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Earth and Atmospheric Science Department

University of Houston

Evgeny M. CHESNOKOV

Groundwork of Vector and Tensor Analysis


And Some Mathematical Additions

-HOUSTON, 2018 –
1
Why Is Math Important?

2
It can’t be natural science
unless mathematics is
brought into it
Emmanuel Kant
«Metaphysical Foundations of Natural Science»

3
Contents
1.1. Concept of scalar and vectors
1.2. Transformation of systems of coordinates. General concept of tensor
1.3. Tensors in Cartesian system of coordinates
1.4. Covariant and Contravariant components
1.5. Specific tensors
1.6. Eigen values and Eigen vectors of second rank tensors
1.7. Curvilinear integrals. Stocks theorem
1.8. Matrices and Determinants
1.9. Differential Operators
1.10. Partial Integration
1.11. Dirac Function
1.12. Heaviside Function
1.12. Taylor Series
1.13. Fourier Series
1.14. Laplace Transformation
1.15. Type of the Equations used in the Course

4
INTRODUCTION
This part of the lectures is devoted to the mathematical material which
we think is necessary to understand the basic results we derive and
discuss.

This means this is not a part of course of mathematics for geologists


and geophysicists ( in spite of it should be useful for them as well)
and you will not find the connections between different parts of this
chapter except of the general idea to give you the basic mathematical
knowledge I used in this lecture.

Level of presentation of this material is not strongly mathematical. I


did not use any lemmas or theorems and their proofs. I strived to give
to the students just the working tool, which will helpful to understand
this lectures.

I hope it will be useful also to other geology-geophysical courses,


where mathematical material used.
5
1.1. Concept of Scalar and Vectors
Modified from Mase,1970

6
Concept of Scalars and Vectors

Parameters determining the fundamental physical


characteristics - like force, velocity, displacement,
tenseness of electric field, etc. are determined by
directions and values.

These characteristics can be represented by directed


segment in a three dimensional space and named
vectors or tensors of first rank .

7
Vectors in 3-D space
 1. vectors are equal if their directions are identical and
lengths are equal;

 2. the unit vector - vector with unit length;

 3. the negative vector - vector with the same length as an


initial one, but with opposite direction

 4. the zero vector - vector with zero length and indefinite


direction.

 In order to continue the consideration of other properties
of first rank tensors let’s introduce the zero rank tensors
(scalars):
8
 Physical characteristics, which determined by
quantities only, named tensors of zero rank or
scalars.

 As vectors scalars are fundamental characteristics of


objects in physics and mathematics.

 In physics for example, scalars characterize energy,


mass, volume, period, frequency, temperature and etc.

 These values do not depend on directions, but


determine the properties of studied subjects as a whole.

9
Let’s continue a consideration of mathematical
properties of first rank tensors:

5. the addition of vectors:


(1)

        
a  b  c  ... q  q  ... c  b  a  f

6. the multiplication of a vector by a scalar:


   (2)

f b  k

10
7. the scalar multiplication of two vectors:

Definition
 Scalar Multiplication

λ  a  b  b  a  ab cos(θ )
8/26/2010 2

  
     
  

  a  b  axi  a y j  az k bxi  by j  bz k  axbx  a yby  azbz
11
 8. The vector multiplication:
Definition
 Vector
Multiplication
V  a  b  b  a  ab sin(θ )e

V
V  a  b  b  a  ab sin(θ )e
a
e θ

b
10/9/2008 3

  
i j k

  

V  a  b  ax ay

   
a z  i a y bz  a z b y  j a xbz  a z bx   k a x b y  a y bx  
bx by bz

 It is easily to show from (9) that:


  
V  a  a   0
12
Various Vector Presentations:
 In Cartesian coordinates of an any vector can be represented by a
combination of three noncomplanar vectors , which generate the basis of
this system, and corresponding coefficients:

   
q  i  j k ;
(5)

  
The vectors i , j,k are linearly independent, when:

  
 i  j  k  0
 (6)

and this equation satisfies under condition:

     0
13
A vector  can be written in another
q
form:
   
q   x i   y j  z k ;

Or in so called nameless system of coordinate:

   
1i  2 j  3k  q
14
Rank of Tensors
 Components of an any rank tensor (except zero one) can be
represented visually and shortly over index denotes.

 In this case system of coordinate OXYZ changes to the nameless OXi


and components of vectors can be written in a form: ai , bj, ck, dl .

 Nonrepeatable indexes named free. For example, in an expression:

p  (7)

aijj;b j ;cnpp ; Rqp ; imm ; a j ; bk


one index is free only.

Repeatable indexes named mute. In previous expressions we met from one up to


two mute indexes.
(9)

15
The rank of the tensor is determined by the
number of free indexes.

For example, a second rank tensor can be written


by symbols with two free indexes:

Dij ; Dij ; Dij

or in more general form:


ij ij
B jk ; Akj ; ijUkVk
16
 In 3-D case, where both free indexes change from
one to three, the expression Dij represents nine
components of a second rank tensor:
 D11 D12 D13 
   ( 10 )
Dij   D21 D22 D23 
D 
 31 D32 D33

 Index written form is very convenient. For


example, a system of linear algebraic equations:
 X1  c11 z1  c12 z2  c13 z3
 ( 11 )
 X 2  c21 z1  c22 z2  c23 z3
X  c z  c z  c z
 3 31 1 32 2 33 3
 Can be presented in index notations in a form:
3
X i  cij z j   cij z j
j 1 17
Using this expression, we can write the second rank
tensor in a form:
3
Aij  bik b jn Akn   bik b jn Akn  ( 13 )
k ,n 1

 And for the individual component we can write:



A11  b1k b1n Akn  b11
2
A11  b12
2
A12  b13
2
A13  b11b12 ( A12  A21 ) 
 ( 14 )

 b12 b13 ( A23  A32 )  b11b13 ( A13  A31 )

 We discussed the convenience of index notations ,


up to now we have not introduce the concept of
tensor
18
GENERAL CONCEPT OF
TENSOR.

19
TRANSFORMATIONOF SYSTEMSCOORDINATES. GENERAL CONCEPT OF TENSOR.

 Let’s consider an arbitrary 3-D Cartesian system of coordinate X i (old) and any
other Cartesian system of coordinate i (new) (i=1,2,3).


 Formula of transformation of coordinate is:

i  i ( X 1 , X 2 , X 3 )  ( 15 )

 and determines a new set of coordinate  i for any point ( X 1, X 2 , X 3) for an old
system
Xi

 Determinant:
 1  1  1
X 1 X 2 X 3
 2  2  2
J 
X 1 X 2 X 3  ( 16 )
 3  3  3
X 1 X 2 X 3

 is the Jacobian of transformation. Here  i or X i is arbitrary curvilinear or


orthogonal system of coordinates.
20
 Let’s define component of differential from (15):

 i
 d i
dX j
( 17 )
X j

 This expression determines class of tensors named as contravariant first rank tensors
or vectors. In general case mathematical objects named contravariant first rank
tensors if they subject to the law of transformation:

 i  j  ( 18 )
B 
'ij
B rs
X r X s
 There is an existence so called covariant tensors, components of which are follow of
rule:

X r X s
Dij'  Drs  ( 19 )
  
i j

 In general theory for visualization of covariant tensors usually use the low indexes.

21
 For an illustration of the concept of contra and co-variant first order tensors (vectors),
let’s consider an example.

 It is well known that any vector can be presented in a plane OX1X2 in a form:

  
a  a1e1  a 2e2  ( 20 )


 where: 1, 2 are unit vectors of expanded basis; a1, a 2 are orthogonal coordinates
e
 
of vector a
X2

a
a1

a2 X1

Fig.1

22
 In a case when coordinate axes

X1 , X2 are not orthogonal each other, then
 vector a can be resented in a two different ways (fig 2.).

Different Vector Components

 a2 Fig 2.
a2 a

a1 a1


 If we want to determine the vector a through quantities a1, a 2 , then we have to
 use the expression (20) and a1, a 2 named as contravariant components of vector a
 .
 In the another type of a definition of vector

a through quantities a1,a2 leads to
the expression:
   
a1 | a |  | e1 | cos  a | x1  | e1 |
 ( 21 )
   
a2 | a |  | e2 | sin  a | x 2  | e2 |


a1,a2 and named as co-variant components of a vector a
 The quantities .
23
Tensors in Cartesian System of Coordinate.

24
Tensors in Cartesian System of Coordinate.

Transformation of one system of homogeneous


coordinate to an another one are named orthogonal.
We will consider the orthogonal transformation and this
means that we will have dealing with Cartesian tensors .
For this type of tensors no any difference between
contravariant and covariant components and this is a
reason why we will use the low suffixes only. As can be
shown below the partial derivations in (18) and (19) can
be changed by constants.

25
OX1 X 2 X 3 OX1' X 2' X 3'
In fact, let’s consider two orthogonal systems of coordinate and
In this case an orientation of any axes of one system relatively another one can be
determined by table:

X’1 X’2 X’3

X1 a11 a12 a13

X2 a21 a22 a23

X3 a31 a32 a33

or by tensor of transformation aij. In this case components of an arbitrary vector Ui in


initial (without primes) system of coordinates are connected with those coordinates in
prime system of coordinate by expression:

'
Ui  aij U j (22)
26
 This equality determines the law of transformation of the first rank
Cartesian tensors (vectors). The inverse relationship valids as well:
U j  a ji U ' i
 ( 23 )
 Combination of (22) and (23 ) leads to the expression:

U j  a ji aik U k  a jk U k   jk U k  ( 24 )

 Generalization of (24) leads to the law of transformation of second


rank Cartesian tensor:

'
Fij  aik a jn Fkn  ( 25 )

27
PROPRTIES OF TENSORS

1. Tensor is called symmetric when:

Aij  A ji

2. And antisymmetric if:

Aij   A ji

28
Algebra of Tensors

29
Algebra of Tensors

 1. Addition:
 Addition is valid for the same rank tensors only in accordance of rule:

 Aijk...  Bijk....  Dijk...  Tijk... ( 28 )

 2. Multiplication
 There are two sort of multiplication - internal and external:

External Internal

aI bj = Tij ai Eik = fk
Dij Tkm = Fijkm Eij Ejm = Gim
30
Specific Tensors
 As has been shown above the transition from one system of coordinate to another one is
realized in accordance to the formula ( 15 ):

i  i ( X 1 , X 2 , X 3 )
 Using this expression we can write the equality for differential:

 i
d  i
dX n
 ( 29 )
X n
 Let’s introduce an element of a length and find square of this element:
 ( 30 )
(dS )  d d
2 i i

 Substitution (30) into (29) gives:

 i  i
(dS ) 2
dX m
dX n  ( 31 )
X m X n

31
Fundamental Tensor of Space
The quantity  i   i is called by metric tensor or
g mn

X m
X n

fundamental tensor of space.

32
 In a case when  i and X i are orthogonal coordinates:

i i X i X i
g mn
    im in   mn  ( 32 )

mi
X X n
X X
m n

 This means that metric tensor becomes Kronecker tensor in an orthogonal system of
coordinate

THE KRONEKER DELTA TENSOR

 This tensor in 3-D Cartesian coordinates has a form:


1 0 0 0 jk
  
 jk   0 1 0   jk  1 jk
 0 0 1 or 

j, k = 1,2,3 ( 33
)  

33
KRONEKER DELTA TENSOR

This tensor in 3-D Cartesian coordinates has


a form:

1 0 0 0 j  k
  or :  j, k = 1,2,3
 jk   0 1 0   jk  1 j  k
0 0 1
 


34
Let’s define the basic properties of this tensor
X j
1.   jk
X k

2.  ij  jl  lk ... rp pq   iq

3.  jk  kj   jj   jj   kk  3

4.  jm Amq  A jq

5.  jm A jm  A jj  Amm

Owing to these properties the tensor  plays role the operator of
permutation of indexes in different expressions and this widely
exploit in physics and mathematics.

 Note as well that a population of  can generate other mathematical


constructions, in particularly, six order matrixes.

35
The third rank antisymmetric tensor
(Levi-Chivita)
 This is another useful tensor and is defined as follows:

 0 if any two of i , j , k are the same



 ijk   1 if i, j , k is an even permutation of 123( i .e .,123, 312, 231)
 1 if
 i, j , k is an odd permutation of 123( i .e .,132, 321, 213)

 Hence, only 6 of the 27 components of  are non zero.

 Take this definition unto account we can write:

123   312   231  1

 213   321  132  1

36
Properties
 1.

 im  in  il
 ijk   mnl   jm  jn  jl   im jn kl   jm kn il   km in jl 
 km  kn  kl
 il jn km   jl kn im   kl in jm

 2.
 ijk   ijk   ijk2  3!  6

 3.
 ijk  ljk  2 il

 4.
 ijk  lmk   il  jm   im jl

37
 Using the properties of this tensor we can easily to write some useful expressions:
 1. Vector multiplication of two vectors:

 
[a  b ]   ijka j bk

 2. The same expression we can write for “curl U”


  
curlU  [  U ]   ijk jU k

 3. Third order determinant

a11 a12 a13


a21 a22 a23   lmna1l a2m a3n
a31 a32 a33

 4. Differential: differential operator /x leads to tensor T on one rank higher, when
index “i” stay free:  2
Tij  Tij, k ; Tij  Tij, km;
xk xk xm

 or one rank lower when “i” is a summation index: Tij  Tij , i  F j
xki 38
Eigen Values and Eigen Vectors Of A
Second Rank Symmetric Tensors

39
Eigen Values and Eigen Vectors Of A Second Rank Symmetric Tensors

 Let’s consider a symmetric second rank tensor T . For each symmetric tensor defined in
a some point of space and for each direction in this point there is a vector k , which
satisfied the expression:

ki  Tij n j


Tensor T can be considered as a linear vector operator, which stay in accordance of
vector k to the direction n. When vectors k and n are parallel, then:

Tij n j  ni

and direction n is called the main direction or the main axes of tensor T. Take into
account that :
ni  n j ij we can write :
(Tij   ij ) n j  0

40
 This system consisting of three equations has nontrivial solution when:

Tij   ij  0

 Open this determinant relatively to , we obtain the cubic equation:

3  2 I1  I 2  I 3  0

 This equation is called the characteristic or secular equation of tensor T and coefficients:

I 1  Tii
1
I2  ( Tii T jj  Tij Tij )
2
I 3  Tij   ijk T1iT2 jT3 k

These coefficients I1 , I 2 , I 3 are called first, second and third invariants of a second rank
symmetric tensor T.

Three roots () of the secular equation are called eigen values of tensor T.

41
PROPERTIES OF THE SECULAR EQUATION
 1. Let’s proof that when the components of tensor T are real then the eigen values
 are real as well.
 Suppose that they are imaginary, i.e.:

    i and ni    i

 Substitute this expression to the secular equation and after equate to real and
imaginary parts we obtain:

 (Tij  ij )  i  iji  0  j

 (T  ij )i  ij  i i  0  j
 ij(Tij  ij )  i  iji  0 j


 (T  ij )i  ij  i i  0 j
 ij
Multiplication of the first of equation on  and the second one on  and after subtraction
first equality from the second one under condition of symmetry of tensor T we
obtain :

 ( ij i  j   iji j )  0


Analysing this equation we obtain  =0, because two member in circular brackets
can’t be equal zero simultaneously at the same time they are always positive. The
equality  =0 means that eigen values  (or eigenvectors n) of tensor T always real.
42
2. If roots of the secular equation are different then eigenvectors are
orthogonal.
 In fact, let’s assume that two roots 1 and 2 are different and n1 and n2 are
 corresponding them two eigenvectors, then we can write:

(Tij  r ij ) n(i r )  0


 

(T    ) n j  0
 ij s ij ( s )

As far as tensor T is a symmetric one then:

( r  s ) ij n(ir ) n(js )  0

i j
but r  s i .e  ij n(ir ) n(js ) 0 or nn 0
 The last equality is possible then and only then, when n1 and n2 are orthogonal. We
took two different roots, but situation will be the same for three roots as well.
Symmetric tensor T has a form in the basic axes:
 1 
 
Tij   2 
 3 


If all roots are equal each other , i.e. (1) = (2) = (3) and there are infinite quantities
of main directions (eigenvectors).
43
DETERMINANTS

44
DETERMINANTS
 1.
 A1 A2 A3 
B   B2 B3   B1 B3   B1 B2   (1)
B3  A1   A2   A3  
D3  D3  D2 
B2
 1   D2  D1  D1
 D1 D2 D3 

 A1B2 D3  A1B3 D2  A2 B1D3  A2 B3 D1  A3 B1D2  A3 B2 D1

 or using the triangle rule:


 A1 A2 A3 
B B B   A B D  A B D  A B D  A B D  A B D  A B D
 1 2 3 1 2 3 2 3 1 3 1 2 3 2 1 1 3 2 2 1 3
 D1 D2 D3   (2)

45
 Sometimes it is useful to use the formula:

 A1 A2 A3 
B B2 B3 
 1 
 D1 D2 D3 
   A1B2 D3  B1D2 A3  D1 A2 B3  A3 B2 D1  B3 D2 A1  D3 A2 B1
 A1 A2 A3 
 (3)
 B1 B2 B3 
 
 

Expression (3) can be used in a case of vector multiplication of two vectors as well. In
this case we have :
  
i j k 
   
  
 



q  b  q x q y q z   i q y bz  q z b y  j q z bx  q x bz   k q x b y  q y bx 
 bx b y bz 
 

  
 or: i j k 
 
q x qy qz 
   bx bz  
 
qb   
by
    
 
 



   i q y bz  j q z bx   k q x b y  i (q z b y )  j q x bz   k q y bx 
i j k 
 
q x qy qz 
 
 

   
  
 i q y bz  q z b y  j q z bx  q x bz   k q x b y  q y bx
46
 or:

       
i j k i j k i j
 

q  b  qx q y qz  qx q y qz qx q y 
bx by bz bx by bz bx by
 

  
  



 
 i q y bz  j q z bx   k q xby  i q z by  j q xbz   k q y bx 


  

 i q y bz  q z by  j q z bx  q xbz   k q xby  q y bx .

47
Gabriel Cramer (1704-1752)

48
Mathematical Additions
Modified from Riley, et all,1998

49
Mathematical Additions

INTEGRATION BY PARTS
Modified from Riley, et all,1998

50
Integration by parts
Integration by parts is the integration analogy of product
differentiation.
The principle is to break down a complicated function into two
functions, at least one which can be integrated by inspection. The
method in fact relies on the result for the differentiation of a
product.
In a case if u and v are differentiated, then:
d dv du
uv   u  v
dx dx dx

where u and v are function of x, we now integrate to find:

 
dv du
uv  u dx  v dx
dx dx
51
INTEGRATION BY PARTS

Rearranging into the standard form for integration by parts gives:

 
dv du
u dx  uv  v dx
dx dx
 Integration by parts is often remembered for practical purposes
in the form the integral of a product of two functions is equal to
{ the first time integral of the second} minus the integral of {
the derivative of the first times the integral of the second}.
Here u is ‘the first’ and dv/dx is ‘the second’; clearly the
integral v of ‘the second’ must be determinable by inspection
Example:

   
z
ln xdx  ze z dz  z e z dz  ez dz e z ( z  1 )  C  x(ln x  1 )  C
z

Here: ln(x) =z; z=U; e z  x; dx  e z dz ; dV  e z


52
Dirac Delta
The  function is different from most functions encountered in the physical
sciences but we will see that a rigorous mathematical definition exists; the utility
of the  function will be demonstrated throughout the reminder of this chapter.

It can be visualized as a very sharp narrow pulse (in space, time density, etc.)
which produced an integrated effect having a definite magnitude. The formal
properties of the  function may be summarized as follows

53
DIRAC –Delta Function

The Dirac  function has the property that:

(t )  0 for t  0

but its fundamental defining property is:

 f ( t ) ( t  a )dt  f ( a ) (*)

provided the range of integration includes the point t = a; otherwise the integral
equals zero. This leads immediately to two further useful results:

  (t)dt  1
a
for a, b  0

and

  ( t  a )dt  1
54
DIRAC –Delta Function

Equation (*) can be used to derive further useful properties


in the Dirac  function:

 (t )   (t );
1
 (at )   (t );
|a|
t (t )  0
55
HEAVISIDE FUNCTION
 Closely related to the Dirac  -function is the Heaviside
or unit step function H(t), for which:

1 t  0
H (t )  
0 t  0
 This function is clearly discontinues at t=0 and it is usual
to take H(0) =1/2
 The Heaviside function is related to the delta function by

H ' (t )   (t )
 Considering the integral:

 

 f (t ) H ' (t ) dt   f (t ) H ' (t ) 




f ' (t ) H (t ) dt 
 

 f ( ) 
 0

f ' (t ) dt  f ()  f ' (t ) | 
0  f (0)

 and comparing with the expression:



 f (t ) (t  a)dt  f (a)


 when a =0 immediately shows that H’(t) =  (t)


Differential Operators

59
Differential Operators

More…

60
Example

 Find the gradient of function:

  xy 2 z3

Answer:

2 3 3

  y z i  2 xyz j  3xy z k
2 2

61
The Physical Meaning

62
The Physical Meaning

Geometrical properties of  . PQ gives the value d / ds in the direction a

63
Divergence

64
Example
Find the divergence of the vector field a
 2 2 2 2  2 2 
ax y i y z jx z k

Answer:

a  2x y2  2 y z 2  2x2 z  2 x y 2  y z 2  x2 z 
 

65
The Physical Meaning:
The Divergence:

physics.

66
CURL

67
Example
Find the CURL of the vector field a
 2 2 2 2 2  2 2 
ax y z i y z jx z k
Answer:

The Physical Meaning:

68
Taylor Series

69
Suppose that we have a function f(x) that we wish to express as a power
series in (x-a). We shall assume that , in a given x-range, f(x) is a
continuous, single valued function of x having continuous derivatives with
respect to x, denoted by f’(x), f’’(x) and so on, up to and including
f (n1) ( x) . From the general properties of definite integrals, we can write:

ah


a
f ' ( x )dx  f a  h   f a 

or: ah
f (n1) ( x)

f a  h   f a  

a
f ' ( x )dx (1)

A first approximation for f(a+h) may be obtained by substituting f’(a ) for


f’(x) in (1) and write it in terms of x and a:

f x  f a  ( x  a) f '(a)


and in a similar way:
f ' x   f ' a   ( x  a ) f '' ( a )
f '' x   f '' a   ( x  a ) f ''' ( a )
and so on. 70
Taylor Series

Substituting for f’(x) in (1) we obtain the second approximation:


ah


h2
f a  h   f a    f '(a)  ( x  a) f "(a)dx  f a   hf '(a)  f "(a)
2
a

We may repeat this procedure as often as we like to obtain high order approximation
to f(h+a); we find the (n-1)th-order approximation to be:

h2 h( n 1) ( n 1)
f a  h   f a   hf ' ( a )  f "( a )  ...  f ( a )  Rn ( h) (2)
2 ( n  1)!

where:
h(n) (n)
Rn (h)  f ( )
n!
For some  that lies in the range [a, a+h]

71
Taylor Series

In a case if we denote (a+h) as x, expression (2) can be written in a form:

( x  a )2 ( x  a )( n 1) ( n 1)
f x   f a   ( x  a ) f ' ( a )  f "( a )  ...  f ( a )  Rn ( h) (3)
2! ( n  1)!

and :
( x  a)( n) ( n)
Rn (h)  f ( )
n!

Each of these formulae (2) or (3) gives us the Taylor expansion of the function
about the point x=a. The special case occurs when a=0. Such Taylor expansion,
about x=0, are called Maclaurin series.

72
Examples: Standard Maclaurin series

x3 x5 x 7
sin x  x     ... for    x 
3! 5! 7!
x 2 x 4 x6
cos x  1     ... for    x 
2! 4! 6!
1 x3 x5 x 7
tan x x    ... for  1  x 1
3! 5! 7!
x x 2 x3 x 4
e 1 x     ... for    x 
2! 3! 4!
x 2 x3 x 4
ln(1  x )  x     ... for  1  x  1
2! 3! 4!
n x2 x3
(1  x )  1  nx  n( n  1)  n( n  1)( n  2)  ... for    x 
2 3!

73
Fourier Series

74
The Fourier Transform

75
The Fourier Transform

(1)

(2)

(3)

(2) (3)

76
Example: Find the Fourier transform of the exponential
decay function f(t) =0 for t < 0 and f (t )  Aet for t  0 (  0)

Using the definition (2) and separating the integral into two parts ,

0 0

 
A  e(i  )t 
(0)eit dt  t it
~ 1 A A
f ( )  e e dt  0     ,
2 2 2  (i   )  2 (i   )
0
 

which is the required transform.

It is clear that the multiplicative constant A does not affect the form of the transform ,
merely its amplitude. This transform may be verified by re-substitution of the above
result into (3) to recover f(t), but evaluation of the integral requires the use of
complex –variable contour integration .

77
Relation of the Dirac  -function to
Fourier Transforms

78
Relation of the Dirac  -function to Fourier Transforms

In the previous section we introduced the Dirac  - function as away of representing


very sharp narrow pulses, but in no way related it to Fourier transforms. Let’s show it
right now.
 

 
Referring back to the Fourier inversion theorem:
deit duf (u )eiu
1
f (t ) 
2
 

     

   
 
 1 
deit duf (u )eiu  duf (u ) ei (t u )d 
we have: 1
f (t ) 
2  2 
   
  

And finally for  - function we can write:


 ei (t u )d
1
 (t  u ) 
2

79
Relation of the Dirac  -function to Fourier Transforms

Consider the rectangular distribution of frequencies shown in figure below

a. A Fourier transform showing a rectangular distribution of frequencies between  ;

b. The function of which it is a transform, which is proportional to t 1 sin(t )



2 sin(t )
1eit d 
1
From (3), taking the inverse Fourier transform, f  (t ) 
2 2 t


This function is illustrated in the above figure a and it apparent that , for large  , it
becomes very large at t = 0 and also very narrow about t = 0, as we qualitatively expect
and require 80
Relation of the Dirac  -function to Fourier Transforms

Finally, the Fourier transform of a  - function is:

  (t )eit dt 
~ 1 1
 ( ) 
2 2


81
LAPLACE TRANSFORMATION

82
LAPLACE TRANSFORMATION

DEFINITION
Often we are interested in function f(t) for which the Fourier transform does not exist
because f / 0 as t  , and so integral defining ~f does not coverage.
This would be the case for the function f(t) = t , which does not possess a Fourier
transform. Furthermore, we might be interested in a given function only for t > 0,
For example when we are given the value at t=0 in an initial value problem.
This leads us to consider the Laplace transform, ~f ( s ) or  f (t ) of f(t), which is
defined by:


~
f (s)  f (t )e  st dt (4)
0

Provided that the integral exists. We assume here that s is real, but complex values
would have to be considered in a more detail study. In practice, for a given function
f(t) there will be some real number So such that the integral in (4) exists for s  s0 , but
converge for s  s0 .

Through (4) we can define a linear transformation  that converts functions of the
variable t to functions of a new variable s :

      ~ ~
 af1(t )  bf 2 (t )  a f1(t )  b f 2 (t )  af1( s)  bf 2 ( s) 83
EXAMPLES
Find the Laplace transforms of the functions :

1. f (t )  1; 2. f (t )  eat ; 3. f (t )  t n

Answer:
1. By direct application of the definition of Laplace transform, we find:



 1 
1   st
dt   e st   ,
1
e if s0
 s 0 s
0

where the restriction s>0 is required for the integral to exist

2. The same procedure leads to the expression:

 

 
~  e( a  s )t 
e ate st dt  ( a  s )t 1
f (s)  e dt     , if s0
 a  s  as
0
0 0

84
EXAMPLES

3. Once again using the definition (4) we have:



~
fn (s)  t n e  st dt

Integrating by parts we find:


 

 
~   t ne st  ~
n  st
t n1e st dt  0  f n1( s );
n
fn (s)  t e dt     if s0
 s  s
0
0 0
~
We now have a recursion relation between successive transforms and by calculating f0
We can infer ~
f ,
~ etc. Since 0
f t  1 , and the first example above gives:
1 2

~ 1
f0  if s0
s
and: ~ ~ ~
1 2! n!
f1( s )  , f 2 ( s )  , ... fn (s)  if s0
s2 s3 s n 1
Thus, in each case (1-3), direct application of the definition of the Laplace
transform (4) yields the requirement result 85
Standard Laplace Transformations.
Transformations are valid for S  S0

86
Type of the Equations used in the Course

87
 ij
0 Equilibrium Equation
x j

 ij  2U i
  fi Wave Equation
x j t 2

88
References

 George E. Mase, 1970. Theory and Problems of


Continuum Mechanics. Schaum’s Outline Series.
MCGRAW-Hill Book Company. p. 1-300.

 Kenneth Franklin Riley, Mike Hobbson, and


Stephan Bense, 1998. Mathematical Methods
For Physics and Engineering, Cambridge. 1-1232

89
TASK:
 Evaluate:
1. ii 
2. ij ij 
3. ij jk  ki 
4. ij jk 
5. ij Aik 
X i
6. 
X j
 X i X j X k
7. 
X j X k X iDo not make a
summation on the repeatable indexes
90

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