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MATHEMATICAL METHODS FOR PHYSICISTS SIXTH EDITION George B. Arfken Miami University Oxford, OH Hans J. Weber University of Virginia Charlottesville, VA Amsterdam Boston Heidelberg London New York Oxford Paris San Diego San Francisco Singapore Sydney Tokyo
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MATHEMATICAL METHODS FOR PHYSICISTS SIXTH EDITION
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Acquisitions Editor Project Manager Marketing Manager Cover Design Composition Cover Printer Interior Printer Tom Singer Simon Crump Linda Beattie Eric DeCicco VTEX Typesetting Services Phoenix Color The Maple–Vail Book Manufacturing Group Elsevier Academic Press 30 Corporate Drive, Suite 400, Burlington, MA 01803, USA 525 B Street, Suite 1900, San Diego, California 92101-4495, USA 84 Theobald’s Road, London WC1X 8RR, UK This book is printed on acid-free paper. ∞ Copyright © 2005, Elsevier Inc. All rights reserved. No part of this publication may be reproduced or transmitted in any form or by any means, electronic or me- chanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Permissions may be sought directly from Elsevier’s Science & Technology Rights Department in Oxford, UK: phone: (+44) 1865 843830, fax: (+44) 1865 853333, e-mail: permissions@elsevier.co.uk. You may also complete your request on-line via the Elsevier homepage (http://elsevier.com), by selecting “Customer Support” and then “Obtaining Permissions.” Library of Congress Cataloging-in-Publication Data Appication submitted British Library Cataloguing in Publication Data A catalogue record for this book is available from the British Library ISBN: 0-12-059876-0 Case bound ISBN: 0-12-088584-0 International Students Edition For all information on all Elsevier Academic Press Publications visit our Web site at www.books.elsevier.com Printed in the United States of America 05 06 7 07 08 09 10 9 8 6 5 4 3 2 1
CONTENTS Preface 1 Vector Analysis 1.1 Definitions, Elementary Approach . . . . . . . . . . . . . . . . . . . . . 1.2 Rotation of the Coordinate Axes . . . . . . . . . . . . . . . . . . . . . . 1.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . Scalar or Dot Product 1.4 . . . . . . . . . . . . . . . . . . . . . . . . . . Vector or Cross Product 1.5 Triple Scalar Product, Triple Vector Product . . . . . . . . . . . . . . . 1.6 Gradient, ∇ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.7 Divergence, ∇ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.8 Curl, ∇× . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.9 Successive Applications of ∇ . . . . . . . . . . . . . . . . . . . . . . . Vector Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.10 1.11 Gauss’ Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stokes’ Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.12 1.13 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Potential Theory 1.14 Gauss’ Law, Poisson’s Equation . . . . . . . . . . . . . . . . . . . . . . 1.15 Dirac Delta Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.16 Helmholtz’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Additional Readings 2 Vector Analysis in Curved Coordinates and Tensors 2.1 2.2 2.3 2.4 2.5 Orthogonal Coordinates in R3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Differential Vector Operators Special Coordinate Systems: Introduction . . . . . . . . . . . . . . . . Circular Cylinder Coordinates . . . . . . . . . . . . . . . . . . . . . . . Spherical Polar Coordinates . . . . . . . . . . . . . . . . . . . . . . . . xi 1 1 7 12 18 25 32 38 43 49 54 60 64 68 79 83 95 101 103 103 110 114 115 123 v
vi Contents Tensor Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.6 . . . . . . . . . . . . . . . . . . . . . . . . 2.7 Contraction, Direct Product Quotient Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.8 2.9 . . . . . . . . . . . . . . . . . . . . . . . Pseudotensors, Dual Tensors 2.10 General Tensors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tensor Derivative Operators . . . . . . . . . . . . . . . . . . . . . . . . 2.11 . . . . . . . . . . . . . . . . . . . . . . . . . . . . Additional Readings 3 Determinants and Matrices 3.1 3.2 3.3 3.4 3.5 3.6 Determinants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Orthogonal Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hermitian Matrices, Unitary Matrices Diagonalization of Matrices . . . . . . . . . . . . . . . . . . . . . . . . Normal Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Additional Readings 4 Group Theory 4.1 4.2 4.3 4.4 4.5 4.6 4.7 4.8 Introduction to Group Theory . . . . . . . . . . . . . . . . . . . . . . . Generators of Continuous Groups . . . . . . . . . . . . . . . . . . . . . Orbital Angular Momentum . . . . . . . . . . . . . . . . . . . . . . . . Angular Momentum Coupling . . . . . . . . . . . . . . . . . . . . . . . Homogeneous Lorentz Group . . . . . . . . . . . . . . . . . . . . . . . Lorentz Covariance of Maxwell’s Equations . . . . . . . . . . . . . . . Discrete Groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Differential Forms . . . . . . . . . . . . . . . . . . . . . . . . . . . . Additional Readings 5 6 Infinite Series 5.1 5.2 5.3 5.4 5.5 5.6 5.7 5.8 5.9 5.10 5.11 Fundamental Concepts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Convergence Tests Alternating Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Algebra of Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Series of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Taylor’s Expansion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Power Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Elliptic Integrals Bernoulli Numbers, Euler–Maclaurin Formula . . . . . . . . . . . . . . Asymptotic Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Infinite Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . Additional Readings Functions of a Complex Variable I Analytic Properties, Mapping 6.1 6.2 6.3 Complex Algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cauchy–Riemann Conditions Cauchy’s Integral Theorem . . . . . . . . . . . . . . . . . . . . . . . . . 133 139 141 142 151 160 163 165 165 176 195 208 215 231 239 241 241 246 261 266 278 283 291 304 319 321 321 325 339 342 348 352 363 370 376 389 396 401 403 404 413 418
Contents 6.4 6.5 6.6 6.7 6.8 Cauchy’s Integral Formula . . . . . . . . . . . . . . . . . . . . . . . . . Laurent Expansion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Singularities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Mapping . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Conformal Mapping . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Additional Readings 7 Functions of a Complex Variable II 7.1 7.2 7.3 Calculus of Residues . . . . . . . . . . . . . . . . . . . . . . . . . . . . Dispersion Relations . . . . . . . . . . . . . . . . . . . . . . . . . . . . Method of Steepest Descents . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Additional Readings 8 The Gamma Function (Factorial Function) 8.1 8.2 8.3 8.4 8.5 Definitions, Simple Properties . . . . . . . . . . . . . . . . . . . . . . . Digamma and Polygamma Functions . . . . . . . . . . . . . . . . . . . Stirling’s Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . The Beta Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Incomplete Gamma Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Additional Readings 9 Differential Equations 9.1 9.2 9.3 9.4 9.5 9.6 9.7 9.8 Partial Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . First-Order Differential Equations Separation of Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . Singular Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Series Solutions—Frobenius’ Method . . . . . . . . . . . . . . . . . . . A Second Solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nonhomogeneous Equation—Green’s Function . . . . . . . . . . . . . Heat Flow, or Diffusion, PDE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Additional Readings 10 Sturm–Liouville Theory—Orthogonal Functions Self-Adjoint ODEs 10.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10.2 Hermitian Operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10.3 Gram–Schmidt Orthogonalization . . . . . . . . . . . . . . . . . . . . . 10.4 Completeness of Eigenfunctions . . . . . . . . . . . . . . . . . . . . . . 10.5 Green’s Function—Eigenfunction Expansion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Additional Readings 11 Bessel Functions Bessel Functions of the First Kind, Jν (x) . . . . . . . . . . . . . . . . . 11.1 11.2 Orthogonality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.3 Neumann Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.4 Hankel Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.5 Modified Bessel Functions, Iν (x) and Kν (x) . . . . . . . . . . . . . . . vii 425 430 438 443 451 453 455 455 482 489 497 499 499 510 516 520 527 533 535 535 543 554 562 565 578 592 611 618 621 622 634 642 649 662 674 675 675 694 699 707 713
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