5.17)
for linear coordinate transformations and
dX
t
j

i 1
a
t
i
j
dX
i
, (5.18)
as well as
a
t
i
j

X
t
j
X
i
(5.19)
else.
5.3.2 Transformation of tensor components
Because of multilinearity and by insertion into (5.6),
(e
t
j
1
, e
t
j
2
, . . . , e
t
j
k
)
_
n

i
1
1
a
j
1
i
1
e
i
1
,
n

i
2
1
a
j
2
i
2
e
i
2
, . . . ,
n

i
k
1
a
j
k
i
k
e
i
k
_

i
1
1
n

i
2
1

n

i
k
1
a
j
1
i
1
a
j
2
i
2
a
j
k
i
k
(e
i
1
, e
i
2
, . . . , e
i
k
) (5.20)
or
A
t
j
1
j
2
j
k

n

i
1
1
n

i
2
1

n

i
k
1
a
j
1
i
1
a
j
2
i
2
a
j
k
i
k
A
i
1
i
2
...i
k
. (5.21)
TENSORS 87
5.4 Contravariant tensors
5.4.1 Denition of contravariant basis
Consider again a covariant basis B {e
1
, e
2
, . . . , e
n
} consisting of n basis
vectors e
i
. Just as on page 42 earlier, we shall dene a contravariant basis
B

{e
1
, e
2
, . . . , e
n
} consisting of n basis vectors e
i
by the requirement that
the scalar product obeys

j
i
e
i
e
j
(e
i
, e
j
) e
i
[ e
j

_
1 if i j
0 if i / j
. (5.22)
To distinguish elements of the two bases, the covariant vectors are
denoted by subscripts, whereas the contravariant vectors are denoted by
superscripts. The last terms e
i
e
j
(e
i
, e
j
) e
i
[ e
j
recall different
notations of the scalar product.
Again, note that (the coordinates of ) the dual basis vectors of an or-
thonormal basis can be coded identically as (the coordinates of ) the orig-
inal basis vectors; that is, in this case, (the coordinates of ) the dual basis
vectors are just rearranged as the transposed form of the original basis
vectors.
The entire tensor formalism developed so far can be transferred and
applied to dene contravariant tensors as multinear forms
: R
k
R (5.23)
by
(x
1
, x
2
, . . . , x
k
)
n

i
1
1
n

i
2
1

n

i
k
1

1
i
1

2
i
2
. . .
k
i
k
(e
i
1
, e
i
2
, . . . , e
i
k
). (5.24)
The
B
i
1
i
2
i
k
(e
i
1
, e
i
2
, . . . , e
i
k
) (5.25)
are the components of the contravariant tensor with respect to the basis
B

.
More generally, suppose Vis an n-dimensional vector space, and B
{f
1
, . . . , f
n
} is a basis of V; if g
i j
is the metric tensor, the dual basis is dened
by
g( f

i
, f
j
) g( f
i
, f
j
)
i
j
, (5.26)
where again
i
j
is Kronecker delta function, which is dened

i j

_
_
_
0 for i / j ,
1 for i j .
(5.27)
regardless of the order of indices, and regardless of whether these indices
represent covariance and contravariance.
88 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
5.4.2 Connection between the transformation of covariant and contravari-
ant entities
Because of linearity, we can make the formal Ansatz
e
t
j

i
b
i
j
e
i
, (5.28)
where
_
b
i
j
_
b is the transformation matrix associated with the con-
travariant basis. How is b related to a, the transformation matrix associ-
ated with the covariant basis?
By exploiting (5.22) one can nd the connection between the trans-
formation of covariant and contravariant basis elements and thus tensor
components; that is,

j
i
e
t
i
e
t
j
(a
i
k
e
k
) (b
l
j
e
l
) a
i
k
b
l
j
e
k
e
l
a
i
k
b
l
j

l
k
a
i
k
b
k
j
, (5.29)
and thus
b a
1
a
t
, and e
t
j

i
(a
1
)
i
j
e
i

i
a
t
i
j
e
i
. (5.30)
The argument concerning transformations of covariant tensors and com-
ponents can be carried through to the contravariant case. Hence, the
contravariant components transform as
(e
t
j
1
, e
t
j
2
, . . . , e
t
j
k
)
_
n

i
1
1
a
t
i
1
j
1
e
i
1
,
n

i
2
1
a
t
i
2
j
2
e
i
2
, . . . ,
n

i
k
1
a
t
i
k
j
k
e
i
k
_

i
1
1
n

i
2
1

n

i
k
1
a
t
i
1
j
1
a
t
i
2
j
2
a
t
i
k
j
k
(e
i
1
, e
i
2
, . . . , e
i
k
) (5.31)
or
B
t j
1
j
2
j
k

i
1
1
n

i
2
1

n

i
k
1
a
t
i
1
j
1
a
t
i
2
j
2
a
t
i
k
j
k
B
i
1
i
2
...i
k
. (5.32)
5.5 Orthonormal bases
For orthonormal bases of n-dimensional Hilbert space,

j
i
e
i
e
j
if and only if e
i
e
i
for all 1 i , j n. (5.33)
Therefore, the vector space and its dual vector space are identicaltt in
the sense that the coordinate tuples representing their bases are identical
(though relatively transposed). That is, besides transposition, the two bases
are identical
BB

(5.34)
and formally any distinction between covariant and contravariant vectors
becomes irrelevant. Conceptually, such a distinction persists, though. In
this sense, we might forget about the difference between covariant and
contravariant orders.
TENSORS 89
5.6 Invariant tensors and physical motivation
5.7 Metric tensor
Metric tensors are dened in metric vector spaces. A metric vector space
(sometimes also refered to as vector space with metric or geometry) is
a vector space with some inner or scalar product. This includes (pseudo-)
Euclidean spaces with indenite metric. (I.e., the distance needs not be
positive or zero.)
5.7.1 Denition metric
A metric g is a functional R
n
R
n
R with the following properties:
g is symmetric; that is, g(x, y) g(y, x);
g is bilinear; that is, g(x +y, z) g(x, z) +g(y, z) (due to symmetry
g is also bilinear in the second argument);
g is nondegenerate; that is, for every x V, x / 0, there exists a y V
such that g(x, y) /0.
5.7.2 Construction of a metric from a scalar product by metric tensor
In particular cases, the metric tensor may be dened via the scalar product
g
i j
e
i
e
j
(e
i
, e
j
) e
i
[ e
j
. (5.35)
and
g
i j
e
i
e
j
(e
i
, e
j
) e
i
[ e
j
. (5.36)
By denition of the (dual) basis in Eq. (4.31) on page 42,
g
i
j
g
i l
g
l j

i
j
. (5.37)
which is a reection of the covariant and contravariant metric tensors
being inverse, since the basis and the associated dual basis is inverse (and
vice versa). Note that it is possible to change a covariant tensor into a
contravariant and vice versa by the application of a metric tensor. This can
be seen as follows. Because of linearity, any contravariant basis vector e
i
can be written as a linear sum of covariant basis vectors:
e
i
A
i j
e
j
. (5.38)
Then,
g
i k
e
i
e
k
(A
i j
e
j
) e
k
A
i j
(e
j
e
k
) A
i j

k
j
A
i k
(5.39)
and thus
e
i
g
i j
e
j
(5.40)
90 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
and
e
i
g
i j
e
j
. (5.41)
For orthonormal bases, the metric tensor can be represented as a Kro-
necker delta function, and thus remains form invariant. Moreover, its
covariant and contravariant components are identical; that is,
i j

i
j

j
i

i j
.
5.7.3 What can the metric tensor do for us?
Most often it is used to raise or lower the indices; that is, to change from
contravariant to covariant and conversely from covariant to contravariant.
For example,
x X
i
e
i
X
i
g
i j
e
j
X
j
e
j
, (5.42)
and hence X
j
X
i
g
i j
.
In the previous section, the metric tensor has been derived from the
scalar product. The converse is true as well. In Euclidean space with the
dot (scalar, inner) product the metric tensor represents the scalar product
between vectors: let x X
i
e
i
R
n
and y Y
j
e
j
R
n
be two vectors. Then
("T" stands for the transpose),
x y (x, y) x [ y X
i
e
i
Y
j
e
j
X
i
Y
j
e
i
e
j
X
i
Y
j
g
i j
X
T
gY . (5.43)
It also characterizes the length of a vector: in the above equation, set
y x. Then,
x x (x, x) x [ x X
i
X
j
g
i j
X
T
g X, (5.44)
and thus
[[x[[
_
X
i
X
j
g
i j

_
X
T
g X. (5.45)
The square of an innitesimal vector ds {dx
i
} is
(ds)
2
g
i j
dx
i
dx
j
dx
T
gdx. (5.46)
Question: Prove that [[x[[ mediated by g is indeed a metric; that is, that
g represents a bilinear functional g(x, y) x
i
y
j
g
i j
that is symmetric; that
is, g(x, y) g(x, y) and nondegenerate; that is, for any nonzero vector x V,
x /0, there is some vector y V, so that g(x, y) /0.
5.7.4 Transformation of the metric tensor
Insertion into the denitions and coordinate transformations (5.13) as well
as (5.17) yields
g
i j
e
i
e
j
a
t
i
l
e
t
l
a
t
j
m
e
t
m
a
t
i
l
a
t
j
m
e
t
l
e
t
m
a
t
i
l
a
t
j
m
g
t
l m

X
t
l
X
i
X
t
m
X
j
g
t
l m
.
(5.47)
TENSORS 91
Conversely, (5.6) as well as (5.10) yields
g
t
i j
e
t
i
e
t
j
a
i
l
e
l
a
j
m
e
m
a
i
l
a
j
m
e
l
e
m
a
i
l
a
j
m
g
l m

X
l
X
t
i
X
m
X
t
j
g
l m
.
(5.48)
If the geometry (i.e., the basis) is locally orthonormal, g
l m

l m
, then
g
t
i j

X
l
X
t i
X
l
X
t j
.
In terms of the Jacobian matrix
J J
i j

X
t
i
X
j

_
_
_
_
_
X
t 1
X
1

X
t 1
X
n
.
.
.
.
.
.
.
.
.
X
t n
X
1

X
t n
X
n
_
_
_
_
_
, (5.49)
the metric tensor in Eq. (5.47) can be rewritten as
g J
T
g
t
J g
i j
J
l i
J
mj
g
t
l m
. (5.50)
If the manifold is embedded into an Euclidean space, then g
t
l m

l m
and
g J
T
J .
The metric tensor and the Jacobian (determinant) are thus related by
det g (det J
T
)(det g
t
)(det J ). (5.51)
5.7.5 Examples
In what follows a few metrics are enumerated and briey commented. For
a more systematic treatment, see, for instance, Snapper and Troyers Metric
Afne geometry
2
.
2
Ernst Snapper and Robert J. Troyer. Metric
Afne Geometry. Academic Press, New
York, 1971
n-dimensional Euclidean space
g {g
i j
} diag(1, 1, . . . , 1
. .
n times
) (5.52)
One application in physics is quantum mechanics, where n stands
for the dimension of a complex Hilbert space. Some denitions can be
easily adopted to accommodate the complex numbers. E.g., axiom 5 of the
scalar product becomes (x, y) (x, y), where (x, y) stands for complex
conjugation of (x, y). Axiom 4 of the scalar product becomes (x, y)
(x, y).
Lorentz plane
g {g
i j
} diag(1, 1) (5.53)
Minkowski space of dimension n
In this case the metric tensor is called the Minkowski metric and is often
denoted by :
{
i j
} diag(1, 1, . . . , 1
. .
n1 times
, 1) (5.54)
92 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
One application in physics is the theory of special relativity, where
D 4. Alexandrovs theorem states that the mere requirement of the
preservation of zero distance (i.e., lightcones), combined with bijectivity
(one-to-oneness) of the transformation law yields the Lorentz transforma-
tions
3
.
3
A. D. Alexandrov. On Lorentz transfor-
mations. Uspehi Mat. Nauk., 5(3):187,
1950; A. D. Alexandrov. A contribution to
chronogeometry. Canadian Journal of
Math., 19:11191128, 1967a; A. D. Alexan-
drov. Mappings of spaces with families of
cones and space-time transformations.
Annali di Matematica Pura ed Applicata,
103:229257, 1967b; A. D. Alexandrov.
On the principles of relativity theory. In
Classics of Soviet Mathematics. Volume 4.
A. D. Alexandrov. Selected Works, pages
289318. 1996; H. J. Borchers and G. C.
Hegerfeldt. The structure of space-time
transformations. Communications in
Mathematical Physics, 28(3):259266,
1972. URL http://projecteuclid.
org/euclid.cmp/1103858408; Walter
Benz. Geometrische Transformationen.
BI Wissenschaftsverlag, Mannheim, 1992;
June A. Lester. Distance preserving trans-
formations. In Francis Buekenhout,
editor, Handbook of Incidence Geome-
try, pages 921944. Elsevier, Amsterdam,
1995; and Karl Svozil. Conventions in
relativity theory and quantum mechan-
ics. Foundations of Physics, 32:479502,
2002. DOI : 10.1023/A:1015017831247.
URL http://dx.doi.org/10.1023/A:
1015017831247
Negative Euclidean space of dimension n
g {g
i j
} diag(1, 1, . . . , 1
. .
n times
) (5.55)
Artinian four-space
g {g
i j
} diag(+1, +1, 1, 1) (5.56)
General relativity
In general relativity, the metric tensor g is linked to the energy-mass dis-
tribution. There, it appears as the primary concept when compared to the
scalar product. In the case of zero gravity, g is just the Minkowski metric
(often denoted by ) diag(1, 1, 1, 1) corresponding to at space-time.
The best known non-at metric is the Schwarzschild metric
g
_
_
_
_
_
_
(12m/r )
1
0 0 0
0 r
2
0 0
0 0 r
2
sin
2
0
0 0 0 (12m/r )
_
_
_
_
_
_
(5.57)
with respect to the spherical space-time coordinates r , , , t .
Computation of the metric tensor of the ball
Consider the transformation from the standard orthonormal three-
dimensional Cartesian coordinates X
1
x, X
2
y, X
3
z, into spherical
coordinates (for a denition of spherical coordinates, see also page 245)
X
t
1
r , X
t
2
, X
t
3
. In terms of r , , , the Cartesian coordinates can be
written as
X
1
r sincos X
t
1
sinX
t
2
cos X
t
3
,
X
2
r sinsin X
t
1
sinX
t
2
sinX
t
3
,
X
3
r cos X
t
1
cos X
t
2
.
(5.58)
Furthermore, since we are dealing with the Cartesian orthonormal basis,
g
i j

i j
; hence nally
g
t
i j

X
l
X
t
i
X
l
X
t
j
diag(1, r
2
, r
2
sin
2
), (5.59)
TENSORS 93
and
(ds)
2
(dr )
2
+r
2
(d)
2
+r
2
sin
2
(d)
2
. (5.60)
The expression (ds)
2
(dr )
2
+r
2
(d)
2
for polar coordinates in two
dimensions (i.e., n 2) is obtained by setting /2 and d 0.
Computation of the metric tensor of the Moebius strip
The parameter representation of the Moebius strip is
(u, v)
_
_
_
(1+v cos
u
2
) sinu
(1+v cos
u
2
) cosu
v sin
u
2
_
_
_, (5.61)
where u [0, 2] represents the position of the point on the circle, and
where 2a >0 is the width of the Moebius strip, and where v [a, a].

v


v

_
_
_
cos
u
2
sinu
cos
u
2
cosu
sin
u
2
_
_
_


u

_
_
_

1
2
v sin
u
2
sinu +
_
1+v cos
u
2
_
cosu

1
2
v sin
u
2
cosu
_
1+v cos
u
2
_
sinu
1
2
v cos
u
2
_
_
_
(5.62)
(

v
)
T

u

_
_
_
cos
u
2
sinu
cos
u
2
cosu
sin
u
2
_
_
_
T _
_
_

1
2
v sin
u
2
sinu +
_
1+v cos
u
2
_
cosu

1
2
v sin
u
2
cosu
_
1+v cos
u
2
_
sinu
1
2
v cos
u
2
_
_
_

1
2
_
cos
u
2
sin
2
u
_
v sin
u
2

1
2
_
cos
u
2
cos
2
u
_
v sin
u
2
+
1
2
sin
u
2
v cos
u
2
0
(5.63)
(

v
)
T

v

_
_
_
cos
u
2
sinu
cos
u
2
cosu
sin
u
2
_
_
_
T _
_
_
cos
u
2
sinu
cos
u
2
cosu
sin
u
2
_
_
_
cos
2
u
2
sin
2
u +cos
2
u
2
cos
2
u +sin
2
u
2
1
(5.64)
94 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
(

u
)
T

u

_
_
_

1
2
v sin
u
2
sinu +
_
1+v cos
u
2
_
cosu

1
2
v sin
u
2
cosu
_
1+v cos
u
2
_
sinu
1
2
v cos
u
2
_
_
_
T

_
_
_

1
2
v sin
u
2
sinu +
_
1+v cos
u
2
_
cosu

1
2
v sin
u
2
cosu
_
1+v cos
u
2
_
sinu
1
2
v cos
u
2
_
_
_

1
4
v
2
sin
2
u
2
sin
2
u +cos
2
u +2v cos
2
ucos
u
2
+v
2
cos
2
ucos
2
u
2
+
1
4
v
2
sin
2
u
2
cos
2
u +sin
2
u +2v sin
2
ucos
u
2
+v
2
sin
2
ucos
2
u
2
+
1
4
v
2
cos
2
1
2
u
1
4
v
2
+v
2
cos
2
u
2
+1+2v cos
1
2
u

_
1+v cos
u
2
_
2
+
1
4
v
2
(5.65)
Thus the metric tensor is given by
g
t
i j

X
s
X
t
i
X
t
X
t
j
g
st

X
s
X
t
i
X
t
X
t
j

st

_

u

u

v

u

v

u

v

v
_
diag
_
_
1+v cos
u
2
_
2
+
1
4
v
2
, 1
_
.
(5.66)
5.8 General tensor
A (general) Tensor T can be dened as a multilinear form on the r -fold
product of a vector space V, times the s-fold product of the dual vector
space V

; that is,
T : (V)
r

_
V

_
s
V V
. .
r copies
V

. .
s copies
F, (5.67)
where, most commonly, the scalar eld F will be identied with the set
R of reals, or with the set C of complex numbers. Thereby, r is called the
covariant order, and s is called the contravariant order of T. A tensor of
covariant order r and contravariant order s is then pronounced a tensor
of type (or rank) (r , s). By convention, covariant indices are denoted by
subscripts, whereas the contravariant indices are denoted by superscripts.
With the standard, inherited addition and scalar multiplication, the
set T
s
r
of all tensors of type (r , s) forms a linear vector space.
Note that a tensor of type (1, 0) is called a covariant vector , or just a
vector. A tensor of type (0, 1) is called a contravariant vector.
Tensors can change their type by the invocation of the metric tensor.
That is, a covariant tensor (index) i can be made into a contravariant ten-
sor (index) j by summing over the index i in a product involving the tensor
TENSORS 95
and g
i j
. Likewise, a contravariant tensor (index) i can be made into a co-
variant tensor (index) j by summing over the index i in a product involving
the tensor and g
i j
.
Under basis or other linear transformations, covariant tensors with
index i transform by summing over this index with (the transformation
matrix) a
i
j
. Contravariant tensors with index i transform by summing over
this index with the inverse (transformation matrix) (a
1
)
i
j
.
5.9 Decomposition of tensors
Although a tensor of type (or rank) n transforms like the tensor product of
n tensors of type 1, not all type-n tensors can be decomposed into a single
tensor product of n tensors of type (or rank) 1.
Nevertheless, by a generalized Schmidt decomposition (cf. page 75), any
type-2 tensor can be decomposed into the sum of tensor products of two
tensors of type 1.
5.10 Form invariance of tensors
A tensor (eld) is form invariant with respect to some basis change if its
representation in the new basis has the same form as in the old basis.
For instance, if the 12122component T
12122
(x) of the tensor T with
respect to the old basis and old coordinates x equals some function f (x)
(say, f (x) x
2
), then, a necessary condition for T to be form invariant
is that, in terms of the new basis, that component T
t
12122
(x
t
) equals the
same function f (x
t
) as before, but in the new coordinates x
t
. A sufcient
condition for form invariance of T is that all coordinates or components of
T are form invariant in that way.
Although form invariance is a gratifying feature for the reasons ex-
plained shortly, a tensor (eld) needs not necessarily be form invariant
with respect to all or even any (symmetry) transformation(s).
A physical motivation for the use of form invariant tensors can be given
as follows. What makes some tuples (or matrix, or tensor components in
general) of numbers or scalar functions a tensor? It is the interpretation
of the scalars as tensor components with respect to a particular basis. In
another basis, if we were talking about the same tensor, the tensor com-
ponents; that is, the numbers or scalar functions, would be different.
Pointedly stated, the tensor coordinates represent some encoding of a
multilinear function with respect to a particular basis.
Formally, the tensor coordinates are numbers; that is, scalars, which
are grouped together in vector touples or matrices or whatever form we
consider useful. As the tensor coordinates are scalars, they can be treated
as scalars. For instance, due to commutativity and associativity, one can
exchange their order. (Notice, though, that this is generally not the case for
96 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
differential operators such as
i
/x
i
.)
A form invariant tensor with respect to certain transformations is a
tensor which retains the same functional form if the transformations are
performed; that is, if the basis changes accordingly. That is, in this case,
the functional form of mapping numbers or coordinates or other entities
remains unchanged, regardless of the coordinate change. Functions re-
main the same but with the new parameter components as arguement. For
instance; 4 4 and f (X
1
, X
2
, X
3
) f (X
t
1
, X
t
2
, X
t
3
).
Furthermore, if a tensor is invariant with respect to one transformation,
it need not be invariant with respect to another transformation, or with
respect to changes of the scalar product; that is, the metric.
Nevertheless, totally symmetric (antisymmetric) tensors remain totally
symmetric (antisymmetric) in all cases:
A
i
1
i
2
...i
s
i
t
...i
k
A
i
1
i
2
...i
t
i
s
...i
k
implies
A
t
j
1
i
2
... j
s
j
t
... j
k
a
j
1
i
1
a
j
2
i
2
a
j
s
i
s
a
j
t
i
t
a
j
k
i
k
A
i
1
i
2
...i
s
i
t
...i
k
a
j
1
i
1
a
j
2
i
2
a
j
s
i
s
a
j
t
i
t
a
j
k
i
k
A
i
1
i
2
...i
t
i
s
...i
k
a
j
1
i
1
a
j
2
i
2
a
j
t
i
t
a
j
s
i
s
a
j
k
i
k
A
i
1
i
2
...i
t
i
s
...i
k
A
t
j
1
i
2
... j
t
j
s
... j
k
.
Likewise,
A
i
1
i
2
...i
s
i
t
...i
k
A
i
1
i
2
...i
t
i
s
...i
k
implies
A
t
j
1
i
2
... j
s
j
t
... j
k
a
j
1
i
1
a
j
2
i
2
a
j
s
i
s
a
j
t
i
t
a
j
k
i
k
A
i
1
i
2
...i
s
i
t
...i
k
a
j
1
i
1
a
j
2
i
2
a
j
s
i
s
a
j
t
i
t
a
j
k
i
k
A
i
1
i
2
...i
t
i
s
...i
k
a
j
1
i
1
a
j
2
i
2
a
j
t
i
t
a
j
s
i
s
a
j
k
i
k
A
i
1
i
2
...i
t
i
s
...i
k
.
A
t
j
1
i
2
... j
t
j
s
... j
k
.
In physics, it would be nice if the natural laws could be written into a
form which does not depend on the particular reference frame or basis
used. Form invariance thus is a gratifying physical feature, reecting the
symmetry against changes of coordinates and bases.
After all, physicists want the formalization of their fundamental laws
not to articially depend on, say, spacial directions, or on some particu-
lar basis, if there is no physical reason why this should be so. Therefore,
physicists tend to be crazy to write down everything in a form invariant
manner.
One strategy to accomplish form invariance is to start out with form
invariant tensors and compose by tensor products and index reduction
everything from them. This method guarantees form invarince.
TENSORS 97
Indeed, for the sake of demonstration, consider the following two fac-
torizable tensor elds: while
S(x)
_
x
2
x
1
_

_
x
2
x
1
_
T
(x
2
, x
1
)
T
(x
2
, x
1
)
_
x
2
2
x
1
x
2
x
1
x
2
x
2
1
_
(5.68)
is a form invariant tensor eld with respect to the basis {(0, 1), (1, 0)} and
orthogonal transformations (rotations around the origin)
_
cos sin
sin cos
_
, (5.69)
T(x)
_
x
2
x
1
_

_
x
2
x
1
_
T
(x
2
, x
1
)
T
(x
2
, x
1
)
_
x
2
2
x
1
x
2
x
1
x
2
x
2
1
_
(5.70)
is not.
This can be proven by considering the single factors from which S and
T are composed. Eqs. (5.20)-(5.21) and (5.31)-(5.32) show that the form in-
variance of the factors implies the form invariance of the tensor products.
For instance, in our example, the factors (x
2
, x
1
)
T
of S are invariant, as
they transform as
_
cos sin
sin cos
__
x
2
x
1
_

_
x
2
cosx
1
sin
x
2
sinx
1
cos
_

_
x
t
2
x
t
1
_
,
where the transformation of the coordinates
_
x
t
1
x
t
2
_

_
cos sin
sin cos
__
x
1
x
2
_

_
x
1
cos+x
2
sin
x
1
sin+x
2
cos
_
has been used.
Note that the notation identifying tensors of type (or rank) two with
matrices, creates an artifact insofar as the transformation of the second
index must then be represented by the exchanged multiplication order,
together with the transposed transformation matrix; that is,
a
i k
a
j l
A
kl
a
i k
A
kl
a
j l
a
i k
A
kl
_
a
T
_
l j
a A a
T
.
Thus for a transformation of the transposed touple (x
2
, x
1
) we must
consider the transposed transformation matrix arranged after the factor;
that is,
(x
2
, x
1
)
_
cos sin
sin cos
_

_
x
2
cosx
1
sin, x
2
sinx
1
cos
_

_
x
t
2
, x
t
1
_
.
In contrast, a similar calculation shows that the factors (x
2
, x
1
)
T
of T do
not transform invariantly. However, noninvariance with respect to certain
transformations does not imply that T is not a valid, respectable tensor
eld; it is just not form invariant under rotations.
98 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Nevertheless, note that, while the tensor product of form invariant
tensors is again a form invariant tensor, not every form invariant tensor
might be decomposed into products of form invariant tensors.
Let [+ (0, 1) and [ (1, 0). For a nondecomposable tensor, consider
the sum of two-partite tensor products (associated with two entangled
particles) Bell state (cf. Eq. (A.28) on page 249) in the standard basis
[


1
_
2
([ + [ +)

_
0,
1
_
2
,
1
_
2
, 0
_

1
2
_
_
_
_
_
_
0 0 0 0
0 1 1 0
0 1 1 0
0 0 0 0
_
_
_
_
_
_
.
(5.71)
[

, together with the other three


Bell states [
+

1
_
2
([ + +[ +),
[
+

1
_
2
([ +[ ++), and
[


1
_
2
([ [ ++), forms an or-
thonormal basis of C
4
.
Why is [

not decomposable? In order to be able to answer this ques-


tion (see alse Section 4.9.2 on page 47), consider the most general two-
partite state
[

[ +
+
[ + +
+
[ + +
++
[ ++, (5.72)
with
i j
C, and compare it to the most general state obtainable through
products of single-partite states [
1

[ +
+
[+, and [
2

[ +

+
[+ with
i
,
i
C; that is,
[ [
1
[
2

[ +
+
[+)(

[ +
+
[+)

[ +

+
[ + +
+

[ + +
+

+
[ ++.
(5.73)
Since the two-partite basis states
[ (1, 0, 0, 0),
[ + (0, 1, 0, 0),
[ + (0, 0, 1, 0),
[ ++ (0, 0, 0, 1)
(5.74)
are linear independent (indeed, orthonormal), a comparison of [ with
[ yields

+
,

++

+
.
(5.75)
Hence,

/
+

/
+

+
/
++
, and thus a necessary and sufcient
condition for a two-partite quantum state to be decomposable into a
TENSORS 99
product of single-particle quantum states is that its amplitudes obey

++

+
. (5.76)
This is not satised for the Bell state [

in Eq. (5.71), because in this case


++
0 and
+

+
1/
_
2. Such nondecomposability is in
physics referred to as entanglement
4
.
4
Erwin Schrdinger. Discussion of
probability relations between sepa-
rated systems. Mathematical Pro-
ceedings of the Cambridge Philosoph-
ical Society, 31(04):555563, 1935a.
DOI : 10.1017/S0305004100013554.
URL http://dx.doi.org/10.1017/
S0305004100013554; Erwin Schrdinger.
Probability relations between sepa-
rated systems. Mathematical Pro-
ceedings of the Cambridge Philosoph-
ical Society, 32(03):446452, 1936.
DOI : 10.1017/S0305004100019137.
URL http://dx.doi.org/10.1017/
S0305004100019137; and Erwin
Schrdinger. Die gegenwrtige Situa-
tion in der Quantenmechanik. Natur-
wissenschaften, 23:807812, 823828,
844849, 1935b. DOI : 10.1007/BF01491891,
10.1007/BF01491914, 10.1007/BF01491987.
URL http://dx.doi.org/10.1007/
BF01491891,http://dx.doi.
org/10.1007/BF01491914,http:
//dx.doi.org/10.1007/BF01491987
Note also that [

is a singlet state, as it is form invariant under the


following generalized rotations in two-dimensional complex Hilbert sub-
space; that is, (if you do not believe this please check yourself )
[+ e
i

2
_
cos

2
[+
t
sin

2
[
t

_
,
[ e
i

2
_
sin

2
[+
t
+cos

2
[
t

_ (5.77)
in the spherical coordinates , dened on page 245, but it cannot be
composed or written as a product of a single (let alone form invariant)
two-partite tensor product.
In order to prove form invariance of a constant tensor, one has to trans-
form the tensor according to the standard transformation laws (5.21) and
(5.25), and compare the result with the input; that is, with the untrans-
formed, original, tensor. This is sometimes referred to as the outer trans-
formation.
In order to prove form invariance of a tensor eld, one has to addition-
ally transform the spatial coordinates on which the eld depends; that
is, the arguments of that eld; and then compare. This is sometimes re-
ferred to as the inner transformation. This will become clearer with the
following example.
Consider again the tensor eld dened earlier in Eq. (5.68), but let us
not choose the elegant ways of proving form invariance by factoring;
rather we explicitly consider the transformation of all the components
S
i j
(x
1
, x
2
)
_
x
1
x
2
x
2
2
x
2
1
x
1
x
2
_
with respect to the standard basis {(1, 0), (0, 1)}.
Is S form invariant with respect to rotations around the origin? That is, S
should be form invariant with repect to transformations x
t
i
a
i j
x
j
with
a
i j

_
cos sin
sin cos
_
.
Consider the outer transformation rst. As has been pointed out
earlier, the term on the right hand side in S
t
i j
a
i k
a
j l
S
kl
can be rewritten
as a product of three matrices; that is,
a
i k
a
j l
S
kl
(x
n
) a
i k
S
kl
a
j l
a
i k
S
kl
_
a
T
_
l j
a S a
T
.
100 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
a
T
stands for the transposed matrix; that is, (a
T
)
i j
a
j i
.
_
cos sin
sin cos
__
x
1
x
2
x
2
2
x
2
1
x
1
x
2
__
cos sin
sin cos
_

_
x
1
x
2
cos+x
2
1
sin x
2
2
cos+x
1
x
2
sin
x
1
x
2
sin+x
2
1
cos x
2
2
sin+x
1
x
2
cos
__
cos sin
sin cos
_

_
_
_
_
_
_
_
_
_
cos
_
x
1
x
2
cos+x
2
1
sin
_
+ sin
_
x
1
x
2
cos+x
2
1
sin
_
+
+sin
_
x
2
2
cos+x
1
x
2
sin
_
+cos
_
x
2
2
cos+x
1
x
2
sin
_
cos
_
x
1
x
2
sin+x
2
1
cos
_
+ sin
_
x
1
x
2
sin+x
2
1
cos
_
+
+sin
_
x
2
2
sin+x
1
x
2
cos
_
+cos
_
x
2
2
sin+x
1
x
2
cos
_
_
_
_
_
_
_
_
_
_

_
_
_
_
_
_
_
_
_
x
1
x
2
_
sin
2
cos
2

_
+ 2x
1
x
2
sincos
+
_
x
2
1
x
2
2
_
sincos x
2
1
sin
2
x
2
2
cos
2

2x
1
x
2
sincos+ x
1
x
2
_
sin
2
cos
2

+x
2
1
cos
2
+x
2
2
sin
2

_
x
2
1
x
2
2
_
sincos
_
_
_
_
_
_
_
_
_
Let us now perform the inner transform
x
t
i
a
i j
x
j

x
t
1
x
1
cos+x
2
sin
x
t
2
x
1
sin+x
2
cos.
Thereby we assume (to be corroborated) that the functional form in the
new coordinates are identical to the functional form of the old coordinates.
A comparison yields
x
t
1
x
t
2

_
x
1
cos+x
2
sin
__
x
1
sin+x
2
cos
_


_
x
2
1
sincos+x
2
2
sincosx
1
x
2
sin
2
+x
1
x
2
cos
2

x
1
x
2
_
sin
2
cos
2

_
+
_
x
2
1
x
2
2
_
sincos
(x
t
1
)
2

_
x
1
cos+x
2
sin
__
x
1
cos+x
2
sin
_

x
2
1
cos
2
+x
2
2
sin
2
+2x
1
x
2
sincos
(x
t
2
)
2

_
x
1
sin+x
2
cos
__
x
1
sin+x
2
cos
_

x
2
1
sin
2
+x
2
2
cos
2
2x
1
x
2
sincos
and hence
S
t
(x
t
1
, x
t
2
)
_
x
t
1
x
t
2
(x
t
2
)
2
(x
t
1
)
2
x
t
1
x
t
2
_
is invariant with respect to basis rotations
{(cos, sin), (sin, cos)}
TENSORS 101
.
Incidentally, as has been stated earlier, S(x) can be written as the prod-
uct of two invariant tensors b
i
(x) and c
j
(x):
S
i j
(x) b
i
(x)c
j
(x),
with b(x
1
, x
2
) (x
2
, x
1
), and c(x
1
, x
2
) (x
1
, x
2
). This can be easily checked
by comparing the components:
b
1
c
1
x
1
x
2
S
11
,
b
1
c
2
x
2
2
S
12
,
b
2
c
1
x
2
1
S
21
,
b
2
c
2
x
1
x
2
S
22
.
Under rotations, b and c transform into
a
i j
b
j

_
cos sin
sin cos
__
x
2
x
1
_

_
x
2
cos+x
1
sin
x
2
sin+x
1
cos
_

_
x
t
2
x
t
1
_
a
i j
c
j

_
cos sin
sin cos
__
x
1
x
2
_

_
x
1
cos+x
2
sin
x
1
sin+x
2
cos
_

_
x
t
1
x
t
2
_
.
This factorization of S is nonunique, since Eq. (5.68) uses a different
factorization; also, S is decomposible into, for example,
S(x
1
, x
2
)
_
x
1
x
2
x
2
2
x
2
1
x
1
x
2
_

_
x
2
2
x
1
x
2
_

_
x
1
x
2
, 1
_
.
5.11 The Kronecker symbol
For vector spaces of dimension n the totally symmetric Kronecker symbol
, sometimes referred to as the delta symbol tensor, can be dened by

i
1
i
2
i
k

_
+1 if i
1
i
2
i
k
0 otherwise (that is, some indices are not identical).
(5.78)
5.12 The Levi-Civita symbol
For vector spaces of dimension n the totally antisymmetric Levi-Civita
symbol , sometimes referred to as the Levi-Civita symbol tensor, can be
dened by the number of permutations of its indices; that is,

i
1
i
2
i
k

_

_
+1 if (i
1
i
2
. . . i
k
) is an even permutation of (1, 2, . . . k)
1 if (i
1
i
2
. . . i
k
) is an odd permutation of (1, 2, . . . k)
0 otherwise (that is, some indices are identical).
(5.79)
102 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Hence,
i
1
i
2
i
k
stands for the the sign of the permutation in the case of a
permutation, and zero otherwise.
In two dimensions,

i j

_

11

12

21

22
_

_
0 1
1 0
_
.
In three dimensional Euclidean space, the cross product, or vector
product of two vectors a a
i
and b b
i
can be written as ab
i j k
a
j
b
k
.
5.13 The nabla, Laplace, and DAlembert operators
The nabla operator

_

x
1
,

x
2
, . . . ,

x
n
_
. (5.80)
is a vector differential operator in an n-dimensional vector space V. In
index notation,
i

i

x
i
.
In three dimensions and in the standard Cartesian basis,

_

x
1
,

x
2
,

x
3
_
e
1

x
1
+e
2

x
2
+e
3

x
3
. (5.81)
It is often used to dene basic differential operations; in particular,
(i) to denote the gradient of a scalar eld f (x
1
, x
2
, x
3
) (rendering a vector
eld with respect to a particular basis), (ii) the divergence of a vector eld
v(x
1
, x
2
, x
3
) (rendering a scalar eld with respect to a particular basis), and
(iii) the curl (rotation) of a vector eld v(x
1
, x
2
, x
3
) (rendering a vector eld
with respect to a particular basis) as follows:
grad f f
_
f
x
1
,
f
x
2
,
f
x
3
_
, (5.82)
div v v
v
1
x
1
+
v
2
x
2
+
v
3
x
3
, (5.83)
rot v v
_
v
3
x
2

v
2
x
3
,
v
1
x
3

v
3
x
1
,
v
2
x
1

v
1
x
2
_
(5.84)

i j k

j
v
k
. (5.85)
The Laplace operator is dened by

2


2

2
x
1
+

2

2
x
2
+

2

2
x
3
. (5.86)
In special relativity and electrodynamics, as well as in wave theory
and quantized eld theory, with the Minkowski space-time of dimension
four (referring to the metric tensor with the signature , , , ), the
DAlembert operator is dened by the Minkowski metric diag(1, 1, 1, 1)

i j

2
t


2

2
t


2

2
x
1
+

2

2
x
2
+

2

2
x
3

2
t
. (5.87)
TENSORS 103
5.14 Some tricks and examples
There are some tricks which are commonly used. Here, some of them are
enumerated:
(i) Indices which appear as internal sums can be renamed arbitrarily
(provided their name is not already taken by some other index). That is,
a
i
b
i
a
j
b
j
for arbitrary a, b, i , j .
(ii) With the Euclidean metric,
i i
n.
(iii)
X
i
X
j

i
j
.
(iv) With the Euclidean metric,
X
i
X
i
n.
(v) For threedimensional vector spaces (n 3) and the Euclidean metric,
the Grassmann identity holds:

i j k

kl m

i l

j m

i m

j l
. (5.88)
(vi) For threedimensional vector spaces (n 3) and the Euclidean metric,
[ab[
_

i j k

i st
a
j
a
s
b
k
b
t

_
[a[
2
[b[
2
(a b)
2

_
det
_
a a a b
a b b b
_

[a[[b[ sin
ab
.
(vii) Let u, v X
t
1
, X
t
2
be two parameters associated with an orthonormal
Cartesian basis {(0, 1), (1, 0)}, and let : (u, v) R
3
be a mapping from
some area of R
2
into a twodimensional surface of R
3
. Then the metric
tensor is given by g
i j


k
X
ti

m
X
t j

km
.
Consider the following examples in three-dimensional vector space. Let
r
2

3
i 1
x
2
i
.
1.

j
r
j
_

i
x
2
i

1
2
1
_

i
x
2
i
2x
j

x
j
r
(5.89)
By using the chain rule one obtains

j
r

r
1
_

j
r
_
r
1
_
x
j
r
_
r
2
x
j
(5.90)
and thus r

r
2
x.
2.

j
logr
1
r
_

j
r
_
(5.91)
With
j
r
x
j
r
derived earlier in Eq. (5.90) one obtains
j
logr
1
r
x
j
r

x
j
r
2
, and thus logr
x
r
2
.
104 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
3.

j
_
_
_

i
(x
i
a
i
)
2
_

1
2
+
_

i
(x
i
+a
i
)
2
_

1
2
_
_

1
2
_
_
1
_

i
(x
i
a
i
)
2
_ 3
2
2
_
x
j
a
j
_
+
1
_

i
(x
i
+a
i
)
2
_ 3
2
2
_
x
j
+a
j
_
_
_

i
(x
i
a
i
)
2
_

3
2
_
x
j
a
j
_

i
(x
i
+a
i
)
2
_

3
2
_
x
j
+a
j
_
.
(5.92)
4.

_ r
r
3
_

i
_
r
i
r
3
_

1
r
3

i
r
i
..
3
+r
i
_
3
1
r
4
__
1
2r
_
2r
i
3
1
r
3
3
1
r
3
0.
(5.93)
5. With the earlier solution (5.93) one obtains, for r /0,

_ 1
r
_

i
1
r

i
_

1
r
2
__
1
2r
_
2r
i

i
r
i
r
3
0.
(5.94)
6. With the earlier solution (5.93) one obtains

_ rp
r
3
_

i
r
j
p
j
r
3

i
_
p
i
r
3
+r
j
p
j
_
3
1
r
5
_
r
i
_

p
i
_
3
1
r
5
_
r
i
+p
i
_
3
1
r
5
_
r
i
+
+r
j
p
j
__
15
1
r
6
__
1
2r
_
2r
i
_
r
i
+r
j
p
j
_
3
1
r
5
_

i
r
i
..
3

r
i
p
i
1
r
5
(33+159) 0
(5.95)
7. With r /0 and constant p one obtains Note that, in three dimensions, the
Grassmann identity (5.88)
i j k

kl m

i l

j m

i m

j l
holds. (p
r
r
3
)
i j k

kl m
p
l
r
m
r
3
p
l

i j k

kl m
_

j
r
m
r
3
_
p
l

i j k

kl m
_
1
r
3

j
r
m
+r
m
_
3
1
r
4
__
1
2r
_
2r
j
_
p
l

i j k

kl m
_
1
r
3

j m
3
r
j
r
m
r
5
_
p
l
(
i l

j m

i m

j l
)
_
1
r
3

j m
3
r
j
r
m
r
5
_
p
i
_
3
1
r
3
3
1
r
3
_
. .
0
p
j
_
1
r
3

j
r
i
..

i j
3
r
j
r
i
r
5
_

p
r
3
+3
_
rp
_
r
r
5
.
(5.96)
TENSORS 105
8.
()

i j k

i k j

i k j

i j k

k
0.
(5.97)
This is due to the fact that
j

k
is symmetric, whereas
i j k
ist totally
antisymmetric.
9. For a proof that (xy) z /x(yz) consider
(xy) z

i j l

j km
x
k
y
m
z
l

i l j

j km
x
k
y
m
z
l
(
i k

l m

i m

l k
)x
k
y
m
z
l
x
i
y z+y
i
x z.
(5.98)
versus
x(yz)

i l j

j km
x
l
y
k
z
m
(
i k

l m

i m

l k
)x
l
y
k
z
m
y
i
x zz
i
x y.
(5.99)
10. Let w
p
r
with p
i
p
i
_
t
r
c
_
, whereby t and c are constants. Then,
divw w

i
w
i

i
_
1
r
p
i
_
t
r
c
_
_

1
r
2
__
1
2r
_
2r
i
p
i
+
1
r
p
t
i
_

1
c
__
1
2r
_
2r
i


r
i
p
i
r
3

1
cr
2
p
t
i
r
i
.
Hence, divw w
_
rp
r
3
+
rp
t
cr
2
_
.
rotw w

i j k

j
w
k

i j k
__

1
r
2
__
1
2r
_
2r
j
p
k
+
1
r
p
t
k
_

1
c
__
1
2r
_
2r
j
_


1
r
3

i j k
r
j
p
k

1
cr
2

i j k
r
j
p
t
k


1
r
3
_
r p
_

1
cr
2
_
r p
t
_
.
11. Let us verify some specic examples of Gauss (divergence) theorem,
stating that the outward ux of a vector eld through a closed surface is
106 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
equal to the volume integral of the divergence of the region inside the
surface. That is, the sum of all sources subtracted by the sum of all sinks
represents the net ow out of a region or volume of threedimensional
space:
_
V
wdv
_
F
w df. (5.100)
Consider the vector eld w(4x, 2y
2
, z
2
) and the (cylindric) volume
bounded by the planes x
2
+y
2
4, z 0 und z 3.
Let us rst look at the left hand side
_
V
wdv of Eq. (5.100):
wdiv w44y +2z

_
V
div wdv
3
_
z0
dz
2
_
x2
dx
_
4x
2
_
y
_
4x
2
dy
_
44y +2z
_

cylindric coordinates:
_ x r cos
y r sin
z z
_

3
_
z0
dz
2
_
0
r dr
2
_
0
d
_
44r sin+2z
_

3
_
z0
dz
2
_
0
r dr
_
4+4r cos+2z
_

2
0

3
_
z0
dz
2
_
0
r dr (8+4r +4z 4r )

3
_
z0
dz
2
_
0
r dr (8+4z)
2
_
8z +4
z
2
2
_

z3
z0
2(24+18)84
Now consider the right hand side
_
F
w df of Eq. (5.100). The surface
consists of three parts: the upper plane F
1
of the cylinder is character-
ized by z 0; the lower plane F
2
of the cylinder is characterized by z 3;
the side area F
3
of the cylinder is characterized by x
2
+y
2
4. df must
TENSORS 107
be normal to these surfaces, pointing outwards; hence
F
1
:
_
F
1
w df
1

_
F
1
_
_
_
4x
2y
2
z
2
0
_
_
_
_
_
_
0
0
1
_
_
_ d xd y 0
F
2
:
_
F
2
w df
2

_
F
2
_
_
_
4x
2y
2
z
2
9
_
_
_
_
_
_
0
0
1
_
_
_ d xd y
9
_
K
r 2
d f 9 436
F
3
:
_
F
3
w df
3

_
F
3
_
_
_
4x
2y
2
z
2
_
_
_
_
x

x
z
_
ddz (r 2 const.)
x

_
_
_
r sin
r cos
0
_
_
_
_
_
_
2sin
2cos
0
_
_
_;
x
z

_
_
_
0
0
1
_
_
_

_
x

x
z
_

_
_
_
2cos
2sin
0
_
_
_
F
3

2
_
0
d
3
_
z0
dz
_
_
_
4 2cos
2(2sin)
2
z
2
_
_
_
_
_
_
2cos
2sin
0
_
_
_

2
_
0
d
3
_
z0
dz
_
16cos
2
16sin
3

3 16
2
_
0
d
_
cos
2
sin
3

_
_
cos
2
d

2
+
1
4
sin2
_
sin
3
d cos+
1
3
cos
3

_

3 16
_
2
2

__
1+
1
3
_

_
1+
1
3
__
. .
0
_
48
For the ux through the surfaces one thus obtains
_
F
w df F
1
+F
2
+F
3
84.
12. Let us verify some specic examples of Stokes theorem in three di-
mensions, stating that
_
F
rot b df
_
C
F
b ds. (5.101)
108 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Consider the vector eld b (yz, xz, 0) and the (cylindric) volume
bounded by spherical cap formed by the plane at z a/
_
2 of a sphere
of radius a centered around the origin.
Let us rst look at the left hand side
_
F
rot b df of Eq. (5.101):
b
_
_
_
yz
xz
0
_
_
_ rot b b
_
_
_
x
y
2z
_
_
_
Let us transform this into spherical coordinates:
x
_
_
_
r sincos
r sinsin
r cos
_
_
_

r
_
_
_
coscos
cossin
sin
_
_
_;
x

r
_
_
_
sinsin
sincos
0
_
_
_
df
_
x

_
ddr
2
_
_
_
sin
2
cos
sin
2
sin
sincos
_
_
_dd
b r
_
_
_
sincos
sinsin
2cos
_
_
_
_
F
rot b df
/4
_
0
d
2
_
0
da
3
_
_
_
sincos
sinsin
2cos
_
_
_
_
_
_
sin
2
cos
sin
2
sin
sincos
_
_
_
a
3
/4
_
0
d
2
_
0
d
_
sin
3

_
cos
2
+sin
2

_
. .
1
2sincos
2

2a
3
_
_
/4
_
0
d
_
1cos
2

_
sin2
/4
_
0
dsincos
2

_
_

2a
3
/4
_
0
dsin
_
13cos
2

_
transformation of variables:
cos u du sind d
du
sin
_
2a
3
/4
_
0
(du)
_
13u
2
_
2a
3
_
3u
3
3
u
_

/4
0

2a
3
_
cos
3
cos
_

/4
0
2a
3
_
2
_
2
8

_
2
2
_

2a
3
8
_
2
_
2
_

a
3
_
2
2
TENSORS 109
Now consider the right hand side
_
C
F
b ds of Eq. (5.101). The radius r
t
of the circle surface {(x, y, z) [ x, y R, z a/
_
2} bounded by the sphere
with radius a is determined by a
2
(r
t
)
2
+
a
2
; hence, r
t
a/
_
2. The
curve of integration C
F
can be parameterized by
{(x, y, z) [ x
a
_
2
cos, y
a
_
2
sin, z
a
_
2
}.
Therefore,
x a
_
_
_
_
_
1
_
2
cos
1
_
2
sin
1
_
2
_
_
_
_
_

a
_
2
_
_
_
cos
sin
1
_
_
_ C
F
Let us transform this into polar coordinates:
ds
dx
d
d
a
_
2
_
_
_
sin
cos
0
_
_
_d
b
_
_
_
_
a
_
2
sin
a
_
2

a
_
2
cos
a
_
2
0
_
_
_
_

a
2
2
_
_
_
sin
cos
0
_
_
_
Hence the circular integral is given by
_
C
F
b ds
a
2
2
a
_
2
2
_
0
_
sin
2
cos
2

_
. .
1
d
a
3
2
_
2
2
a
3

_
2
.
5.15 Some common misconceptions
5.15.1 Confusion between component representation and the real thing
Given a particular basis, a tensor is uniquely characterized by its compo-
nents. However, without reference to a particular basis, any components
are just blurbs.
Example (wrong!): a type-1 tensor (i.e., a vector) is given by (1, 2).
Correct: with respect to the basis {(0, 1), (1, 0)}, a rank-1 tensor (i.e., a
vector) is given by (1, 2).
5.15.2 A matrix is a tensor
See the above section. Example (wrong!): A matrix is a tensor of type (or
rank) 2. Correct: with respect to the basis {(0, 1), (1, 0)}, a matrix represents
a type-2 tensor. The matrix components are the tensor components.
Also, for non-orthogonal bases, covariant, contravariant, and mixed
tensors correspond to different matrices.

6
Projective and incidence geometry
PROJ ECTI VE GEOMETRY is about the geometric properties that are invari-
ant under projective transformations. Incidence geometry is about which
points lie on which line.
6.1 Notation
In what follows, for the sake of being able to formally represent geometric
transformations as quasi-linear transformations and matrices, the co-
ordinates of n-dimensional Euclidean space will be augmented with one
additional coordinate which is set to one. For instance, in the plane R
2
, we
dene new three-componen coordinates by
x
_
x
1
x
2
_

_
_
_
x
1
x
2
1
_
_
_ X. (6.1)
In order to differentiate these new coordinates X from the usual ones x,
they will be written in capital letters.
6.2 Afne transformations
Afne transformations
f (x) Ax+t (6.2)
with the translation t, and encoded by a touple (t
1
, t
2
)
T
, and an arbitrary
linear transformation A encoding rotations, as well as dilatation and skew-
ing transformations and represented by an arbitrary matrix A, can be
wrapped together to form the new transformation matrix (0
T
indicates
a row matrix with entries zero)
f
_
A t
0
T
1
_

_
_
_
a
11
a
12
t
1
a
21
a
22
t
2
0 0 1
_
_
_. (6.3)
112 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
As a result, the afne transformation f can be represented in the quasi-
linear form
f(X) fX
_
A t
0
T
1
_
X. (6.4)
6.2.1 One-dimensional case
In one dimension, that is, for z C, among the ve basic operatios
(i) scaling: f(z) r z for r R,
(ii) translation: f(z) z+w for w C,
(iii) rotation: f(z) e
i
z for R,
(iv) complex conjugation: f(z) z,
(v) inversion: f(z) z
1
,
there are three types of afne transformations (i)(iii) which can be com-
bined.
6.3 Similarity transformations
Similarity transformations involve translations t, rotations R and a dilata-
tion r and can be represented by the matrix
_
r R t
0
T
1
_

_
_
_
mcos msin t
1
msin mcos t
2
0 0 1
_
_
_. (6.5)
6.4 Fundamental theorem of afne geometry
For a proof and further references, see
June A. Lester. Distance preserving
transformations. In Francis Buekenhout,
editor, Handbook of Incidence Geometry,
pages 921944. Elsevier, Amsterdam, 1995
Any bijection fromR
n
, n 2, onto itself which maps all lines onto lines is
an afne transformation.
6.5 Alexandrovs theorem
For a proof and further references, see
June A. Lester. Distance preserving
transformations. In Francis Buekenhout,
editor, Handbook of Incidence Geometry,
pages 921944. Elsevier, Amsterdam, 1995
Consider the Minkowski space-time M
n
; that is, R
n
, n 3, and the Minkowski
metric [cf. (5.54) on page 91] {
i j
} diag(1, 1, . . . , 1
. .
n1 times
, 1). Consider fur-
ther bijections f fromM
n
onto itself preserving light cones; that is for all
x, y M
n
,

i j
(x
i
y
i
)(x
j
y
j
) 0 if and only if
i j
(f
i
(x) f
i
(y))(f
j
(x) f
j
(y)) 0.
Then f(x) is the product of a Lorentz transformation and a positive scale
factor.

Part III:
Functional analysis
7
Brief review of complex analysis
The curriculum at the Vienna University of Technology includes complex
analysis and Fourier analysis in the rst year, so when taking this course
in the second year, students need just to memorize these subjects. In what
follows, a very brief review of complex analysis will therefore be presented.
For more detailed introductions to complex analysis, take, for instance,
the classical book by Ahlfors
1
, among a zillion other very good ones
2
. We
1
Lars V. Ahlfors. Complex Analysis: An
Introduction of the Theory of Analytic
Functions of One Complex Variable.
McGraw-Hill Book Co., New York, third
edition, 1978
2
Klaus Jnich. Funktionentheorie.
Eine Einfhrung. Springer, Berlin,
Heidelberg, sixth edition, 2008. DOI :
10.1007/978-3-540-35015-6. URL
10.1007/978-3-540-35015-6; and
Dietmar A. Salamon. Funktionentheorie.
Birkhuser, Basel, 2012. DOI : 10.1007/978-
3-0348-0169-0. URL http://dx.doi.
org/10.1007/978-3-0348-0169-0. see
also URL http://www.math.ethz.ch/ sala-
mon/PREPRINTS/cxana.pdf
shall study complex analysis not only for its beauty, but also because it
yields very important analytical methods and tools; mainly for the com-
putation of denite integrals. These methods will then be required for the
computation of distributions and Greens functions, which will be reviewed
later.
If not mentioned otherwise, it is assumed that the Riemann surface,
representing a deformed version of the complex plane for functional
purposes, is simply connected. Simple connectedness means that the
Riemann surface it is path-connected so that every path between two
points can be continuously transformed, staying within the domain, into
any other path while preserving the two endpoints between the paths. In
particular, suppose that there are no holes in the Riemann surface; it is
not punctured.
Furthermore, let i be the imaginary unit with the property that i
2
1
be the solution of the equation x
2
+1 0. Any complex number z can be
decomposed into real numbers x, y, r and such that
z z +i z x +i y re
i
, (7.1)
with x r cos and y r sin; where Eulers formula
e
i
cos+i sin (7.2)
has been used. Note that, in particular, Eulers identity
e
i
1, or e
i
+1 0, (7.3)
holds. For many mathematicians this is the most beautiful theorem
3
.
3
David Wells. Which is the most beau-
tiful? The Mathematical Intelligencer,
10:3031, 1988. ISSN 0343-6993. DOI :
10.1007/BF03023741. URL http:
//dx.doi.org/10.1007/BF03023741and
David Wells. Which is the most beau-
tiful? The Mathematical Intelligencer,
10:3031, 1988. ISSN 0343-6993. DOI :
10.1007/BF03023741. URL http:
//dx.doi.org/10.1007/BF03023741
116 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Eulers formula can be used to derive de Moivres formula for integer n
(for non-integer n the formula is multi-valued for different arguments ):
e
i n
(cos+i sin)
n
cos(n) +i sin(n). (7.4)
If z z we call z a real number. If z i z we call z a purely imaginary
number.
7.1 Differentiable, holomorphic (analytic) function
Consider the function f (z) on the domain G Domain( f ).
f is called differentiable or at the point z
0
if the differential quotient
d f
dz

z
0
f
t
(z)

z
0

f
x

z
0

1
i
f
y

z
0
(7.5)
exists.
If f is differentiable in the entire domain G it is called holomorphic, or,
used synonymuously, analytic.
7.2 Cauchy-Riemann equations
The function f (z) u(z) +i v(z) (where u and v are real valued functions)
is analytic or holomorph if and only if (a
b
a/b)
u
x
v
y
, u
y
v
x
. (7.6)
For a proof, differentiate along the real, and then along the complex axis,
taking
f
t
(z) lim
x0
f (z+x)f (z)
x

f
x

u
x
+i
v
x
, and
f
t
(z) lim
y0
f (z+i y)f (z)
i y

f
i y
i
f
y
i
u
y
+
v
y
.
(7.7)
For f to be analytic, both partial derivatives have to be identical, and thus
f
x

f
i y
, or
u
x
+i
v
x
i
u
y
+
v
y
. (7.8)
By comparing the real and imaginary parts of this equation, one obtains
the two real Cauchy-Riemann equations
u
x

v
y
,
v
x

u
y
.
(7.9)
7.3 Denition analytical function
BRI EF REVI EW OF COMPLEX ANALYSI S 117
Since if f is analytic in G, all derivatives of f exist, and all mixed deriva-
tives are independent on the order of differentiations. Then the Cauchy-
Riemann equations imply that

x
_
u
x
_


x
_
v
y
_


y
_
v
x
_


y
_
u
y
_
, and

y
_
v
y
_


y
_
u
x
_


x
_
u
y
_


x
_
v
x
_
,
(7.10)
and thus
_

2
x
2
+

2
y
2
_
u 0, and
_

2
x
2
+

2
y
2
_
v 0 . (7.11)
If f u +i v is analytic in G, then the lines of constant u and v are
orthogonal.
The tangential vectors of the lines of constant u and v in the two-
dimensional complex plane are dened by the two-dimensional nabla
operator u(x, y) and v(x, y). Since, by the Cauchy-Riemann equations
u
x
v
y
and u
y
v
x
u(x, y) v(x, y)
_
u
x
u
y
_

_
v
x
v
y
_
u
x
v
x
+u
y
v
y
u
x
v
x
+(v
x
)u
x
0
(7.12)
these tangential vectors are normal.
f is angle (shape) preserving conformal if and only if it is holomorphic
and its derivative is everywhere non-zero.
Consider an analytic function f and an arbitrary path C in the com-
plex plane of the arguments parameterized by z(t ), t R. The image of C
associated with f is f (C) C
t
: f (z(t )), t R.
The tangent vector of C
t
in t 0 and z
0
z(0) is
d
dt
f (z(t ))

t 0

d
dz
f (z)

z
0
d
dt
z(t )

t 0

0
e
i
0
d
dt
z(t )

t 0
. (7.13)
Note that the rst term
d
dz
f (z)

z
0
is independent of the curve C and only
depends on z
0
. Therefore, it can be written as a product of a squeeze
(stretch)
0
and a rotation e
i
0
. This is independent of the curve; hence
two curves C
1
and C
2
passing through z
0
yield the same transformation of
the image
0
e
i
0
.
7.4 Cauchys integral theorem
If f is analytic on G and on its borders G, then any closed line integral of f
vanishes
_
G
f (z)dz 0 . (7.14)
No proof is given here.
In particular,
_
CG
f (z)dz is independent of the particular curve, and
only depends on the initial and the end points.
For a proof, subtract two line integral which follow arbitrary paths
C
1
and C
2
to a common initial and end point, and which have the same
118 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
integral kernel. Then reverse the integration direction of one of the line
integrals. According to Cauchys integral theorem the resulting integral
over the closed loop has to vanish.
Often it is useful to parameterize a contour integral by some form of
_
C
f (z)dz
_
b
a
f (z(t ))
dz(t )
dt
dt . (7.15)
Let f (z) 1/z and C : z() Re
i
, with R >0 and <. Then
_
[z[R
f (z)dz
_

f (z())
dz()
d
d

1
Re
i
Ri e
i
d

i
2i
(7.16)
is independent of R.
7.5 Cauchys integral formula
If f is analytic on G and on its borders G, then
f (z
0
)
1
2i
_
G
f (z)
z z
0
dz . (7.17)
No proof is given here.
The generalized Cauchys integral formula or, by another term, Cauchys
differentiation formula states that if f is analytic on G and on its borders
G, then
f
(n)
(z
0
)
n!
2i
_
G
f (z)
(z z
0
)
n+1
dz . (7.18)
No proof is given here.
Cauchys integral formula presents a powerful method to compute
integrals. Consider the following examples.
(i) First, let us calculate
_
[z[3
3z +2
z(z +1)
3
dz.
The kernel has two poles at z 0 and z 1 which are both inside the
domain of the contour dened by [z[ 3. By using Cauchys integral
formula we obtain for small
_
[z[3
3z+2
z(z+1)
3
dz

_
[z[
3z+2
z(z+1)
3
dz +
_
[z+1[
3z+2
z(z+1)
3
dz

_
[z[
3z+2
(z+1)
3
1
z
dz +
_
[z+1[
3z+2
z
1
(z+1)
3
dz

2i
0!
[[
d
0
dz
0
]]
3z+2
(z+1)
3

z0
+
2i
2!
d
2
dz
2
3z+2
z

z1

2i
0!
3z+2
(z+1)
3

z0
+
2i
2!
d
2
dz
2
3z+2
z

z1
4i 4i
0.
(7.19)
BRI EF REVI EW OF COMPLEX ANALYSI S 119
(ii) Consider
_
[z[3
e
2z
(z+1)
4
dz

2i
3!
3!
2i
_
[z[3
e
2z
(z(1))
3+1
dz

2i
3!
d
3
dz
3

e
2z

z1

2i
3!
2
3

e
2z

z1

8i e
2
3
.
(7.20)
Suppose g(z) is a function with a pole of order n at the point z
0
; that is
g(z)
f (z)
(z z
0
)
n
(7.21)
where f (z) is an analytic function. Then,
_
G
g(z)dz
2i
(n 1)!
f
(n1)
(z
0
) . (7.22)
7.6 Laurent series
Every function f which is analytic in a concentric region R
1
<[z z
0
[ < R
2
can in this region be uniquely written as a Laurent series
f (z)

k
(z z
0
)
k
a
k
(7.23)
The coefcients a
k
are (the closed contour C must be in the concentric
region)
a
k

1
2i
_
C
(z
0
)
k1
f ()d . (7.24)
The coefcient
Res( f (z
0
)) a
1

1
2i
_
C
f ()d (7.25)
is called the residue, denoted by Res.
No proof is given here.
Suppose that g(z) is a function with a pole of order n at the point z
0
;
that is g(z) h(z)/(z z
0
)
n
, where h(z) is an analytic function. Then the
terms k (n +1) vanish in the Laurent series. This follows from Cauchys
integral formula
a
k

1
2i
_
c
(z
0
)
kn1
h()d0 (7.26)
for k n 1 0.
Note that, if f has a simple pole (pole of order 1) at z
0
, then it can be
rewritten into f (z) g(z)/(z z
0
) for some analytic function g(z) (z
z
0
) f (z) that remains after the singularity has been split from f . Cauchys
integral formula (7.17), and the residue can be rewritten as
a
1

1
2i
_
G
g(z)
z z
0
dz g(z
0
). (7.27)
For poles of higher order, the generalized Cauchy integral formula (7.18)
can be used.
120 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
7.7 Residue theorem
Suppose f is analytic on a simply connected open subset G with the excep-
tion of nitely many (or denumerably many) points z
i
. Then,
_
G
f (z)dz 2i

z
i
Resf (z
i
) . (7.28)
No proof is given here.
The residue theorem presents a powerful tool for calculating integrals,
both real and complex. Let us rst mention a rather general case of a situa-
tion often used. Suppose we are interested in the integral
I
_

R(x)dx
with rational kernel R; that is, R(x) P(x)/Q(x), where P(x) and Q(x)
are polynomials (or can at least be bounded by a polynomial) with no
common root (and therefore factor). Suppose further that the degrees of
the polynomial is
degP(x) degQ(x) 2.
This condition is needed to assure that the additional upper or lower path
we want to add when completing the contour does not contribute; that is,
vanishes.
Now rst let us analytically continue R(x) to the complex plane R(z);
that is,
I
_

R(x)dx
_

R(z)dz.
Next let us close the contour by adding a (vanishing) path integral
_
.
R(z)dz 0
in the upper (lower) complex plane
I
_

R(z)dz +
_
.
R(z)dz
_
&.
R(z)dz.
The added integral vanishes because it can be approximated by

_
.
R(z)dz

lim
r
_
const.
r
2
r
_
0.
With the contour closed the residue theorem can be applied for an
evaluation of I ; that is,
I 2i

z
i
ResR(z
i
)
for all singularities z
i
in the region enclosed by &..
Let us consider some examples.
BRI EF REVI EW OF COMPLEX ANALYSI S 121
(i) Consider
I
_

dx
x
2
+1
.
The analytic continuation of the kernel and the addition with vanish-
ing a semicircle far away closing the integration path in the upper
complex half-plane of z yields
I
_

dx
x
2
+1

dz
z
2
+1

dz
z
2
+1
+
_
.
dz
z
2
+1

dz
(z+i )(zi )
+
_
.
dz
(z+i )(zi )

_
1
(zi )
f (z)dz with f (z)
1
(z+i )
2i Res
_
1
(z+i )(zi )
_

z+i
2i f (+i )
2i
1
(2i )
.
(7.29)
Here, Eq. (7.27) has been used. Closing the integration path in the lower
complex half-plane of z yields (note that in this case the contour inte-
gral is negative because of the path orientation)
I
_

dx
x
2
+1

dz
z
2
+1

dz
z
2
+1
_
lower path
dz
z
2
+1

dz
(z+i )(zi )
+
_
lower path
dz
(z+i )(zi )

_
1
(z+i )
f (z)dz with f (z)
1
(zi )
2i Res
_
1
(z+i )(zi )
_

zi
2i f (i )
2i
1
(2i )
.
(7.30)
(ii) Consider
F(p)
_

e
i px
x
2
+a
2
dx
with a /0.
The analytic continuation of the kernel yields
F(p)
_

e
i pz
z
2
+a
2
dz
_

e
i pz
(z i a)(z +i a)
dz.
Suppose rst that p > 0. Then, if z x +i y, e
i pz
e
i px
e
py
0 for
z in the upper half plane. Hence, we can close the contour in the
upper half plane and obtain F(p) with the help of the residue theorem.
If a > 0 only the pole at z +i a is enclosed in the contour; thus we
obtain
F(p) 2i Res
e
i pz
(z+i a)

z+i a
2i
e
i
2
pa
2i a


a
e
pa
.
(7.31)
122 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
If a < 0 only the pole at z i a is enclosed in the contour; thus we
obtain
F(p) 2i Res
e
i pz
(zi a)

zi a
2i
e
i
2
pa
2i a


a
e
i
2
pa


a
e
pa
.
(7.32)
Hence, for a /0,
F(p)

[a[
e
[pa[
. (7.33)
For p < 0 a very similar consideration, taking the lower path for con-
tinuation and thus aquiring a minus sign because of the clockwork
orientation of the path as compared to its interior yields
F(p)

[a[
e
[pa[
. (7.34)
(iii) Not all singularities are nice poles. Consider
_
[z[1
e
1
z
dz.
That is, let f (z) e
1
z
and C : z() Re
i
, with R 1 and < .
This function is singular only in the origin z 0, but this is an essential
singularity near which the function exhibits extreme behavior. and can
be expanded into a Laurent series
f (z) e
1
z

l 0
1
l !
_
1
z
_
l
around this singularity. In such a case the residue can be found only by
using Laurent series of f (z); that is by comparing its coefcient of the
1/z term. Hence, Res
_
e
1
z
_

z0
is the coefcient 1 of the 1/z term. The
residue is not, with z e
i
,
a
1
Res
_
e
1
z
_

z0
/
1
2i
_
C
e
1
z
dz

1
2i
_

e
1
e
i
dz()
d
d

1
2i
_

e
1
e
i
i e
i
d

1
2
_

e
e
i
e
i
d

1
2
_

e
e
i
+i
d

1
2
_

i
d
d
e
e
i
d

i
2
e
e
i

0.
(7.35)
Thus, by the residue theorem,
_
[z[1
e
1
z
dz 2i Res
_
e
1
z
_

z0
2i . (7.36)
BRI EF REVI EW OF COMPLEX ANALYSI S 123
For f (z) e

1
z
, the same argument yields Res
_
e

1
z
_

z0
1 and thus
_
[z[1
e

1
z
dz 2i .
7.8 Multi-valued relationships, branch points and and branch
cuts
Suppose that the Riemann surface of is not simply connected.
Suppose further that f is a multi-valued function (or multifunction).
An argument z of the function f is called branch point if there is a closed
curve C
z
around z whose image f (C
z
) is an open curve. That is, the multi-
function f is discontinuous in z. Intuitively speaking, branch points are the
points where the various sheets of a multifunction come together.
A branch cut is a curve (with ends possibly open, closed, or half-open)
in the complex plane across which an analytic multifunction is discontinu-
ous. Branch cuts are often taken as lines.
7.9 Riemann surface
Suppose f (z) is a multifunction. Then the various z-surfaces on which f (z)
is uniquely dened, together with their connections through branch points
and branch cuts, constitute the Riemann surface of f . The required leafs
are called Riemann sheet.
A point z of the function f (z) is called a branch point of order n if
through it and through the associated cut(s) n +1 Riemann sheets are
connected.
7.10 Fundamental theorem of algebra
The factor theorem states that a polynomial f (z) in z of degree k has a
factor z z
0
if and only if f (z
0
) 0, and can thus be written as f (z)
(z z
0
)g(z), where g(z) is a polynomial in z of degree k 1. Hence, by
iteration,
f (z)
k

i 1
(z z
i
) , (7.37)
where C.
No proof is presented here.
The fundamental theorem of algebra states that every polynomial (with
arbitrary complex coefcients) has a root [i.e. solution of f (z) 0] in the
complex plane. Therefore, by the factor theorem, the number of roots of a
polynomial, up to multiplicity, equals its degree.
Again, no proof is presented here. https://www.dpmms.cam.ac.uk/ wtg10/ftalg.html
8
Brief review of Fourier transforms
8.0.1 Functional spaces
That complex continuous waveforms or functions are comprised of a num-
ber of harmonics seems to be an idea at least as old as the Pythagoreans. In
physical terms, Fourier analysis
1
attempts to decompose a function into
1
T. W. Krner. Fourier Analysis. Cambridge
University Press, Cambridge, UK, 1988;
Kenneth B. Howell. Principles of Fourier
analysis. Chapman & Hall/CRC, Boca
Raton, London, New York, Washington,
D.C., 2001; and Russell Herman. Intro-
duction to Fourier and Complex Analysis
with Applications to the Spectral Analysis of
Signals. University of North Carolina Wilm-
ington, Wilmington, NC, 2010. URL http:
//people.uncw.edu/hermanr/mat367/
FCABook/Book2010/FTCA-book.pdf.
Creative Commons Attribution-
NoncommercialShare Alike 3.0 United
States License
its constituent frequencies, known as a frequency spectrum. Thereby the
goal is the expansion of periodic and aperiodic functions into sine and co-
sine functions. Fouriers observation or conjecture is, informally speaking,
that any suitable function f (x) can be expressed as a possibly innite
sum (i.e. linear combination), of sines and cosines of the form
f (x)

k
[A
k
cos(Ckx) +B
k
sin(Ckx)] . (8.1)
Moreover, it is conjectured that any suitable function f (x) can be
expressed as a possibly innite sum (i.e. linear combination), of exponen-
tials; that is,
f (x)

k
D
k
e
i kx
. (8.2)
More generally, it is conjectured that any suitable function f (x) can
be expressed as a possibly innite sum (i.e. linear combination), of other
(possibly orthonormal) functions g
k
(x); that is,
f (x)

k
g
k
(x). (8.3)
The bigger picture can then be viewed in terms of functional (vector)
spaces: these are spanned by the elementary functions g
k
, which serve
as elements of a functional basis of a possibly innite-dimensional vec-
tor space. Suppose, in further analogy to the set of all such functions
G
_
k
g
k
(x) to the (Cartesian) standard basis, we can consider these
elementary functions g
k
to be orthonormal in the sense of a generalized
functional scalar product [cf. also Section 13.5 on page 214; in particular
Eq. (13.78)]
g
k
[ g
l

_
b
a
g
k
(x)g
l
(x)dx
kl
. (8.4)
126 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
One could arrange the coefcients
k
into a tuple (an ordered list of ele-
ments) (
1
,
2
, . . .) and consider them as components or coordinates of a
vector with respect to the linear orthonormal functional basis G.
8.0.2 Fourier series
Suppose that a function f (x) is periodic in the interval [
L
2
,
L
2
] with period
L. (Alternatively, the function may be only dened in this interval.) A func-
tion f (x) is periodic if there exist a period L R such that, for all x in the
domain of f ,
f (L +x) f (x). (8.5)
Then, under certain mild conditions that is, f must be piecewise
continuous and have only a nite number of maxima and minima f can
be decomposed into a Fourier series
f (x)
a
0
2
+

k1
_
a
k
cos
_
2
L
kx
_
+b
k
sin
_
2
L
kx
__
, with
a
k

2
L
L
2
_

L
2
f (x) cos
_
2
L
kx
_
dx for k 0
b
k

2
L
L
2
_

L
2
f (x) sin
_
2
L
kx
_
dx for k >0.
(8.6)
For proofs and additional information see
8.1 in
Kenneth B. Howell. Principles of Fourier
analysis. Chapman & Hall/CRC, Boca
Raton, London, New York, Washington,
D.C., 2001
For a (heuristic) proof, consider the Fourier conjecture (8.1), and com-
pute the coefcients A
k
, B
k
, and C.
First, observe that we have assumed that f is periodic in the interval
[
L
2
,
L
2
] with period L. This should be reected in the sine and cosine terms
of (8.1), which themselves are periodic functions in the interval [, ]
with period 2. Thus in order to map the functional period of f into the
sines and cosines, we can stretch/shrink L into 2; that is, C in Eq. (8.1) is
identied with
C
2
L
. (8.7)
Thus we obtain
f (x)

k
_
A
k
cos(
2
L
kx) +B
k
sin(
2
L
kx)
_
. (8.8)
Now use the following properties: (i) for k 0, cos(0) 1 and sin(0) 0.
Thus, by comparing the coefcient a
0
in (8.6) with A
0
in (8.1) we obtain
A
0

a
0
2
.
(ii) Since cos(x) cos(x) is an even function of x, we can rearrange the
summation by combining identical functions cos(
2
L
kx) cos(
2
L
kx),
thus obtaining a
k
A
k
+A
k
for k >0.
(iii) Since sin(x) sin(x) is an odd function of x, we can rearrange the
summation by combining identical functions sin(
2
L
kx) sin(
2
L
kx),
thus obtaining b
k
B
k
+B
k
for k >0.
Having obtained the same form of the Fourier series of f (x) as exposed
in (8.6), we now turn to the derivation of the coefcients a
k
and b
k
. a
0
can
BRI EF REVI EW OF FOURI ER TRANSFORMS 127
be derived by just considering the functional scalar product exposedin Eq.
(8.4) of f (x) with the constant identity function g(x) 1; that is,
g [ f
_
L
2

L
2
f (x)dx

_
L
2

L
2
_
a
0
2
+

n1
_
a
n
cos
_
nx
L
_
+b
n
sin
_
nx
L
___
dx
a
0
L
2
,
(8.9)
and hence
a
0

2
L
_L
2

L
2
f (x)dx (8.10)
In a very similar manner, the other coefcients can be computed by
considering
_
cos
_
2
L
kx
_
[ f (x)
_ _
sin
_
2
L
kx
_
[ f (x)
_
and exploiting the or-
thogonality relations for sines and cosines
_
L
2

L
2
sin
_
2
L
kx
_
cos
_
2
L
l x
_
dx 0,
_
L
2

L
2
cos
_
2
L
kx
_
cos
_
2
L
l x
_
dx
_
L
2

L
2
sin
_
2
L
kx
_
sin
_
2
L
l x
_
dx
L
2

kl
.
(8.11)
For the sake of an example, let us compute the Fourier series of
f (x) [x[
_
_
_
x, for x <0,
+x, for 0 x .
First observe that L 2, and that f (x) f (x); that is, f is an even
function of x; hence b
n
0, and the coefcients a
n
can be obtained by
considering only the integration between 0 and .
For n 0,
a
0

dx f (x)
2

_
0
xdx .
For n >0,
a
n

1

f (x) cos(nx)dx
2

_
0
x cos(nx)dx

_
_
sin(nx)
n
x

_
0
sin(nx)
n
dx
_
_

cos(nx)
n
2

cos(n) 1
n
2

4
n
2
sin
2
n
2

_
_
_
0 for even n

4
n
2
for odd n
Thus,
f (x)

2

4

_
cosx +
cos3x
9
+
cos5x
25
+
_


2

4

n0
cos[(2n +1)x]
(2n +1)
2
.
128 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
One could arrange the coefcients (a
0
, a
1
, b
1
, a
2
, b
2
, . . .) into a tuple (an
ordered list of elements) and consider them as components or coordinats
of a vector spanned by the linear independent sine and cosine functions
which serve as a basis of an innite dimensional vector space.
8.0.3 Exponential Fourier series
Suppose again that a function is periodic in the interval [
L
2
,
L
2
] with period
L. Then, under certain mild conditions that is, f must be piecewise
continuous and have only a nite number of maxima and minima f can
be decomposed into an exponential Fourier series
f (x)

k
c
k
e
i kx
, with
c
k

1
L
_
L
2

L
2
f (x
t
)e
i kx
t
dx
t
.
(8.12)
The expontial form of the Fourier series can be derived from the Fourier
series (8.6) by Eulers formula (7.2), in particular, e
i k
cos(k) +i sin(k),
and thus
cos(k)
1
2
_
e
i k
+e
i k
_
, as well as sin(k)
1
2i
_
e
i k
e
i k
_
.
By comparing the coefcients of (8.6) with the coefcients of (8.12), we
obtain
a
k
c
k
+c
k
for k 0,
b
k
i (c
k
c
k
) for k >0,
(8.13)
or
c
k

_

_
1
2
(a
k
i b
k
) for k >0,
a
0
2
for k 0,
1
2
(a
k
+i b
k
) for k <0.
(8.14)
Eqs. (8.12) can be combined into
f (x)
1
L

k
_L
2

L
2
f (x
t
)e
i

k(x
t
x)
dx
t
. (8.15)
8.0.4 Fourier transformation
Suppose we dene k 2/L, or 1/L k/2. Then Eq. (8.15) can be
rewritten as
f (x)
1
2

k
_L
2

L
2
f (x
t
)e
i k(x
t
x)
dx
t
k. (8.16)
Now, in the aperiodic limit L we obtain the Fourier transformation
and the Fourier inversion F
1
[F[ f (x)]] F[F
1
[ f (x)]] f (x) by
f (x)
1
2
_

f (x
t
)e
i k(x
t
x)
dx
t
dk, whereby
F
1
[

f (k)] f (x)
_


f (k)e
i kx
dk, and
F[ f (x)]

f (k)
_

f (x
t
)e
i kx
t
dx
t
.
(8.17)
BRI EF REVI EW OF FOURI ER TRANSFORMS 129
F[ f (x)]

f (k) is called the Fourier transform of f (x). Per convention,
either one of the two sign pairs + or + must be chosen. The factors
and must be chosen such that

1
2
; (8.18)
that is, the factorization can be spread evenly among and , such that
1/
_
2, or unevenly, such as, for instance, 1 and 1/2, or
1/2 and 1.
Most generally, the Fourier transformations can be rewritten (change of
integration constant), with arbitrary A, B R, as
F
1
[

f (k)](x) f (x) B
_


f (k)e
i Akx
dk, and
F[ f (x)](k)

f (k)
A
2B
_

f (x
t
)e
i Akx
t
dx
t
.
(8.19)
The coice A 2 and B 1 renders a very symmetric form of (8.19);
more precisely,
F
1
[

f (k)](x) f (x)
_


f (k)e
2i kx
dk, and
F[ f (x)](k)

f (k)
_

f (x
t
)e
2i kx
t
dx
t
.
(8.20)
For the sake of an example, assume A 2 and B 1 in Eq. (8.19),
therefore starting with (8.20), and consider the Fourier transform of the
Gaussian function
(x) e
x
2
. (8.21)
As a hint, notice that e
t
2
is analytic in the region 0 Imt
_
k; also, as
will be shown in Eqs. (9.18), the Gaussian integral is
_

e
t
2
dt
_
. (8.22)
With A 2 and B 1 in Eq. (8.19), the Fourier transform of the Gaussian
function is
F[(x)](k) (k)

e
x
2
e
2i kx
dx
[completing the exponent]

e
k
2
e
(x+i k)
2
dx
(8.23)
The variable transformation t
_
(x +i k) yields dt /dx
_
; thus
dx dt /
_
, and
F[(x)](k) (k)
e
k
2
_

++i
_
k
_
+i
_
k
e
t
2
dt (8.24)
E
T
C
E
_
`

Imt
Re t
+i
_
k
_
_
'
'
Figure 8.1: Integration path to compute the
Fourier transform of the Gaussian.
Let us rewrite the integration (8.24) into the Gaussian integral by con-
sidering the closed path whose left and right pieces vanish; moreover,
_
C
dt e
t
2

_
+
e
t
2
dt +
++i
_
k
_
+i
_
k
e
t
2
dt 0, (8.25)
130 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
because e
t
2
is analytic in the region 0 Imt
_
k. Thus, by substituting
++i
_
k
_
+i
_
k
e
t
2
dt
+
_

e
t
2
dt , (8.26)
in (8.24) and by insertion of the value
_
for the Gaussian integral, as
shown in Eq. (9.18), we nally obtain
F[(x)](k) (k)
e
k
2
_

+
_

e
t
2
dt
. .
_

e
k
2
. (8.27)
A very similar calculation yields
F
1
[(k)](x) (x) e
x
2
. (8.28)
Eqs. (8.27) and (8.28) establish the fact that the Gaussian function
(x) e
x
2
dened in (8.21) is an eigenfunction of the Fourier trans-
formations F and F
1
with associated eigenvalue 1. See Sect. 6.3 in
Robert Strichartz. A Guide to Distribution
Theory and Fourier Transforms. CRC Press,
Boca Roton, Florida, USA, 1994. ISBN
0849382734
With a slightly different denition the Gaussian function f (x) e
x
2
/2
is
also an eigenfunction of the operator
H
d
2
dx
2
+x
2
(8.29)
corresponding to a harmonic oscillator. The resulting eigenvalue equation
is
H f (x)
_

d
2
dx
2
+x
2
_
f (x)
_

d
dx
(x) +x
2
_
f (x) f (x); (8.30)
with eigenvalue 1.
Instead of going too much into the details here, it may sufce to say that
the Hermite functions
h
n
(x)
1/4
(2
n
n!)
1/2
_
d
dx
x
_
n
e
x
2
/2

1/4
(2
n
n!)
1/2
H
n
(x)e
x
2
/2
(8.31)
are all eigenfunctions of the Fourier transform with the eigenvalue i
n
_
2.
The polynomial H
n
(x) of degree n is called Hermite polynomial. Her-
mite functions form a complete system, so that any function g (with
_
[g(x)[
2
dx <) has a Hermite expansion
g(x)

k0
g, h
n
h
n
(x). (8.32)
This is an example of an eigenfunction expansion.
9
Distributions as generalized functions
9.1 Heuristically coping with discontinuities
Insofar theoretical physics is natural philosophy, the question arises if
physical entities need to be smooth and continuous in particular, if phys-
ical functions need to be smooth (i.e., in C

), having derivatives of all


orders
1
(such as polynomials, trigonometric and exponential functions)
1
William F. Trench. Introduction to real
analysis. Free Hyperlinked Edition 2.01,
2012. URL http://ramanujan.math.
trinity.edu/wtrench/texts/TRENCH
_
REAL
_
ANALYSIS.PDF
as nature abhors sudden discontinuities, or if we are willing to allow
and conceptualize singularities of different sorts. Other, entirely different,
scenarios are discrete
2
computer-generated universes
3
. This little course
2
Konrad Zuse. Discrete mathemat-
ics and Rechnender Raum. 1994.
URL http://www.zib.de/PaperWeb/
abstracts/TR-94-10/; and Konrad Zuse.
Rechnender Raum. Friedrich Vieweg &
Sohn, Braunschweig, 1969
3
Edward Fredkin. Digital mechanics. an
informational process based on reversible
universal cellular automata. Physica,
D45:254270, 1990. DOI : 10.1016/0167-
2789(90)90186-S. URL http://dx.doi.
org/10.1016/0167-2789(90)90186-S;
T. Toffoli. The role of the observer in
uniform systems. In George J. Klir, editor,
Applied General Systems Research, Recent
Developments and Trends, pages 395400.
Plenum Press, New York, London, 1978;
and Karl Svozil. Computational universes.
Chaos, Solitons & Fractals, 25(4):845859,
2006a. DOI : 10.1016/j.chaos.2004.11.055.
URL http://dx.doi.org/10.1016/j.
chaos.2004.11.055
is no place for preference and judgments regarding these matters. Let me
just point out that contemporary mathematical physics is not only leaning
toward, but appears to be deeply committed to discontinuities; both in
classical and quantized eld theories dealing with point charges, as well
as in general relativity, the (nonquantized eld theoretical) geometrody-
namics of graviation, dealing with singularities such as black holes or
initial singularities of various sorts.
Discontinuities were introduced quite naturally as electromagnetic
pulses, which can, for instance be described with the Heaviside function
H(t ) representing vanishing, zero eld strength until time t 0, when
suddenly a constant electrical eld is switched on eternally. It is quite
natural to ask what the derivative of the (innite pulse) function H(t )
might be. At this point the reader is kindly ask to stop reading for a
moment and contemplate on what kind of function that might be.
Heuristically, if we call this derivative the (Dirac) delta function de-
ned by (t )
dH(t )
dt
, we can assure ourselves of two of its properties (i)
(t ) 0 for t / 0, as well as as the antiderivative of the Heaviside func-
tion, yielding (ii)
_

(t )dt
_

dH(t )
dt
dt H() H() 10 1. This heuristic denition of the Dirac delta
function
y
(x) (x, y) (x y) with a
discontinuity at y is not unlike the discrete
Kronecker symbol
i j
, as (i)
i j
0
for i / j , as well as (ii)

i j

i j
1, We may even dene the
Kronecker symbol
i j
as the difference
quotient of some discrete Heaviside
function H
i j
1 for i j , and H
i , j
0
else:
i j
H
i j
H
(i 1) j
1 only for i j ;
else it vanishes.
Indeed, we could follow a pattern of growing discontinuity, reachable
by ever higher and higher derivatives of the absolute value (or modulus);
that is, we shall pursue the path sketched by
[x[
d
dx
sgn(x), H(x)
d
dx
(x)
d
n
dx
n

(n)
(x).
132 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Objects like [x[, H(t ) or (t ) may be heuristically understandable as
functions not unlike the regular analytic functions; alas their nth deriva-
tives cannot be straightforwardly dened. In order to cope with a formally
precised denition and derivation of (innite) pulse functions and to
achieve this goal, a theory of generalized functions, or, used synonymously,
distributions has been developed. In what follows we shall devolop the
theory of distributions; always keeping in mind the assumptions regarding
(dis)continuities that make necessary this part of calculus.
Thereby, we shall pair these generalized functions F with suitable
good test functions ; integrate over these pairs, and thereby obtain a
linear continuous functional F[], also denoted by F, . A further strat-
egy then is to transfer or shift operations on and transformations of F
such as differentiations or Fourier transformations, but also multiplica-
tions with polynomials or other smooth functions to the test function
according to adjoint identities See Sect. 2.3 in
Robert Strichartz. A Guide to Distribution
Theory and Fourier Transforms. CRC Press,
Boca Roton, Florida, USA, 1994. ISBN
0849382734
TF, F, S. (9.1)
For example, for n-fold differention,
S(1)
n
T (1)
n
d
(n)
dx
(n)
, (9.2)
and for the Fourier transformation,
ST F. (9.3)
For some smooth functional multiplier g(x) C

,
ST g(x). (9.4)
One more issue is the problem of the meaning and existence of weak
solutions (also called generalized solutions) of differential equations for
which, if interpreted in terms of regular functions, the derivatives may not
all exist.
Take, for example, the wave equation

2
t
2
u(x, t ) c
2
2
x
2
u(x, t ) in one
spatial dimension has a solution of the form
4
u(x, t ) f (x ct ) +g(x +ct ),
4
Asim O. Barut. e h. Physics Letters
A, 143(8):349352, 1990. ISSN 0375-9601.
DOI : 10.1016/0375-9601(90)90369-Y.
URL http://dx.doi.org/10.1016/
0375-9601(90)90369-Y
where f and g characterize a travelling shape of inert, unchanged form.
There is no obvious physical reason why the pulse shape function f or g
should be differentiable, alas if it is not, then u is not differentiable either.
What if we, for instance, set g 0, and identify f (x ct ) with the Heaviside
innite pulse function H(x ct )?
9.2 General distribution
A nice video on Setting Up the
Fourier Transform of a Distri-
bution by Professor Dr. Brad G.
Osgood - Stanford is availalable via URLs
http://www.academicearth.org/lectures/setting-
up-fourier-transform-of-distribution
Suppose we have some function F(x); that is, F(x) could be either a regu-
lar analytical function, such as F(x) x, or some other, weirder function,
DI STRI BUTI ONS AS GENERALI ZED FUNCTI ONS 133
such as the Dirac delta function, or the derivative of the Heaviside (unit
step) function, which might be highly discontinuous. As an Ansatz, we
may associate with this function F(x) a distribution, or, used synony-
mously, a generalized function F[] or F, which in the weak sense is
dened as a continuous linear functional by integrating F(x) together with
some good test function as follows
5
:
5
Laurent Schwartz. Introduction to the
Theory of Distributions. University of
Toronto Press, Toronto, 1952. collected and
written by Israel Halperin
F(x) F, F[]
_

F(x)(x)dx. (9.5)
We say that F[] or F, is the distribution associated with or induced by
F(x).
One interpretation of F[] F, is that F stands for a sort of mea-
surement device, and represents some system to be measured; then
F[] F, is the outcome or measurement result.
Thereby, it completely sufces to say what F does to some test func-
tion ; there is nothing more to it.
For example, the Dirac Delta function (x) is completely characterised
by
(x) [] , (0);
likewise, the shifted Dirac Delta function
y
(x) (x y) is completely
characterised by

y
(x) (x y)
y
[]
y
, (y).
Many other (regular) functions which are usually not integrable in the
interval (, +) will, through the pairing with a suitable or good test
function , induce a distribution.
For example, take
1 1[] 1,
_

(x)dx,
or
x x[] x,
_

x(x)dx,
or
e
2i ax
e
2i ax
[] e
2i ax
,
_

e
2i ax
(x)dx.
9.2.1 Duality
Sometimes, F[] F, is also written in a scalar product notation; that
is, F[] F [ . This emphasizes the pairing aspect of F[] F, . It can
also be shown that the set of all distributions F is the dual space of the set
of test functions .
134 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
9.2.2 Linearity
Recall that a linear functional is some mathematical entity which maps a
function or another mathematical object into scalars in a linear manner;
that is, as the integral is linear, we obtain
F[c
1

1
+c
2

2
] c
1
F[
1
] +c
2
F[
2
]; (9.6)
or, in the bracket notation,
F, c
1

1
+c
2

2
c
1
F,
1
+c
2
F,
2
. (9.7)
This linearity is guaranteed by integration.
9.2.3 Continuity
One way of expressing continuity is the following:
if
n
n
, then F[
n
]
n
F[], (9.8)
or, in the bracket notation,
if
n
n
, then F,
n

n
F, . (9.9)
9.3 Test functions
9.3.1 Desiderata on test functions
By invoking test functions, we would like to be able to differentiate distri-
butions very much like ordinary functions. We would also like to transfer
differentiations to the functional context. How can this be implemented in
terms of possible good properties we require from the behaviour of test
functions, in accord with our wishes?
Consider the partial integration obtained from (uv)
t
u
t
v +uv
t
; thus
_
(uv)
t

_
u
t
v +
_
uv
t
, and nally
_
u
t
v
_
(uv)
t

_
uv
t
, thereby effec-
tively allowing us to shift or transfer the differentiation of the original
function to the test function. By identifying u with the generalized function
g (such as, for instance ), and v with the test function , respectively, we
obtain
g
t
, g
t
[]
_

g
t
(x)(x)dx
g(x)(x)

g(x)
t
(x)dx
g()()
. .
should vanish
g()()
. .
should vanish

g(x)
t
(x)dx
g[
t
] g,
t
.
(9.10)
We can justify the two main requirements for good test functions, at least
for a wide variety of purposes:
DI STRI BUTI ONS AS GENERALI ZED FUNCTI ONS 135
1. that they sufciently vanish at innity that can, for instance, be
achieved by requiring that their support (the set of arguments x where
g(x) /0) is nite; and
2. that they are continuosly differentiable indeed, by induction, that they
are arbitrarily often differentiable.
Hence we assume
6
that the tests functions are innitely often differen-
6
Laurent Schwartz. Introduction to the
Theory of Distributions. University of
Toronto Press, Toronto, 1952. collected and
written by Israel Halperin
tiable, and that their support is compact. Compact support means that
(x) does not vanish only at a nite, bounded region of x.
9.3.2 Test function class I
Such a good test function is, for instance,

,a
(x)
_
_
_
e

1
1((xa)/)
2
for [
xa

[ <1,
0 else.
(9.11)
In order to show that
,a
is a suitable test function, we have to proof its
innite differetiability, as well as the compactness of its support M

,a
. Let

,a
(x) :
_
x a

_
and thus
(x)
_
e

1
1x
2
for [x[ <1
0 for [x[ 1
This function is drawn in Fig. 9.1.
0.37
1 1
(x)
Figure 9.1: Plot of a test function (x).
First, note, by denition, the support M

(1, 1), because (x) van-


ishes outside (1, 1)).
Second, consider the differentiability of (x); that is C

(R)? Note
that
(0)
is continuous; and that
(n)
is of the form

(n)
(x)
_
P
n
(x)
(x
2
1)
2n
e
1
x
2
1
for [x[ <1
0 for [x[ 1,
where P
n
(x) is a nite polynomial in x ((u) e
u

t
(u)
d
du
du
dx
2
dx
2
dx

(u)
_

1
(x
2
1)
2
_
2x etc.) and [x 1] x
2
12+
2
x
2
1 (2)
lim
x1

(n)
(x) lim
0
P
n
(1)

2n
(2)
2n
e
1
(2)

lim
0
P
n
(1)

2n
2
2n
e

1
2

_

1
R
_
lim
R
P
n
(1)
2
2n
R
2n
e

R
2
0,
because the power e
x
of e decreases stronger than any polynomial x
n
.
Note that the complex continuation (z) is not an analytic function
and cannot be expanded as a Taylor series on the entire complex plane C
although it is innitely often differentiable on the real axis; that is, although
136 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
C

(R). This can be seen from a uniqueness theorem of complex anal-


ysis. Let B C be a domain, and let z
0
B the limit of a sequence {z
n
} B,
z
n
/ z
0
. Then it can be shown that, if two analytic functions f und g on B
coincide in the points z
n
, then they coincide on the entire domain B.
Not, take B R and the vanishing analytic function f ; that is, f (x) 0.
f (x) coincides with (x) only in R/M

. As a result, cannot be analytic.


Indeed,
,a
(x) diverges at x a . Hence (x) cannot be Taylor ex-
panded, and
C

(R
k
)
/

analytic function
9.3.3 Test function class II
Other good test functions are
7 7
Laurent Schwartz. Introduction to the
Theory of Distributions. University of
Toronto Press, Toronto, 1952. collected and
written by Israel Halperin
_

c,d
(x)
_ 1
n
(9.12)
obtained by choosing n N0 and c <d and by dening

c,d
(x)
_
_
_
e

_
1
xc
+
1
dx
_
for c <x <d,
0 else.
(9.13)
If (x) is a good test function, then
x

P
n
(x)(x) (9.14)
with any Polynomial P
n
(x), and in particular x
n
(x) also is a good test
function.
9.3.4 Test function class III: Tempered distributions and Fourier trans-
forms
A particular class of good test functions having the property that they
vanish sufciently fast for large arguments, but are nonzero at any nite
argument are capable of rendering Fourier transforms of generalized
functions. Such generalized functions are called tempered distributions.
One example of a test function yielding tempered distribution is the
Gaussian function
(x) e
x
2
. (9.15)
We can multiply the Gaussian function with polynomials (or take its
derivatives) and thereby obtain a particular class of test functions inducing
tempered distributions.
DI STRI BUTI ONS AS GENERALI ZED FUNCTI ONS 137
The Gaussian function is normalized such that
_

(x)dx
_

e
x
2
dx

e
x
2
dx
[variable substitution x
t
_

, dx
dt
_

_
t
_

_
2
d
_
t
_

1
_

e
t
2
dt

1
_

_
1.
(9.16)
In this evaluation, we have used the Gaussian integral
I
_

e
x
2
dx
_
, (9.17)
which can be obtained by considering its square and transforming into
polar coordinates r , ; that is,
I
2

__

e
x
2
dx
___

e
y
2
dy
_

e
(x
2
+y
2
)
dx dy

_
2
0
_

0
e
r
2
r ddr

_
2
0
d
_

0
e
r
2
r dr
2
_

0
e
r
2
r dr
_
u r
2
,
du
dr
2r , dr
du
2r
_

0
e
u
du

_
e
u

0
_

_
e

+e
0
_
.
(9.18)
The Gaussian test function (9.15) has the advantage that, as has been
shown in (8.27), with a certain kind of denition for the Fourier transform,
namely A 2 and B 1 in Eq. (8.19), its functional form does not change
under Fourier transforms. More explicitly, as derived in Eqs. (8.27) and
(8.28),
F[(x)](k) (k)
_

e
x
2
e
2i kx
dx e
k
2
. (9.19)
Just as for differentiation discussed later it is possible to shift or trans-
fer the Fourier transformation from the distribution to the test function as
138 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
follows. Suppose we are interested in the Fourier transformF[F] of some
distribution F. Then, with the convention A 2 and B 1 adopted in Eq.
(8.19), we must consider
F[F], F[F][]
_

F[F](x)(x)dx

__

F(y)e
2i xy
dy
_
(x)dx

F(y)
__

(x)e
2i xy
dx
_
dy

F(y)F[](y)dy
F, F[] F[F[]].
(9.20)
in the same way we obtain the Fourier inversion for distributions
F
1
[F[F]], F[F
1
[F]], F, . (9.21)
Note that, in the case of test functions with compact support say,
(x) 0 for [x[ > a > 0 and nite a if the order of integrals is exchanged,
the new test function
F[ ](y)
_

(x)e
2i xy
dx
_
a
a
(x)e
2i xy
dx (9.22)
obtained through a Fourier transform of (x), does not necessarily inherit
a compact support from (x); in particular, F[ ](y) may not necessarily
vanish [i.e. F[ ](y) 0] for [y[ >a >0.
Let us, with these conventions, compute the Fourier transform of the
tempered Dirac delta distribution. Note that, by the very denition of the
Dirac delta distribution,
F[], , F[] F[](0)
_

e
2i x0
(x)dx
_

1(x)dx 1, .
(9.23)
Thus we may identify F[] with 1; that is,
F[] 1. (9.24)
This is an extreme example of an innitely concentrated object whose
Fourier transform is innitely spread out.
A very similar calculation renders the tempered distribution associated
with the Fourier transform of the shifted Dirac delta distribution
F[
y
] e
2i xy
. (9.25)
Alas we shall pursue a different, more conventional, approach, sketched
in Section 9.5.
DI STRI BUTI ONS AS GENERALI ZED FUNCTI ONS 139
9.3.5 Test function class IV: C

If the generalized functions are sufciently concentrated so that they


themselves guarantee that the terms g()() as well as g()()
in Eq. (9.10) to vanish, we may just require the test functions to be in-
nitely differentiable and thus in C

for the sake of making possible a


transfer of differentiation. (Indeed, if we are willing to sacrice even in-
nite differentiability, we can widen this class of test functions even more.)
We may, for instance, employ constant functions such as (x) 1 as test
functions, thus giving meaning to, for instance, , 1
_

(x)dx, or
f (x), 1 f (0), 1 f (0)
_

(x)dx.
9.4 Derivative of distributions
Equipped with good test functions which have a nite support and are
innitely often (or at least sufciently often) differentiable, we can now
give meaning to the transferal of differential quotients from the objects
entering the integral towards the test function by partial integration. First
note again that (uv)
t
u
t
v +uv
t
and thus
_
(uv)
t

_
u
t
v +
_
uv
t
and nally
_
u
t
v
_
(uv)
t

_
uv
t
. Hence, by identifying u with g, and v with the test
function , we obtain
F
t
, F
t
_

_
d
dx
q(x)
_
(x)dx
q(x)(x)

q(x)
_
d
dx
(x)
_
dx

q(x)
_
d
dx
(x)
_
dx
F
_

t
_
F,
t
.
(9.26)
By induction we obtain
F
(n)
, F
(n)
_

_
(1)
n
F
_

(n)
_
(1)
n
F,
(n)
. (9.27)
For the sake of a further example using adjoint identities , swapping
products and differentiations forth and back in the F pairing, let us
compute g(x)
t
(x) where g C

; that is
g
t
,
t
, g
, (g)
t

, g
t
+g
t

g(0)
t
(0) g
t
(0)(0)
g(0)
t
g
t
(0), .
(9.28)
Therefore,
g(x)
t
(x) g(0)
t
(x) g
t
(0)(x). (9.29)
140 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
9.5 Fourier transform of distributions
We mention without proof that, if { f
x
(x)} is a sequence of functions con-
verging, for n toward a function f in the functional sense (i.e. via
integration of f
n
and f with good test functions), then the Fourier trans-
form

f of f can be dened by
8 8
M. J. Lighthill. Introduction to Fourier
Analysis and Generalized Functions. Cam-
bridge University Press, Cambridge, 1958;
Kenneth B. Howell. Principles of Fourier
analysis. Chapman & Hall/CRC, Boca
Raton, London, New York, Washington,
D.C., 2001; and B.L. Burrows and D.J. Col-
well. The Fourier transform of the unit
step function. International Journal of
Mathematical Education in Science and
Technology, 21(4):629635, 1990. DOI :
10.1080/0020739900210418. URL http://
dx.doi.org/10.1080/0020739900210418
F[ f (x)]

f (k) lim
n
_

f
n
(x)e
i kx
dx. (9.30)
While this represents a method to calculate Fourier transforms of dis-
tributions, there are other, more direct ways of obtaining them. These
were mentioned earlier. In what follows, we shall enumerate the Fourier
transform of some species, mostly by complex analysis.
9.6 Dirac delta function
Historically, the Heaviside step function, which will be discussed later
was rst used for the description of electromagnetic pulses. In the days
when Dirac developed quantum mechanics there was a need to dene
singular scalar products such as x [ y (x y), with some generaliza-
tion of the Kronecker delta function
i j
which is zero whenever x / y and
large enough needle shaped (see Fig. 9.2) to yield unity when integrated
over the entire reals; that is,
_

x [ ydy
_

(x y)dy 1.
9.6.1 Delta sequence
One of the rst attempts to formalize these objects with large discon-
tinuities was in terms of functional limits. Take, for instance, the delta
sequence which is a sequence of strongly peaked functions for which in
some limit the sequences { f
n
(x y)} with, for instance,

n
(x y)
_
n for y
1
2n
<x < y +
1
2n
0 else
(9.31)
become the delta function (x y). That is, in the functional sense
lim
n

n
(x y) (x y). (9.32)
Note that the area of this particular
n
(x y) above the x-axes is indepen-
dent of n, since its width is 1/n and the height is n.
DI STRI BUTI ONS AS GENERALI ZED FUNCTI ONS 141
In an ad hoc sense, other delta sequences are

n
(x)
n
_

e
n
2
x
2
, (9.33)

sin(nx)
x
, (9.34)
(1i )
_
n
2
_ 1
2
e
i nx
2
(9.35)

1
x
e
i nx
e
i nx
2i
, (9.36)

ne
x
2
1+n
2
x
2
, (9.37)

1
2
_
n
n
e
i xt
dt
1
2i x
e
i xt

n
n
, (9.38)

1
2
sin
__
n +
1
2
_
x
_
sin
_
1
2
x
_ , (9.39)

n
1+n
2
x
2
, (9.40)

_
sin(nx)
nx
_
2
. (9.41)
Other commonly used limit forms of the -function are the Gaussian,
Lorentzian, and Dirichlet forms

(x)
1
_

x
2

2
, (9.42)

x
2
+
2

1
2i
_
1
x i

1
x +i
_
, (9.43)

1
x
sinx, (9.44)
respectively. Note that (9.42) corresponds to (9.33), (9.43) corresponds to
(9.40) with n
1
, and (9.44) corresponds to (9.34). Again, the limit
(x) lim
0

(x) (9.45)
has to be understood in the functional sense (see below).
'
(x)
x
Figure 9.2: Diracs -function as a needle
shaped generalized function.
'
(x)
x
, , , , , , , ,
,
,
,
,
,
,
,
,

1
(x)

2
(x)

3
(x)

4
(x)
Figure 9.3: Delta sequence approximating
Diracs -function as a more and more
needle shaped generalized function.
Naturally, such needle shaped functions were viewed suspiciouly
by many mathematicians at rst, but later they embraced these types of
functions
9
by developing a theory of functional analysis or distributions.
9
I. M. Gelfand and G. E. Shilov. Gener-
alized Functions. Vol. 1: Properties and
Operations. Academic Press, New York,
1964. Translated from the Russian by
Eugene Saletan
9.6.2
_

_
distribution
In particular, the function maps to
_

(x y)(x)dx (y). (9.46)


A common way of expressing this is by writing For y 0, we just obtain
(x) [] (0). (9.47)
142 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Let us see if the sequence {
n
} with

n
(x y)
_
n for y
1
2n
<x < y +
1
2n
0 else
dened in Eq. (9.31) and depicted in Fig. 9.3 is a delta sequence; that is,
if, for large n, it converges to in a functional sense. In order to verify this
claim, we have to integrate
n
(x) with good test functions (x) and take
the limit n ; if the result is (0), then we can identify
n
(x) in this limit
with (x) (in the functional sense). Since
n
(x) is uniform convergent, we
can exchange the limit with the integration; thus
lim
n
_

n
(x y)(x)dx
[variable transformation:
x
t
x y, x x
t
+y
dx
t
dx, x
t
]
lim
n
_

n
(x
t
)(x
t
+y)dx
t
lim
n
_ 1
2n

1
2n
n(x
t
+y)dx
t
[variable transformation:
u 2nx
t
, x
t

u
2n
,
du 2ndx
t
, 1 u 1]
lim
n
_
1
1
n(
u
2n
+y)
du
2n
lim
n
1
2
_
1
1
(
u
2n
+y)du

1
2
_
1
1
lim
n
(
u
2n
+y)du

1
2
(y)
_
1
1
du
(y).
(9.48)
Hence, in the functional sense, this limit yields the -function. Thus we
obtain
lim
n

n
[] [] (0).
9.6.3 Useful formul involving
The following formulae are mostly enumerated without proofs.
(x) (x) (9.49)
DI STRI BUTI ONS AS GENERALI ZED FUNCTI ONS 143
For a proof, note that (x)(x) (0)(x), and that, in particular, with
the substitution x x,
_

(x)(x)dx (0)
_

((x))d(x)
(0)
_

(x)dx
(0)
_

(x)dx.
(9.50)
(x) lim
0
H(x +) H(x)

d
dx
H(x) (9.51)
(x)(x x
0
) (x
0
)(x x
0
) (9.52)
x(x) 0 (9.53)
For a /0,
(ax)
1
[a[
(x) (9.54)
For the sake of a proof, consider the case a >0 rst:
_

(ax)(x)dx

1
a
_

(y)(
y
a
)dy

1
a
(0);
(9.55)
and, second, the case a <0:
_

(ax)(x)dx

1
a
_

(y)(
y
a
)dy

1
a
_

(y)(
y
a
)dy

1
a
(0);
(9.56)
If there exists a simple singularity x
0
of f (x) in the integration interval,
then
( f (x))
1
[ f
t
(x
0
)[
(x x
0
). (9.57)
More generally, if f has only simple roots and f
t
is nonzero there,
( f (x))

x
i
(x x
i
)
[ f
t
(x
i
)[
(9.58)
where the sum extends over all simple roots x
i
in the integration interval.
In particular,
(x
2
x
2
0
)
1
2[x
0
[
[(x x
0
) +(x +x
0
)] (9.59)
144 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
For a proof, note that, since f has only simple roots, it can be expanded
around these roots by
f (x) (x x
0
) f
t
(x
0
)
with nonzero f
t
(x
0
) R. By identifying f
t
(x
0
) with a in Eq. (9.54) we obtain
Eq. (9.58).

t
( f (x))
N

i 0
f
tt
(x
i
)
[ f
t
(x
i
)[
3
(x x
i
) +
N

i 0
f
t
(x
i
)
[ f
t
(x
i
)[
3

t
(x x
i
) (9.60)
[x[(x
2
) (x) (9.61)
x
t
(x) (x), (9.62)
which is a direct consequence of Eq. (9.29).

(n)
(x) (1)
m

(n)
(x), (9.63)
where the index
(n)
denotes nfold differentiation, can be proven by
_

(n)
(x)(x)dx (1)
n
_

(x)
(n)
(x)dx
(1)
n
_

(x)
(n)
(x)dx
(1)
n
_

(n)
(x)(x)dx.
(9.64)
x
m+1

(m)
(x) 0, (9.65)
where the index
(m)
denotes mfold differentiation;
x
2

t
(x) 0, (9.66)
which is a direct consequence of Eq. (9.29).
More generally,
x
n

(m)
(x)[1]
_

x
n

(m)
(x)dx (1)
n
n!
nm
, (9.67)
which can be demonstrated by considering
x
n

(m)
[1
(m)
[x
n

(1)
n
[
d
(m)
dx
(m)
x
n

(1)
n
n!
nm
[1
. .
1
(1)
n
n!
nm
.
(9.68)
d
2
dx
2
[xH(x)]
d
dx
[H(x) +x(x)
. .
0
]
d
dx
H(x) (x) (9.69)
DI STRI BUTI ONS AS GENERALI ZED FUNCTI ONS 145
If
3
(r ) (x)(y)(r ) withr (x, y, z), then

3
(r ) (x)(y)(z)
1
4

1
r
(9.70)

3
(r )
1
4
(+k
2
)
e
i kr
r
(9.71)

3
(r )
1
4
(+k
2
)
coskr
r
(9.72)
In quantum eld theory, phase space integrals of the form
1
2E

_
dp
0
H(p
0
)(p
2
m
2
) (9.73)
if E ( p
2
+m
2
)
(1/2)
are exploited.
9.6.4 Fourier transform of
The Fourier transform of the -function can be obtained straightforwardly
by insertion into Eq. (8.19); that is, with A B 1
F[(x)]

(k)
_

(x)e
i kx
dx
e
i 0k
_

(x)dx
1, and thus
F
1
[

(k)] F
1
[1] (x)

1
2
_

e
i kx
dk

1
2
_

[cos(kx) +i sin(kx)] dk

0
cos(kx)dk +
i
2
_

sin(kx)dk

0
cos(kx)dk.
(9.74)
Note that F[(x y)] e
i ky
F[(x)]. That is, the Fourier transform of the
-function is just a constant. -spiked signals carry all frequencies in them.
Note also that, from Eq. (9.74 ) we can compute
F[1]

1(k)
_

e
i kx
dx
[variable substitutionx x]

+
e
i k(x)
d(x)

+
e
i kx
dx

_
+

e
i kx
dx
2(k).
(9.75)
146 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
9.6.5 Eigenfunction expansion of
The -function can be expressed in terms of various eigenfunction ex-
pansions. We mention without proof
10
that, for 0 < x, x
0
< L, two such
10
Dean G. Duffy. Greens Functions with
Applications. Chapman and Hall/CRC,
Boca Raton, 2001
expansions in terms of trigonometric functions is
(x x
0
)
2
L

k1
sin
_
kx
0
L
_
sin
_
kx
L
_

1
L
+
2
L

k1
cos
_
kx
0
L
_
cos
_
kx
L
_
.
(9.76)
9.6.6 Delta function expansion
Just like slowly varying functions can be expanded into a Taylor series
in terms of the power functions x
n
, highly localized functions can be ex-
panded in terms of derivatives of the -function in the form
11 11
Ismo V. Lindell. Delta function ex-
pansions, complex delta functions and
the steepest descent method. Ameri-
can Journal of Physics, 61(5):438442,
1993. DOI : 10.1119/1.17238. URL
http://dx.doi.org/10.1119/1.17238
f (x) f
0
(x) + f
1

t
(x) + f
2

tt
(x) + + f
n

(n)
(x) +

k1
f
k

(k)
(x),
with f
k

(1)
k
k!
_

f (y)y
k
dy.
(9.77)
The sign denotes the functional character of this equation (9.77).
The delta expansion (9.77) can be proven by considering a smooth
function g(x), and integrating over its expansion; that is,
_

g(x) f (x)dx

g(x)
_
f
0
(x) + f
1

t
(x) + f
2

tt
(x) + +(1)
n
f
n

(n)
(x) +
_
dx
f
0
g(0) f
1
g
t
(0) + f
2
g
tt
(0) + +(1)
n
f
n
g
(n)
+ ,
(9.78)
and comparing the coefcients in (9.78) with the coefcients of the Taylor
series expansion of g at x 0
_

g(x) f (x)
_

_
g(0) +xg
t
(0) + +
x
n
n!
g
(n)
(0) +
_
f (x)dx
g(0)
_

f (x)dx +g
t
(0)
_

x f (x)dx + +g
(n)
(0)
_

x
n
n!
f (x)dx + .
(9.79)
DI STRI BUTI ONS AS GENERALI ZED FUNCTI ONS 147
9.7 Cauchy principal value
9.7.1 Denition
The (Cauchy) principal value P (sometimes also denoted by p.v.) is a value
associated with a (divergent) integral as follows:
P
_
b
a
f (x)dx lim
0
+
__
c
a
f (x)dx +
_
b
c+
f (x)dx
_
lim
0
+
_
[a,c][c+,b]
f (x)dx,
(9.80)
if c is the location of a singularity of f (x).
For example, the integral
_
1
1
dx
x
diverges, but
P
_
1
1
dx
x
lim
0
+
__

1
dx
x
+
_
1
+
dx
x
_
[variable substitution x x in the rst integral]
lim
0
+
__
+
+1
dx
x
+
_
1
+
dx
x
_
lim
0
+
_
loglog1+log1log
_
0.
(9.81)
9.7.2 Principle value and pole function
1
x
distribution
The standalone function
1
x
does not dene a distribution since it is not
integrable in the vicinity of x 0. This issue can be alleviated or circum-
vented by considering the principle value P
1
x
. In this way the principle
value can be transferred to the context of distributions by dening a princi-
pal value distribution in a functional sense by
P
_
1
x
_
_

_
lim
0
+
_
[x[>
1
x
(x)dx
lim
0
+
__

1
x
(x)dx +
_

+
1
x
(x)dx
_
[variable substitution x x in the rst integral]
lim
0
+
__
+
+
1
x
(x)dx +
_

+
1
x
(x)dx
_
lim
0
+
_

+
1
x
(x)dx +
_

+
1
x
(x)dx
_
lim
0
+
_
+

(x) (x)
x
dx

_
+
0
(x) (x)
x
dx.
(9.82)
In the functional sense,
1
x
_

_
can be interpreted as a principal value.
148 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
That is,
1
x
_

1
x
(x)dx

_
0

1
x
(x)dx +
_

0
1
x
(x)dx
[variable substitution x x, dx dx in the rst integral]

_
0
+
1
(x)
(x)d(x) +
_

0
1
x
(x)dx

_
0
+
1
x
(x)dx +
_

0
1
x
(x)dx

0
1
x
(x)dx +
_

0
1
x
(x)dx

0
(x) (x)
x
dx
P
_
1
x
_
_

_
,
(9.83)
where in the last step the principle value distribution (9.82) has been used.
9.8 Absolute value distribution
The distribution associated with the absolute value [x[ is dened by
[x[
_

[x[ (x)dx. (9.84)


[x[
_

_
can be evaluated and represented as follows:
[x[
_

[x[ (x)dx

_
0

(x)(x)dx +
_

0
x(x)dx

_
0

x(x)dx +
_

0
x(x)dx
[variable substitution x x, dx dx in the rst integral]

_
0
+
x(x)dx +
_

0
x(x)dx

0
x(x)dx +
_

0
x(x)dx

0
x
_
(x) +(x)
_
dx.
(9.85)
DI STRI BUTI ONS AS GENERALI ZED FUNCTI ONS 149
9.9 Logarithm distribution
9.9.1 Denition
Let, for x /0,
log[x[
_

log[x[ (x)dx

_
0

log(x)(x)dx +
_

0
logx(x)dx
[variable substitution x x, dx dx in the rst integral]

_
0
+
log((x))(x)d(x) +
_

0
logx(x)dx

_
0
+
logx(x)dx +
_

0
logx(x)dx

0
logx(x)dx +
_

0
logx(x)dx

0
logx
_
(x) +(x)
_
dx.
(9.86)
9.9.2 Connection with pole function
Note that
P
_
1
x
_
_

d
dx
log[x[
_

_
, (9.87)
and thus for the principal value of a pole of degree n
P
_
1
x
n
_
_

(1)
n1
(n 1)!
d
n
dx
n
log[x[
_

_
. (9.88)
For a proof, consider the functional derivative log
t
[x[[] of log[x[[] by
insertion into Eq. (9.86); that is
log
t
[x[[]
_
0

d log(x)
dx
(x)dx +
_

0
d logx
dx
(x)dx

_
0

1
(x)
_
(x)dx +
_

0
1
x
(x)dx

_
0

1
x
(x)dx +
_

0
1
x
(x)dx
[variable substitution x x, dx dx in the rst integral]

_
0
+
1
(x)
(x)d(x) +
_

0
1
x
(x)dx

_
0
+
1
x
(x)dx +
_

0
1
x
(x)dx

0
1
x
(x)dx +
_

0
1
x
(x)dx

0
(x) (x)
x
dx
P
_
1
x
_
_

_
.
(9.89)
150 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
9.10 Pole function
1
x
n
distribution
For n 2, the integral over
1
x
n
is undened even if we take the principal
value. Hence the direct route to an evaluation is blocked, and we have to
take an indirect approch via derivatives of
1
x
12
. Thus, let
12
Thomas Sommer. Verallgemeinerte
Funktionen. unpublished manuscript,
2012
1
x
2
_

d
dx
1
x
_

1
x
_

t
_

0
1
x
_

t
(x)
t
(x)
_
dx. (9.90)
More generally,
1
x
n
_

_
(1)
n
d
n
dx
n
1
x
_

_
(1)
n
1
x
_

(n)
_

0
1
x
_

(n)
(x)
(n)
(x)
_
dx.
(9.91)
9.11 Pole function
1
xi
distribution
We are interested in the limit 0 of
1
x+i
. Let >0. Then,
1
x +i
_

1
x +i
(x)dx

x i
(x +i )(x i )
(x)dx

x i
x
2
+
2
(x)dx

x
x
2
+
2
(x)dx +i
_

1
x
2
+
2
(x)dx.
(9.92)
We shall now treat the two summands separately.
(i) Upon variable substitution x y, dx dy in the second integral in
(9.92) we obtain

1
x
2
+
2
(x)dx
_

2
y
2
+
2
(y)dy

2
_

2
(y
2
+1)
(y)dy

1
y
2
+1
(y)dy
(9.93)
In the limit 0, this is
lim
0
_

1
y
2
+1
(y)dy (0)
_

1
y
2
+1
dy
(0)
_
arctany
_

y
(0) [].
(9.94)
DI STRI BUTI ONS AS GENERALI ZED FUNCTI ONS 151
(ii) The rst integral in (9.92) is
_

x
x
2
+
2
(x)dx

_
0

x
x
2
+
2
(x)dx +
_

0
x
x
2
+
2
(x)dx

_
0
+
x
(x)
2
+
2
(x)d(x) +
_

0
x
x
2
+
2
(x)dx

0
x
x
2
+
2
(x)dx +
_

0
x
x
2
+
2
(x)dx

0
x
x
2
+
2
_
(x) (x)
_
dx.
(9.95)
In the limit 0, this becomes
lim
0
_

0
x
x
2
+
2
_
(x) (x)
_
dx
_

0
(x) (x)
x
dx
P
_
1
x
_
_

_
,
(9.96)
where in the last step the principle value distribution (9.82) has been used.
Putting all parts together, we obtain
1
x +i 0
+
_

_
lim
0
1
x +i
_

_
P
_
1
x
_
_

_
i []
_
P
_
1
x
_
i
_
[].
(9.97)
A very similar calculation yields
1
x i 0
+
_

_
lim
0
1
x i
_

_
P
_
1
x
_
_

_
+i []
_
P
_
1
x
_
+i
_
[].
(9.98)
These equations (9.97) and (9.98) are often called the Sokhotsky formula,
also known as the Plemelj formula, or the Plemelj-Sokhotsky formula.
9.12 Heaviside step function
9.12.1 Ambiguities in denition
Let us now turn to some very common generalized functions; in particular
to Heavisides electromagnetic innite pulse function. One of the possible
denitions of the Heaviside step function H(x), and maybe the most com-
mon one they differ by the difference of the value(s) of H(0) at the origin
x 0, a difference which is irrelevant measure theoretically for good
functions since it is only about an isolated point is
H(x x
0
)
_
1 for x x
0
0 for x <x
0
(9.99)
The function is plotted in Fig. 9.4.
x
,
,
H(x)
Figure 9.4: Plot of the Heaviside step
function H(x).
152 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
In the spirit of the above denition, it might have been more appropri-
ate to dene H(0)
1
2
; that is,
H(x x
0
)
_

_
1 for x >x
0
1
2
for x x
0
0 for x <x
0
(9.100)
and, since this affects only an isolated point at x 0, we may happily do so
if we prefer.
It is also very common to dene the Heaviside step function as the
antiderivative of the function; likewise the delta function is the derivative
of the Heaviside step function; that is,
H(x x
0
)
_
xx
0

(t )dt ,
d
dx
H(x x
0
) (x x
0
).
(9.101)
The latter equation can in the functional sense be proven through
H
t
, H,
t

H(x)
t
(x)dx

t
(x)dx
(x)

x
x0
()
. .
0
+(0)
,
(9.102)
for all test functions (x). Hence we can in the functional sense identify
with H
t
. More explicitly, through integration by parts, we obtain
_

_
d
dx
H(x x
0
)
_
(x)dx
H(x x
0
)(x)

H(x x
0
)
_
d
dx
(x)
_
dx
H()()
. .
()0
H()()
. .
0
2
0

x
0
_
d
dx
(x)
_
dx

x
0
_
d
dx
(x)
_
dx
(x)

x
xx
0
[() (x
0
)]
(x
0
).
(9.103)
DI STRI BUTI ONS AS GENERALI ZED FUNCTI ONS 153
9.12.2 Useful formul involving H
Some other formul involving the Heaviside step function are
H(x) lim
0
+
i
2
_
+

e
i kx
k i
dk, (9.104)
and
H(x)
1
2
+

l 0
(1)
l
(2l )!(4l +3)
2
2l +2
l !(l +1)!
P
2l +1
(x), (9.105)
where P
2l +1
(x) is a Legendre polynomial. Furthermore,
(x) lim
0
1

H
_

2
[x[
_
. (9.106)
An integral representation of H(x) is
H(x) lim 0
+

1
2i
_

1
t i
e
i xt
dt . (9.107)
One commonly used limit form of the Heaviside step function is
H(x) lim
0
H

(x) lim
0
_
1
2
+
1

tan
1
x

_
. (9.108)
respectively.
Another limit representation of the Heaviside function is in terms of the
Dirichlets discontinuity factor
H(x) lim
t
H
t
(x)

lim
t
_
t
0
sin(kx)
k
dk

0
sin(kx)
x
dx.
(9.109)
A proof uses a variant
13
of the sine integral function
13
Eli Maor. Trigonometric Delights.
Princeton University Press, Princeton,
1998. URL http://press.princeton.
edu/books/maor/
Si(x)
_
x
0
sint
t
dt (9.110)
which in the limit of large argument converges towards the Dirichlet inte-
gral (no proof is given here)
Si()
_

0
sint
t
dt

2
. (9.111)
In the Dirichlet integral (9.111), if we replace t with t x and substite u for t x
(hence, by identifying u t x and du/dt x, thus dt du/x), we arrive at
_

0
sin(xt )
t
dt
_

0
sin(u)
u
du. (9.112)
The sign depends on whether k is positive or negative. The Dirichlet
integral can be restored in its original form (9.111) by a further substitution
u u for negative k. Due to the odd function sin this yields /2 or +/2
for negative or positive k, respectively. The Dirichlets discontinuity factor
(9.109) is obtained by normalizing (9.112) to unity by multiplying it with
2/.
154 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
9.12.3 H
_

_
distribution
The distribution associated with the Heaviside functiom H(x) is dened by
H
_

H(x)(x)dx. (9.113)
H
_

_
can be evaluated and represented as follows:
H
_

H(x)(x)dx

0
(x)dx.
(9.114)
9.12.4 Regularized regularized Heaviside function
In order to be able to dene the distribution associated with the Heaviside
function (and its Fourier transform), we sometimes consider the distribu-
tion of the regularized Heaviside function
H

(x) H(x)e
x
, (9.115)
with >0, such that lim
0
+ H

(x) H(x).
9.12.5 Fourier transform of Heaviside (unit step) function
The Fourier transform of the Heaviside (unit step) function cannot be
directly obtained by insertion into Eq. (8.19), because the associated inte-
grals do not exist. For a derivation of the Fourier transform of the Heaviside
(unit step) function we shall thus use the regularized Heaviside function
(9.115), and arrive at Sokhotskys formula (also known as the Plemeljs for-
mula, or the Plemelj-Sokhotsky formula)
F[H(x)]

H(k)
_

H(x)e
i kx
dx
(k)
i
P
1
k
i
_
i (k) +P
1
k
_
lim
0
+

i
k i
(9.116)
We shall compute the Fourier transform of the regularized Heaviside
function H

(x) H(x)e
x
, with >0, of Eq. (9.115); that is
14
,
14
Thomas Sommer. Verallgemeinerte
Funktionen. unpublished manuscript,
2012
DI STRI BUTI ONS AS GENERALI ZED FUNCTI ONS 155
F[H

(x)] F[H(x)e
x
]

H

(k)

(x)e
i kx
dx

H(x)e
x
e
i kx
dx

H(x)e
i kx(i
2
)x
dx

H(x)e
i kx+i
2
x
dx

H(x)e
i (ki )x
dx

0
e
i (ki )x
dx

e
i (ki )x
i (k i )x
_

x0

e
i k
e
)x
i (k i )x
_

x0

e
i k
e

i (k i )x
_

e
i k0
e
0
i (k i )x
_
0
(1)
i (k i )

i
(k i )
.
(9.117)
By using Sokhotskys formula (9.98) we conclude that
F[H(x)] F[H
0
+(x)] lim
0
+
F[H

(x)] (k) i P
_
1
k
_
. (9.118)
9.13 The sign function
9.13.1 Denition
The sign function is dened by
sgn(x x
0
)
_

_
1 for x <x
0
0 for x x
0
+1 for x >x
0
. (9.119)
It is plotted in Fig. 9.5.
x
,
,
,
sgn(x)
Figure 9.5: Plot of the sign function sgn(x).
9.13.2 Connection to the Heaviside function
In terms of the Heaviside step function, in particular, with H(0)
1
2
as in
Eq. (9.100), the sign function can be written by stretching the former (the
Heaviside step function) by a factor of two, and shifting it by one negative
156 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
unit as follows
sgn(x x
0
) 2H(x x
0
) 1,
H(x x
0
)
1
2
_
sgn(x x
0
) +1
_
;
and also
sgn(x x
0
) H(x x
0
) H(x
0
x).
(9.120)
9.13.3 Sign sequence
The sequence of functions
sgn
n
(x x
0
)
_
e

x
n
for x <x
0
+e
x
n
for x >x
0
(9.121)
is a limiting sequence of sgn(x x
0
)
x/x
0
lim
n
sgn
n
(x x
0
).
Note (without proof ) that
sgn(x)
4

n0
sin[(2n +1)x]
(2n +1)
(9.122)

n0
(1)
n
cos[(2n +1)(x /2)]
(2n +1)
, <x <. (9.123)
9.14 Absolute value function (or modulus)
9.14.1 Denition
The absolute value (or modulus) of x is dened by
[x x
0
[
_

_
x x
0
for x >x
0
0 for x x
0
x
0
x for x <x
0
(9.124)
It is plotted in Fig. 9.6.
x
Z
Z
Z
Z
Z
Z
`
`
`
`
`
`
[x[
Figure 9.6: Plot of the absolute value [x[.
9.14.2 Connection of absolute value with sign and Heaviside functions
Its relationship to the sign function is twofold: on the one hand, there is
[x[ x sgn(x), (9.125)
and thus, for x /0,
sgn(x)
[x[
x

x
[x[
. (9.126)
On the other hand, the derivative of the absolute value function is the
sign function, at least up to a singular point at x 0, and thus the absolute
value function can be interpreted as the integral of the sign function (in the
DI STRI BUTI ONS AS GENERALI ZED FUNCTI ONS 157
distributional sense); that is,
d [x[
dx

_

_
1 for x >0
undened for x 0
1 for x <0
x/0
sgn(x);
[x[
_
sgn(x)dx.
(9.127)
9.14.3 Fourier transform of sgn
Since the Fourier transform is linear, we may use the connection be-
tween the sign and the Heaviside functions sgn(x) 2H(x) 1, Eq.
(9.120), together with the Fourier transform of the Heaviside function
F[H(x)] (k) i P
_
1
k
_
, Eq. (9.118) and the Dirac delta function
F[1] 2(k), Eq. (9.75), to compose and com pute the Fourier trans-
form of sgn:
F[sgn(x)] F[2H(x) 1] 2F[H(x)] F[1]
2
_
(k) i P
_
1
k
__
2(k)
2i P
_
1
k
_
.
(9.128)
9.15 Some examples
Let us compute some concrete examples related to distributions.
1. For a start, let us proof that
lim
0
sin
2 x

x
2
(x). (9.129)
As a hint, take
_
+

sin
2
x
x
2
dx .
Let us proof this conjecture by integrating over a good test function
1

lim
0
+
_

sin
2
_
x

_
x
2
(x)dx
[variable substitutiony
x

,
dy
dx

1

, dx dy]

lim
0
+
_

(y)

2
sin
2
(y)

2
y
2
dy

(0)
+
_

sin
2
(y)
y
2
dy
(0).
(9.130)
Hence we can identify
lim
0
sin
2
_
x

_
x
2
(x). (9.131)
158 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
2. In order to prove that
1

ne
x
2
1+n
2
x
2
is a -sequence we proceed again by
integrating over a good test function , and with the hint that
+
_

dx/(1+
x
2
) we obtain
lim
n
1

+
_

ne
x
2
1+n
2
x
2
(x)dx
[variable substitutiony xn, x
y
n
,
dy
dx
n, dx
dy
n
]
lim
n
1

+
_

ne

_
y
n
_
2
1+y
2

_
y
n
_
dy
n

+
_

lim
n
_
e

_
y
n
_
2

_
y
n
__
1
1+y
2
dy

+
_

_
e
0
(0)
_ 1
1+y
2
dy

(0)

+
_

1
1+y
2
dy

(0)

(0) .
(9.132)
Hence we can identify
lim
n
1

ne
x
2
1+n
2
x
2
(x). (9.133)
3. Let us proof that x
n

(n)
(x) C(x) and determine the constant C. We
proceed again by integrating over a good test function . First note that
if (x) is a good test function, then so is x
n
(x).
_
dxx
n

(n)
(x)(x)
_
dx
(n)
(x)
_
x
n
(x)
_

(1)
n
_
dx(x)
_
x
n
(x)
_
(n)

(1)
n
_
dx(x)
_
nx
n1
(x) +x
n

t
(x)
_
(n1)


(1)
n
_
dx(x)
_
n

k0
_
n
k
_
(x
n
)
(k)

(nk)
(x)
_

(1)
n
_
dx(x)
_
n!(x) +n n!x
t
(x) + +x
n

(n)
(x)
_

(1)
n
n!
_
dx(x)(x);
hence, C (1)
n
n!. Note that (x) is a good test function then so is
x
n
(x).
DI STRI BUTI ONS AS GENERALI ZED FUNCTI ONS 159
4. Let us simplify
_

(x
2
a
2
)g(x) dx. First recall Eq. (9.58) stating that
( f (x))

i
(x x
i
)
[ f
t
(x
i
)[
,
whenever x
i
are simple roots of f (x), and f
t
(x
i
) /0. In our case, f (x)
x
2
a
2
(x a)(x +a), and the roots are x a. Furthermore,
f
t
(x) (x a) +(x +a);
hence
[ f
t
(a)[ 2[a[, [ f
t
(a)[ [ 2a[ 2[a[.
As a result,
(x
2
a
2
)
_
(x a)(x +a)
_

1
[2a[
_
(x a) +(x +a)
_
.
Taking this into account we nally obtain
+
_

(x
2
a
2
)g(x)dx

+
_

(x a) +(x +a)
2[a[
g(x)dx

g(a) +g(a)
2[a[
.
(9.134)
5. Let us evaluate
I
_

(x
2
1
+x
2
2
+x
2
3
R
2
)d
3
x (9.135)
for R R, R >0. We may, of course, remain tn the standard Cartesian co-
ordinate system and evaluate the integral by brute force. Alternatively,
a more elegant way is to use the spherical symmetry of the problem and
use spherical coordinates r , (, ) by rewriting I into
I
_
r ,
r
2
(r
2
R
2
)ddr . (9.136)
As the integral kernel (r
2
R
2
) just depends on the radial coordinate
r the angular coordinates just integrate to 4. Next we make use of Eq.
(9.58), eliminate the solution for r R, and obtain
I 4
_

0
r
2
(r
2
R
2
)dr
4
_

0
r
2
(r +R) +(r R)
2R
dr
4
_

0
r
2
(r R)
2R
dr
2R.
(9.137)
160 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
6. Let us compute
_

(x
3
y
2
+2y)(x +y)H(y x 6) f (x, y) dx dy. (9.138)
First, in dealing with (x +y), we evaluate the y integration at x y or
y x:

(x
3
x
2
2x)H(2x 6) f (x, x)dx
Use of Eq. (9.58)
( f (x))

i
1
[ f
t
(x
i
)[
(x x
i
),
at the roots
x
1
0
x
2,3

1
_
1+8
2

13
2

_
2
1
of the argument f (x) x
3
x
2
2x x(x
2
x 2) x(x 2)(x +1) of the
remaining -function, together with
f
t
(x)
d
dx
(x
3
x
2
2x) 3x
2
2x 2;
yields

dx
(x) +(x 2) +(x +1)
[3x
2
2x 2[
H(2x 6) f (x, x)

1
[ 2[
H(6)
. .
0
f (0, 0) +
1
[1242[
H(46)
. .
0
f (2, 2) +
+
1
[3+22[
H(26)
. .
0
f (1, 1)
0
7. When simplifying derivatives of generalized functions it is always use-
ful to evaluate their properties such as x(x) 0, f (x)(x x
0
)
f (x
0
)(x x
0
), or (x) (x) rst and before proceeding with the
next differentiation or evaluation. We shall present some applications of
this rule next.
First, simplify
_
d
dx

_
H(x)e
x
(9.139)
as follows
d
dx
_
H(x)e
x
_
H(x)e
x
(x)e
x
+H(x)e
x
H(x)e
x
(x)e
0
(x)
(9.140)
DI STRI BUTI ONS AS GENERALI ZED FUNCTI ONS 161
8. Next, simplify
_
d
2
dx
2
+
2
_
1

H(x) sin(x) (9.141)


as follows
d
2
dx
2
_
1

H(x) sin(x)
_
+H(x) sin(x)

d
dx
_
(x) sin(x)
. .
0
+H(x) cos(x)
_
+H(x) sin(x)

_
(x) cos(x)
. .
(x)

2
H(x) sin(x)
_
+H(x) sin(x) (x)
(9.142)
9. Let us compute the nth derivative of
f (x)
_

_
0 for x <0,
x for 0 x 1,
0 for x >1.
(9.143)
` p
p
1 0
x
f (x)
Z
Z
Z
` `
p p
1 0
x
f
1
(x)
f
1
(x) H(x) H(x 1)
H(x)H(1x)
f
2
(x)
x
Z
Z
Z
Z
Z
Z
Z
Z
f
2
(x) x
Figure 9.7: Composition of f (x)
As depicted in Fig. 9.7, f can be composed from two functions f (x)
f
2
(x) f
1
(x); and this composition can be done in at least two ways.
Decomposition (i)
f (x) x
_
H(x) H(x 1)
_
xH(x) xH(x 1)
f
t
(x) H(x) +x(x) H(x 1) x(x 1)
Because of x(x a) a(x a),
f
t
(x) H(x) H(x 1) (x 1)
f
tt
(x) (x) (x 1)
t
(x 1)
and hence by induction
f
(n)
(x)
(n2)
(x)
(n2)
(x 1)
(n1)
(x 1)
for n >1.
Decomposition (ii)
f (x) xH(x)H(1x)
f
t
(x) H(x)H(1x) +x(x)
. .
0
H(1x) +xH(x)(1)(1x)
. .
H(x)(1x)

H(x)H(1x) (1x) [(x) (x)] H(x)H(1x) (x 1)


f
tt
(x) (x)H(1x)
. .
(x)
+(1)H(x)(1x)
. .
(1x)

t
(x 1)
(x) (x 1)
t
(x 1)
162 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
and hence by induction
f
(n)
(x)
(n2)
(x)
(n2)
(x 1)
(n1)
(x 1)
for n >1.
10. Let us compute the nth derivative of
f (x)
_
_
_
[ sinx[ for x ,
0 for [x[ >.
(9.144)
f (x) [ sinx[H(+x)H(x)
[ sinx[ sinx sgn(sinx) sinx sgnx fr <x <;
hence we start from
f (x) sinx sgnxH(+x)H(x),
Note that
sgnx H(x) H(x),
( sgnx)
t
H
t
(x) H
t
(x)(1) (x) +(x) (x) +(x) 2(x).
f
t
(x) cosx sgnxH(+x)H(x) +sinx2(x)H(+x)H(x) +
+sinx sgnx(+x)H(x) +sinx sgnxH(+x)(x)(1)
cosx sgnxH(+x)H(x)
f
tt
(x) sinx sgnxH(+x)H(x) +cosx2(x)H(+x)H(x) +
+cosx sgnx(+x)H(x) +cosx sgnxH(+x)(x)(1)
sinx sgnxH(+x)H(x) +2(x) +(+x) +(x)
f
ttt
(x) cosx sgnxH(+x)H(x) sinx2(x)H(+x)H(x)
sinx sgnx(+x)H(x) sinx sgnxH(+x)(x)(1) +
+2
t
(x) +
t
(+x)
t
(x)
cosx sgnxH(+x)H(x) +2
t
(x) +
t
(+x)
t
(x)
f
(4)
(x) sinx sgnxH(+x)H(x) cosx2(x)H(+x)H(x)
cosx sgnx(+x)H(x) cosx sgnxH(+x)(x)(1) +
+2
tt
(x) +
tt
(+x) +
tt
(x)
sinx sgnxH(+x)H(x) 2(x) (+x) (x) +
+2
tt
(x) +
tt
(+x) +
tt
(x);
hence
f
(4)
f (x) 2(x) +2
tt
(x) (+x) +
tt
(+x) (x) +
tt
(x),
f
(5)
f
t
(x) 2
t
(x) +2
ttt
(x)
t
(+x) +
ttt
(+x) +
t
(x)
ttt
(x);
DI STRI BUTI ONS AS GENERALI ZED FUNCTI ONS 163
and thus by induction
f
(n)
f
(n4)
(x) 2
(n4)
(x) +2
(n2)
(x)
(n4)
(+x) +
+
(n2)
(+x) +(1)
n1

(n4)
(x) +(1)
n

(n2)
(x)
(n 4, 5, 6, . . . )

10
Greens function
This chapter marks the beginning of a series of chapters dealing with
the solution to differential equations of theoretical physics. Very often,
these differential equations are linear; that is, the sought after function
(x), y(x), (t ) et cetera occur only as a polynomial of degree zero and one,
and not of any higher degree, such as, for instance, [y(x)]
2
.
10.1 Elegant way to solve linear differential equations
Greens function present a very elegant way of solving linear differential
equations of the form
L
x
y(x) f (x), with the differential operator
L
x
a
n
(x)
d
n
dx
n
+a
n1
(x)
d
n1
dx
n1
+. . . +a
1
(x)
d
dx
+a
0
(x)

j 0
a
j
(x)
d
j
dx
j
,
(10.1)
where a
i
(x), 0 i n are functions of x. The idea is quite straightfor-
ward: if we are able to obtain the inverse G of the differential operator L
dened by
L
x
G(x, x
t
) (x x
t
), (10.2)
with representing Diracs delta function, then the solution to the inho-
mogenuous differential equation (10.1) can be obtained by integrating
G(x x
t
) alongside with the inhomogenuous term f (x
t
); that is,
y(x)
_

G(x, x
t
) f (x
t
)dx
t
. (10.3)
166 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
This claim, as posted in Eq. (10.3), can be veried by explicitly applying the
differential operator L
x
to the solution y(x),
L
x
y(x)
L
x
_

G(x, x
t
) f (x
t
)dx
t

L
x
G(x, x
t
) f (x
t
)dx
t

(x x
t
) f (x
t
)dx
t
f (x).
(10.4)
Let us check whether G(x, x
t
) H(x x
t
) sinh(x x
t
) is a Greens function
of the differential operator L
x

d
2
dx
2
1. In this case, all we have to do is to
verify that L
x
, applied to G(x, x
t
), actually renders (x x
t
), as required by
Eq. (10.2).
L
x
G(x, x
t
) (x x
t
)
_
d
2
dx
2
1
_
H(x x
t
) sinh(x x
t
)
?
(x x
t
)
Note that
d
dx
sinhx coshx,
d
dx
coshx sinhx; and hence
d
dx
_
_
_(x x
t
) sinh(x x
t
)
. .
0
+H(x x
t
) cosh(x x
t
)
_
_
_H(x x
t
) sinh(x x
t
)
(xx
t
) cosh(xx
t
)+H(xx
t
) sinh(xx
t
)H(xx
t
) sinh(xx
t
) (xx
t
).
The solution (10.4) so obtained is not unique, as it is only a special solu-
tion to the inhomogenuous equation (10.1). The general solution to (10.1)
can be found by adding the general solution y
0
(x) of the corresponding
homogenuous differential equation
L
x
y(x) 0 (10.5)
to one special solution say, the one obtained in Eq. (10.4) through Greens
function techniques.
Indeed, the most general solution
Y (x) y(x) +y
0
(x) (10.6)
clearly is a solution of the inhomogenuous differential equation (10.4), as
L
x
Y (x) L
x
y(x) +L
x
y
0
(x) f (x) +0 f (x). (10.7)
Conversely, any two distinct special solutions y
1
(x) and y
2
(x) of the in-
homogenuous differential equation (10.4) differ only by a function which is
GREEN S FUNCTI ON 167
a solution tho the homogenuous differential equation (10.5), because due
to linearity of L
x
, their difference y
d
(x) y
1
(x) y
2
(x) can be parameter-
ized by some function in y
0
L
x
[y
1
(x) y
2
(x)] L
x
y
1
(x) +L
x
y
2
(x) f (x) f (x) 0. (10.8)
From now on, we assume that the coefcients a
j
(x) a
j
in Eq. (10.1)
are constants, and thus translational invariant. Then the entire Ansatz
(10.2) for G(x, x
t
) is translation invariant, because derivatives are dened
only by relative distances, and (x x
t
) is translation invariant for the same
reason. Hence,
G(x, x
t
) G(x x
t
). (10.9)
For such translation invariant systems, the Fourier analysis represents an
excellent way of analyzing the situation.
Let us see why translanslation invariance of the coefcients a
j
(x)
a
j
(x +) a
j
under the translation x x + with arbitrary that is,
independence of the coefcients a
j
on the coordinate or parameter
x and thus of the Greens function, implies a simple form of the latter.
Translanslation invariance of the Greens function really means
G(x +, x
t
+) G(x, x
t
). (10.10)
Now set x
t
; then we can dene a new greens functions which just de-
pends on one argument (instead of previously two), which is the difference
of the old arguments
G(x x
t
, x
t
x
t
) G(x x
t
, 0) G(x x
t
). (10.11)
What is important for applications is the possibility to adapt the solu-
tions of some inhomogenuous differential equation to boundary and initial
value problems. In particular, a properly chosen G(x x
t
), in its depen-
dence on the parameter x, inherits some behaviour of the solution y(x).
Suppose, for instance, we would like to nd solutions with y(x
i
) 0 for
some parameter values x
i
, i 1, . . . , k. Then, the Greens function G must
vanish there also
G(x
i
x
t
) 0 for i 1, . . . , k. (10.12)
10.2 Finding Greens functions by spectral decompositions
It has been mentioned earlier (cf. Section 9.6.5 on page 146) that the -
function can be expressed in terms of various eigenfunction expansions.
We shall make use of these expansions here
1
.
1
Dean G. Duffy. Greens Functions with
Applications. Chapman and Hall/CRC,
Boca Raton, 2001
Suppose
i
(x) are eigenfunctions of the differential operator L
x
, and
i
are the associated eigenvalues; that is,
L
x

i
(x)
i

i
(x). (10.13)
168 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Suppose further that L
x
is of degree n, and therefore (we assume with-
out proof ) that we know all (a complete set of ) the n eigenfunctions

1
(x),
2
(x), . . . ,
n
(x) of L
x
. In this case, orthogonality of the system of
eigenfunctions holds, such that
_

i
(x)
j
(x)dx
i j
, (10.14)
as well as completeness, such that,
n

i 1

i
(x)
i
(x
t
) (x x
t
). (10.15)

i
(x
t
) stands for the complex conjugate of
i
(x
t
). The sum in Eq. (10.15)
stands for an integral in the case of continuous spectrum of L
x
. In this
case, the Kronecker
i j
in (10.14) is replaced by the Dirac delta function
(k k
t
). It has been mentioned earlier that the -function can be ex-
pressed in terms of various eigenfunction expansions.
The Greens function of L
x
can be written as the spectral sum of the
absolute squares of the eigenfunctions, divided by the eigenvalues
j
; that
is,
G(x x
t
)
n

j 1

j
(x)
j
(x
t
)

j
. (10.16)
For the sake of proof, apply the differential operator L
x
to the Greens
function Ansatz G of Eq. (10.16) and verify that it satises Eq. (10.2):
L
x
G(x x
t
)
L
x
n

j 1

j
(x)
j
(x
t
)

j 1
[L
x

j
(x)]
j
(x
t
)

j 1
[
j

j
(x)]
j
(x
t
)

j 1

j
(x)
j
(x
t
)
(x x
t
).
(10.17)
For a demonstration of completeness of systems of eigenfunctions, con-
sider, for instance, the differential equation corresponding to the harmonic
vibration [please do not confuse this with the harmonic oscillator (8.29)]
L
t

d
2
dt
2
k
2
, (10.18)
with k R.
Without any boundary conditions the associated eigenfunctions are

(t ) e
i t
, (10.19)
GREEN S FUNCTI ON 169
with 0 , and with eigenvalue
2
. Taking the complex conjugate
and integrating over yields [modulo a constant factor which depends on
the choice of Fourier transform parameters; see also Eq. (9.75)]
_

(t )

(t
t
)d

e
i t
e
i t
t
d

e
i (t t
t
)
d
(t t
t
).
(10.20)
The associated Greens function is
G(t t
t
)
_

e
i (t t
t
)
(
2
)
d. (10.21)
And the solution is obtained by integrating over the constant k
2
; that is,
(t )
_

G(t t
t
)k
2
dt
t

_
k

_
2
e
i (t t
t
)
ddt
t
. (10.22)
Note that if we are imposing boundary conditions; e.g., (0) (L) 0,
representing a string fastened at positions 0 and L, the eigenfunctions
change to

k
(t ) sin(
n
t ) sin
_
n
L
t
_
, (10.23)
with
n

n
L
and n Z. We can deduce orthogonality and completeness by
listening to the orthogonality relations for sines (8.11).
For the sake of another example suppose, from the Euler-Bernoulli
bending theory, we know (no proof is given here) that the equation for the
quasistatic bending of slender, isotropic, homogeneous beams of constant
cross-section under an applied transverse load q(x) is given by
L
x
y(x)
d
4
dx
4
y(x) q(x) c, (10.24)
with constant c R. Let us further assume the boundary conditions
y(0) y(L)
d
2
dx
2
y(0)
d
2
dx
2
y(L) 0. (10.25)
Also, we require that y(x) vanishes everywhere except inbetween 0 and L;
that is, y(x) 0 for x (, 0) and for x (l , ). Then in accordance with
these boundary conditions, the system of eigenfunctions {
j
(x)} of L
x
can
be written as

j
(x)
_
2
L
sin
_
j x
L
_
(10.26)
for j 1, 2, . . .. The associated eigenvalues

j

_
j
L
_
4
170 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
can be veried through explicit differentiation
L
x

j
(x) L
x
_
2
L
sin
_
j x
L
_
L
x
_
2
L
sin
_
j x
L
_

_
j
L
_
4
_
2
L
sin
_
j x
L
_

_
j
L
_
4

j
(x).
(10.27)
The cosine functions which are also solutions of the Euler-Bernoulli equa-
tions (10.24) do not vanish at the origin x 0.
Hence,
G(x x
t
)(x)
2
L

j 1
sin
_
j x
L
_
sin
_
j x
t
L
_
_
j
L
_
4

2L
3

j 1
1
j
4
sin
_
j x
L
_
sin
_
j x
t
L
_
(10.28)
Finally we are in a good shape to calculate the solution explicitly by
y(x)
_
L
0
G(x x
t
)g(x
t
)dx
t

_
L
0
c
_
2L
3

j 1
1
j
4
sin
_
j x
L
_
sin
_
j x
t
L
_
_
dx
t

2cL
3

j 1
1
j
4
sin
_
j x
L
___
L
0
sin
_
j x
t
L
_
dx
t
_

4cL
4

j 1
1
j
5
sin
_
j x
L
_
sin
2
_
j
2
_
(10.29)
10.3 Finding Greens functions by Fourier analysis
If one is dealing with translation invariant systems of the form
L
x
y(x) f (x), with the differential operator
L
x
a
n
d
n
dx
n
+a
n1
d
n1
dx
n1
+. . . +a
1
d
dx
+a
0

j 0
a
j
(x)
d
j
dx
j
,
(10.30)
with constant coefcients a
j
, then we can apply the following strategy
using Fourier analysis to obtain the Greens function.
GREEN S FUNCTI ON 171
First, recall that, by Eq. (9.74) on page 145 the Fourier transform of the
delta function

(k) 1 is just a constant; with our denition unity. Then,
can be written as
(x x
t
)
1
2
_

e
i k(xx
t
)
dk (10.31)
Next, consider the Fourier transform of the Greens function

G(k)
_

G(x)e
i kx
dx (10.32)
and its back trasform
G(x)
1
2
_

G(k)e
i kx
dk. (10.33)
Insertion of Eq. (10.33) into the Ansatz L
x
G(x x
t
) (x x
t
) yields
L
x
G(x)
L
x
1
2
_

G(k)e
i kx
dk

1
2
_

G(k)
_
L
x
e
i kx
_
dk
1
2
_

e
i kx
dk.
(10.34)
and thus, through comparison of the integral kernels,
1
2
_

G(k)L
x
1
_
e
i kx
dk 0,

G(k)L
k
1 0,

G(k) (L
k
)
1
,
(10.35)
where L
k
is obtained fromL
x
by substituting every derivative
d
dx
in the
latter by i k in the former. in that way, the Fourier transform

G(k) is ob-
tained as a polynomial of degree n, the same degree as the highest order of
derivative in L
x
.
In order to obtain the Greens function G(x), and to be able to integrate
over it with the inhomogenuous term f (x), we have to Fourier transform

G(k) back to G(x).


Then we have to make sure that the solution obeys the initial con-
ditions, and, if necessary, we have to add solutions of the homogenuos
equation L
x
G(x x
t
) 0. That is all.
Let us consider a few examples for this procedure.
1. First, let us solve the differential operator y
t
y t on the intervall
[0, ) with the boundary conditions y(0) 0.
We observe that the associated differential operator is given by
L
t

d
dt
1,
and the inhomogenuous term can be identied with f (t ) t .
172 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
We use the Ansatz G
1
(t , t
t
)
1
2
+
_

G
1
(k)e
i k(t t
t
)
dk; hence
L
t
G
1
(t , t
t
)
1
2
+
_

G
1
(k)
_
d
dt
1
_
e
i k(t t
t
)
. .
(i k 1)e
i k(t t
t
)
dk
(t t
t
)
1
2
+
_

e
i k(t t
t
)
dk
Now compare the kernels of the Fourier integrals of L
t
G
1
and :

G
1
(k)(i k 1) 1

G
1
(k)
1
i k 1

1
i (k +i )
G
1
(t , t
t
)
1
2
+
_

e
i k(t t
t
)
i (k +i )
dk
The paths in the upper and lower integration plain are drawn in Frig.
10.1.
Re k
Imk
i
region t t
t
>0
region t t
t
<0

> >
E
T
Figure 10.1: Plot of the two paths reqired
for solving the Fourier integral.
The closures throught the respective half-circle paths vanish.
residuum theorem: G
1
(t , t
t
) 0 for t >t
t
G
1
(t , t
t
) 2i Res
_
1
2i
e
i k(t t
t
)
(k +i )
; i
_

e
t t
t
for t <t
t
.
Hence we obtain a Greens function for the inhomogenuous differential
equation
G
1
(t , t
t
) H(t
t
t )e
t t
t
However, this Greens function and its associated (special) solution
does not obey the boundary conditions G
1
(0, t
t
) H(t
t
)e
t
t
/ 0 for
t
t
[0, ).
Therefore, we have to t the Greens function by adding an appropri-
ately weighted solution to the homogenuos differential equation. The
homogenuous Greens function is found by
L
t
G
0
(t , t
t
) 0,
and thus, in particular,
d
dt
G
0
G
0
G
0
ae
t t
t
.
with the Ansatz
G(0, t
t
) G
1
(0, t
t
) +G
0
(0, t
t
; a) H(t
t
)e
t
t
+ae
t
t
GREEN S FUNCTI ON 173
for the general solution we can choose the constant coefcient a so that
G(0, t
t
) G
1
(0, t
t
) +G
0
(0, t
t
; a) H(t
t
)e
t
t
+ae
t
t
0
For a 1, the Greens function and thus the solution obeys the boundary
value conditions; that is,
G(t , t
t
)
_
1H(t
t
t )
_
e
t t
t
.
Since H(x) 1H(x), G(t , t
t
) can be rewritten as
G(t , t
t
) H(t t
t
)e
t t
t
.
In the nal step we obtain the solution through integration of G over the
inhomogenuous term t :
y(t )

_
0
H(t t
t
)
. .
1 for t
t
<t
e
t t
t
t
t
dt
t

t
_
0
e
t t
t
t
t
dt
t
e
t
t
_
0
t
t
e
t
t
dt
t

e
t
_
_
t
t
e
t
t

t
0

t
_
0
(e
t
t
)dt
t
_
_

e
t
_
(t e
t
) e
t
t

t
0
_
e
t
_
t e
t
e
t
+1
_
e
t
1t .
2. Next, let us solve the differential equation
d
2
y
dt
2
+y cost on the intervall
t [0, ) with the boundary conditions y(0) y
t
(0) 0.
First, observe that
L
d
2
dt
2
+1.
The Fourier Ansatz for the Greens function is
G
1
(t , t
t
)
1
2
+
_

G(k)e
i k(t t
t
)
dk
LG
1

1
2
+
_

G(k)
_
d
2
dt
2
+1
_
e
i k(t t
t
)
dk

1
2
+
_

G(k)((i k)
2
+1)e
i k(t t
t
)
dk
(t t
t
)
1
2
+
_

e
i k(t t
t
)
dk
Hence

G(k)(1k
2
) 1
174 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
ant thus

G(k)
1
(1k
2
)

1
(k +1)(k 1)
The Fourier transformation is
G
1
(t , t
t
)
1
2
+
_

e
i k(t t
t
)
(k +1)(k 1)
dk

1
2
2i
_
Res
_
e
i k(t t
t
)
(k +1)(k 1)
; k 1
_
+
Res
_
e
i k(t t
t
)
(k +1)(k 1)
; k 1
_
_
H(t t
t
)
The path in the upper integration plain is drawn in Fig. 10.2.
Re k
Imk

> >
E
T
Figure 10.2: Plot of the path reqired for
solving the Fourier integral.
G
1
(t , t
t
)
i
2
_
e
i (t t
t
)
e
i (t t
t
)
_
H(t t
t
)

e
i (t t
t
)
e
i (t t
t
)
2i
H(t t
t
) sin(t t
t
)H(t t
t
)
G
1
(0, t
t
) sin(t
t
)H(t
t
) 0 weil t
t
>0
G
t
1
(t , t
t
) cos(t t
t
)H(t t
t
) +sin(t t
t
)(t t
t
)
. .
0
G
t
1
(0, t
t
) cos(t
t
)H(t
t
) 0 wie vorher
G
1
already satises the boundary conditions; hence we do not need to
nd the Greens function G
0
of the homogenuous equation.
y(t )

_
0
G(t , t
t
) f (t
t
)dt
t

_
0
sin(t t
t
) H(t t
t
)
. .
1 for t >t
t
cost
t
dt
t

t
_
0
sin(t t
t
) cost
t
dt
t

t
_
0
(sint cost
t
cost sint
t
) cost
t
dt
t

t
_
0
_
sint (cost
t
)
2
cost sint
t
cost
t
_
dt
t

sint
t
_
0
(cost
t
)
2
dt
t
cost
t
_
0
si nt
t
cost
t
dt
t

sint
_
1
2
(t
t
+sint
t
cost
t
)
_

t
0
cost
_
sin
2
t
t
2
_

t
0

t sint
2
+
sin
2
t cost
2

cost sin
2
t
2

t sint
2
.

Part IV:
Differential equations
11
Sturm-Liouville theory
This is only a very brief dive into Sturm-Liouville theory, which has many
fascinating aspects and connections to Fourier analysis, the special func-
tions of mathematical physics, operator theory, and linear algebra
1
. In
1
Garrett Birkhoff and Gian-Carlo Rota.
Ordinary Differential Equations. John
Wiley & Sons, New York, Chichester,
Brisbane, Toronto, fourth edition, 1959,
1960, 1962, 1969, 1978, and 1989; M. A.
Al-Gwaiz. Sturm-Liouville Theory and
its Applications. Springer, London, 2008;
and William Norrie Everitt. A catalogue of
Sturm-Liouville differential equations. In
Sturm-Liouville Theory, Past and Present,
pages 271331. Birkhuser Verlag, Basel,
2005. URL http://www.math.niu.edu/
SL2/papers/birk0.pdf
physics, many formalizations involve second order differential equations,
which, in their most general form, can be written as
2
2
Russell Herman. A Second Course in Or-
dinary Differential Equations: Dynamical
Systems and Boundary Value Problems.
University of North Carolina Wilming-
ton, Wilmington, NC, 2008. URL http:
//people.uncw.edu/hermanr/mat463/
ODEBook/Book/ODE
_
LargeFont.pdf.
Creative Commons Attribution-
NoncommercialShare Alike 3.0 United
States License
L
x
y(x) a
0
(x)y(x) +a
1
(x)
d
dx
y(x) +a
2
(x)
d
2
dx
2
y(x) f (x). (11.1)
The differential operator is dened by
L
x
a
0
(x) +a
1
(x)
d
dx
+a
2
(x)
d
2
dx
2
. (11.2)
The solutions y(x) are often subject to boundary conditions of various
forms.
Dirichlet boundary conditions are of the form y(a) y(b) 0 for some
a, b.
Neumann boundary conditions are of the form y
t
(a) y
t
(b) 0 for some
a, b.
Periodic boundary conditions are of the form y(a) y(b) and y
t
(a)
y
t
(b) for some a, b.
11.1 Sturm-Liouville form
Any second order differential equation of the general form (11.1) can be
rewritten into a differential equation of the Sturm-Liouville form
S
x
y(x)
d
dx
_
p(x)
d
dx
_
y(x) +q(x)y(x) F(x),
with p(x) e
_
a
1
(x)
a
2
(x)
dx
,
q(x) p(x)
a
0
(x)
a
2
(x)

a
0
(x)
a
2
(x)
e
_
a
1
(x)
a
2
(x)
dx
,
F(x) p(x)
f (x)
a
2
(x)

f (x)
a
2
(x)
e
_
a
1
(x)
a
2
(x)
dx
(11.3)
178 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
The associated differential operator
S
x

d
dx
_
p(x)
d
dx
_
+q(x)
p(x)
d
2
dx
2
+p
t
(x)
d
dx
+q(x)
(11.4)
is called Sturm-Liouville differential operator.
For a proof, we insert p(x), q(x) and F(x) into the Sturm-Liouville form
of Eq. (11.3) and compare it with Eq. (11.1).
_
d
dx
_
e
_
a
1
(x)
a
2
(x)
dx
d
dx
_
+
a
0
(x)
a
2
(x)
e
_
a
1
(x)
a
2
(x)
dx
_
y(x)
f (x)
a
2
(x)
e
_
a
1
(x)
a
2
(x)
dx
e
_
a
1
(x)
a
2
(x)
dx
_
d
2
dx
2
+
a
1
(x)
a
2
(x)
d
dx
+
a
0
(x)
a
2
(x)
_
y(x)
f (x)
a
2
(x)
e
_
a
1
(x)
a
2
(x)
dx
_
a
2
(x)
d
2
dx
2
+a
1
(x)
d
dx
+a
0
(x)
_
y(x) f (x).
(11.5)
11.2 Sturm-Liouville eigenvalue problem
The Sturm-Liouville eigenvalue problem is given by the differential equa-
tion
S
x
(x) (x)(x), or
d
dx
_
p(x)
d
dx
_
(x) +[q(x) (x)](x) 0
(11.6)
for x (a, b) and continuous p(x) >0, p
t
(x), q(x) and (x) >0.
We mention without proof (for proofs, see, for instance, Ref.
3
) that
3
M. A. Al-Gwaiz. Sturm-Liouville Theory
and its Applications. Springer, London,
2008 the eigenvalues turn out to be real, countable, and ordered, and that
there is a smallest eigenvalue
1
such that
1
<
2
<
2
< ;
for each eigenvalue
j
there exists an eigenfunction
j
(x) with j 1
zeroes on (a, b);
eigenfunctions corresponding to different eigenvalues are orthogonal,
and can be normalized, with respect to the weight function (x); that is,

j
[
k

_
b
a

j
(x)
k
(x)(x)dx
j k
(11.7)
the set of eigenfunctions is complete; that is, any piecewise smooth
function can be represented by
f (x)

k1
c
k

k
(x),
with
c
k

f [
k

k
[
k

.
(11.8)
STURM-LI OUVI LLE THEORY 179
the orthonormal (with respect to the weight ) set {
j
(x) [ j N} is a
basis of a Hilbert space with the inner product
f [ g
_
b
a
f (x)g(x)(x)dx. (11.9)
11.3 Adjoint and self-adjoint operators
In operator theory, just as in matrix theory, we can dene an adjoint oper-
ator via the scalar product dened in Eq. (11.9). In this formalization, the
Sturm-Liouville differential operator S is self-adjoint.
Let us rst dene the domain of a differential operator L as the set of
all square integrable (with respect to the weight (x)) functions satisfying
boundary conditions.
_
b
a
[(x)[
2
(x)dx <. (11.10)
Then, the adjoint operator L

is dened by satisfying
[ L
_
b
a
(x)[L(x)](x)dx
L

[
_
b
a
[L

(x)](x)(x)dx
(11.11)
for all (x) in the domain of L

and (x) in the domain of L.


Note that in the case of second order differential operators in the stan-
dard form (11.2) and with (x) 1, we can move the differential quotients
and the entire differential operator in
[ L
_
b
a
(x)[L
x
(x)](x)dx

_
b
a
(x)[a
2
(x)
tt
(x) +a
1
(x)
t
(x) +a
0
(x)(x)]dx
(11.12)
from to by one and two partial integrations.
Integrating the kernel a
1
(x)
t
(x) by parts yields
_
b
a
(x)a
1
(x)
t
(x)dx (x)a
1
(x)(x)

b
a

_
b
a
((x)a
1
(x))
t
(x)dx. (11.13)
Integrating the kernel a
2
(x)
tt
(x) by parts twice yields
_
b
a
(x)a
2
(x)
tt
(x)dx (x)a
2
(x)
t
(x)

b
a

_
b
a
((x)a
2
(x))
t

t
(x)dx
(x)a
2
(x)
t
(x)

b
a
((x)a
2
(x))
t
(x)

b
a
+
_
b
a
((x)a
2
(x))
tt
(x)dx
(x)a
2
(x)
t
(x) ((x)a
2
(x))
t
(x)

b
a
+
_
b
a
((x)a
2
(x))
tt
(x)dx.
(11.14)
180 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Combining these two calculations yields
[ L
_
b
a
(x)[L
x
(x)](x)dx

_
b
a
(x)[a
2
(x)
tt
(x) +a
1
(x)
t
(x) +a
0
(x)(x)]dx
(x)a
1
(x)(x) +(x)a
2
(x)
t
(x) ((x)a
2
(x))
t
(x)

b
a
+
_
b
a
[(a
2
(x)(x))
tt
(a
1
(x)(x))
t
+a
0
(x)(x)](x)dx.
(11.15)
If the terms with no integral vanish (because of boundary contitions or
other reasons); that is, if
(x)a
1
(x)(x) +(x)a
2
(x)
t
(x) ((x)a
2
(x))
t
(x)

b
a
0,
then Eq. (11.15) reduces to
[ L
_
b
a
[(a
2
(x)(x))
tt
(a
1
(x)(x))
t
+a
0
(x)(x)](x)dx, (11.16)
and we can identify the adjoint differential operator L
x
with
L

x

d
2
dx
2
a
2
(x)
d
dx
a
1
(x) +a
0
(x)

d
dx
_
a
2
(x)
d
dx
+a
t
2
(x)
_
a
t
1
(x) a
1
(x)
d
dx
+a
0
(x)
a
t
2
(x)
d
dx
+a
2
(x)
d
2
dx
2
+a
tt
2
(x) +a
t
2
(x)
d
dx
a
t
1
(x) a
1
(x)
d
dx
+a
0
(x)
a
2
(x)
d
2
dx
2
+[2a
t
2
(x) a
1
(x)]
d
dx
+a
tt
2
(x) a
t
1
(x) +a
0
(x).
(11.17)
If
L

x
L
x
, (11.18)
the operator L
x
is called self-adjoint.
In order to prove that the Sturm-Liouville differential operator
S
d
dx
_
p(x)
d
dx
_
+q(x) p(x)
d
2
dx
2
+p
t
(x)
d
dx
+q(x) (11.19)
from Eq. (11.4) is self-adjoint, we verify Eq. (11.17) with S

taken from Eq.


(11.16). Thereby, we identify a
2
(x) p(x), a
1
(x) p
t
(x), and a
0
(x) q(x);
hence
S

x
a
2
(x)
d
2
dx
2
+[2a
t
2
(x) a
1
(x)]
d
dx
+a
tt
2
(x) a
t
1
(x) +a
0
(x)
p(x)
d
2
dx
2
+[2p
t
(x) p
t
(x)]
d
dx
+p
tt
(x) p
tt
(x) +q(x)
p(x)
d
2
dx
2
+p
t
(x)
d
dx
q(x)
S
x
.
(11.20)
STURM-LI OUVI LLE THEORY 181
Alternatively we could argue from Eqs. (11.17) and (11.18), noting that a
differential operator is self-adjoint if and only if
L

x
a
2
(x)
d
2
dx
2
a
1
(x)
d
dx
+a
0
(x)
L

x
a
2
(x)
d
2
dx
2
+[2a
t
2
(x) a
1
(x)]
d
dx
+a
tt
2
(x) a
t
1
(x) +a
0
(x).
(11.21)
By comparison of the coefcients,
a
2
(x) a
2
(x),
a
1
(x) [2a
t
2
(x) a
1
(x)],
a
0
(x) +a
tt
2
(x) a
t
1
(x) +a
0
(x),
(11.22)
and hence,
a
t
2
(x) a
1
(x), (11.23)
which is exactly the form of the Sturm-Liouville differential operator.
11.4 Sturm-Liouville transformation into Liouville normal form
Let, for x [a, b],
[S
x
(x)]y(x) 0,
d
dx
_
p(x)
d
dx
_
y(x) +[q(x) (x)]y(x) 0,
_
p(x)
d
2
dx
2
+p
t
(x)
d
dx
+q(x) (x)
_
y(x) 0,
_
d
2
dx
2
+
p
t
(x)
p(x)
d
dx
+
q(x) (x)
p(x)
_
y(x) 0
(11.24)
be a second order differential equation of the Sturm-Liouville form
4
.
4
Garrett Birkhoff and Gian-Carlo Rota.
Ordinary Differential Equations. John
Wiley & Sons, New York, Chichester,
Brisbane, Toronto, fourth edition, 1959,
1960, 1962, 1969, 1978, and 1989
This equation (11.24) can be written in the Liouville normal form con-
taining no rst order differentiation term

d
2
dt
2
w(t ) +[ q(t ) ]w(t ) 0, with t [0, c]. (11.25)
It is obtained via the Sturm-Liouville transformation
t (x)
_
x
a
_
(s)
p(s)
ds,
w(t )
4
_
p(x(t ))(x(t ))y(x(t )),
(11.26)
where
q(t )
1

_
q
4
_
p
_
p
_
1
4
_
p
_
t
_
t
_
. (11.27)
The apostrophe represents derivation with respect to x.
Suppose we want to know the normalized eigenfunctions of
x
2
y
tt
3xy
t
y y, with x [1, 2] (11.28)
182 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
with the boundary conditions y(1) y(2) 0.
The rst thing we have to do is to transform this differential equation
into its Sturm-Liouville form by identifying a
2
(x) x
2
, a
1
(x) 3x,
a
0
1, 1 and f y; and hence
p(x) e
_
(3x)
(x
2
)
dx
e
_
3
x
dx
e
3logx
x
3
,
q(x) p(x)
(1)
(x
2
)
x,
F(x) p(x)
y
(x
2
)
xy, and hence (x) x.
(11.29)
As a result we obtain the Sturm-Liouville form
1
x
((x
3
y
t
)
t
xy) y. (11.30)
In the next step we apply the Sturm-Liouville transformation
t (x)
_
_
(x)
p(x)
dx
_
dx
x
logx,
w(t (x))
4
_
p(x(t ))(x(t ))y(x(t ))
4
_
x
4
y(x(t )) xy,
q(t )
1
x
_
x
4
_
x
4
_
x
3
_
1
4
_
x
4
_
t
_
t
_
0.
(11.31)
We now take the Ansatz y
1
x
w(t (x))
1
x
w(logx) and nally obtain the
Liouville normal form
w
tt
w. (11.32)
As an Ansatz for solving the Liouville normal form we use
w() asin(
_
) +bcos(
_
) (11.33)
The boundary conditions translate into x 1 0, and x 2
log2. From w(0) 0 we obtain b 0. From w(log2) asin(
_
log2) 0 we
obtain
_

n
log2 n.
Thus the eigenvalues are

_
n
log2
_
2
. (11.34)
The associated eigenfunctions are
w
n
() asin
_
n
log2

_
, (11.35)
and thus
y
n

1
x
asin
_
n
log2
logx
_
. (11.36)
We can check that they are orthonormal by inserting into Eq. (11.7) and
verifying it; that is,
2
_
1
(x)y
n
(x)y
m
(x)dx
nm
; (11.37)
STURM-LI OUVI LLE THEORY 183
more explicitly,
2
_
1
dxx
_
1
x
2
_
a
2
sin
_
n
logx
log2
_
sin
_
m
logx
log2
_
[variable substitution u
logx
log2
du
dx

1
log2
1
x
, u
dx
x log2
]

u1
_
u0
dulog2a
2
sin(nu) sin(mu)
a
2
_
log2
2
_
. .
1
2
_
1
0
dusin(nu) sin(mu)
. .

nm

nm
.
(11.38)
Finally, with a
_
2
log2
we obtain the solution
y
n

_
2
log2
1
x
sin
_
n
logx
log2
_
. (11.39)
11.5 Varieties of Sturm-Liouville differential equations
A catalogue of Sturm-Liouville differential equations comprises the fol-
lowing species, among many others
5
. Some of these cases are tabellated
5
George B. Arfken and Hans J. Weber.
Mathematical Methods for Physicists.
Elsevier, Oxford, 6th edition, 2005. ISBN
0-12-059876-0;0-12-088584-0; M. A. Al-
Gwaiz. Sturm-Liouville Theory and its
Applications. Springer, London, 2008;
and William Norrie Everitt. A catalogue of
Sturm-Liouville differential equations. In
Sturm-Liouville Theory, Past and Present,
pages 271331. Birkhuser Verlag, Basel,
2005. URL http://www.math.niu.edu/
SL2/papers/birk0.pdf
as functions p, q, and appearing in the general form of the Sturm-
Liouville eigenvalue problem (11.6)
S
x
(x) (x)(x), or
d
dx
_
p(x)
d
dx
_
(x) +[q(x) +(x)](x) 0
(11.40)
in Table 11.1.

184 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS


Equation p(x) q(x) (x)
Hypergeometric x
+1
(1x)
+1
0 x

(1x)

Legendre 1x
2
0 l (l +1) 1
Shifted Legendre x(1x) 0 l (l +1) 1
Associated Legendre 1x
2

m
2
1x
2
l (l +1) 1
Chebyshev I
_
1x
2
0 n
2 1
_
1x
2
Shifted Chebyshev I
_
x(1x) 0 n
2 1
_
x(1x)
Chebyshev II (1x
2
)
3
2 0 n(n +2)
_
1x
2
Ultraspherical (Gegenbauer) (1x
2
)
+
1
2 0 n(n +2) (1x
2
)

1
2
Bessel x
n
2
x
a
2
x
Laguerre xe
x
0 e
x
Associated Laguerre x
k+1
e
x
0 k x
k
e
x
Hermite xe
x
2
0 2 e
x
Fourier 1 0 k
2
1
(harmonic oscillator)
Schrdinger 1 l (l +1)x
2
1
(hydrogen atom)
Table 11.1: Some varieties of differential
equations expressible as Sturm-Liouville
differential equations
12
Separation of variables
This chapter deals with the ancient alchemic suspicion of solve et coagula
that it is possible to solve a problem by splitting it up into partial problems,
solving these issues separately; and consecutively joining together the par-
tial solutions, thereby yielding the full answer to the problem translated For a counterexample see the Kochen-
Specker theorem on page 80.
into the context of partial differential equations; that is, equations with
derivatives of more than one variable. Thereby, solving the separate partial
problems is not dissimilar to applying subprograms from some program
library.
Already Descartes mentioned this sort of method in his Discours de la
mthode pour bien conduire sa raison et chercher la verit dans les sciences
(English translation: Discourse on the Method of Rightly Conducting Ones
Reason and of Seeking Truth)
1
stating that (in a newer translation
2
)
1
Rene Descartes. Discours de la mthode
pour bien conduire sa raison et chercher
la verit dans les sciences (Discourse on
the Method of Rightly Conducting Ones
Reason and of Seeking Truth). 1637. URL
http://www.gutenberg.org/etext/59
2
Rene Descartes. The Philosophical Writ-
ings of Descartes. Volume 1. Cambridge
University Press, Cambridge, 1985. trans-
lated by John Cottingham, Robert Stoothoff
and Dugald Murdoch
[Rule Five:] The whole method consists entirely in the ordering and arranging
of the objects on which we must concentrate our minds eye if we are to dis-
cover some truth . We shall be following this method exactly if we rst reduce
complicated and obscure propositions step by step to simpler ones, and then,
starting with the intuition of the simplest ones of all, try to ascend through
the same steps to a knowledge of all the rest. [Rule Thirteen:] If we perfectly
understand a problem we must abstract it from every superuous conception,
reduce it to its simplest terms and, by means of an enumeration, divide it up
into the smallest possible parts.
The method of separation of variables is one among a couple of strate-
gies to solve differential equations
3
, and it is a very important one in
3
Lawrence C. Evans. Partial differ-
ential equations. Graduate Studies in
Mathematics, volume 19. American
Mathematical Society, Providence, Rhode
Island, 1998; and Klaus Jnich. Analysis
fr Physiker und Ingenieure. Funktionen-
theorie, Differentialgleichungen, Spezielle
Funktionen. Springer, Berlin, Heidel-
berg, fourth edition, 2001. URL http:
//www.springer.com/mathematics/
analysis/book/978-3-540-41985-3
physics.
Separation of variables can be applied whenever we have no mixtures
of derivatives and functional dependencies; more specically, whenever
the partial differential equation can be written as a sum
L
x,y
(x, y) (L
x
+L
y
)(x, y) 0, or
L
x
(x, y) L
y
(x, y).
(12.1)
Because in this case we may make a multiplicative Ansatz
(x, y) v(x)u(y). (12.2)
186 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Inserting (12.2) into (12) effectively separates the variable dependencies
L
x
v(x)u(y) L
y
v(x)u(y),
u(y) [L
x
v(x)] v(x)
_
L
y
u(y)
_
,
1
v(x)
L
x
v(x)
1
u(y)
L
y
u(y) a,
(12.3)
with constant a, because
L
x
v(x)
v(x)
does not depend on x, and
L
y
u(y)
u(y)
does not
depend on y. Therefore, neither side depends on x or y; hence both sides
are constants.
As a result, we can treat and integrate both sides separately; that is,
1
v(x)
L
x
v(x) a,
1
u(y)
L
y
u(y) a.
(12.4)
As a result, we can treat and integrate both sides separately; that is,
L
x
v(x) av(x) 0,
L
y
u(y) +au(y) 0.
(12.5)
This separation of variable Ansatz can be often used when the Laplace
operator is involved, since there the partial derivatives with respect
to different variables occur in different summands.
For the sake of demonstration, let us consider a few examples.
1. Let us separate the homogenuous Laplace differential equation

1
u
2
+v
2
_

u
2
+

v
2
_
+

z
2
0 (12.6)
in parabolic cylinder coordinates (u, v, z) with x
_
1
2
(u
2
v
2
), uv, z
_
.
The separation of variables Ansatz is
(u, v, z)
1
(u)
2
(v)
3
(z).
Then,
1
u
2
+v
2
_

1
u
2
+
1

2
v
2
_
+
1

z
2
0
1
u
2
+v
2
_

tt
1

1
+

tt
2

2
_

tt
3

3
const.
is constant because it does neither depend on u, v [because of the
right hand side
tt
3
(z)/
3
(z)], nor on z (because of the left hand side).
Furthermore,

tt
1

1
u
2

tt
2

2
+v
2
l
2
const.
with constant l for analoguous reasons. The three resulting differential
equations are

tt
1
(u
2
+l
2
)
1
0,

tt
2
(v
2
l
2
)
2
0,

tt
3
+
3
0.
SEPARATI ON OF VARI ABLES 187
2. Let us separate the homogenuous (i) Laplace, (ii) wave, and (iii) dif-
fusion equations, in elliptic cylinder coordinates (u, v, z) withx
(acoshucosv, asinhusinv, z) and

1
a
2
(sinh
2
u +sin
2
v)
_

2
u
2
+

2
v
2
_
+

2
z
2
.
ad (i): Again the separation of variables Ansatz is (u, v, z)
1
(u)
2
(v)
3
(z).
Hence,
1
a
2
(sinh
2
u+sin
2
v)
_

3

2

1
u
2
+
1

3

2

2
v
2
_

2

2

z
2
,
1
a
2
(sinh
2
u+sin
2
v)
_

tt
1

1
+

tt
2

2
_

tt
3

3
k
2
const.
tt
3
+k
2

3
0

tt
1

1
+

tt
2

2
k
2
a
2
(sinh
2
u +sin
2
v),

tt
1

1
k
2
a
2
sinh
2
u

tt
2

2
+k
2
a
2
sin
2
v l
2
,
(12.7)
and nally,

tt
1
(k
2
a
2
sinh
2
u +l
2
)
1
0,

tt
2
(k
2
a
2
sin
2
v l
2
)
2
0.
ad (ii): the wave equation is given by

1
c
2

t
2
.
Hence,
1
a
2
(sinh
2
u +sin
2
v)
_

2
u
2
+

2
v
2
+
_
+

z
2

1
c
2

t
2
.
The separation of variables Ansatz is (u, v, z, t )
1
(u)
2
(v)
3
(z)T(t )

1
a
2
(sinh
2
u+sin
2
v)
_

tt
1

1
+

tt
2

2
_
+

tt
3

3

1
c
2
T
tt
T

2
const.,
1
c
2
T
tt
T

2
T
tt
+c
2

2
T 0,
1
a
2
(sinh
2
u+sin
2
v)
_

tt
1

1
+

tt
2

2
_

tt
3

3

2
k
2
,

tt
3
+(
2
+k
2
)
3
0

tt
1

1
+

tt
2

2
k
2
a
2
(sinh
2
u +sin
2
v)

tt
1

1
a
2
k
2
sinh
2
u

tt
2

2
+a
2
k
2
sin
2
v l
2
,
(12.8)
and nally,

tt
1
(k
2
a
2
sinh
2
u +l
2
)
1
0,

tt
2
(k
2
a
2
sin
2
v l
2
)
2
0.
ad (iii): The diffusion equation is
1
D

t
.
The separation of variables Ansatz is (u, v, z, t )
1
(u)
2
(v)
3
(z)T(t ).
Let us take the result of (i), then
1
a
2
(sinh
2
u+sin
2
v)
_

tt
1

1
+

tt
2

2
_
+

tt
3

3

1
D
T
t
T

2
const.
T Ae

2
Dt

tt
3
+(
2
+k
2
)
3
0
tt
3
(
2
+k
2
)
3

3
Be
i
_

2
+k
2
z
(12.9)
188 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
and nally,

tt
1
(
2
k
2
sinh
2
u +l
2
)
1
0

tt
2
(
2
k
2
sin
2
v l
2
)
2
0

13
Special functions of mathematical physics
This chapter follows several good approaches
1
. For reference, consider
2
.
1
N. N. Lebedev. Special Functions and
Their Applications. Prentice-Hall Inc.,
Englewood Cliffs, N.J., 1965. R. A. Sil-
verman, translator and editor; reprinted
by Dover, New York, 1972; Herbert S.
Wilf. Mathematics for the physical sci-
ences. Dover, New York, 1962. URL
http://www.math.upenn.edu/~wilf/
website/Mathematics
_
for
_
the
_
Physical
_
Sciences.html; W. W. Bell.
Special Functions for Scientists and En-
gineers. D. Van Nostrand Company Ltd,
London, 1968; Nico M. Temme. Special
functions: an introduction to the classical
functions of mathematical physics. John
Wiley & Sons, Inc., New York, 1996. ISBN
0-471-11313-1; Nico M. Temme. Numer-
ical aspects of special functions. Acta
Numerica, 16:379478, 2007. ISSN 0962-
4929. DOI : 10.1017/S0962492904000077.
URL http://dx.doi.org/10.1017/
S0962492904000077; George E. An-
drews, Richard Askey, and Ranjan Roy.
Special Functions, volume 71 of Ency-
clopedia of Mathematics and its Appli-
cations. Cambridge University Press,
Cambridge, 1999. ISBN 0-521-62321-
9; Vadim Kuznetsov. Special functions
and their symmetries. Part I: Algebraic
and analytic methods. Postgraduate
Course in Applied Analysis, May 2003.
URL http://www1.maths.leeds.ac.
uk/~kisilv/courses/sp-funct.pdf;
and Vladimir Kisil. Special functions
and their symmetries. Part II: Algebraic
and symmetry methods. Postgraduate
Course in Applied Analysis, May 2003.
URL http://www1.maths.leeds.ac.uk/
~kisilv/courses/sp-repr.pdf
2
Milton Abramowitz and Irene A. Stegun,
editors. Handbook of Mathematical
Functions with Formulas, Graphs, and
Mathematical Tables. Number 55 in
National Bureau of Standards Applied
Mathematics Series. U.S. Government
Printing Ofce, Washington, D.C., 1964.
Corrections appeared in later printings
up to the 10th Printing, December, 1972.
Reproductions by other publishers, in
whole or in part, have been available since
1965; Yuri Alexandrovich Brychkov and
Anatolii Platonovich Prudnikov. Handbook
of special functions: derivatives, integrals,
series and other formulas. CRC/Chapman
& Hall Press, Boca Raton, London, New
York, 2008; and I. S. Gradshteyn and I. M.
Ryzhik. Tables of Integrals, Series, and
Products, 6th ed. Academic Press, San
Diego, CA, 2000
Special functions often arise as solutions of differential equations; for
instance as eigenfunctions of differential operators in quantum mechanics.
Sometimes they occur after several separation of variables and substitution
steps have transformed the physical problem into something manageable.
For instance, we might start out with some linear partial differential equa-
tion like the wave equation, then separate the space from time coordinates,
then separate the radial from the angular components, and nally separate
the two angular parameter. After we have done that, we end up with sev-
eral separate differential equations of the Liouville form; among them the
Legendre differential equation leading us to the Legendre polynomials.
In what follows a particular class of special functions will be consid-
ered. These functions are all special cases of the hypergeometric function ,
which is the solution of the hypergeometric equation. The hypergeometric
function exhibis a high degree of plasticity, as many elementary analytic
functions can be expressed by them.
First, as a prerequisite, let us dene the gamma function. Then we pro-
ceed to second order Fuchsian differential equations; followed by rewriting
a Fuchsian differential equation into a hypergeometric equation. Then we
study the hypergeometric function as a solution to the hypergeometric
equation. Finally, we mention some particular hypergeometric functions,
such as the Legendre orthogonal polynomials, and others.
Again, if not mentioned otherwise, we shall restrict our attention to
second order differential equations. Sometimes such as for the Fuchsian
class a generalization is possible but not very relevant for physics.
13.1 Gamma function
The gamma function (x) is an extension of the factorial function n!,
because
(n +1) n! for n N, (13.1)
190 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
it can also be generalized to real or complex arguments.
Let us rst dene the shifted factorial or, by another naming, the
Pochhammer symbol
(a)
0
def
1, (a)
n
def
a(a +1) (a +n 1), for n >0, (13.2)
where a can be any real or complex number.
With this denition,
z!(z +1)
n
1 2 z (z +1)((z +1) +1) ((z +1) +n 1)
1 2 z (z +1)(z +2) (z +n)
(z +n)!, or
z!
(z +n)!
(z +1)
n
.
(13.3)
Since
(z +n)! (n +z)!
1 2 n (n +1)(n +2) (n +z)
n! (n +1)(n +2) (n +z)
n! (n +1)(n +2) (n +z)
n!(n +1)
z
,
(13.4)
we can rewrite Eq. (13.3) into
z!
n!(n +1)
z
(z +1)
n

n!n
z
(z +1)
n
(n +1)
z
n
z
. (13.5)
Since the latter factor, for large n, converges as [O(x) means of the
order of x]
(n +1)
z
n
z

(n +1)((n +1) +1) ((n +1) +z 1)
n
z

n
z
+O(n
z1
)
n
z

n
z
n
z
+
O(n
z1
)
n
z
1+O(n
1
)
n
1,
(13.6)
in this limit, Eq. (13.5) can be written as
z! lim
n
z! lim
n
n!n
z
(z +1)
n
. (13.7)
Hence, for all z C which are not equal to a negative integer that is,
z / 0, 1, 2, . . . we can, in analogy to the classical factorial, dene a
factorial function shifted by one as
(z +1)
def
lim
n
n!n
z
(z +1)
n
, (13.8)
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 191
and thus, because for very large n and constant z (i.e., z <n), (z +n) n,
(z) lim
n
n!n
z1
(z)
n
lim
n
n!n
z1
z(z +1) (z +n 1)
lim
n
n!n
z1
z(z +1) (z +n 1)
_
z +n
z +n
_
. .
1
lim
n
n!n
z1
(z +n)
z(z +1) (z +n)

1
z
lim
n
n!n
z
(z +1)
n
.
(13.9)
(z +1) has thus been redened in terms of z! in Eq. (13.3), which, by
comparing Eqs. (13.8) and (13.9), also implies that
(z +1) z(z). (13.10)
Note that, since
(1)
n
1(1+1)(1+2) (1n 1) n!, (13.11)
Eq. (13.8) yields
(1) lim
n
n!n
0
(1)
n
lim
n
n!
n!
1. (13.12)
By induction, Eqs. (13.12) and (13.10) yield (n +1) n! for n N.
We state without proof that, for complex numbers z with positive real
parts z >0, (z) can be dened by an integral representation as
(z)
def

0
t
z1
e
t
dt . (13.13)
Note that Eq. (13.10) can be derived from this integral representation of
(z) by partial integration; that is,
(z +1)
_

0
t
z
e
t
dt
t
z
e
t

0
. .
0

0
_
d
dt
t
z
_
e
t
dt
_

0
zt
z1
e
t
dt
z
_

0
t
z1
e
t
dt z(z).
(13.14)
We also mention the formul
(
1
2
)
_
, or, more generally,
(
n
2
)
_

(n 2)!!
2
(n1)/2
, for n >0, and
(x)(1x)

sin(x)
, Eulers reection formula,
(13.15)
192 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
without proof.
Here, the double factorial is dened by
n!!
_

_
1 for n 1, 0, and
2 4 (n 2) n
(2k)!!
k

i 1
(2i )
2
n/2
_
1 2
(n 2)
2

n
2
_
k!2
k
for positive even n 2k, k 1, and
1 3 (n 2) n
(2k 1)!!
k

i 1
(2i 1)

1 2 (2k 2) (2k 1) (2k)


(2k)!!

(2k)!
k!2
k
for odd positive n 2k 1, k 1.
(13.16)
Stirlings formula [again, O(x) means of the order of x]
logn! nlogn n +O(log(n)), or
n!
n

_
2n
_
n
e
_
n
, or, more generally,
(x)
_
2
x
_
x
e
_
x
_
1+O
_
1
x
__
(13.17)
is stated without proof.
13.2 Beta function
The beta function, also called the Euler integral of the rst kind, is a special
function dened by
B(x, y)
_
1
0
t
x1
(1t )
y1
dt
(x)(y)
(x +y)
for x, y >0 (13.18)
No proof of the identity of the two representations in terms of an integral,
and of -functions is given.
13.3 Fuchsian differential equations
Many differential equations of theoretical physics are Fuchsian equations.
We shall therefore study this class in some generality.
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 193
13.3.1 Regular, regular singular, and irregular singular point
Consider the homogenuous differential equation [Eq. (11.1) on page 177 is
inhomogenuos]
L
x
y(x) a
2
(x)
d
2
dx
2
y(x) +a
1
(x)
d
dx
y(x) +a
0
(x)y(x) 0. (13.19)
If a
0
(x), a
1
(x) and a
2
(x) are analytic at some point x
0
and in its neighbor-
hood, and if a
2
(x
0
) / 0 at x
0
, then x
0
is called an ordinary point, or regular
point. We state without proof that in this case the solutions around x
0
can
be expanded as power series. In this case we can divide equation (13.19) by
a
2
(x) and rewrite it
1
a
2
(x)
L
x
y(x)
d
2
dx
2
y(x) +p
1
(x)
d
dx
y(x) +p
2
(x)y(x) 0, (13.20)
with p
1
(x) a
1
(x)/a
2
(x) and p
2
(x) a
0
(x)/a
2
(x).
If, however, a
2
(x
0
) 0 and a
1
(x
0
) or a
0
(x
0
) are nonzero, the x
0
is called
singular point of (13.19). The simplest case is if a
0
(x
0
) has a simple zero at
x
0
; then both p
1
(x) and p
2
(x) in (13.20) have at most simple poles.
Furthermore, for reasons disclosed later mainly motivated by the
possibility to write the solutions as power series a point x
0
is called a
regular singular point of Eq. (13.19) if
lim
xx
0
(x x
0
)a
1
(x)
a
2
(x)
, as well as lim
xx
0
(x x
0
)
2
a
0
(x)
a
2
(x)
(13.21)
both exist. If any one of these limits does not exist, the singular point is an
irregular singular point.
A very important case is the case of the Fuchsian differential equation,
where in (13.20)
p
1
(x) has at most single poles, and
p
2
(x) has at most double poles.
The simplest realization of this case is for a
2
(x) a(xx
0
), a
1
(x) b(xx
0
),
a
0
(x) c. Stated differently, a linear ordinary differential equation is called
Fuchsian if every singular point, including innity, is regular. Hence, in Eq.
(13.20), the equation is of the Fuchsian class if the coefcients are of the
form
p
1
(x)
k

j 1
q
1
(x)
(x x
j
)
, and
p
2
(x)
k

j 1
q
0
(x)
(x x
j
)
2
,
(13.22)
where the x
1
, . . . , x
k
are k (singular) points, and q
1
(x) and q
0
(x) are poly-
nomials of degree less then or equal to k and 2k, respectively. Hence, the
194 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
coefcients of Fuchsian equations must be rational functions; that is, they
must be of the form
P(x)
Q(x)
, where P(x) and Q(x) are polynomials in x with
real coefcients.
The hypergeometric differential equation is a Fuchsian differential equa-
tion which has at most three regular singularities, including innity, at 0, 1,
and
3
.
3
Vadim Kuznetsov. Special functions
and their symmetries. Part I: Algebraic
and analytic methods. Postgraduate
Course in Applied Analysis, May 2003.
URL http://www1.maths.leeds.ac.uk/
~kisilv/courses/sp-funct.pdf
13.3.2 Power series solution
Now let us get more concrete about the solution of Fuchsian equations by
power series.
In order to obtain a feeling for power series solutions of differential
equations, consider the rst order Fuchsian equation
4 4
Ron Larson and Bruce H. Edwards.
Calculus. Brooks/Cole Cengage Learning,
Belmont, CA, 9th edition, 2010. ISBN
978-0-547-16702-2
y
t
y 0. (13.23)
Make the Ansatz, also known as known as Frobenius method
5
that the
5
George B. Arfken and Hans J. Weber.
Mathematical Methods for Physicists.
Elsevier, Oxford, 6th edition, 2005. ISBN
0-12-059876-0;0-12-088584-0
solution can be expanded into a power series of the form
y(x)

j 0
a
j
x
j
. (13.24)
Then, Eq. (13.23) can be written as
_
d
dx

j 0
a
j
x
j
_

j 0
a
j
x
j
0,

j 0
j a
j
x
j 1

j 0
a
j
x
j
0,

j 1
j a
j
x
j 1

j 0
a
j
x
j
0,

mj 10
(m+1)a
m+1
x
m

j 0
a
j
x
j
0,

j 0
( j +1)a
j +1
x
j

j 0
a
j
x
j
0,
(13.25)
and hence, by comparing the coefcients of x
j
, for n 0,
( j +1)a
j +1
a
j
, or
a
j +1

a
j
j +1
a
0

j +1
( j +1)!
, and
a
j
a
0

j
j !
.
(13.26)
Therefore,
y(x)

j 0
a
0

j
j !
x
j
a
0

j 0
(x)
j
j !
a
0
e
x
. (13.27)
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 195
In the Fuchsian case let us consider the following Frobenius Ansatz to
expand the solution as a generalized power series around a regular singular
point x
0
, which can be motivated by Eq. (13.22), and by the Laurent series
expansion (7.23)(7.25) on page 119:
p
1
(x)
A
1
(x)
x x
0

j 0

j
(x x
0
)
j 1
, for 0 <[x x
0
[ <r
1
,
p
2
(x)
A
2
(x)
(x x
0
)
2

j 0

j
(x x
0
)
j 2
, for 0 <[x x
0
[ <r
2
,
y(x) (x x
0
)

l 0
(x x
0
)
l
w
l

l 0
(x x
0
)
l +
w
l
, with w
0
/0,
(13.28)
where A
1
(x) [(x x
0
)a
1
(x)]/a
2
(x) and A
2
(x) [(x x
0
)
2
a
0
(x)]/a
2
(x). Eq.
(13.20) then becomes
d
2
dx
2
y(x) +p
1
(x)
d
dx
y(x) +p
2
(x)y(x) 0,
_
d
2
dx
2
+

j 0

j
(x x
0
)
j 1
d
dx
y(x) +

j 0

j
(x x
0
)
j 2
_

l 0
w
l
(x x
0
)
l +
0,
(l +)(l +1)

l 0
w
l
(x x
0
)
l +2
+
_
(l +)

l 0
w
l
(x x
0
)
l +1
_

j 0

j
(x x
0
)
j 1
+
_

l 0
w
l
(x x
0
)
l +
_

j 0

j
(x x
0
)
j 2
0,
(l +)(l +1)

l 0
w
l
(x x
0
)
l +2
+
_
(l +)

l 0
w
l
(x x
0
)
l +1
_

j 0

j
(x x
0
)
j 1
+
_

l 0
w
l
(x x
0
)
l +
_

j 0

j
(x x
0
)
j 2
0,
(x x
0
)
2

l 0
(x x
0
)
l
[(l +)(l +1)w
l
+(l +)w
l

j 0

j
(x x
0
)
j
+w
l

j 0

j
(x x
0
)
j
_
0,
(x x
0
)
2

l 0
(l +)(l +1)w
l
(x x
0
)
l
+

l 0
(l +)w
l

j 0

j
(x x
0
)
l +j
+

l 0
w
l

j 0

j
(x x
0
)
l +j
0.
Next, in order to reach a common power of (x x
0
), we perform an index
identication l m in the rst summand, as well as an index shift
l + j m, j ml , since l 0 and j 0; thus 0 l m
196 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
in the second and third summands (where the order of the sums change):
(x x
0
)
2

l 0
(l +)(l +1)w
l
(x x
0
)
l
+

j 0

l 0
(l +)w
l

j
(x x
0
)
l +j
+

j 0

l 0
w
l

j
(x x
0
)
l +j
0,
(x x
0
)
2

m0
(m+)(m+1)w
m
(x x
0
)
m
+

m0
m

l 0
(l +)w
l

ml
(x x
0
)
l +ml
+

m0
m

l 0
w
l

ml
(x x
0
)
l +ml
0,
(x x
0
)
2
_

m0
(x x
0
)
m
[(m+)(m+1)w
m
+
m

l 0
(l +)w
l

ml
+
m

l 0
w
l

ml
__
0,
(x x
0
)
2
_

m0
(x x
0
)
m
[(m+)(m+1)w
m
+
m

l 0
w
l
_
(l +)
ml
+
ml
_
__
0.
(13.29)
If we can divide this equation through (x x
0
)
2
and exploit the linear
independence of the polynomials (x x
0
)
m
, we obtain an innite number
of equations for the innite number of coefcients w
m
by requiring that all
the terms inbetween the [ ]brackets in Eq. (13.29) vanish individually.
In particular, for m0 and w
0
/0,
(0+)(0+1)w
0
+w
0
_
(0+)
0
+
0
_
0
f
0
()
def
(1) +
0
+
0
0.
(13.30)
The radius of convergence of the solution will, in accordance with the
Laurent series expansion, extend to the next singularity.
Note that in Eq. (13.30) we have dened f
0
() which we will use now.
Furthermore, for successive m, and with the denition of
f
k
()
def

k
+
k
, (13.31)
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 197
we obtain the sequence of linear equations
w
0
f
0
() 0
w
1
f
0
(+1) +w
0
f
1
() 0,
w
2
f
0
(+2) +w
1
f
1
(+1) +w
0
f
2
() 0,
.
.
.
w
n
f
0
(+n) +w
n1
f
1
(+n 1) + +w
0
f
n
() 0.
(13.32)
which can be used for an inductive determination of the coefcients w
k
.
Eq. (13.30) is a quadratic equation
2
+(
0
1) +
0
0 for the charac-
teristic exponents

1,2

1
2
_
1
0

_
(1
0
)
2
4
0
_
(13.33)
We state without proof that, if the difference of the characteristic expo-
nents

_
(1
0
)
2
4
0
(13.34)
is nonzero and not an integer, then the two solutions found from
1,2
through the generalized series Ansatz (13.28) are linear independent.
Intuitively speaking, The Frobenius method is in obvious trouble to
nd the general solution of the Fuchsian equation if the two characteristic
exponents coincide (e.g.,
1

2
), but it is also in trouble to nd the
general solution if
1

2
m N; that is, if, for some positive integer m,

2
+m>
2
. Because in this case, eventually at n m in Eq. (13.32),
we obtain as iterative solution for the coefcient w
m
the term
w
m

w
m1
f
1
(
2
+m1) + +w
0
f
m
(
2
)
f
0
(
2
+m)

w
m1
f
1
(
1
1) + +w
0
f
m
(
2
)
f
0
(
1
)
. .
0
,
(13.35)
as the greater critical exponent
1
is a solution of Eq. (13.30) and thus
vanishes, leaving us with a vanishing denominator.
13.3.3 dAlambert reduction of order
If
1

2
+n with n Z, then we nd only a single solution of the Fuchsian
equation. In order to obtain another linear independent solution we have
to employ a method based on the Wronskian
6
, or the dAlambert reduc-
6
George B. Arfken and Hans J. Weber.
Mathematical Methods for Physicists.
Elsevier, Oxford, 6th edition, 2005. ISBN
0-12-059876-0;0-12-088584-0
tion
7
, which is a general method to obtain another, linear independent
7
Gerald Teschl. Ordinary Differential
Equations and Dynamical Systems. Grad-
uate Studies in Mathematics, volume 140.
American Mathematical Society, Provi-
dence, Rhode Island, 2012. ISBN ISBN-10:
0-8218-8328-3 / ISBN-13: 978-0-8218-
8328-0. URL http://www.mat.univie.
ac.at/~gerald/ftp/book-ode/ode.pdf
solution y
2
(x) from an existing particular solution y
1
(x) by the Ansatz (no
proof is presented here)
y
2
(x) y
1
(x)
_
x
v(s)ds. (13.36)
198 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Inserting y
2
(x) from (13.36) into the Fuchsian equation (13.20), and using
the fact that by assumption y
1
(x) is a solution of it, yields
d
2
dx
2
y
2
(x) +p
1
(x)
d
dx
y
2
(x) +p
2
(x)y
2
(x) 0,
d
2
dx
2
y
1
(x)
_
x
v(s)ds +p
1
(x)
d
dx
y
1
(x)
_
x
v(s)ds +p
2
(x)y
1
(x)
_
x
v(s)ds 0,
d
dx
__
d
dx
y
1
(x)
__
x
v(s)ds +y
1
(x)v(x)
_
+p
1
(x)
_
d
dx
y
1
(x)
__
x
v(s)ds +y
1
(x)v(x) +p
2
(x)y
1
(x)
_
x
v(s)ds 0,
_
d
2
dx
2
y
1
(x)
__
x
v(s)ds +
_
d
dx
y
1
(x)
_
v(x) +
_
d
dx
y
1
(x)
_
v(x) +y
1
(x)
_
d
dx
v(x)
_
+p
1
(x)
_
d
dx
y
1
(x)
__
x
v(s)ds +p
1
(x)y
1
(x)v(x) +p
2
(x)y
1
(x)
_
x
v(s)ds 0,
_
d
2
dx
2
y
1
(x)
__
x
v(s)ds +p
1
(x)
_
d
dx
y
1
(x)
__
x
v(s)ds +p
2
(x)y
1
(x)
_
x
v(s)ds
+p
1
(x)y
1
(x)v(x) +
_
d
dx
y
1
(x)
_
v(x) +
_
d
dx
y
1
(x)
_
v(x) +y
1
(x)
_
d
dx
v(x)
_
0,
_
d
2
dx
2
y
1
(x)
__
x
v(s)ds +p
1
(x)
_
d
dx
y
1
(x)
__
x
v(s)ds +p
2
(x)y
1
(x)
_
x
v(s)ds
+y
1
(x)
_
d
dx
v(x)
_
+2
_
d
dx
y
1
(x)
_
v(x) +p
1
(x)y
1
(x)v(x) 0,
__
d
2
dx
2
y
1
(x)
_
+p
1
(x)
_
d
dx
y
1
(x)
_
+p
2
(x)y
1
(x)
__
x
v(s)ds
+y
1
(x)
_
d
dx
v(x)
_
+
_
2
_
d
dx
y
1
(x)
_
+p
1
(x)y
1
(x)
_
v(x) 0,
y
1
(x)
_
d
dx
v(x)
_
+
_
2
_
d
dx
y
1
(x)
_
+p
1
(x)y
1
(x)
_
v(x) 0,
and nally,
v
t
(x) +v(x)
_
2
y
t
1
(x)
y
1
(x)
+p
1
(x)
_
0. (13.37)
13.3.4 Computation of the characteristic exponent
Let w
tt
+p
1
(z)w
t
+p
2
(z)w 0 a Fuchsian equation. From the Laurent series
expansion of p
1
(z) and p
2
(z) with Cauchys integral formula we can derive
the following equations, which are helpful in tetermining the characteristc
exponent :

0
lim
zz
0
(z z
0
)p
1
(z),

0
lim
zz
0
(z z
0
)
2
p
2
(z),
(13.38)
where z
0
is a regular singular point.
Let us consider
0
and the Laurent series for
p
1
(z)

k1
a
k
(z z
0
)
k
with a
k

1
2i
_
p
1
(s)(s z
0
)
(k+1)
ds.
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 199
The summands vanish for k <1, because p
1
(z) has at most a pole of order
one at z
0
. Let us change the index : n k +1 (k n1) and
n
def
a
n1
;
then
p
1
(z)

n0

n
(z z
0
)
n1
,
where

n
a
n1

1
2i
_
p
1
(s)(s z
0
)
n
ds;
in particular,

1
2i
_
p
1
(s)ds.
Because the equation is Fuchsian, p
1
(z) has only a pole of order one at z
0
;
and p
1
(z) is of the form
p
1
(z)
a
1
(z)
(z z
0
)a
2
(z)

(z z
0
)p
1
(z)
(z z
0
)
and

1
2i
_
p
1
(s)(s z
0
)
(s z
0
)
ds,
where (s z
0
)p
1
(s) is analytic around z
0
; hence we can apply Cauchys
integral formula:

0
lim
sz
0
p
1
(s)(s z
0
)
An easy way to see this is with the Ansatz: p
1
(z)

n0

n
(z z
0
)
n1
;
multiplication with (z z
0
) yields
(z z
0
)p
1
(z)

n0

n
(z z
0
)
n
.
In the limit z z
0
,
lim
zz
0
(z z
0
)p
1
(z)
n
Let us consider
0
and the Laurent series for
p
2
(z)

k2

b
k
(z z
0
)
k
with

b
k

1
2i
_
p
2
(s)(s z
0
)
(k+1)
ds.
The summands vanish for k < 2, because p
2
(z) has at most a pole of
second order at z
0
. Let us change the index : n k +2 (k n 2) and

n
def


b
n2
. Hence,
p
2
(z)

n0

n
(z z
0
)
n2
,
where

1
2i
_
p
2
(s)(s z
0
)
(n1)
ds,
in particular,

1
2i
_
p
2
(s)(s z
0
)ds.
200 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Because the equation is Fuchsian, p
2
(z) has only a pole of the order of two
at z
0
; and p
2
(z) is of the form
p
2
(z)
a
2
(z)
(z z
0
)
2
a
2
(z)

(z z
0
)
2
p
2
(z)
(z z
0
)
2
where a
2
(z) p
2
(z)(z z
0
)
2
is analytic around z
0

1
2i
_
p
2
(s)(s z
0
)
2
(s z
0
)
ds;
hence we can apply Cauchys integral formula

0
lim
sz
0
p
2
(s)(s z
0
)
2
.
An easy way to see this is with the Ansatz: p
2
(z)

n0

n
(z z
0
)
n2
.
multiplication with (z z
0
)
2
, in the limit z z
0
, yields
lim
zz
0
(z z
0
)
2
p
2
(z)
n
13.3.5 Behavior at innity
For z , transform the Fuchsian equation w
tt
+p
1
(z)w
t
+p
2
(z)w 0
above into the new variable t
1
z
.
t
1
z
, z
1
t
, u(t )
def
w
_
1
t
_
w(z)
dz
dt

1
t
2
, and thus
d
dz
t
2
d
dt
d
2
dz
2
t
2
d
dt
_
t
2
d
dt
_
t
2
_
2t
d
dt
t
2
d
2
dt
2
_
2t
3
d
dt
+t
4
d
2
dt
2
w
t
(z)
d
dz
w(z) t
2
d
dt
u(t ) t
2
u
t
(t )
w
tt
(z)
d
2
dz
2
w(z)
_
2t
3
d
dt
+t
4
d
2
dt
2
_
u(t ) 2t
3
u
t
(t ) +t
4
u
tt
(t )
Insertion into the Fuchsian equation w
tt
+p
1
(z)w
t
+p
2
(z)w 0 yields
2t
3
u
t
+t
4
u
tt
+p
1
_
1
t
_
(t
2
u
t
) +p
2
_
1
t
_
u 0,
and hence,
u
tt
+
_
2
t

p
1
_
1
t
_
t
2
_
u
t
+
p
2
_
1
t
_
t
4
u 0.
From
p
1
(t )
def

_
2
t

p
1
_
1
t
_
t
2
_
and
p
2
(t )
def

p
2
_
1
t
_
t
4
follows the form of the rewritten differential equation u
tt
+ p
1
(t )u
t
+
p
2
(t )u 0. This equation is Fuchsian if 0 is a ordinary point, or at least
a regular singular point.
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 201
13.3.6 Examples
Let us consider some examples involving Fuchsian equations of the second
order.
1. Find out whether the following differential equations are Fuchsian, and
enumerate the regular singular points:
zw
tt
+(1z)w
t
0,
z
2
w
tt
+zw
t

2
w 0,
z
2
(1+z)
2
w
tt
+2z(z +1)(z +2)w
t
4w 0,
2z(z +2)w
tt
+w
t
zw 0.
(13.39)
ad 1: zw
tt
+(1z)w
t
0 w
tt
+
(1z)
z
w
t
0
z 0:

0
lim
z0
z
(1z)
z
1,
0
lim
z0
z
2
0 0.
The equation for the characteristic exponent is
(1) +
0
+
0
0
2
+0
1,2
0.
z : z
1
t
p
1
(t )
2
t

_
1
1
t
_
1
t
t
2

2
t

_
1
1
t
_
t

1
t
+
1
t
2

t +1
t
2
not Fuchsian.
ad 2: z
2
w
tt
+zw
t
v
2
w 0 w
tt
+
1
z
w
t

v
2
z
2
w 0.
z 0:

0
lim
z0
z
1
z
1,
0
lim
z0
z
2
_

v
2
z
2
_
v
2
.

2
+v
2
0
1,2
v
z : z
1
t
p
1
(t )
2
t

1
t
2
t
1
t
p
2
(t )
1
t
4
_
t
2
v
2
_

v
2
t
2
u
tt
+
1
t
u
t

v
2
t
2
u 0
1,2
v
Fuchsian equation.
202 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
ad 3:
z
2
(1+z)
2
w
tt
+2z(z+1)(z+2)w
t
4w 0 w
tt
+
2(z +2)
z(z +1)
w
t

4
z
2
(1+z)
2
w 0
z 0:

0
lim
z0
z
2(z +2)
z(z +1)
4,
0
lim
z0
z
2
_

4
z
2
(1+z)
2
_
4.
(1) +44
2
+34 0
1,2

3
_
9+16
2

_
4
+1
z 1:

0
lim
z1
(z +1)
2(z +2)
z(z +1)
2,
0
lim
z1
(z +1)
2
_

4
z
2
(1+z)
2
_
4.
(1) 24
2
34 0
1,2

3
_
9+16
2

_
+4
1
z :
p
1
(t )
2
t

1
t
2
2
_
1
t
+2
_
1
t
_
1
t
+1
_
2
t

2
_
1
t
+2
_
1+t

2
t
_
1
1+2t
1+t
_
p
2
(t )
1
t
4
_
_

4
1
t
2
_
1+
1
t
_
2
_
_

4
t
2
t
2
(t +1)
2

4
(t +1)
2
u
tt
+
2
t
_
1
1+2t
1+t
_
u
t

4
(t +1)
2
u 0

0
lim
t 0
t
2
t
_
1
1+2t
1+t
_
0,
0
lim
t 0
t
2
_

4
(t +1)
2
_
0.
(1) 0
1,2

_
0
1
Fuchsian equation.
ad 4:
2z(z +2)w
tt
+w
t
zw 0 w
tt
+
1
2z(z +2)
w
t

1
2(z +2)
w 0
z 0:

0
lim
z0
z
1
2z(z +2)

1
4
,
0
lim
z0
z
2
1
2(z +2)
0.

2
+
1
4
0
2

3
4
0
1
0,
2

3
4
.
z 2:

0
lim
z2
(z +2)
1
2z(z +2)

1
4
,
0
lim
z2
(z +2)
2
1
2(z +2)
0.

1
0,
2

5
4
.
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 203
z :
p
1
(t )
2
t

1
t
2
_
1
2
1
t
_
1
t
+2
_
_

2
t

1
2(1+2t )
p
2
(t )
1
t
4
(1)
2
_
1
t
+2
_
1
2t
3
(1+2t )
no Fuchsian.
2. Determine the solutions of
z
2
w
tt
+(3z +1)w
t
+w 0
around the regular singular points.
The singularities are at z 0 and z .
Singularities at z 0:
p
1
(z)
3z +1
z
2

a
1
(z)
z
mit a
1
(z) 3+
1
z
p
1
(z) has a pole of higher order than one; hence this is no Fuchsian
equation; and z 0 is an irregular singular point.
Singularities at z :
Transformation z
1
t
, w(z) u(t ):
u
tt
(t ) +
_
2
t

1
t
2
p
1
_
1
t
__
u
t
(t ) +
1
t
4
p
2
_
1
t
_
u(t ) 0.
The new coefcient functions are
p
1
(t )
2
t

1
t
2
p
1
_
1
t
_

2
t

1
t
2
(3t +t
2
)
2
t

3
t
1
1
t
1
p
2
(t )
1
t
4
p
2
_
1
t
_

t
2
t
4

1
t
2
check whether this is a regular singular point:
p
1
(t )
1+t
t

a
1
(t )
t
mit a
1
(t ) (1+t ) regular
p
2
(t )
1
t
2

a
2
(t )
t
2
mit a
2
(t ) 1 regular
a
1
and a
2
are regular at t 0, hence this is a regular singular point.
Ansatz around t 0: the transformed equation is
u
tt
(t ) + p
1
(t )u
t
(t ) + p
2
(t )u(t ) 0
u
tt
(t )
_
1
t
+1
_
u
t
(t ) +
1
t
2
u(t ) 0
t
2
u
tt
(t ) (t +t
2
)u
t
(t ) +u(t ) 0
204 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
The generalized power series is
u(t )

n0
w
n
t
n+
u
t
(t )

n0
w
n
(n +)t
n+1
u
tt
(t )

n0
w
n
(n +)(n +1)t
n+2
If we insert this into the transformed differential equation we obtain
t
2

n0
w
n
(n +)(n +1)t
n+2

(t +t
2
)

n0
w
n
(n +)t
n+1
+

n0
w
n
t
n+
0

n0
w
n
(n +)(n +1)t
n+

n0
w
n
(n +)t
n+

n0
w
n
(n +)t
n++1
+

n0
w
n
t
n+
0
Change of index: mn +1, n m1 in the third sum yields

n0
w
n
_
(n +)(n +2) +1
_
t
n+

m1
w
m1
(m1+)t
m+
0.
In the second sum, substitute m for n

n0
w
n
_
(n +)(n +2) +1
_
t
n+

n1
w
n1
(n +1)t
n+
0.
We write out explicitly the n 0 term of the rst sum
w
0
_
(2) +1
_
t

n1
w
n
_
(n +)(n +2) +1
_
t
n+

n1
w
n1
(n +1)t
n+
0.
Now we can combine the two sums
w
0
_
(2) +1
_
t

+
+

n1
_
w
n
_
(n +)(n +2) +1
_
w
n1
(n +1)
_
t
n+
0.
The left hand side can only vanish for all t if the coefcients vanish;
hence
w
0
_
(2) +1
_
0, (13.40)
w
n
_
(n +)(n +2) +1
_
w
n1
(n +1) 0. (13.41)
ad (13.40) for w
0
:
(2) +1 0

2
2+1 0
(1)
2
0
(1,2)

1
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 205
The charakteristic exponent is
(1)


(2)

1.
ad (13.41) for w
n
: For the coefcients w
n
we obtain the recursion
formula
w
n
_
(n +)(n +2) +1
_
w
n1
(n +1)
w
n

n +1
(n +)(n +2) +1
w
n1
.
Let us insert 1:
w
n

n
(n +1)(n 1) +1
w
n1

n
n
2
1+1
w
n1

n
n
2
w
n1

1
n
w
n1
.
We can x w
0
1, hence:
w
0
1
1
1

1
0!
w
1

1
1

1
1!
w
2

1
1 2

1
2!
w
3

1
1 2 3

1
3!
.
.
.
w
n

1
1 2 3 n

1
n!
And nally,
u
1
(t ) t

n0
w
n
t
n
t

n0
t
n
n!
t e
t
.
Notice that both characteristic exponents are equal; hence we have to
employ the dAlambert reduction
u
2
(t ) u
1
(t )
t
_
0
v(s)ds
with
v
t
(t ) +v(t )
_
2
u
t
1
(t )
u
1
(t )
+ p
1
(t )
_
0.
Insertion of u
1
and p
1
ein,
u
1
(t ) t e
t
u
t
1
(t ) e
t
(1+t )
p
1
(t )
_
1
t
+1
_
,
206 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
yields
v
t
(t ) +v(t )
_
2
e
t
(1+t )
t e
t

1
t
1
_
0
v
t
(t ) +v(t )
_
2
(1+t )
t

1
t
1
_
0
v
t
(t ) +v(t )
_
2
t
+2
1
t
1
_
0
v
t
(t ) +v(t )
_
1
t
+1
_
0
dv
dt
v
_
1+
1
t
_
dv
v

_
1+
1
t
_
dt
Upon integration of both sides we obtain
_
dv
v

__
1+
1
t
_
dt
logv (t +logt ) t logt
v exp(t logt ) e
t
e
logt

e
t
t
,
and hence an explicit form of v(t ):
v(t )
1
t
e
t
.
If we insert this into the equation for u
2
we obtain
u
2
(t ) t e
t
_
t
0
1
s
e
s
ds.
Therefore, with t
1
z
, u(t ) w(z), the two linear independent solu-
tions around the regular singular point at z are
w
1
(z)
1
z
exp
_
1
z
_
, and
w
2
(z)
1
z
exp
_
1
z
_
1
z
_
0
1
t
e
t
dt .
(13.42)
13.4 Hypergeometric function
13.4.1 Denition
A hypergeometric series is a series

j 0
c
j
, (13.43)
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 207
where the quotients
c
j +1
c
j
are rational functions of j , so that they can be
factorized by
c
j +1
c
j

( j +a
1
)( j +a
2
) ( j +a
p
)
( j +b
1
)( j +b
2
) ( j +b
q
)
_
x
j +1
_
,
or c
j +1
c
j
( j +a
1
)( j +a
2
) ( j +a
p
)
( j +b
1
)( j +b
2
) ( j +b
q
)
_
x
j +1
_
c
j 1
( j 1+a
1
)( j 1+a
2
) ( j 1+a
p
)
( j 1+b
1
)( j 1+b
2
) ( j 1+b
q
)

( j +a
1
)( j +a
2
) ( j +a
p
)
( j +b
1
)( j +b
2
) ( j +b
q
)
_
x
j
__
x
j +1
_
c
0
a
1
a
2
a
p
b
1
b
2
b
q

( j 1+a
1
)( j 1+a
2
) ( j 1+a
p
)
( j 1+b
1
)( j 1+b
2
) ( j 1+b
q
)

( j +a
1
)( j +a
2
) ( j +a
p
)
( j +b
1
)( j +b
2
) ( j +b
q
)
_
x
1
_

_
x
j
__
x
j +1
_
c
0
(a
1
)
j +1
(a
2
)
j +1
(a
p
)
j +1
(b
1
)
j +1
(b
2
)
j +1
(b
q
)
j +1
_
x
j +1
( j +1)!
_
.
(13.44)
The factor j +1 in the denominator has been chosen to dene the par-
ticular factor j ! in a denition given later and below; if it does not arise
naturally we may just obtain it by compensating it with a factor j +1 in
the numerator. With this ratio, the hypergeometric series (13.43) can be
written i terms of shifted factorials, or, by another naming, the Pochham-
mer symbol, as

j 0
c
j
c
0

j 0
(a
1
)
j
(a
2
)
j
(a
p
)
j
(b
1
)
j
(b
2
)
j
(b
q
)
j
x
j
j !
c
0p
F
q
_
a
1
, . . . , a
p
b
1
, . . . , b
p
; x
_
, or
c
0p
F
q
_
a
1
, . . . , a
p
; b
1
, . . . , b
p
; x
_
.
(13.45)
Apart from this denition via hypergeometric series, the Gauss hyperge-
ometric function, or, used synonymuously, the Gauss series
2
F
1
_
a, b
c
; x
_

2
F
1
(a, b; c; x)

j 0
(a)
j
(b)
j
(c)
j
x
j
j !
1+
ab
c
x +
1
2!
a(a +1)b(b +1)
c(c +1)
x
2
(13.46)
can be dened as a solution of a Fuchsian differential equation which has
at most three regular singularities at 0, 1, and .
Indeed, any Fuchsian equation with nite regular singularities at x
1
and
x
2
can be rewritten into the Gaussian form with regular singularities at 0,
1, and . This can be demonstrated by rewriting any such equation of the The Bessel equation has a reg-
ular singular point at 0, and an
irregular singular point at innity.
208 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
form
w
tt
(x) +
_
A
1
x x
1
+
A
2
x x
2
_
w
t
(x)
+
_
B
1
(x x
1
)
2
+
B
2
(x x
2
)
2
+
C
1
x x
1
+
C
2
x x
2
_
w(x) 0
(13.47)
through transforming Eq. (13.47) into the hypergeometric equation
_
d
2
dx
2
+
(a +b +1)x c
x(x 1)
d
dx
+
ab
x(x 1)
_
2
F
1
(a, b; c; x) 0, (13.48)
where the solution is proportional to the Gauss hypergeometric function
w(x) (x x
1
)

(1)
1
(x x
2
)

(2)
2
2
F
1
(a, b; c; x), (13.49)
and the variable transform as
x x
x x
1
x
2
x
1
, with
a
(1)
1
+
(1)
2
+
(1)

,
b
(1)
1
+
(1)
2
+
(2)

,
c 1+
(1)
1

(2)
1
.
(13.50)
where
(i )
j
stands for the i th characteristic exponent of the j th singularity.
Whereas the full transformation from Eq. (13.47) to the hypergeometric
equation (13.48) will not been given, we shall show that the Gauss hyperge-
ometric function
2
F
1
satises the hypergeometric equation (13.48).
First, dene the differential operator
x
d
dx
, (13.51)
and observe that
(+c 1)x
n
x
d
dx
_
x
d
dx
+c 1
_
x
n
x
d
dx
_
xnx
n1
+cx
n
x
n
_
x
d
dx
_
nx
n
+cx
n
x
n
_
x
d
dx
(n +c 1) x
n
n(n +c 1) x
n
.
(13.52)
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 209
Thus, if we apply (+c 1) to
2
F
1
, then
(+c 1)
2
F
1
(a, b; c; x)
(+c 1)

j 0
(a)
j
(b)
j
(c)
j
x
j
j !

j 0
(a)
j
(b)
j
(c)
j
j ( j +c 1)x
j
j !

j 1
(a)
j
(b)
j
(c)
j
j ( j +c 1)x
j
j !

j 1
(a)
j
(b)
j
(c)
j
( j +c 1)x
j
( j 1)!
[index shift: j n +1, n j 1, n 0]

n0
(a)
n+1
(b)
n+1
(c)
n+1
(n +1+c 1)x
n+1
n!
x

n0
(a)
n
(a +n)(b)
n
(b +n)
(c)
n
(c +n)
(n +c)x
n
n!
x

n0
(a)
n
(b)
n
(c)
n
(a +n)(b +n)x
n
n!
x(+a)(+b)

n0
(a)
n
(b)
n
(c)
n
x
n
n!
x(+a)(+b)
2
F
1
(a, b; c; x),
(13.53)
where we have used that
(a)
n+1
a(a +1) (a +n 1)(a +n) (a)
n
(a +n). (13.54)
Writing out in Eq. (13.53) explicitly yields
{(+c 1) x(+a)(+b)}
2
F
1
(a, b; c; x) 0,
_
x
d
dx
_
x
d
dx
+c 1
_
x
_
x
d
dx
+a
__
x
d
dx
+b
__
2
F
1
(a, b; c; x) 0,
_
d
dx
_
x
d
dx
+c 1
_

_
x
d
dx
+a
__
x
d
dx
+b
__
2
F
1
(a, b; c; x) 0,
_
d
dx
+x
d
2
dx
2
+(c 1)
d
dx

_
x
2
d
2
dx
2
+x
d
dx
+bx
d
dx
+ax
d
dx
+ab
__
2
F
1
(a, b; c; x) 0,
_
_
x x
2
_ d
2
dx
2
+(1+c 1x x(a +b))
d
dx
+ab
_
2
F
1
(a, b; c; x) 0,
_
(x(x 1))
d
2
dx
2
(c x(1+a +b))
d
dx
ab
_
2
F
1
(a, b; c; x) 0,
_
d
2
dx
2
+
x(1+a +b) c
x(x 1)
d
dx
+
ab
x(x 1)
_
2
F
1
(a, b; c; x) 0.
(13.55)
210 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
13.4.2 Properties
There exist many properties of the hypergeometric series. In the following
we shall mention a few.
d
dz
2
F
1
(a, b; c; z)
ab
c
2
F
1
(a +1, b +1; c +1; z). (13.56)
d
dz
2
F
1
(a, b; c; z)
d
dz

n0
(a)
n
(b)
n
(c)
n
z
n
n!

n0
(a)
n
(b)
n
(c)
n
n
z
n1
n!

n1
(a)
n
(b)
n
(c)
n
z
n1
(n 1)!
Index shift n n +1, mn 1:
d
dz
2
F
1
(a, b; c; z)

n0
(a)
n+1
(b)
n+1
(c)
n+1
z
n
n!
As
(x)
n+1
x(x +1)(x +2) (x +n 1)(x +n)
(x +1)
n
(x +1)(x +2) (x +n 1)(x +n)
(x)
n+1
x(x +1)
n
holds, we obtain
d
dz
2
F
1
(a, b; c; z)

n0
ab
c
(a +1)
n
(b +1)
n
(c +1)
n
z
n
n!

ab
c
2
F
1
(a +1, b +1; c +1; z).
We state Eulers integral representation for c > 0 and b > 0 without
proof:
2
F
1
(a, b; c; x)
(c)
(b)(c b)
_
1
0
t
b1
(1t )
cb1
(1xt )
a
dt . (13.57)
For (c a b) >0, we also state Gauss theorem
2
F
1
(a, b; c; 1)

j 0
(a)
j
(b)
j
j !(c)
j

(c)(c a b)
(c a)(c b)
. (13.58)
For a proof, we can set x 1 in Eulers integral representation, and the
Beta function dened in Eq. (13.18).
13.4.3 Plasticity
Some of the most important elementary functions can be expressed as
hypergeometric series; most importantly the Gaussion one
2
F
1
, which is
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 211
sometimes denoted by just F. Let us enumerate a few.
e
x

0
F
0
(; ; x) (13.59)
cosx
0
F
1
(;
1
2
;
x
2
4
) (13.60)
sinx x
0
F
1
(;
3
2
;
x
2
4
) (13.61)
(1x)
a

1
F
0
(a; ; x) (13.62)
sin
1
x x
2
F
1
(
1
2
,
1
2
;
3
2
; x
2
) (13.63)
tan
1
x x
2
F
1
(
1
2
, 1;
3
2
; x
2
) (13.64)
log(1+x) x
2
F
1
(1, 1; 2; x) (13.65)
H
2n
(x)
(1)
n
(2n)!
n!
1
F
1
(n;
1
2
; x
2
) (13.66)
H
2n+1
(x) 2x
(1)
n
(2n +1)!
n!
1
F
1
(n;
3
2
; x
2
) (13.67)
L

n
(x)
_
n +
n
_
1
F
1
(n; +1; x) (13.68)
P
n
(x) P
(0,0)
n
(x)
2
F
1
(n, n +1; 1;
1x
2
), (13.69)
C

n
(x)
(2)
n
_
+
1
2
_
n
P
(
1
2
,
1
2
)
n
(x), (13.70)
T
n
(x)
n!
_
1
2
_
n
P
(
1
2
,
1
2
)
n
(x), (13.71)
J

(x)
_
x
2
_

(+1)
0
F
1
(; +1;
1
4
x
2
), (13.72)
where H stands for Hermite polynomials, L for Laguerre polynomials,
P
(,)
n
(x)
(+1)
n
n!
2
F
1
(n, n +++1; +1;
1x
2
) (13.73)
for Jacobi polynomials, C for Gegenbauer polynomials, T for Chebyshev
polynomials, P for Legendre polynomials, and J for the Bessel functions of
the rst kind, respectively.
1. Let us prove that
log(1z) z
2
F
1
(1, 1, 2; z).
Consider
2
F
1
(1, 1, 2; z)

m0
[(1)
m
]
2
(2)
m
z
m
m!

m0
[1 2 m]
2
2 (2+1) (2+m1)
z
m
m!
With
(1)
m
1 2 mm!, (2)
m
2 (2+1) (2+m1) (m+1)!
follows
2
F
1
(1, 1, 2; z)

m0
[m!]
2
(m+1)!
z
m
m!

m0
z
m
m+1
.
212 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Index shift k m+1
2
F
1
(1, 1, 2; z)

k1
z
k1
k
and hence
z
2
F
1
(1, 1, 2; z)

k1
z
k
k
.
Compare with the series
log(1+x)

k1
(1)
k+1
x
k
k
fr 1 <x 1
If one substitutes x for x, then
log(1x)

k1
x
k
k
.
The identity follows from the analytic continuation of x to the complex
z plane.
2. Let us prove that, because of (a +z)
n

n
k0
_
n
k
_
z
k
a
nk
,
(1z)
n

2
F
1
(n, 1, 1; z).
2
F
1
(n, 1, 1; z)

i 0
(n)
i
(1)
i
(1)
i
z
i
i !

i 0
(n)
i
z
i
i !
.
Consider (n)
i
(n)
i
(n)(n +1) (n +i 1).
For evenn 0 the series stops after a nite number of terms, because
the factor n+i 1 0 fr i n+1 vanishes; hence the sum of i extends
only from 0 to n. Hence, if we collect the factors (1) which yield (1)
i
we obtain
(n)
i
(1)
i
n(n 1) [n (i 1)] (1)
i
n!
(n i )!
.
Hence, insertion into the Gauss hypergeometric function yields
2
F
1
(n, 1, 1; z)
n

i 0
(1)
i
z
i
n!
i !(n i )!

n

i 0
_
n
i
_
(z)
i
.
This is the binomial series
(1+x)
n

k0
_
n
k
_
x
k
with x z; and hence,
2
F
1
(n, 1, 1; z) (1z)
n
.
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 213
3. Let us prove that, because of arcsinx

k0
(2k)!x
2k+1
2
2k
(k!)
2
(2k+1)
,
2
F
1
_
1
2
,
1
2
,
3
2
; sin
2
z
_

z
sinz
.
Consider
2
F
1
_
1
2
,
1
2
,
3
2
; sin
2
z
_

m0
__
1
2
_
m
_
2
_
3
2
_
m
(sinz)
2m
m!
.
We take
(2n)!! 2 4 (2n) n!2
n
(2n 1)!! 1 3 (2n 1)
(2n)!
2
n
n!
Hence
_
1
2
_
m

1
2

_
1
2
+1
_

_
1
2
+m1
_

1 3 5 (2m1)
2
m

(2m1)!!
2
m
_
3
2
_
m

3
2

_
3
2
+1
_

_
3
2
+m1
_

3 5 7 (2m+1)
2
m

(2m+1)!!
2
m
Therefore,
_
1
2
_
m
_
3
2
_
m

1
2m+1
.
On the other hand,
(2m)! 1 2 3 (2m1)(2m) (2m1)!!(2m)!!
1 3 5 (2m1) 2 4 6 (2m)

_
1
2
_
m
2
m
2
m
m! 2
2m
m!
_
1
2
_
m

_
1
2
_
m

(2m)!
2
2m
m!
Upon insertion one obtains
F
_
1
2
,
1
2
,
3
2
; sin
2
z
_

m0
(2m)!(sinz)
2m
2
2m
(m!)
2
(2m+1)
.
Comparing with the series for arcsin one nally obtains
sinzF
_
1
2
,
1
2
,
3
2
; sin
2
z
_
arcsin(sinz) z.
13.4.4 Four forms
We state without proof the four forms of Gauss hypergeometric function
8
.
8
T. M. MacRobert. Spherical Harmonics.
An Elementary Treatise on Harmonic
Functions with Applications, volume 98 of
International Series of Monographs in Pure
and Applied Mathematics. Pergamon Press,
Oxford, 3rd edition, 1967
F(a, b; c; x) (1x)
cab
F(c a, c b; c; x) (13.74)
(1x)
a
F
_
a, c b; c;
x
x 1
_
(13.75)
(1x)
b
F
_
b, c a; c;
x
x 1
_
. (13.76)
214 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
13.5 Orthogonal polynomials
Many systems or sequences of functions may serve as a basis of linearly in-
dependent functions which are capable to cover that is, to approximate
certain functional classes
9
. We have already encountered at least two
9
Russell Herman. A Second Course in Or-
dinary Differential Equations: Dynamical
Systems and Boundary Value Problems.
University of North Carolina Wilming-
ton, Wilmington, NC, 2008. URL http:
//people.uncw.edu/hermanr/mat463/
ODEBook/Book/ODE
_
LargeFont.pdf.
Creative Commons Attribution-
NoncommercialShare Alike 3.0 United
States License; and Francisco Marcelln
and Walter Van Assche. Orthogonal Polyno-
mials and Special Functions, volume 1883
of Lecture Notes in Mathematics. Springer,
Berlin, 2006. ISBN 3-540-31062-2
such prospective bases [cf. Eq. (8.12)]:
{1, x, x
2
, . . . , x
k
, . . .} with f (x)

k0
c
k
x
k
,
_
e
i kx
[ k Z
_
for f (x +2) f (x)
with f (x)

k
c
k
e
i kx
,
where c
k

1
2
_

f (x)e
i kx
dx.
(13.77)
In order to claim existence of such functional basis systems, let us rst
dene what orthogonality means in the functional context. Just as for
linear vector spaces, we can dene an inner product or scalar product [cf.
also Eq. (8.4)] of two real-valued functions f (x) and g(x) by the integral
10 10
Herbert S. Wilf. Mathematics for the
physical sciences. Dover, New York, 1962.
URL http://www.math.upenn.edu/
~wilf/website/Mathematics
_
for
_
the
_
Physical
_
Sciences.html
f [ g
_
b
a
f (x)g(x)(x)dx (13.78)
for some suitable weight function (x) 0. Very often, the weight function
is set to unity; that is, (x) 1. We notice without proof that f [
g satises all requirements of a scalar product. A system of functions
{
0
,
1
,
2
, . . . ,
k
, . . .} is orthogonal if

j
[
k

_
b
a

j
(x)
k
(x)(x)dx
j k
. (13.79)
Suppose, in some generality, that { f
0
, f
1
, f
2
, . . . , f
k
, . . .} is a sequence of
nonorthogonal functions. Then we can apply a Gram-Schmidt orthogonal-
ization process to these functions and thereby obtain orthogonal functions
{
0
,
1
,
2
, . . . ,
k
, . . .} by

0
(x) f
0
(x),

k
(x) f
k
(x)
k1

j 0
f
k
[
j

j
[
j

j
(x).
(13.80)
Note that the proof of the Gram-Schmidt process in the functional context
is analoguous to the one in the vector context.
13.6 Legendre polynomials
The system of polynomial functions {1, x, x
2
, . . . , x
k
, . . .} is such a non or-
thogonal sequence in this sense, as, for instance, with 1 and b a 1,
1 [ x
2

_
b1
a1
x
2
dx
b
3
a
3
3

2
3
. (13.81)
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 215
Hence, by the Gram-Schmidt process we obtain

0
(x) 1,

1
(x) x
x [ 1
1 [ 1
1
x 0 x,

2
(x) x
2

x
2
[ 1
1 [ 1
1
x
2
[ x
x [ x
x
x
2

2/3
2
10x x
2

1
3
,
.
.
.
(13.82)
If we are forcing a normalization of

k
(1) 1, (13.83)
then this system of orthogonal polynomials is the classical Legendre poly-
nomials
P
0
(x) 1,
P
1
(x) x,
P
2
(x)
_
x
2

1
3
_
/
2
3

1
2
_
3x
2
1
_
,
.
.
.
(13.84)
Why should we be interested in orthonormal systems of functions?
Because, as pointed out earlier, they could be the eigenfunctions and solu-
tions of certain differential equation, such as, for instance, the Schrdinger
equation, which may be subjected to a separation of variables. For Leg-
endre polynomials the associated differential equation is the Legendre
equation
(x
2
1)[P
l
(x)]
tt
+2x[P
l
(x)]
t
l (l +1)P
l
(x), for l N
0
(13.85)
whose Sturm-Liouville form has been mentioned earlier in Table 11.1 on
page 184. For a proof, we refer to the literature.
13.6.1 Rodrigues formula
We just state the Rodrigues formula for Legendre polynomials
P
l
(x)
1
2
l
l !
d
l
dx
l
(x
2
1)
l
, for l N
0
. (13.86)
without proof.
For even l , P
l
(x) P
l
(x) is an even function of x, whereas for odd
l , P
l
(x) P
l
(x) is an odd function of x; that is, P
l
(x) (1)
l
P
l
(x).
Moreover, P
l
(1) (1)
l
and P
2k+1
(0) 0.
216 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
This can be shown by the substitution t x, dt dx, and insertion
into the Rodrigues formula:
P
l
(x)
1
2
l
l !
d
l
du
l
(u
2
1)
l

ux
[u u]

1
(1)
l
1
2
l
l !
d
l
du
l
(u
2
1)
l

ux
(1)
l
P
l
(x).
Because of the normalization P
l
(1) 1 we obtain
P
l
(1) (1)
l
P
l
(1) (1)
l
.
And as P
l
(0) P
l
(0) (1)
l
P
l
(0), we obtain P
l
(0) 0 for odd l .
13.6.2 Generating function
For [x[ <1 and [1[ <1 the Legendre polynomials have the following generat-
ing function
g(x, t )
1
_
12xt +t
2

l 0
t
l
P
l
(x). (13.87)
No proof is given here.
13.6.3 The three term and other recursion formulae
Among other things, generating functions are useful for the derivation of
certain recursion relations involving Legendre polynomials.
For instance, for l 1, 2, . . ., the three term recursion formula
(2l +1)xP
l
(x) (l +1)P
l +1
(x) +l P
l 1
(x), (13.88)
or, by substituting l 1 for l , for l 2, 3. . .,
(2l 1)xP
l 1
(x) l P
l
(x) +(l 1)P
l 2
(x), (13.89)
can be proven as follows.
g(x, t )
1
_
12t x +t
2

n0
t
n
P
n
(x)

t
g(x, t )
1
2
(12t x +t
2
)

3
2
(2x +2t )
1
_
12t x +t
2
x t
12t x +t
2

t
g(x, t )
x t
12t x +t
2

n0
t
n
P
n
(x)

n0
nt
n1
P
n
(x)
(x t )

n0
t
n
P
n
(x) (12t x +t
2
)

n0
nt
n1
P
n
(x) 0

n0
xt
n
P
n
(x)

n0
t
n+1
P
n
(x)

n1
nt
n1
P
n
(x)+
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 217
+

n0
2xnt
n
P
n
(x)

n0
nt
n+1
P
n
(x) 0

n0
(2n +1)xt
n
P
n
(x)

n0
(n +1)t
n+1
P
n
(x)

n1
nt
n1
P
n
(x) 0

n0
(2n +1)xt
n
P
n
(x)

n1
nt
n
P
n1
(x)

n0
(n +1)t
n
P
n+1
(x) 0,
xP
0
(x) P
1
(x) +

n1
t
n
_
(2n +1)xP
n
(x) nP
n1
(x) (n +1)P
n+1
(x)
_
0,
hence
xP
0
(x) P
1
(x) 0, (2n +1)xP
n
(x) nP
n1
(x) (n +1)P
n+1
(x) 0,
hence
P
1
(x) xP
0
(x), (n +1)P
n+1
(x) (2n +1)xP
n
(x) nP
n1
(x).
Let us prove
P
l 1
(x) P
t
l
(x) 2xP
t
l 1
(x) +P
t
l 2
(x). (13.90)
g(x, t )
1
_
12t x +t
2

n0
t
n
P
n
(x)

x
g(x, t )
1
2
(12t x +t
2
)

3
2
(2t )
1
_
12t x +t
2
t
12t x +t
2

x
g(x, t )
t
12t x +t
2

n0
t
n
P
n
(x)

n0
t
n
P
t
n
(x)

n0
t
n+1
P
n
(x)

n0
t
n
P
t
n
(x)

n0
2xt
n+1
P
t
n
(x) +

n0
t
n+2
P
t
n
(x)

n1
t
n
P
n1
(x)

n0
t
n
P
t
n
(x)

n1
2xt
n
P
t
n1
(x) +

n2
t
n
P
t
n2
(x)
t P
0
+

n2
t
n
P
n1
(x) P
t
0
(x) +t P
t
1
(x) +

n2
t
n
P
t
n
(x)
2xt P
t
0

n2
2xt
n
P
t
n1
(x)+

n2
t
n
P
t
n2
(x)
P
t
0
(x) +t
_
P
t
1
(x) P
0
(x) 2xP
t
0
(x)
_
+
+

n2
t
n
[P
t
n
(x) 2xP
t
n1
(x) +P
t
n2
(x) P
n1
(x)] 0
P
t
0
(x) 0, hence P
0
(x) const.
P
t
1
(x) P
0
(x) 2xP
t
0
(x) 0.
Because of P
t
0
(x) 0 we obtain P
t
1
(x) P
0
(x) 0, hence P
t
1
(x) P
0
(x), and
P
t
n
(x) 2xP
t
n1
(x) +P
t
n2
(x) P
n1
(x) 0.
218 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Finally we substitute n +1 for n:
P
t
n+1
(x) 2xP
t
n
(x) +P
t
n1
(x) P
n
(x) 0,
hence
P
n
(x) P
t
n+1
(x) 2xP
t
n
(x) +P
t
n1
(x).
Let us prove
P
t
l +1
(x) P
t
l 1
(x) (2l +1)P
l
(x). (13.91)
(n +1)P
n+1
(x) (2n +1)xP
n
(x) nP
n1
(x)

d
dx
(n +1)P
t
n+1
(x) (2n +1)P
n
(x) +(2n +1)xP
t
n
(x) nP
t
n1
(x)

2
(i): (2n +2)P
t
n+1
(x) 2(2n +1)P
n
(x) +2(2n +1)xP
t
n
(x) 2nP
t
n1
(x)
P
t
n+1
(x) 2xP
t
n
(x) +P
t
n1
(x) P
n
(x)

(2n +1)
(ii): (2n +1)P
t
n+1
(x) 2(2n +1)xP
t
n
(x) +(2n +1)P
t
n1
(x) (2n +1)P
n
(x)
We subtract (ii) from (i):
P
t
n+1
(x) +2(2n +1)xP
t
n
(x) (2n +1)P
t
n1
(x)
(2n+1)P
n
(x)+2(2n+1)xP
t
n
(x)2nP
t
n1
(x);
hence
P
t
n+1
(x) P
t
n1
(x) (2n +1)P
n
(x).
13.6.4 Expansion in Legendre polynomials
We state without proof that square integrable functions f (x) can be written
as series of Legendre polynomials as
f (x)

l 0
a
l
P
l
(x), with expansion coefcients
a
l

2l +1
2
+1
_
1
f (x)P
l
(x)dx.
(13.92)
Let us expand the Heaviside function dened in Eq. (9.99)
H(x)
_
1 for x 0
0 for x <0
(13.93)
in terms of Legendre polynomials.
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 219
We shall use the recursion formula (2l +1)P
l
P
t
l +1
P
t
l 1
and rewrite
a
l

1
2
1
_
0
_
P
t
l +1
(x) P
t
l 1
(x)
_
dx
1
2
_
P
l +1
(x) P
l 1
(x)
_

1
x0

1
2
_
P
l +1
(1) P
l 1
(1)
_
. .
0 because of
normalization

1
2
_
P
l +1
(0) P
l 1
(0)
_
.
Note that P
n
(0) 0 for odd n; hence a
l
0 for even l / 0. We shall treat
the case l 0 with P
0
(x) 1 separately. Upon substituting 2l +1 for l one
obtains
a
2l +1

1
2
_
P
2l +2
(0) P
2l
(0)
_
.
We shall next use the formula
P
l
(0) (1)
l
2
l !
2
l
__
l
2
_
!
_
2
,
and for even l 0 one obtains
a
2l +1

1
2
_
(1)
l +1
(2l +2)!
2
2l +2
((l +1)!)
2

(1)
l
(2l )!
2
2l
(l !)
2
_

(1)
l
(2l )!
2
2l +1
(l !)
2
_
(2l +1)(2l +2)
2
2
(l +1)
2
+1
_

(1)
l
(2l )!
2
2l +1
(l !)
2
_
2(2l +1)(l +1)
2
2
(l +1)
2
+1
_

(1)
l
(2l )!
2
2l +1
(l !)
2
_
2l +1+2l +2
2(l +1)
_

(1)
l
(2l )!
2
2l +1
(l !)
2
_
4l +3
2(l +1)
_

(1)
l
(2l )!(4l +3)
2
2l +2
l !(l +1)!
a
0

1
2
+1
_
1
H(x) P
0
(x)
. .
1
dx
1
2
1
_
0
dx
1
2
;
and nally
H(x)
1
2
+

l 0
(1)
l
(2l )!(4l +3)
2
2l +2
l !(l +1)!
P
2l +1
(x).
13.7 Associated Legendre polynomial
Associated Legendre polynomials P
m
l
(x) are the solutions of the general
Legendre equation
_
(1x
2
)
d
2
dx
2
2x
d
dx
+
_
l (l +1)
m
2
1x
2
__
P
m
l
(x) 0, or
d
dx
_
(1x
2
)
d
dx
P
m
l
(x)
_
+
_
l (l +1)
m
2
1x
2
_
P
m
l
(x) 0
(13.94)
220 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Eq. (13.94) reduces to the Legendre equation (13.85) on page 215 for m0;
hence
P
0
l
(x) P
l
(x). (13.95)
More generally, by differentiating m times the Legendre equation (13.85) it
can be shown that
P
m
l
(x) (1)
m
(1x
2
)
m
2
d
m
dx
m
P
l
(x). (13.96)
By inserting P
l
(x) from the Rodrigues formula for Legendre polynomials
(13.86) we obtain
P
m
l
(x) (1)
m
(1x
2
)
m
2
d
m
dx
m
1
2
l
l !
d
l
dx
l
(x
2
1)
l

(1)
m
(1x
2
)
m
2
2
l
l !
d
m+l
dx
m+l
(x
2
1)
l
.
(13.97)
In terms of the Gauss hypergeometric function the associated Legen-
dre polynomials can be generalied to arbitrary complex indices , and
argument x by
P

(x)
1
(1)
_
1+x
1x
_

2
2
F
1
_
, +1; 1;
1x
2
_
. (13.98)
No proof is given here.
13.8 Spherical harmonics
Let us dene the spherical harmonics Y
m
l
(, ) by
Y
m
l
(, )
_
(2l +1)(l m)!
4(l +m)!
P
m
l
(cos)e
i m
for l ml .. (13.99)
Spherical harmonics are solutions of the differential equation
[+l (l +1)]Y
m
l
(, ) 0. (13.100)
This equation is what typically remains after separation and removal of
the radial part of the Laplace equation (r , , ) 0 in three dimensions
when the problem is invariant (symmetric) under rotations.
13.9 Solution of the Schrdinger equation for a hydrogen atom
Suppose Schrdinger, in his 1926 annus mirabilis which seem to have been
initiated by a trip to Arosa with an old girlfriend from Vienna (apparently
it was neither his wife Anny who remained in Zurich, nor Lotte, Irene and
Felicie
11
), came down from the mountains or from whatever realm he
11
Walter Moore. Schrdinger life and
thought. Cambridge University Press,
Cambridge, UK, 1989
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 221
was in with that woman and handed you over some partial differential
equation for the hydrogen atom an equation
1
2
_
P
2
x
+P
2
y
+P
2
z
_
(E V ) , or, with V
e
2
4
0
r
,

_
h
2
2
+
e
2
4
0
r
_
(x) E, or
_
+
2
h
2
_
e
2
4
0
r
+E
__
(x) 0,
(13.101)
which would later bear his name and asked you if you could be so kind
to please solve it for him. Actually, by Schrdingers own account
12
he
12
Erwin Schrdinger. Quantisierung als
Eigenwertproblem. Annalen der Physik,
384(4):361376, 1926. ISSN 1521-3889.
DOI : 10.1002/andp.19263840404. URL
http://dx.doi.org/10.1002/andp.
19263840404
handed over this eigenwert equation to Hermann Klaus Hugo Weyl; in this
instance he was not dissimilar from Einstein, who seemed to have em-
ployed a (human) computator on a very regular basis. He might also have
hinted that , e, and
0
stand for some (reduced) mass, charge, and the
permittivity of the vacuum, respectively, h is a constant of (the dimension
of ) action, and E is some eigenvalue which must be determined from the
solution of (13.101).
So, what could you do? First, observe that the problem is spherical
symmetric, as the potential just depends on the radius r
_
x x, and also
the Laplace operator allows spherical symmetry. Thus we could
write the Schrdinger equation (13.101) in terms of spherical coordinates
(r , , ) with x r sincos, y r sinsin, z r cos, whereby is the
polar angle in the xz-plane measured from the z-axis, with 0 , and
is the azimuthal angle in the xy-plane, measured from the x-axis with
0 < 2 (cf page 245). In terms of spherical coordinates the Laplace
operator essentially decays into (i.e. consists addiditively of ) a radial part
and an angular part

_

x
_
2
+
_

y
_
2
+
_

z
_
2

1
r
2
_

r
_
r
2

r
_
+
1
sin

sin

+
1
sin
2

2
_
.
(13.102)
13.9.1 Separation of variables Ansatz
This can be exploited for a separation ov variable Ansatz, which, according
to Schrdinger, should be well known (in German sattsam bekannt) by now
(cf chapter 12). We thus write the solution as a product of functions of
separate variables
(r , , ) R(r )Y
m
l
(, ) R(r )()() (13.103)
The spherical harmonics Y
m
l
(, ) has been written already as a reminder
of what has been mentioned earlier on page 220. We will come back to it
222 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
later.
13.9.2 Separation of the radial part from the angular one
For the time being, let us rst concentrate on the radial part R(r ). Let us
rst totally separate the variables of the Schrdinger equation (13.101) in
radial coordinates
_
1
r
2
_

r
_
r
2

r
_
+
1
sin

sin

+
1
sin
2

2
_
+
2
h
2
_
e
2
4
0
r
+E
__
(r , , ) 0,
(13.104)
and multiplying it with r
2
_

r
_
r
2

r
_
+
2r
2
h
2
_
e
2
4
0
r
+E
_
+
1
sin

sin

+
1
sin
2

2
_
(r , , ) 0,
(13.105)
so that, after division by (r , , ) Y
m
l
(, ) and writing separate vari-
ables on separate sides of the equation,
1
R(r )
_

r
_
r
2

r
_
+
2r
2
h
2
_
e
2
4
0
r
+E
__
R(r )

1
Y
m
l
(, )
_
1
sin

sin

+
1
sin
2

2
_
Y
m
l
(, )
(13.106)
Because the left hand side of this equation is independent of the angular
variables and , and its right hand side is independent of the radius
r , both sides have to be constant; say . Thus we obtain two differential
equations for the radial and the angular part, respectively
_

r
r
2

r
+
2r
2
h
2
_
e
2
4
0
r
+E
__
R(r ) R(r ), (13.107)
and
_
1
sin

sin

+
1
sin
2

2
_
Y
m
l
(, ) Y
m
l
(, ). (13.108)
13.9.3 Separation of the polar angle from the azimuthal angle
As already hinted in Eq. (13.103) The angular portion can still be sepa-
rated by the Ansatz Y
m
l
(, ) ()(), because, when multiplied by
sin
2
/[()()], Eq. (13.108) can be rewritten as
_
sin
()

sin
()

+sin
2

_
+
1
()

2
()

2
0, (13.109)
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 223
and hence
sin
()

sin
()

+sin
2

1
()

2
()

2
m
2
, (13.110)
where m is some constant.
13.9.4 Solution of the equation for the azimuthal angle factor ()
The resulting differential equation for ()
d
2
()
d
2
m
2
(), (13.111)
has the general solution
() Ae
i m
+Be
i m
. (13.112)
As must obey the periodic poundary conditions () (+2), m
must be an integer. The two constants A, B must be equal if we require the
system of functions {e
i m
[m Z} to be orthonormalized. Indeed, if we
dene

m
() Ae
i m
(13.113)
and require that it normalized, it follows that
_
2
0

m
()
m
()d

_
2
0
Ae
i m
Ae
i m
d

_
2
0
[A[
2
d
2[A[
2
1,
(13.114)
it is consistent to set
A
1
_
2
; (13.115)
and hence,

m
()
e
i m
_
2
(13.116)
Note that, for different m/n,
_
2
0

n
()
m
()d

_
2
0
e
i n
_
2
e
i m
_
2
d

_
2
0
e
i (mn)
2
d

i e
i (mn)
2(mn)

2
0
0,
(13.117)
because mn Z.
224 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
13.9.5 Solution of the equation for the polar angle factor ()
The left hand side of Eq. (13.110) contains only the polar coordinate. Upon
division by sin
2
we obtain
1
() sin
d
d
sin
d()
d
+
m
2
sin
2

, or
1
() sin
d
d
sin
d()
d

m
2
sin
2

,
(13.118)
Now, rst, let us consider the case m0. With the variable substitution
x cos, and thus
dx
d
sin and dx sind, we obtain from (13.118)
d
dx
sin
2

d(x)
dx
(x),
d
dx
(1x
2
)
d(x)
dx
+(x) 0,
_
x
2
1
_ d
2
(x)
dx
2
+2x
d(x)
dx
(x),
(13.119)
which is of the same form as the Legendre equation (13.85) mentioned on
page 215.
Consider the series Ansatz
(x) a
0
+a
1
x +a
2
x
2
+ +a
k
x
k
+ (13.120)
for solving (13.119). Insertion into (13.119) and comparing the coefcients This is actually a shortcut solution of the
Fuchian Equation mentioned earlier.
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 225
of x for equal degrees yields the recursion relation
_
x
2
1
_ d
2
dx
2
[a
0
+a
1
x +a
2
x
2
+ +a
k
x
k
+ ]
+2x
d
dx
[a
0
+a
1
x +a
2
x
2
+ +a
k
x
k
+ ]
[a
0
+a
1
x +a
2
x
2
+ +a
k
x
k
+ ],
_
x
2
1
_
[2a
2
+ +k(k 1)a
k
x
k2
+ ]
+[2xa
1
+2x2a
2
x + +2xka
k
x
k1
+ ]
[a
0
+a
1
x +a
2
x
2
+ +a
k
x
k
+ ],
_
x
2
1
_
[2a
2
+ +k(k 1)a
k
x
k2
+ ]
+[2a
1
x +4a
2
x
2
+ +2ka
k
x
k
+ ]
[a
0
+a
1
x +a
2
x
2
+ +a
k
x
k
+ ],
[2a
2
x
2
+ +k(k 1)a
k
x
k
+ ]
[2a
2
+ +k(k 1)a
k
x
k2
+ ]
+[2a
1
x +4a
2
x
2
+ +2ka
k
x
k
+ ]
[a
0
+a
1
x +a
2
x
2
+ +a
k
x
k
+ ],
[2a
2
x
2
+ +k(k 1)a
k
x
k
+ ]
[2a
2
+ +k(k 1)a
k
x
k2
+(k +1)ka
k+1
x
k1
+(k +2)(k +1)a
k+2
x
k
+ ]
+[2a
1
x +4a
2
x
2
+ +2ka
k
x
k
+ ]
[a
0
+a
1
x +a
2
x
2
+ +a
k
x
k
+ ],
(13.121)
and thus, by taking all polynomials of the order of k and proportional to x
k
,
so that, for x
k
/0 (and thus excluding the trivial solution),
k(k 1)a
k
x
k
(k +2)(k +1)a
k+2
x
k
+2ka
k
x
k
a
k
x
k
0,
k(k +1)a
k
(k +2)(k +1)a
k+2
a
k
0,
a
k+2
a
k
k(k +1)
(k +2)(k +1)
.
(13.122)
In order to converge also for x 1, and hence for 0 and ,
the sum in (13.120) has to have only a nite number of terms. Because if
the sum would be innite, the terms a
k
, for large k, would converge to
a
k
k
a

with constant a

/ 0, and thus would diverge as (1)


k

ka

k
. That means that, in Eq. (13.122) for some k l N, the
coefcient a
l +2
0 has to vanish; thus
l (l +1). (13.123)
This results in Legendre polynomials (x) P
l
(x).
Let us now shortly mention the case m / 0. With the same variable
substitution x cos, and thus
dx
d
sin and dx sind as before,
226 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
the equation for the polar dependent factor (13.118) becomes
_
d
dx
(1x
2
)
d
dx
+l (l +1)
m
2
1x
2
_
(x) 0, (13.124)
This is exactly the form of the general Legendre equation (13.94), whose
solution is a multiple of the associated Legendre polynomial
m
l
(x)
P
m
l
(x), with [m[ l .
13.9.6 Solution of the equation for radial factor R(r )
The solution of the equation (13.107)
_
d
dr
r
2
d
dr
+
2r
2
h
2
_
e
2
4
0
r
+E
__
R(r ) l (l +1)R(r ) , or

1
R(r )
d
dr
r
2
d
dr
R(r ) +l (l +1)
2e
2
4
0
h
2
r
2
h
2
r
2
E
(13.125)
for the radial factor R(r ) turned out to be the most difcult part for Schrdinger
13
.
13
Walter Moore. Schrdinger life and
thought. Cambridge University Press,
Cambridge, UK, 1989
Note that, since the additive term l (l +1) in (13.125) is dimensionless, so
must be the other terms. We can make this more explicit by the substitu-
tion of variables.
First, consider y
r
a
0
obtained by dividing r by the Bohr radius
a
0

4
0
h
2
m
e
e
2
5 10
11
m, (13.126)
thereby assuming that the reduced mass is equal to the electron mass
m
e
. More explicitly, r y
4
0
h
2
m
e
e
2
. Second, dene E
2a
2
0
h
2
.
These substitutions yield

1
R(y)
d
dy
y
2
d
dy
R(y) +l (l +1) 2y y
2
, or
y
2
d
2
d
2
y
R(y) 2y
d
dy
R(y) +
_
l (l +1) 2y y
2
_
R(y) 0.
(13.127)
Now we introduce a new function

R via
R()
l
e

1
2

R(), (13.128)
with
2y
n
and by replacing the energy variable with
1
n
2
, with n
N0, so that

d
2
d
2

R() +[2(l +1) ]


d
dy

R() +(n l 1)

R() 0. (13.129)
The discretization of n can again be motivated by requiring physical
properties from the solution; in particular, convergence. Consider again a
series solution Ansatz

R() c
0
+c
1
+c
2

2
+ +c
k

k
+ , (13.130)
SPECI AL FUNCTI ONS OF MATHEMATI CAL PHYSI CS 227
which, when inserted into (13.127), yields

d
2
d
2

[c
0
+c
1
+c
2

2
+ +c
k

k
+ ]
+[2(l +1) ]
d
dy
[c
0
+c
1
+c
2

2
+ +c
k

k
+ ]
+(n l 1)[c
0
+c
1
+c
2

2
+ +c
k

k
+ ]
0,
[2c
2
+ k(k 1)c
k

k2
+ ]
+[2(l +1) ][c
1
+2c
2
+ +kc
k

k1
+ ]
+(n l 1)[c
0
+c
1
+c
2

2
+ +c
k

k
+ ]
0,
[2c
2
+ +k(k 1)c
k

k1
+ ]
+2(l +1)[c
1
+2c
2
+ +k +c
k

k1
+ ]
[c
1
+2c
2

2
+ +kc
k

k
+ ]
+(n l 1)[c
0
+c
1
+c
2

2
+ c
k

k
+ ]
0,
[2c
2
+ +k(k 1)c
k

k1
+k(k +1)c
k+1

k
+ ]
+2(l +1)[c
1
+2c
2
+ +kc
k

k1
+(k +1)c
k+1

k
+ ]
[c
1
+2c
2

2
+ +kc
k

k
+ ]
+(n l 1)[c
0
+c
1
+c
2

2
+ +c
k

k
+ ]
0,
(13.131)
so that, by comparing the coefcients of
k
, we obtain
k(k +1)c
k+1

k
+2(l +1)(k +1)c
k+1

k
kc
k

k
(n l 1)c
k

k
,
c
k+1
[k(k +1) +2(l +1)(k +1)] c
k
[k (n l 1)],
c
k+1
(k +1)(k +2l +2) c
k
(k n +l +1),
c
k+1
c
k
k n +l +1
(k +1)(k +2l +2)
.
(13.132)
The series terminates at some l q when q nl 1, or n q +l +1. Since
q, l , and 1 are all integers, n must be an integer as well. And since q 0, n
must be at least l +1, or
l n 1. (13.133)
Thus, we end up with an associated Laguerre equation of the form
_

d
2
d
2
+[2(l +1) ]
d
d
+(n l 1)
_

R() 0, with n l +1, and n, l Z.
(13.134)
Its solutions are the associated Laguerre polynomials L
2l +1
n+l
which are the
228 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
the (2l +1)-th derivatives of the Laguerres polynomials L
2l +1
n+l
; that is,
L
n
(x) e
x
d
n
dx
n
_
x
n
e
x
_
,
L
m
n
(x)
d
m
dx
m
L
n
(x).
(13.135)
This yields a normalized wave function
R
n
(r ) N
_
2r
na
0
_
l
e

r
a
0
n
L
2l +1
n+l
_
2r
na
0
_
, with
N
2
n
2
_
(n l 1)!
[(n +l )!a
0
]
3
,
(13.136)
where N stands for the normalization factor.
13.9.7 Composition of the general solution of the Schrdinger Equation
Now we shall coagulate and combine the factorized solutions (13.103) into Always remember the alchemic principle
of solve et coagula!
a complete solution of the Schrdinger equation

n,l ,m
(r , , )
R
n
(r )Y
m
l
(, )
R
n
(r )
m
l
()
m
()

2
n
2
_
(n l 1)!
[(n +l )!a
0
]
3
_
2r
na
0
_
l
e

r
a
0
n
L
2l +1
n+l
_
2r
na
0
_
P
m
l
(x)
e
i m
_
2
.
(13.137)

14
Divergent series
In this nal chapter we will consider divergent series, which, as has already
been mentioned earlier, seem to have been invented by the devil
1
. Un-
1
Godfrey Harold Hardy. Divergent Series.
Oxford University Press, 1949
The idea that a function could be deter-
mined by a divergent asymptotic series was
a foreign one to the nineteenth century
mind. Borel, then an unknown young man,
discovered that his summation method
gave the right answer for many classical
divergent series. He decided to make a pil-
grimage to Stockholm to see Mittag-Lefer,
who was the recognized lord of complex
analysis. Mittag-Lefer listened politely
to what Borel had to say and then, plac-
ing his hand upon the complete works by
Weierstrass, his teacher, he said in Latin,
The Master forbids it. A tale of Mark Kac,
quoted (on page 38) by
Michael Reed and Barry Simon. Methods
of Modern Mathematical Physics IV:
Analysis of Operators. Academic Press, New
York, 1978
fortunately such series occur very often in physical situation; for instance
in celestial mechanics or in quantum eld theory, and one may wonder
with Abel why, for the most part, it is true that the results are correct, which
is very strange
2
.
2
Christiane Rousseau. Divergent series:
Past, present, future . . .. preprint, 2004.
URL http://www.dms.umontreal.ca/
~rousseac/divergent.pdf
14.1 Convergence and divergence
Let us rst dene convergence in the context of series. A series

j 0
a
j
a
0
+a
1
+a
2
+ (14.1)
is said to converge to the sum s, if the partial sum
s
n

j 0
a
j
a
0
+a
1
+a
2
+ +a
n
(14.2)
tends to a nite limit s when n ; otherwise it is said to be divergent.
One of the most prominent series is the Leibniz series
3
3
Gottfried Wilhelm Leibniz. Letters LXX,
LXXI. In Carl Immanuel Gerhardt, editor,
Briefwechsel zwischen Leibniz und Chris-
tian Wolf. Handschriften der Kniglichen
Bibliothek zu Hannover,. H. W. Schmidt,
Halle, 1860. URL http://books.google.
de/books?id=TUkJAAAAQAAJ; Charles N.
Moore. Summable Series and Convergence
Factors. American Mathematical Society,
New York, NY, 1938; Godfrey Harold Hardy.
Divergent Series. Oxford University Press,
1949; and Graham Everest, Alf van der
Poorten, Igor Shparlinski, and Thomas
Ward. Recurrence sequences. Volume
104 in the AMS Surveys and Monographs
series. American mathematical Society,
Providence, RI, 2003
s

j 0
(1)
j
11+11+1 , (14.3)
which is a particular case q 1 of a geometric series
s

j 0
q
j
1+q +q
2
+q
3
+ 1+qs (14.4)
which, since s 1+qs, converges to s 1/(1q) if [q[ <1. Another one is
s

j 0
(1)
j +1
j 12+34+5
_

j 0
(1)
j
__

k0
(1)
k
_
, (14.5)
which, in the same sense as the Leibnitz series is 1/[1(1)] 1/2, sums
up to 1/4.
230 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
14.2 Euler differential equation
In what follows we demonstrate that divergent series may make sense, in
the way Abel wondered. That is, we shall show that the rst partial sums
of divergent series may yield good approximations of the exact result;
and that, from a certain point onward, more terms contributing to the
sum might worsen the approximation rather an make it better a situation
totally different from convergent series, where more terms always result in
better approximations.
Let us, with Rousseau, for the sake of demonstration of the former
situation, consider the Euler differential equation
_
x
2 d
dx
+1
_
y(x) x, or
_
d
dx
+
1
x
2
_
y(x)
1
x
. (14.6)
We shall solve this equation by two methods: we shall, on the one hand,
present a divergent series solution, and on the other hand, an exact solu-
tion. Then we shall compare the series approximation to the exact solution
by considering the difference.
A series solution of the Euler differential equation can be given by
y
s
(x)

j 0
(1)
j
j !x
j +1
. (14.7)
That (14.7) solves (14.6) can be seen by inserting the former into the latter;
that is,
_
x
2 d
dx
+1
_

j 0
(1)
j
j !x
j +1
x,

j 0
(1)
j
( j +1)!x
j +2
+

j 0
(1)
j
j !x
j +1
x,
[change of variable in the rst sum: j j 1 ]

j 1
(1)
j 1
( j +11)!x
j +21
+

j 0
(1)
j
j !x
j +1
x,

j 1
(1)
j 1
j !x
j +1
+x +

j 1
(1)
j
j !x
j +1
x,
x +

j 1
(1)
j
_
(1)
1
+1
_
j !x
j +1
x,
x +

j 1
(1)
j
[1+1] j !x
j +1
x,
x x.
(14.8)
On the other hand, an exact solution can be found by quadrature; that
is, by explicit integration (see, for instance, Chapter one of Ref.
4
). Consider
4
Garrett Birkhoff and Gian-Carlo Rota.
Ordinary Differential Equations. John
Wiley & Sons, New York, Chichester,
Brisbane, Toronto, fourth edition, 1959,
1960, 1962, 1969, 1978, and 1989
the homogenuous rst order differential equation
_
d
dx
+p(x)
_
y(x) 0, or
dy(x)
dx
p(x)y(x), or
dy(x)
y(x)
p(x)dx. (14.9)
Integrating both sides yields
log[y(x)[
_
p(x)dx +C, or[y(x)[ Ke

_
p(x)dx
, (14.10)
where C is some constant, and K e
C
. Let P(x)
_
p(x)dx. Hence, heuris-
tically, y(x)e
P(x)
is constant, as can also be seen by explicit differentiation
DI VERGENT SERI ES 231
of y(x)e
P(x)
; that is,
d
dx
y(x)e
P(x)
e
P(x)
dy(x)
dx
+y(x)
d
dx
e
P(x)
e
P(x)
dy(x)
dx
+y(x)p(x)e
P(x)
e
P(x)
_
d
dx
+p(x)
_
y(x)
0
(14.11)
if and, since e
P(x)
/ 0, only if y(x) satises the homogenuous equation
(14.9). Hence,
y(x) ce

_
p(x)dx
is the solution of
_
d
dx
+p(x)
_
y(x) 0
(14.12)
for some constant c.
Similarly, we can again nd a solution to the inhomogenuos rst order
differential equation
_
d
dx
+p(x)
_
y(x) +q(x) 0, or
_
d
dx
+p(x)
_
y(x) q(x)
(14.13)
by differentiating the function y(x)e
P(x)
y(x)e
_
p(x)dx
; that is,
d
dx
y(x)e
_
p(x)dx
e
_
p(x)dx d
dx
y(x) +p(x)e
_
p(x)dx
y(x)
e
_
p(x)dx
_
d
dx
+p(x)
_
y(x) e
_
p(x)dx
q(x).
(14.14)
Hence, for some constant y
0
and some a, we must have, by integration,
y(x)e
_
x
a
p(t )dt
y
0

_
x
a
e
_
t
a
p(s)ds
q(t )dt , and whence
y(x) y
0
e

_
x
a
p(t )dt
e

_
x
a
p(t )dt
_
x
a
e
_
t
a
p(s)ds
q(t )dt ,
(14.15)
with y(a) y
0
.
Coming back to the Euler differential equation and identifying p(x)
1/x
2
and q(x) 1/x we obtain, up to a constant,
y(x) e

_
x
0
dt
t
2
_
x
0
e
_
t
0
ds
s
2
_

1
t
_
dt
e
1
x
_
x
0
e

1
t
t
dt
e
_
x
0
e
1
x

1
t
t
dt .
(14.16)
With the change of coordinate Ansatz

x
z
1, z
x
1+
, dz
x
(1+)
2
d (14.17)
the integral (14.16) can be rewritten as
y(x)
_

0
e

x
1+
d. (14.18)
Note that whereas the series solution y
s
(x) diverges for all nonzero x,
the solution y(x) in (14.18) converges and is well dened for all x 0.
232 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Let us now estimate the absolute difference between y
s
k
(x) which repre-
sents y
s
((x) truncated after the kth term and y(x); that is, let us consider
[y(x) y
s
k
(x)[

0
e

x
1+
d

k
j 0
(1)
j
j !x
j +1

. (14.19)
It can be shown
5
that, for any x 0 this difference can be estimated by a
5
Christiane Rousseau. Divergent series:
Past, present, future . . .. preprint, 2004.
URL http://www.dms.umontreal.ca/
~rousseac/divergent.pdf
bound from above
[y(x) y
s
k
(x)[ k!x
k+1
. (14.20)
For a proof, observe that, since

n
k0
a
k
a
0
1r
n+1
1r
a
0
r
1r
n
1r
(14.21)
it is true that
1
1

k
0
n1
(1)
k

k
+(1)
n

n
1+
. (14.22)
Thus
f (x)
_

0
e

x
1
d

0
e

x
_

k
0
n1
(1)
k

k
+(1)
n

n
1+
_
d

k
0
n1
_

0
(1)
k

k
e

x
d+
_

0
(1)
n

n
e

x
1+
d.
(14.23)
Since
k! (k +1)
_

0
z
k
e
k
dz, (14.24)
one obtains
_

0

k
e

x
d
[substitution: z

x
, d xdz ]

0
x
k+1
z
k
e
z
dz
x
k+1
k!,
(14.25)
and hence
f (x)

k
0
n1
_

0
(1)
k

k
e

x
d+
_

0
(1)
n

n
e

x
1+
d

k
0
n1
(1)
k
x
k+1
k! +
_

0
(1)
n

n
e

x
1+
d
f
n
(x) +R
n
(x),
(14.26)
where f
n
(x) represents the partial sum of the power series, and R
n
(x)
stands for the remainder, the difference between f (x) and f
n
(x). The
absolute of the remainder can be estimated by
[R
n
(x)[
_

n
e

x
1+

0

n
e

x
n!x
n+1
.
(14.27)
As a result, the remainder grows with growing number of terms contribut-
ing to the sum; a characterisztic feature of divergent series (for convergent
series, the remainder decreases).

Appendix
A
Hilbert space quantum mechanics and quantum logic
A.1 Quantum mechanics
The following is a very brief introduction to quantum mechanics. Introduc-
tions to quantum mechanics can be found in Refs.
1
.
1
Richard Phillips Feynman, Robert B.
Leighton, and Matthew Sands. The
Feynman Lectures on Physics. Quantum
Mechanics, volume III. Addison-Wesley,
Reading, MA, 1965; L. E. Ballentine.
Quantum Mechanics. Prentice Hall,
Englewood Cliffs, NJ, 1989; A. Messiah.
Quantum Mechanics, volume I. North-
Holland, Amsterdam, 1962; Asher Peres.
Quantum Theory: Concepts and Methods.
Kluwer Academic Publishers, Dordrecht,
1993; and John Archibald Wheeler and
Wojciech Hubert Zurek. Quantum Theory
and Measurement. Princeton University
Press, Princeton, NJ, 1983
All quantum mechanical entities are represented by objects of Hilbert
spaces
2
. The following identications between physical and theoretical
2
John von Neumann. Mathematis-
che Grundlagen der Quantenmechanik.
Springer, Berlin, 1932; and Garrett
Birkhoff and John von Neumann. The
logic of quantum mechanics. An-
nals of Mathematics, 37(4):823843,
1936. DOI : 10.2307/1968621. URL
http://dx.doi.org/10.2307/1968621
objects are made (a caveat: this is an incomplete list).
In what follows, unless stated differently, only nite dimensional Hilbert
spaces are considered. Then, the vectors corresponding to states can be
written as usual vectors in complex Hilbert space. Furthermore, bounded
self-adjoint operators are equivalent to bounded Hermitean operators.
They can be represented by matrices, and the self-adjoint conjugation is
just transposition and complex conjugation of the matrix elements. Let
B{b
1
, b
2
, . . . , b
n
} be an orthonormal basis in n-dimensional Hilbert space
H. That is, orthonormal base vectors in Bsatisfy b
i
, b
j

i j
, where
i j
is
the Kronecker delta function.
(I) A quantum state is represented by a positive Hermitian operator of
trace class one in the Hilbert space H; that is
(i)

n
i 1
p
i
[b
i
b
i
[, with p
i
0 for all i 1, . . . , n, b
i
B, and

n
i 1
p
i
1, so that
(ii) x [ x x [ x 0,
(iii) Tr()

n
i 1
b
i
[ [ b
i
1.
A pure state is represented by a (unit) vector x, also denoted by [ x, of
the Hilbert space Hspanning a one-dimensional subspace (manifold)
M
x
of the Hilbert space H. Equivalently, it is represented by the one-
dimensional subspace (manifold) M
x
of the Hilbert space Hspannned
by the vector x. Equivalently, it is represented by the projector E
x
[
xx [ onto the unit vector x of the Hilbert space H.
Therefore, if two vectors x, y Hrepresent pure states, their vector sum
z x +y Hrepresents a pure state as well. This state z is called the
236 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
coherent superposition of state x and y. Coherent state superpositions
between classically mutually exclusive (i.e. orthogonal) states, say [ 0
and [ 1, will become most important in quantum information theory.
Any pure state x can be written as a linear combination of the set of
orthonormal base vectors {b
1
, b
2
, b
n
}, that is, x

n
i 1

i
b
i
, where n is
the dimension of Hand
i
b
i
[ x C.
In the Dirac bra-ket notation, unity is given by 1

n
i 1
[b
i
b
i
[, or just
1

n
i 1
[i i [.
(II) Observables are represented by self-adjoint or, synonymuously, Hermi-
tian, operators or transformations A A

on the Hilbert space Hsuch


that Ax [ y x [ Ay for all x, y H. (Observables and their correspond-
ing operators are identied.)
The trace of an operator A is given by TrA

n
i 1
b
i
[A[b
i
.
Furthermore, any Hermitian operator has a spectral representation as
a spectral sumA

n
i 1

i
E
i
, where the E
i
s are orthogonal projection
operators onto the orthonormal eigenvectors a
i
of A (nondegenerate
case).
Observables are said to be compatible if they can be dened simultane-
ously with arbitrary accuracy; i.e., if they are independent. A criterion
for compatibility is the commutator. Two observables A, B are compati-
ble, if their commutator vanishes; that is, if [A, B] ABBA0.
It has recently been demonstrated that (by an analog embodiment using
particle beams) every Hermitian operator in a nite dimensional Hilbert
space can be experimentally realized
3
.
3
M. Reck, Anton Zeilinger, H. J. Bernstein,
and P. Bertani. Experimental realization
of any discrete unitary operator. Physical
Review Letters, 73:5861, 1994. DOI :
10.1103/PhysRevLett.73.58. URL http:
//dx.doi.org/10.1103/PhysRevLett.
73.58
(III) The result of any single measurement of the observable A on a state
x Hcan only be one of the real eigenvalues of the corresponding
Hermitian operator A. If x is in a coherent superposition of eigenstates
of A, the particular outcome of any such single measurement is believed
to be indeterministic
4
; that is, it cannot be predicted with certainty. As a
4
Max Born. Zur Quantenmechanik der
Stovorgnge. Zeitschrift fr Physik, 37:
863867, 1926a. DOI : 10.1007/BF01397477.
URL http://dx.doi.org/10.1007/
BF01397477; Max Born. Quantenmechanik
der Stovorgnge. Zeitschrift fr Physik, 38:
803827, 1926b. DOI : 10.1007/BF01397184.
URL http://dx.doi.org/10.1007/
BF01397184; and Anton Zeilinger. The
message of the quantum. Nature, 438:
743, 2005. DOI : 10.1038/438743a. URL
http://dx.doi.org/10.1038/438743a
result of the measurement, the system is in the state which corresponds
to the eigenvector a
i
of A with the associated real-valued eigenvalue
i
;
that is, Ax
n
a
n
(no Einstein sum convention here).
This transition x a
n
has given rise to speculations concern-
ing the collapse of the wave function (state). But, subject to tech-
nology and in principle, it may be possible to reconstruct coherence;
that is, to reverse the collapse of the wave function (state) if the pro-
cess of measurement is reversible. After this reconstruction, no infor-
mation about the measurement must be left, not even in principle.
How did Schrdinger, the creator of wave mechanics, perceive the
-function? In his 1935 paper Die Gegenwrtige Situation in der Quan-
tenmechanik (The present situation in quantum mechanics
5
), on
5
Erwin Schrdinger. Die gegenwrtige
Situation in der Quantenmechanik.
Naturwissenschaften, 23:807812, 823828,
844849, 1935b. DOI : 10.1007/BF01491891,
10.1007/BF01491914, 10.1007/BF01491987.
URL http://dx.doi.org/10.1007/
BF01491891,http://dx.doi.org/10.
1007/BF01491914,http://dx.doi.org/
10.1007/BF01491987
page 53, Schrdinger states, the -function as expectation-catalog:
HI LBERT SPACE QUANTUM MECHANI CS AND QUANTUM LOGI C 237
. . . In it [[the -function]] is embodied the momentarily-attained sum
of theoretically based future expectation, somewhat as laid down in
a catalog. . . . For each measurement one is required to ascribe to the
-function (the prediction catalog) a characteristic, quite sudden
change, which depends on the measurement result obtained, and so can-
not be foreseen; from which alone it is already quite clear that this sec-
ond kind of change of the -function has nothing whatever in common
with its orderly development between two measurements. The abrupt
change [[of the -function (the prediction catalog)]] by measurement
. . . is the most interesting point of the entire theory. It is precisely the
point that demands the break with naive realism. For this reason one
cannot put the -function directly in place of the model or of the physi-
cal thing. And indeed not because one might never dare impute abrupt
unforeseen changes to a physical thing or to a model, but because in the
realism point of view observation is a natural process like any other and
cannot per se bring about an interruption of the orderly ow of natural
events. German original: Die -Funktion als
Katalog der Erwartung: . . . Sie [[die -
Funktion]] ist jetzt das Instrument zur
Voraussage der Wahrscheinlichkeit von
Mazahlen. In ihr ist die jeweils erreichte
Summe theoretisch begrndeter Zukun-
ftserwartung verkrpert, gleichsam wie in
einem Katalog niedergelegt. . . . Bei jeder
Messung ist man gentigt, der -Funktion
(dem Voraussagenkatalog) eine eige-
nartige, etwas pltzliche Vernderung
zuzuschreiben, die von der gefundenen
Mazahl abhngt und sich nicht vorherse-
hen lt; woraus allein schon deutlich ist,
da diese zweite Art von Vernderung
der -Funktion mit ihrem regelmigen
Abrollen zwischen zwei Messungen nicht
das mindeste zu tun hat. Die abrupte
Vernderung durch die Messung . . . ist der
interessanteste Punkt der ganzen Theorie.
Es ist genau der Punkt, der den Bruch
mit dem naiven Realismus verlangt. Aus
diesem Grund kann man die -Funktion
nicht direkt an die Stelle des Modells oder
des Realdings setzen. Und zwar nicht etwa
weil man einem Realding oder einem
Modell nicht abrupte unvorhergesehene
nderungen zumuten drfte, sondern
weil vom realistischen Standpunkt die
Beobachtung ein Naturvorgang ist wie
jeder andere und nicht per se eine Unter-
brechung des regelmigen Naturlaufs
hervorrufen darf.
The late Schrdinger was much more polemic about these issues;
compare for instance his remarks in his Dublin Seminars (1949-1955),
published in Ref.
6
, pages 19-20: The idea that [the alternate measure-
6
Erwin Schrdinger. The Interpretation
of Quantum Mechanics. Dublin Seminars
(1949-1955) and Other Unpublished Essays.
Ox Bow Press, Woodbridge, Connecticut,
1995
ment outcomes] be not alternatives but all really happening simultane-
ously seems lunatic to [the quantum theorist], just impossible. He thinks
that if the laws of nature took this form for, let me say, a quarter of an
hour, we should nd our surroundings rapidly turning into a quagmire,
a sort of a featureless jelly or plasma, all contours becoming blurred,
we ourselves probably becoming jelly sh. It is strange that he should
believe this. For I understand he grants that unobserved nature does
behave this way namely according to the wave equation. . . . according
to the quantum theorist, nature is prevented from rapid jellication only
by our perceiving or observing it.
(IV) The probability P
x
(y) to nd a system represented by state
x
in
some pure state y is given by the Born rule which is derivable from
Gleasons theorem: P
x
(y) Tr(
x
E
y
). Recall that the density
x
is a
positive Hermitian operator of trace class one.
For pure states with
2
x

x
,
x
is a onedimensional projector
x

E
x
[xx[ onto the unit vector x; thus expansion of the trace and E
y

[yy[ yields P
x
(y)

n
i 1
i [ xx[yy [ i

n
i 1
y [ i i [ xx[y

n
i 1
y [ 1 [ xx[y [y [ x[
2
.
(V) The average value or expectation value of an observable A in a quan-
tum state x is given by A
y
Tr(
x
A).
The average value or expectation value of an observable A

n
i 1

i
E
i
in a pure state x is given by A
x

n
j 1

n
i 1

i
j [ xx[a
i
a
i
[ j

n
j 1

n
i 1

i
a
i
[ j j [ xx[a
i


n
j 1

n
i 1

i
a
i
[ 1 [ xx[a
i

238 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS

n
i 1

i
[x [ a
i
[
2
.
(VI) The dynamical law or equation of motion can be written in the form
x(t ) Ux(t
0
), where U

U
1
( stands for transposition and complex
conjugation) is a linear unitary transformation or isometry.
The Schrdinger equation i h

t
(t ) H(t ) is obtained by identify-
ing U with Ue
i Ht /h
, where H is a self-adjoint Hamiltonian (energy)
operator, by differentiating the equation of motion with respect to the
time variable t .
For stationary
n
(t ) e
(i /h)E
n
t

n
, the Schrdinger equation
can be brought into its time-independent formH
n
E
n

n
. Here,
i h

t

n
(t ) E
n

n
(t ) has been used; E
n
and
n
stand for the nth
eigenvalue and eigenstate of H, respectively.
Usually, a physical problem is dened by the Hamiltonian H. The
problem of nding the physically relevant states reduces to nding a
complete set of eigenvalues and eigenstates of H. Most elegant solutions
utilize the symmetries of the problem; that is, the symmetry of H. There
exist two canonical examples, the 1/r -potential and the harmonic
oscillator potential, which can be solved wonderfully by these methods
(and they are presented over and over again in standard courses of
quantum mechanics), but not many more. (See, for instance,
7
for a
7
A. S. Davydov. Quantum Mechanics.
Addison-Wesley, Reading, MA, 1965
detailed treatment of various Hamiltonians H.)
A.2 Quantum logic
The dimensionality of the Hilbert space for a given quantum system de-
pends on the number of possible mutually exclusive outcomes. In the
spin
1
2
case, for example, there are two outcomes up and down, asso-
ciated with spin state measurements along arbitrary directions. Thus, the
dimensionality of Hilbert space needs to be two.
Then the following identications can be made. Table A.1 lists the iden-
tications of relations of operations of classical Boolean set-theoretic and
quantum Hillbert lattice types.
generic lattice order relation meet join complement
propositional implication disjunction conjunction negation
calculus and or not
classical lattice subset intersection union complement
of subsets
of a set
Hilbert subspace intersection of closure of orthogonal
lattice relation subspaces linear subspace
span
lattice of E
1
E
2
E
1
E
1
E
2
E
1
+E
2
E
1
E
2
orthogonal
commuting projection
{noncommuting} { lim
n
(E
1
E
2
)
n
}
projection
operators
Table A.1: Comparison of the identica-
tions of lattice relations and operations for
the lattices of subsets of a set, for experi-
mental propositional calculi, for Hilbert
lattices, and for lattices of commuting
projection operators.
HI LBERT SPACE QUANTUM MECHANI CS AND QUANTUM LOGI C 239
(i) Any closed linear subspace M
p
spanned by a vector p in a Hilbert space
H or, equivalently, any projection operator E
p
[pp[ on a Hilbert
space Hcorresponds to an elementary proposition p. The elementary
true-false proposition can in English be spelled out explicitly as
The physical system has a property corresponding to the associated
closed linear subspace.
It is coded into the two eigenvalues 0 and 1 of the projector E
p
(recall
that E
p
E
p
E
p
).
(ii) The logical and operation is identied with the set theoretical in-
tersection of two propositions ; i.e., with the intersection of two
subspaces. It is denoted by the symbol . So, for two propositions p
and q and their associated closed linear subspaces M
p
and M
q
,
M
pq
{x [ x M
p
, x M
q
}.
(iii) The logical or operation is identied with the closure of the linear
span of the subspaces corresponding to the two propositions. It is
denoted by the symbol . So, for two propositions p and q and their
associated closed linear subspaces M
p
and M
q
,
M
pq
M
p
M
q
{x [ x y+z, , C, y M
p
, z M
q
}.
The symbol will used to indicate the closed linear subspace spanned
by two vectors. That is,
uv {w[ wu+v, , C, u, v H}.
Notice that a vector of Hilbert space may be an element of M
p
M
q
without being an element of either M
p
or M
q
, since M
p
M
q
includes
all the vectors in M
p
M
q
, as well as all of their linear combinations
(superpositions) and their limit vectors.
(iv) The logical not-operation, or negation or complement, is identi-
ed with operation of taking the orthogonal subspace . It is denoted
by the symbol
t
. In particular, for a proposition p and its associated
closed linear subspace M
p
, the negation p
t
is associated with
M
p
t {x [ x [ y 0, y M
p
},
where x [ y denotes the scalar product of x and y.
(v) The logical implication relation is identied with the set theoretical
subset relation . It is denoted by the symbol . So, for two propo-
sitions p and q and their associated closed linear subspaces M
p
and
M
q
,
p q M
p
M
q
.
240 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
(vi) A trivial statement which is always true is denoted by 1. It is repre-
sented by the entire Hilbert space H. So,
M
1
H.
(vii) An absurd statement which is always false is denoted by 0. It is
represented by the zero vector 0. So,
M
0
0.
A.3 Diagrammatical representation, blocks, complementarity
Propositional structures are often represented by Hasse and Greechie di-
agrams. A Hasse diagram is a convenient representation of the logical
implication, as well as of the and and or operations among proposi-
tions. Points represent propositions. Propositions which are implied
by other ones are drawn higher than the other ones. Two propositions are
connected by a line if one implies the other. Atoms are propositions which
cover the least element 0; i.e., they lie just above 0 in a Hasse diagram of
the partial order.
A much more compact representation of the propositional calculus
can be given in terms of its Greechie diagram
8
. In this representation, the
8
J. R. Greechie. Orthomodular lattices
admitting no states. Journal of Com-
binatorial Theory, 10:119132, 1971.
DOI : 10.1016/0097-3165(71)90015-X.
URL http://dx.doi.org/10.1016/
0097-3165(71)90015-X
emphasis is on Boolean subalgebras. Points represent the atoms. If
they belong to the same Boolean subalgebra, they are connected by edges
or smooth curves. The collection of all atoms and elements belonging to
the same Boolean subalgebra is called block; i.e., every block represents
a Boolean subalgebra within a nonboolean structure. The blocks can be
joined or pasted together as follows.
(i) The tautologies of all blocks are identied.
(ii) The absurdities of all blocks are identied.
(iii) Identical elements in different blocks are identied.
(iii) The logical and algebraic structures of all blocks remain intact.
This construction is often referred to as pasting construction. If the blocks
are only pasted together at the tautology and the absurdity, one calls the
resulting logic a horizontal sum.
Every single block represents some maximal collection of co-measurable
observables which will be identied with some quantum context. Hilbert
lattices can be thought of as the pasting of a continuity of such blocks or
contexts.
Note that whereas all propositions within a given block or context are
co-measurable; propositions belonging to different blocks are not. This
latter feature is an expression of complementarity. Thus from a strictly
HI LBERT SPACE QUANTUM MECHANI CS AND QUANTUM LOGI C 241
operational point of view, it makes no sense to speak of the real physical
existence of different contexts, as knowledge of a single context makes
impossible the measurement of all the other ones.
Einstein-Podolski-Rosen (EPR) type arguments
9
utilizing a congu-
9
Albert Einstein, Boris Podolsky, and
Nathan Rosen. Can quantum-mechanical
description of physical reality be con-
sidered complete? Physical Review,
47(10):777780, May 1935. DOI :
10.1103/PhysRev.47.777. URL http:
//dx.doi.org/10.1103/PhysRev.47.777
ration sketched in Fig. A.4 claim to be able to infer two different contexts
counterfactually. One context is measured on one side of the setup, the
other context on the other side of it. By the uniqueness property
10
of cer-
10
Karl Svozil. Are simultaneous Bell
measurements possible? New Jour-
nal of Physics, 8:39, 18, 2006b. DOI :
10.1088/1367-2630/8/3/039. URL
http://dx.doi.org/10.1088/
1367-2630/8/3/039
tain two-particle states, knowledge of a property of one particle entails
the certainty that, if this property were measured on the other particle
as well, the outcome of the measurement would be a unique function of
the outcome of the measurement performed. This makes possible the
measurement of one context, as well as the simultaneous counterfactual
inference of another, mutual exclusive, context. Because, one could argue,
although one has actually measured on one side a different, incompatible
context compared to the context measured on the other side, if on both
sides the same context would be measured, the outcomes on both sides
would be uniquely correlated. Hence measurement of one context per side
is sufcient, for the outcome could be counterfactually inferred on the
other side.
As problematic as counterfactual physical reasoning may appear from
an operational point of view even for a two particle state, the simultaneous
counterfactual inference of three or more blocks or contexts fails because
of the missing uniqueness property of quantum states.
A.4 Realizations of two-dimensional beam splitters
In what follows, lossless devices will be considered. The matrix
T(, )
_
sin cos
e
i
cos e
i
sin
_
(A.1)
introduced in Eq. (A.1) has physical realizations in terms of beam splitters
and Mach-Zehnder interferometers equipped with an appropriate number
of phase shifters. Two such realizations are depicted in Fig. A.1. The
elementary quantum interference device T
bs
in Fig. A.1a) is a unit consist-
ing of two phase shifters P
1
and P
2
in the input ports, followed by a beam
splitter S, which is followed by a phase shifter P
3
in one of the output ports.
The device can be quantum mechanically described by
11 11
Daniel M. Greenberger, Mike A. Horne,
and Anton Zeilinger. Multiparticle in-
terferometry and the superposition
principle. Physics Today, 46:2229, Au-
gust 1993. DOI : 10.1063/1.881360. URL
http://dx.doi.org/10.1063/1.881360
P
1
: [0 [0e
i (+)
,
P
2
: [1 [1e
i
,
S : [0
_
T [1
t
+i
_
R[0
t
,
S : [1
_
T [0
t
+i
_
R[1
t
,
P
3
: [0
t
[0
t
e
i
,
(A.2)
where every reection by a beam splitter S contributes a phase /2 and
thus a factor of e
i /2
i to the state evolution. Transmitted beams remain
242 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
P
3
,
S(T)
0 0
t
1
t
1
T
bs
(, , , )
E
E
E
E

d
d
d
d
d
d
d
d
d
d
d
d
d
d

P
4
,
M
M
S
1
S
2
0 0
t
1
t
1
c
b
T
MZ
(, , , )
E
E
E
E
P
3
,
a)
b)

r
r
r
r
r
r
r
r
r
r
r
r
r
r
P
1
, +
P
1
, +
P
2
,
P
2
,
Figure A.1: A universal quantum interfer-
ence device operating on a qubit can be
realized by a 4-port interferometer with
two input ports 0, 1 and two output ports
0
t
, 1
t
; a) realization by a single beam split-
ter S(T) with variable transmission T and
three phase shifters P
1
, P
2
, P
3
; b) realiza-
tion by two 50:50 beam splitters S
1
and S
2
and four phase shifters P
1
, P
2
, P
3
, P
4
.
HI LBERT SPACE QUANTUM MECHANI CS AND QUANTUM LOGI C 243
unchanged; i.e., there are no phase changes. Global phase shifts from
mirror reections are omitted. With
_
T() cos and
_
R() sin, the
corresponding unitary evolution matrix is given by
T
bs
(, , , )
_
i e
i (++)
sin e
i (+)
cos
e
i (+)
cos i e
i
sin
_
. (A.3)
Alternatively, the action of a lossless beam splitter may be described by the
matrix
12 12
The standard labelling of the input and
output ports are interchanged, therefore
sine and cosine are exchanged in the
transition matrix.
_
i
_
R()
_
T()
_
T() i
_
R()
_

_
i sin cos
cos i sin
_
.
A phase shifter in two-dimensional Hilbert space is represented by either
diag
_
e
i
, 1
_
or diag
_
1, e
i
_
. The action of the entire device consisting of
such elements is calculated by multiplying the matrices in reverse order in
which the quanta pass these elements
13
; i.e.,
13
B. Yurke, S. L. McCall, and J. R. Klauder.
SU(2) and SU(1,1) interferometers. Phys-
ical Review A, 33:40334054, 1986. URL
http://dx.doi.org/10.1103/PhysRevA.
33.4033; and R. A. Campos, B. E. A. Saleh,
and M. C. Teich. Fourth-order interference
of joint single-photon wave packets in
lossless optical systems. Physical Review A,
42:41274137, 1990. DOI : 10.1103/Phys-
RevA.42.4127. URL http://dx.doi.org/
10.1103/PhysRevA.42.4127
T
bs
(, , , )
_
e
i
0
0 1
__
i sin cos
cos i sin
__
e
i (+)
0
0 1
__
1 0
0 e
i
_
.
(A.4)
The elementary quantum interference device T
MZ
depicted in Fig. A.1b)
is a Mach-Zehnder interferometer with two input and output ports and
three phase shifters. The process can be quantum mechanically described
by
P
1
: [0 [0e
i (+)
,
P
2
: [1 [1e
i
,
S
1
: [1 ([b +i [c)/
_
2,
S
1
: [0 ([c +i [b)/
_
2,
P
3
: [b [be
i
,
S
2
: [b ([1
t
+i [0
t
)/
_
2,
S
2
: [c ([0
t
+i [1
t
)/
_
2,
P
4
: [0
t
[0
t
e
i
.
(A.5)
The corresponding unitary evolution matrix is given by
T
MZ
(, , , ) i e
i (+

2
)
_
e
i (+)
sin

2
e
i
cos

2
e
i
cos

2
sin

2
_
. (A.6)
Alternatively, T
MZ
can be computed by matrix multiplication; i.e.,
T
MZ
(, , , ) i e
i (+

2
)
_
e
i
0
0 1
_
1
_
2
_
i 1
1 i
__
e
i
0
0 1
_

1
_
2
_
i 1
1 i
__
e
i (+)
0
0 1
__
1 0
0 e
i
_
.
(A.7)
Both elementary quantum interference devices T
bs
and T
MZ
are uni-
versal in the sense that every unitary quantum evolution operator in
two-dimensional Hilbert space can be brought into a one-to-one cor-
respondence with T
bs
and T
MZ
. As the emphasis is on the realization of
244 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
the elementary beam splitter T in Eq. (A.1), which spans a subset of the
set of all two-dimensional unitary transformations, the comparison of
the parameters in T(, ) T
bs
(
t
,
t
,
t
,
t
) T
MZ
(
tt
,
tt
,
tt
,
tt
) yields

t

tt
/2,
t
/2 ,
t
/2,
t
/2,
tt
/2 ,

tt
,
tt
, and thus
T(, ) T
bs
(,

2
,

2
,

2
) T
MZ
(2, ,

2
, ). (A.8)
Let us examine the realization of a few primitive logical gates corre-
sponding to (unitary) unary operations on qubits. The identity element
I
2
is dened by [0 [0, [1 [1 and can be realized by
I
2
T(

2
, ) T
bs
(

2
,

2
,

2
,

2
) T
MZ
(, , , 0) diag(1, 1) . (A.9)
The not gate is dened by [0 [1, [1 [0 and can be realized by
not T(0, 0) T
bs
(0,

2
,

2
,

2
) T
MZ
(0, ,

2
, )
_
0 1
1 0
_
. (A.10)
The next gate, a modied
_
I
2
, is a truly quantum mechanical, since it
converts a classical bit into a coherent superposition; i.e., [0 and [1.
_
I
2
is
dened by [0 (1/
_
2)([0+[1), [1 (1/
_
2)([0[1) and can be realized
by
_
I
2
T(

4
, 0) T
bs
(

4
,

2
,

2
,

2
) T
MZ
(

2
, ,

4
, )
1
_
2
_
1 1
1 1
_
.
(A.11)
Note that
_
I
2

_
I
2
I
2
. However, the reduced parameterization of T(, ) is
insufcient to represent
_
not, such as
_
not T
bs
(

4
, ,
3
4
, )
1
2
_
1+i 1i
1i 1+i
_
, (A.12)
with
_
not
_
not not.
A.5 Two particle correlations
In what follows, spin state measurements along certain directions or an-
gles in spherical coordinates will be considered. Let us, for the sake of
clarity, rst specify and make precise what we mean by direction of mea-
surement. Following, e.g., Ref.
14
, page 1, Fig. 1, and Fig. A.2, when not
14
G. N. Ramachandran and S. Ramase-
shan. Crystal optics. In S. Flgge, editor,
Handbuch der Physik XXV/1, volume XXV,
pages 1217. Springer, Berlin, 1961
specied otherwise, we consider a particle travelling along the positive
z-axis; i.e., along 0Z, which is taken to be horizontal. The x-axis along 0X
is also taken to be horizontal. The remaining y-axis is taken vertically along
0Y . The three axes together form a right-handed system of coordinates.
The Cartesian (x, y, z)coordinates can be translated into spherical
coordinates (r , , ) via x r sincos, y r sinsin, z r cos,
whereby is the polar angle in the xz-plane measured from the z-axis,
HI LBERT SPACE QUANTUM MECHANI CS AND QUANTUM LOGI C 245
_
'
.
.
.
"
*
0
Z
Y
X

Figure A.2: Coordinate system for mea-


surements of particles travelling along
0Z
with 0 , and is the azimuthal angle in the xy-plane, measured
from the x-axis with 0 < 2. We shall only consider directions taken
from the origin 0, characterized by the angles and , assuming a unit
radius r 1.
Consider two particles or quanta. On each one of the two quanta, cer-
tain measurements (such as the spin state or polarization) of (dichotomic)
observables O(a) and O(b) along the directions a and b, respectively, are
performed. The individual outcomes are encoded or labeled by the sym-
bols and +, or values -1 and +1 are recorded along the directions
a for the rst particle, and b for the second particle, respectively. (Suppose
that the measurement direction a at Alices location is unknown to an
observer Bob measuring b and vice versa.) A two-particle correlation
function E(a, b) is dened by averaging over the product of the outcomes
O(a)
i
, O(b)
i
{1, 1} in the i th experiment for a total of N experiments; i.e.,
E(a, b)
1
N
N

i 1
O(a)
i
O(b)
i
. (A.13)
Quantum mechanically, we shall follow a standard procedure for ob-
taining the probabilities upon which the expectation functions are based.
We shall start from the angular momentum operators, as for instance de-
ned in Schiffs Quantum Mechanics
15
, Chap. VI, Sec.24 in arbitrary
15
Leonard I. Schiff. Quantum Mechanics.
McGraw-Hill, New York, 1955
directions, given by the spherical angular momentum co-ordinates and
, as dened above. Then, the projection operators corresponding to the
eigenstates associated with the different eigenvalues are derived from the
dyadic (tensor) product of the normalized eigenvectors. In Hilbert space
based
16
quantum logic
17
, every projector corresponds to a proposition
16
John von Neumann. Mathematische
Grundlagen der Quantenmechanik.
Springer, Berlin, 1932
17
Garrett Birkhoff and John von Neumann.
The logic of quantum mechanics. Annals
of Mathematics, 37(4):823843, 1936.
DOI : 10.2307/1968621. URL http:
//dx.doi.org/10.2307/1968621
that the system is in a state corresponding to that observable. The quan-
tum probabilities associated with these eigenstates are derived from the
Born rule, assuming singlet states for the physical reasons discussed above.
These probabilities contribute to the correlation and expectation func-
tions.
Two-state particles:
Classical case:
246 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
For the two-outcome (e.g., spin one-half case of photon polarization)
case, it is quite easy to demonstrate that the classical expectation function
in the plane perpendicular to the direction connecting the two particles is
a linear function of the azimuthal measurement angle. Assume uniform
distribution of (opposite but otherwise) identical angular momenta
shared by the two particles and lying on the circumference of the unit circle
in the plane spanned by 0X and 0Y , as depicted in Figs. A.2 and A.3.
........................
.........................
.........................
.........................
........................
.......................
.......................
........................
.........................
.........................
.........................
........................ ........................
.........................
.........................
.........................
........................
.......................
.......................
........................
.........................
.........................
.........................
........................
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
a
+

........................
.........................
.........................
.........................
........................
.......................
.......................
........................
.........................
.........................
.........................
........................ ........................
.........................
.........................
.........................
........................
.......................
.......................
........................
.........................
.........................
.........................
........................
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
b

+
........................
.........................
.........................
.........................
........................
.......................
.......................
........................
.........................
.........................
.........................
........................ ........................
.........................
.........................
.........................
........................
.......................
.......................
........................
.........................
.........................
.........................
........................
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .

+
+
+
+
a
b
Figure A.3: Planar geometric demonstra-
tion of the classical two two-state particles
correlation.
By considering the length A
+
(a, b) and A

(a, b) of the positive and


negative contributions to expectation function, one obtains for 0
[a b[ ,
E
cl,2,2
() E
cl,2,2
(a, b)
1
2
[A
+
(a, b) A

(a, b)]

1
2
[2A
+
(a, b) 2]
2

[a b[ 1
2

1,
(A.14)
where the subscripts stand for the number of mutually exclusive measure-
ment outcomes per particle, and for the number of particles, respectively.
Note that A
+
(a, b) +A

(a, b) 2.
Quantum case:
The two spin one-half particle case is one of the standard quantum
mechanical exercises, although it is seldomly computed explicitly. For the
sake of completeness and with the prospect to generalize the results to
more particles of higher spin, this case will be enumerated explicitly. In
what follows, we shall use the following notation: Let [+ denote the pure
state corresponding to e
1
(0, 1), and [ denote the orthogonal pure state
corresponding to e
2
(1, 0). The superscript T, and stand for
transposition, complex and Hermitian conjugation, respectively.
In nite-dimensional Hilbert space, the matrix representation of pro-
jectors E
a
from normalized vectors a (a
1
, a
2
, . . . , a
n
)
T
with respect to
some basis of n-dimensional Hilbert space is obtained by taking the dyadic
product; i.e., by
E
a

_
a, a

_
a, (a

)
T
_
aa

_
_
_
_
_
_
a
1
a

a
2
a

. . .
a
n
a

_
_
_
_
_
_

_
_
_
_
_
_
a
1
a

1
a
1
a

2
. . . a
1
a

n
a
2
a

1
a
2
a

2
. . . a
2
a

n
. . . . . . . . . . . .
a
n
a

1
a
n
a

2
. . . a
n
a

n
_
_
_
_
_
_
.
(A.15)
The tensor or Kronecker product of two vectors a and b (b
1
, b
2
, . . . , b
m
)
T
can be represented by
ab (a
1
b, a
2
b, . . . , a
n
b)
T
(a
1
b
1
, a
1
b
2
, . . . , a
n
b
m
)
T
(A.16)
The tensor or Kronecker product of some operators
A
_
_
_
_
_
_
a
11
a
12
. . . a
1n
a
21
a
22
. . . a
2n
. . . . . . . . . . . .
a
n1
a
n2
. . . a
nn
_
_
_
_
_
_
and B
_
_
_
_
_
_
b
11
b
12
. . . b
1m
b
21
b
22
. . . b
2m
. . . . . . . . . . . .
b
m1
b
m2
. . . b
mm
_
_
_
_
_
_
(A.17)
HI LBERT SPACE QUANTUM MECHANI CS AND QUANTUM LOGI C 247
is represented by an nmnm-matrix
AB
_
_
_
_
_
_
a
11
B a
12
B . . . a
1n
B
a
21
B a
22
B . . . a
2n
B
. . . . . . . . . . . .
a
n1
B a
n2
B . . . a
nn
B
_
_
_
_
_
_

_
_
_
_
_
_
a
11
b
11
a
11
b
12
. . . a
1n
b
1m
a
11
b
21
a
11
b
22
. . . a
2n
b
2m
. . . . . . . . . . . .
a
nn
b
m1
a
nn
b
m2
. . . a
nn
b
mm
_
_
_
_
_
_
.
(A.18)
Observables:
Let us start with the spin one-half angular momentum observables of a
single particle along an arbitrary direction in spherical co-ordinates and
in units of h
18
; i.e.,
18
Leonard I. Schiff. Quantum Mechanics.
McGraw-Hill, New York, 1955
M
x

1
2
_
0 1
1 0
_
, M
y

1
2
_
0 i
i 0
_
, M
z

1
2
_
1 0
0 1
_
. (A.19)
The angular momentum operator in arbitrary direction , is given by its
spectral decomposition
S1
2
(, ) xM
x
+yM
y
+zM
z
M
x
sincos+M
y
sinsin+M
z
cos

1
2
(, )
1
2
_
cos e
i
sin
e
i
sin cos
_

1
2
_
sin
2
2

1
2
e
i
sin

1
2
e
i
sin cos
2
2
_
+
1
2
_
cos
2
2
1
2
e
i
sin
1
2
e
i
sin sin
2
2
_

1
2
_
1
2
_
I
2
(, )
__
+
1
2
_
1
2
_
I
2
+(, )
__
.
(A.20)
The orthonormal eigenstates (eigenvectors) associated with the eigen-
values
1
2
and +
1
2
of S1
2
(, ) in Eq. (A.20) are
[
,
x

1
2
(, ) e
i
+
_
e

i
2
sin

2
, e
i
2
cos

2
_
,
[+
,
x
+
1
2
(, ) e
i

_
e

i
2
cos

2
, e
i
2
sin

2
_
,
(A.21)
respectively.
+
and

are arbitrary phases. These orthogonal unit vectors


correspond to the two orthogonal projectors
F

(, )
1
2
_
I
2
(, )
_
(A.22)
for the spin down and up states along and , respectively. By setting all
the phases and angles to zero, one obtains the original orthonormalized
basis {[, [+}.
In what follows, we shall consider two-partite correlation operators
based on the spin observables discussed above.
1. Two-partite angular momentum observable
If we are only interested in spin state measurements with the associated
outcomes of spin states in units of h, Eq. (A.24) can be rewritten to
include all possible cases at once; i.e.,
S1
2
1
2
(

, ) S1
2
(
1
,
1
) S1
2
(
2
,
2
). (A.23)
248 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
2. General two-partite observables
The two-particle projectors F

or, by another notation, F

2
to indi-
cate the outcome on the rst or the second particle, corresponding to
a two spin-
1
2
particle joint measurement aligned (+) or antialigned
() along arbitrary directions are
F

2
(

, )
1
2
_
I
2

1
(
1
,
1
)
_

1
2
_
I
2

2
(
2
,
2
)
_
; (A.24)
where
i
, i 1, 2 refers to the outcome on the i th particle, and the
notation

, is used to indicate all angular parameters.
To demonstrate its physical interpretation, let us consider as a con-
crete example a spin state measurement on two quanta as depicted in
Fig. A.4: F
+
(

, ) stands for the proposition


The spin state of the rst particle measured along
1
,
1
is and the spin
state of the second particle measured along
2
,
2
is + .
.
.
`
`
_
`

_
`
+

1
,
1

2
,
2
`
_
_ _
Figure A.4: Simultaneous spin state
measurement of the two-partite state
represented in Eq. (A.27). Boxes indicate
spin state analyzers such as Stern-Gerlach
apparatus oriented along the directions

1
,
1
and
2
,
2
; their two output ports
are occupied with detectors associated
with the outcomes + and , respec-
tively.
More generally, we will consider two different numbers
+
and

, and
the generalized single-particle operator
R1
2
(, )

_
1
2
_
I
2
(, )
_
_
+
+
_
1
2
_
I
2
+(, )
_
_
, (A.25)
as well as the resulting two-particle operator
R1
2
1
2
(

, ) R1
2
(
1
,
1
) R1
2
(
2
,
2
)

+
F
+
+
+

F
+
+
+

+
F
++
.
(A.26)
Singlet state:
Singlet states [
d,n,i
could be labeled by three numbers d, n and i ,
denoting the number d of outcomes associated with the dimension of
Hilbert space per particle, the number n of participating particles, and the
state count i in an enumeration of all possible singlet states of n particles
of spin j (d 1)/2, respectively
19
. For n 2, there is only one singlet
19
Maria Schimpf and Karl Svozil. A
glance at singlet states and four-partite
correlations. Mathematica Slovaca,
60:701722, 2010. ISSN 0139-9918.
DOI : 10.2478/s12175-010-0041-7.
URL http://dx.doi.org/10.2478/
s12175-010-0041-7
state, and i 1 is always one. For historic reasons, this singlet state is also
called Bell state and denoted by [

.
Consider the singlet Bell state of two spin-
1
2
particles
[


1
_
2
_
[ + [ +
_
. (A.27)
HI LBERT SPACE QUANTUM MECHANI CS AND QUANTUM LOGI C 249
With the identications [+ e
1
(1, 0) and [ e
2
(0, 1) as before,
the Bell state has a vector representation as
[


1
_
2
(e
1
e
2
e
2
e
1
)

1
_
2
[(1, 0) (0, 1) (0, 1) (1, 0)]
_
0,
1
_
2
,
1
_
2
, 0
_
.
(A.28)
The density operator

is just the projector of the dyadic product of this


vector, corresponding to the one-dimensional linear subspace spanned by
[

; i.e.,

[
_
[

, [

1
2
_
_
_
_
_
_
0 0 0 0
0 1 1 0
0 1 1 0
0 0 0 0
_
_
_
_
_
_
. (A.29)
Singlet states are form invariant with respect to arbitrary unitary trans-
formations in the single-particle Hilbert spaces and thus also rotation-
ally invariant in conguration space, in particular under the rotations
[+ e
i

2
_
cos

2
[+
t
sin

2
[
t

_
and [ e
i

2
_
sin

2
[+
t
+cos

2
[
t

_
in the
spherical coordinates , dened earlier [e. g., Ref.
20
, Eq. (2), or Ref.
21
,
20
Gnther Krenn and Anton Zeilinger.
Entangled entanglement. Physical Review
A, 54:17931797, 1996. DOI : 10.1103/Phys-
RevA.54.1793. URL http://dx.doi.org/
10.1103/PhysRevA.54.1793
21
L. E. Ballentine. Quantum Mechanics.
Prentice Hall, Englewood Cliffs, NJ, 1989
Eq. (749)].
The Bell singlet state is unique in the sense that the outcome of a spin
state measurement along a particular direction on one particle xes also
the opposite outcome of a spin state measurement along the same direc-
tion on its partner particle: (assuming lossless devices) whenever a plus
or a minus is recorded on one side, a minus or a plus is recorded on
the other side, and vice versa.
Results:
We now turn to the calculation of quantum predictions. The joint prob-
ability to register the spins of the two particles in state

aligned or
antialigned along the directions dened by (
1
,
1
) and (
2
,
2
) can be
evaluated by a straightforward calculation of
P

2
(

, ) Tr
_

2
_

,
__

1
4
_
1(
1
1)(
2
1)
_
cos
1
cos
2
+sin
1
sin
2
cos(
1

2
)
__
.
(A.30)
Again,
i
, i 1, 2 refers to the outcome on the i th particle.
Since P

+P
/
1 and E P

P
/
, the joint probabilities to nd the two
particles in an even or in an odd number of spin-
1
2
-states when mea-
sured along (
1
,
1
) and (
2
,
2
) are in terms of the expectation function
given by
P

P
++
+P

1
2
(1+E)

1
2
_
1
_
cos
1
cos
2
sin
1
sin
2
cos(
1

2
)
__
,
P
/
P
+
+P
+

1
2
(1E)

1
2
_
1+
_
cos
1
cos
2
+sin
1
sin
2
cos(
1

2
)
__
.
(A.31)
250 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
Finally, the quantum mechanical expectation function is obtained by the
difference P

P
/
; i.e.,
E

1,+1
(
1
,
2
,
1
,
2
)
_
cos
1
cos
2
+cos(
1

2
) sin
1
sin
2
_
.
(A.32)
By setting either the azimuthal angle differences equal to zero, or by as-
suming measurements in the plane perpendicular to the direction of parti-
cle propagation, i.e., with
1


2
, one obtains
E

1,+1
(
1
,
2
) cos(
1

2
),
E

1,+1
(

2
,

2
,
1
,
2
) cos(
1

2
).
(A.33)
The general computation of the quantum expectation function for
operator (A.26) yields
E

2
(

, ) Tr
_

R1
2
1
2
_

,
_
_

1
4
_
(

+
+
)
2
(

+
)
2
_
cos
1
cos
2
+cos(
1

2
) sin
1
sin
2
__
.
(A.34)
The standard two-particle quantum mechanical expectations (A.32) based
on the dichotomic outcomes 1 and +1 are obtained by setting
+

1.
A more natural choice of

would be in terms of the spin state ob-


servables (A.23) in units of h; i.e.,
+

1
2
. The expectation function
of these observables can be directly calculated via S 1
2
; i.e.,
E

1
2
,+
1
2
(

, ) Tr
_


_
S 1
2
(
1
,
1
) S 1
2
(
2
,
2
)
__

1
4
_
cos
1
cos
2
+cos(
1

2
) sin
1
sin
2
_

1
4
E

1,+1
(

, ).
(A.35)
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Index
absolute value, 156
adjoint operator, 179
adjoint identities, 132, 139
adjoint operator, 61
adjoints, 61
afne transformations, 111
Alexandrovs theorem, 112
analytic function, 116
antiderivative, 152
antisymmetric tensor, 101
associated Laguerre equation, 227
associated Legendre polynomial, 219
Babylonian proof, 24
basis, 36
basis change, 53
Bell state, 76, 98, 248
Bessel equation, 207
Bessel function, 211
beta function, 192
BibTeX, 13
binomial theorem, 23
block, 240
Bohr radius, 226
Born rule, 46, 237
boundary value problem, 167
bra vector, 31
branch point, 123
canonical identication, 47
Cartesian basis, 36
Cauchy principal value, 147
Cauchys differentiation formula, 118
Cauchys integral formula, 118
Cauchys integral theorem, 117
Cauchy-Riemann equations, 116
change of basis, 53
characteristic equation, 68
characteristic exponents, 197
Chebyshev polynomial, 184, 211
cofactor, 60
coherent superposition, 32, 236
column rank of matrix, 58
column space, 59
commutator, 49
completeness, 39
conformal map, 117
conjugate transpose, 35, 51
context, 240
continuity of distributions, 134
contravariant coordinates, 45
contravariant order, 94
contravariant vector, 94
convergence, 229
coordinate system, 36
covariant coordinates, 45
covariant order, 94
covariant vector, 94
cross product, 102
curl, 102
dAlambert reduction, 197
DAlembert operator, 102
decomposition, 74
degenerate eigenvalues, 69
delta function, 140, 145
delta sequence, 140
delta tensor, 101
determinant, 60
diagonal matrix, 42
differentiable, 116
differential equation, 165
dilatation, 111
dimension, 37
Dirac delta function, 140
direct sum, 50
direction, 32
Dirichlet boundary conditions, 177
Dirichlet integral, 153
Dirichlets discontinuity factor, 153
distribution, 133
distributions, 141
divergence, 102, 229
divergent series, 229
domain, 179
dot product, 34
double dual space, 46
double factorial, 192
dual basis, 42
dual space, 41, 133
dual vector space, 41
eigenfunction, 130, 167
eigenfunction expansion, 130, 146, 167,
168
eigensystem, 67
eigenvalue, 67, 167
eigenvector, 57, 67, 130
Einstein summation convention, 45
entanglement, 48, 98, 99
Euler differential equation, 230
Euler integral, 192
Eulers formula, 115, 128
Eulers identity, 115
exponential Fourier series, 128
factor theorem, 123
eld, 31
form invariance, 95
Fourier analysis, 167, 170
Fourier inversion, 128, 138
Fourier series, 126
Fourier transform, 125, 129
Fourier transformation, 128, 138
frame, 36
Frobenius method, 194
Fuchsian equation, 189, 192
266 MATHEMATI CAL METHODS OF THEORETI CAL PHYSI CS
functional analysis, 141
functional spaces, 125
Functions of normal transformation, 73
Fundamental theorem of afne geome-
try, 112
fundamental theorem of algebra, 123
gamma function, 189
Gauss series, 207
Gauss theorem, 210
Gauss theorem, 105
Gaussian function, 129, 136
Gaussian integral, 129, 137
Gegenbauer polynomial, 184, 211
general Legendre equation, 219
generalized Cauchy integral formula, 118
generalized function, 133
generating function, 216
geometric series, 229
Gleasons theorem, 237
gradient, 102
Gram-Schmidt process, 39, 214
Grassmann identity, 103
Greechie diagram, 80, 240
Hasse diagram, 240
Heaviside function, 154, 218
Heaviside step function, 151
Hermite expansion, 130
Hermite functions, 130
Hermite polynomial, 130, 184, 211
Hermitian adjoint, 35, 51
Hermitian conjugate, 35, 51
Hermitian operator, 63, 67
Hilbert space, 35
holomorphic function, 116
homogenuous differential equation, 166
hypergeometric equation, 189, 208
hypergeometric function, 189, 206, 220
hypergeometric series, 206
imaginary unit, 115
incidence geometry, 111
innite pulse function, 151
inhomogenuous differential equation,
165
initial value problem, 167
inner product, 34, 39, 84, 125, 214
inverse operator, 49
irregular singular point, 193
isometry, 64, 238
Jacobi polynomial, 211
Jacobian matrix, 91
ket vector, 31
Kochen-Specker theorem, 80
Kronecker delta function, 35, 38, 87
Kronecker product, 47, 83
Laguerre polynomial, 184, 211, 228
Laplace operator, 102, 186
LaTeX, 13
Laurent series, 119, 195
Legendre equation, 215, 224
Legendre polynomial, 184, 211, 225
Legendre polynomials, 215
length, 32
Levi-Civita symbol, 101
linear combination, 54
linear functional, 41
linear independence, 33
linear manifold, 33
linear operator, 48
linear span, 34
linear superposition, 54
linear transformation, 48
linear vector space, 32
linearity of distributions, 134
Liouville normal form, 181
matrix, 49
matrix rank, 58
maximal operator, 77
measures, 79
metric, 42, 89, 90
metric tensor, 42, 87, 89
minor, 60
modulus, 156
Moivres formula, 116
multi-valued function, 123
multifunction, 123
mutually unbiased bases, 57
nabla operator, 102, 117
Neumann boundary conditions, 177
norm, 34
normal transformation, 71
null space, 59
ordinary point, 193
orthogonal complement, 35
orthogonal functions, 214
orthogonal projector, 66, 79
orthogonality relations for sines and
cosines, 127
orthonormal, 39
orthonormal transformation, 63
othogonality, 35
partial differential equation, 185
Pauli spin matrices, 50, 63
periodic boundary conditions, 177
periodic function, 126
permutation, 64
perpendicular projector, 66
Plemelj formula, 151, 154
Plemelj-Sokhotsky formula, 151, 154
Pochhammer symbol, 190, 207
polynomial, 49
positive transformation, 63
power series solution, 194
principal value, 147
principal value distribution, 147
probability measures, 79
product of transformations, 48
projection, 51
projection theorem, 35
projective geometry, 111
projective transformations, 111
projector, 37, 51
proper value, 67
proper vector, 67
pure state, 235
quantum logic, 238
quantum mechanics, 235
quantum state, 235
radius of convergence, 196
rank of matrix, 58
rank of tensor, 84
reciprocal basis, 42
reduction of order, 197
reection, 64
regular point, 193
regular singular point, 193
regularized Heaviside function, 154
residue, 119
Residue theorem, 120
Riemann surface, 115
Riesz representation theorem, 45
Rodrigues formula, 215, 220
rotation, 64, 111
I NDEX 267
row rank of matrix, 58
row space, 59
scalar product, 32, 34, 39, 84, 125, 214
Schmidt coefcients, 75
Schmidt decomposition, 75
Schrdinger equation, 220
sekular determinant, 68
sekular equation, 68
self-adjoint transformation, 62
sheet, 123
shifted factorial, 190, 207
sign function, 155
similarity transformations, 112
sine integral, 153
singlet state, 248
singular point, 193
singular value decomposition, 75
singular values, 75
skewing, 111
smooth function, 131
Sokhotsky formula, 151, 154
span, 34, 37
spectral form, 72
Spectral theorem, 72
spectral theorem, 72
spectrum, 72
spherical coordinates, 92, 221, 245
spherical harmonics, 220
Spur, 61
standard basis, 36
state, 235
states, 79
Stirlings formula, 192
Stokes theorem, 107
Sturm-Liouville differential operator, 178
Sturm-Liouville eigenvalue problem, 178
Sturm-Liouville form, 177
Sturm-Liouville transformation, 181
subspace, 33
sum of transformations, 48
symmetric group, 64
symmetric operator, 63, 66
tempered distributions, 136
tensor product, 47
tensor rank, 84, 94
tensor type, 84, 94
three term recursion formula, 216
trace, 61
trace class, 61
transformation matrix, 50
translation, 111
unit step function, 154
unitary transformation, 64, 238
vector, 32, 94
vector product, 102
weak solution, 132
weight function, 214