Documente Academic
Documente Profesional
Documente Cultură
University of Houston
Evgeny M. CHESNOKOV
-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.
6
Concept of Scalars and Vectors
7
Vectors in 3-D space
1. vectors are equal if their directions are identical and
lengths are equal;
9
Let’s continue a consideration of mathematical
properties of first rank tensors:
a b c ... q q ... c b a f
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
q i j k ;
(5)
The vectors i , j,k are linearly independent, when:
i j k 0
(6)
0
13
A vector can be written in another
q
form:
q x i y j z k ;
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.
p (7)
15
The rank of the tensor is determined by the
number of free indexes.
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
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.).
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.
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:
'
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 )
'
Fij aik a jn Fkn ( 25 )
27
PROPRTIES OF TENSORS
Aij A ji
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:
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
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
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
1 0 0 0 jk
jk 0 1 0 jk 1 jk
0 0 1 or
j, k = 1,2,3 ( 33
)
33
KRONEKER DELTA TENSOR
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.
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
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
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 iji 0 j
(T ij )i ij i i 0 j
ij(Tij ij ) i iji 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 iji 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:
( 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
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
qb
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
dv du
uv u dx v dx
dx dx
51
INTEGRATION BY PARTS
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
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
(t ) 0 for t 0
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
(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 ( )
0
f ' (t ) dt f () f ' (t ) |
0 f (0)
f (t ) (t a)dt f (a)
59
Differential Operators
More…
60
Example
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
63
Divergence
64
Example
Find the divergence of the vector field a
2 2 2 2 2 2
ax y i y z jx 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
ax y z i y z jx z k
Answer:
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 (n1) ( x) . From the general properties of definite integrals, we can write:
ah
a
f ' ( x )dx f a h f a
or: ah
f (n1) ( x)
f a h f a
a
f ' ( x )dx (1)
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
( 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 ) Aet for t 0 ( 0)
Using the definition (2) and separating the integral into two parts ,
0 0
A e(i )t
(0)eit dt t it
~ 1 A A
f ( ) e e dt 0 ,
2 2 2 (i ) 2 (i )
0
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
Referring back to the Fourier inversion theorem:
deit duf (u )eiu
1
f (t )
2
1
deit duf (u )eiu duf (u ) ei (t u )d
we have: 1
f (t )
2 2
ei (t u )d
1
(t u )
2
79
Relation of the Dirac -function to Fourier Transforms
2 sin(t )
1eit 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
(t )eit 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 s0
s 0 s
0
~ e( a s )t
e ate st dt ( a s )t 1
f (s) e dt , if s0
a s as
0
0 0
84
EXAMPLES
~
fn (s) t n e st dt
~ t ne st ~
n st
t n1e st dt 0 f n1( s );
n
fn (s) t e dt if s0
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 s0
s
and: ~ ~ ~
1 2! n!
f1( s ) , f 2 ( s ) , ... fn (s) if s0
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
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