35
COURSE MATHEMATICAL METHODS OF PHYSICS. R.J.Kooman University of Leiden spring 2007. 1
COURSE
MATHEMATICAL METHODS
OF PHYSICS.
R.J.Kooman
University of Leiden
spring 2007.
1
TABLE OF CONTENTS.
Chapter I. Ordinary linear differential equations.
1.1. Linear first order differential equations. 1.2. Linear differential equations with constantcoefficients. 1.3. The determinant of Wronski. 1.4. Frobenius’ method: power series solutions.Reduction of the order. 1.5. Singular points. 1.6. The hypergeometric differential equation. 1.7.The confluent hypergeometric differential equation. 1.8. The adjoint differential operator. 1.9.Integral solutions of differential equations. 1.10. Asymptotic expansions; the method of steepestdescent.
Chapter II. Hilbert spaces, Fourier series and operators.
2.1. Banach spaces and Hilbert spaces. 2.2. Orthogonal sets and Fourier series. 2.3. ClassicalFourier series. 2.4. Bounded operators. 2.5. Compact operators. 2.6. The spectral theorem forcompact normal operators. 2.7. Distributions.
Chapter III. Integral equations.
3.1 Volterra integral equations of the second kind. 3.2 Fredholm integral equations of the secondkind. Integral equations with separated kernel. 3.3. Solution by an integral transform.
Chapter IV. Sturm-Liouville theory.
4.1 Unbounded operators. 4.2 Sturm-Liouville systems. 4.3 Green’s functions for Sturm-Liouvilleoperators. 4.4 Asymptotic behaviour of the solutions of Sturm-Liouville problems. 4.5 Application:separation of variables and PDE’s
Chapter V. Partial differential equations.
5.1 General concepts. 5.2 Quasilinear PDE’s of first order. Characteristics. 5.3 Linear PDE’s ofsecond order. Classification. 5.4 The diffusion equation. 5.5 The elliptic case: the equation ofLaplace; harmonic functions. 5.6 The equation of Helmholtz. 5.7. The hyperbolic case: the waveequation in one and several dimensions.
Chapter VI. Tensor algebra.
6.1. The dual of a vector space. 6.2. Tensors and tensor products. Tensor product of vectorspaces. 6.3. Symmetric and antisymmetric tensors; the wedge product. 6.4. Cartesian tensors.6.5. Application: isotropic elastic bodies. 6.6. The Hodge star operator.
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Chapter VII. Tensor analysis and differential geometry.
7.1. Tensor analysis in Euclidian space. Tangent and cotangent space. The metric tensor. 7.2.The covariant derivative. Parallel displacement. 7.3. Divergence, curl and Laplacian in arbitrarycoordinates. 7.4. Differentiable manifolds. 7.5. Integration of p-forms. 7.6. The exterior derivative;Poincare’s lemma and Stokes’ theorem. 7.7. The Lie derivative. Interior product of a p-form anda vector. Time derivative of integrals. Divergence and flux of a vector field. 7.8. Riemannianand pseudo-Riemannian manifolds. Isometries and Killing vector fields. 7.9. Connections andgeodesics. 7.10. The Riemann curvature tensor. Geodesic deviation. 7.11. General relativity.7.12. Lorentz vectors and tensors. 7.13. The Hodge star operator; the Maxwell equations.
Chapter VIII. Groups and representations.
8.1. Groups: general concepts and definitions (subgroups, homomorphisms, quotient groups, directproduct). 8.2. Representations of finite groups. Characters. Tensor product of representations.Representation of a subgroup. 8.3. Physical applications: dipole moments, degeneracy of energystates, normal modes, vibrational modes of a water molecule.
Chapter IX. Lie groups and Lie algebras.
9.1. Matrix groups. Infinitesimal transformations. 9.2. Lie groups. The Lie algebra of a Lie group.The exponential map. 9.3. The structure of Lie algebras. The adjoint representation. The Killingform. Compact Lie algebras. 9.4. Representation of compact Lie groups. 9.5. Representation ofLie algebras. Casimir operators. SO(3) and SO(3, 1).
Chapter X. Calculus of variations.
10.1 The functional derivative. 10.2 The Euler Lagrange equation. 10.3. Lagrange multiplicators.10.4. The case of free boundary conditions. 10.5. Geodesics. 10.6. Eigenvalue problems. 10.7.Noether’s theorem.
3
MATHEMATICAL METHODS
OF PHYSICS.
PROBLEM SET.
spring 2007.
R.J.Kooman, University of Leiden.
4
Chapter I: Ordinary linear differential equations.
1a. Use Frobenius’ method to find two linearly independent solutions of the differential equation y′′(z)+y(z) = 0.
b. Show that the power series converge for all z ∈ C.
c. Why are the two solutions you found linearly independent?
2a. Find two linearly independent solutions of the Airy equation y′′(z) + zy(z) = 0.
b. Show that the power series converge for all z ∈ C.
3. Show that y(z) is a solution of the Hermite equation y′′(z) − 2zy′(z) + λy(z) = 0 if and only ifw(z) = y(z)e−z2/2 is a solution of the equationw′′(z) + (λ + 1− z2)w(z) = 0.
4a. Solve the differential equation using the substitution z = es:
4y′′(z) +1zy′(z)− 1
z2y(z) = 0.
b. Give the singular points in C ∪ ∞. Which singular points are regular?
5a. Give two linearly independent solutions of Laguerre’s equation about z = 0:
zy′′(z) + (1− z)y′(z) + λy(z) = 0.
b. For which values of λ is there a polynomial solution?
c. Show that the power series converge for all z ∈ C.
d. Is z = ∞ an ordinary or a singular point of the DE? If singular, is it regular or irregular?
6a. Show that substitution of x = cos θ transforms Chebyshev’s equation
(1− x2)y′′(x)− xy′(x) + λy(x) = 0
into the constant coefficient equation w′′ + λw = 0.
b. Show that for λ = N2 the DE has a polynomial solution of degree N .
c. Show that the general solution of the Chebyshev equation for λ = N2 is y(x) = A cos(N arccosx)+B sin(N arccos x). For which A, B is the solution a polynomial?
5
7a. Give two linearly independent power series solutions about z = 0 of the DE
y′′(z)− 2z
1− z2y′(z)− n(n + 1)
(1− z2)z2y(z) = 0
where n ∈ Z≥0.
b. For what z ∈ C do the power series converge?
c. Give the singular points of the DE in C ∪ ∞. Are they regular or not?
8. Give the singular points of the Bessel equation x2y′′(x) + xy′(x) + (x2 − ν2)y(x) = 0 and find outif they are regular or not.
9. Consider the DEx2y′′(x)− 3xy′(x) + 4y(x) = 0.
a. Use Frobenius’ method to find a solution of the DE. Call it y1(x)
b. Give a solution y2 that is linearly independent from y1. Use reduction of the order.
10. Prove the following properties of the Bessel functions Jν (using the power series representation):
a.d
dx(xνJν(x)) = xνJν−1(x).
b.d
dx(x−νJν(x)) = −x−νJν+1(x).
c. J−n(x) = (−1)nJn(x) for n ∈ Z.
11. Let y′′(z) + P (z)y′(z) + Q(z)y(z) = 0 be a differential equation with three regular singular pointsin z = 0, 1 en z = ∞ (and no other singular points).
a. Show that P (z) =p(z)
z(z − 1), Q(z) =
q(z)z2(z − 1)2
where p(z), q(z) are polynomials of degree 1 and
2, respectively.b. Show that the are numbers α, β ∈ C such that u(z) = zα(z − 1)βy(z) is a solution of the hyperge-
ometric differential equation
z(1− z)u′′(z) + (b− (a + c + 1)z)u′(z)− acu(z) = 0. (†)
c. Show that (†) has, besides F (a, c; b; z), also a solution z1−bF (a− b+1, c− b+1; 2− b; z). Why arethese solutions linearly independent if b 6= 1? What happens if b = 1?
d. Show that the elliptic function of the first kind K(z) =∫ π/2
0
dθ√1− z2 sin2 θ
is equal toπ
2F (
12,12; 1; z2).
12a. Show that J1/2(x) =
√2π
sin x√x
en J−1/2(x) =
√2π
cosx√x
.
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b. Write J3/2(x) and J−3/2(x) in terms of x, sin x and cos x. (Use problem 10).
c. Show that for n = 0, 1, 2, . . . there exist polynomials Pn and Qn or degrees n and n− 1 resp. suchthat
Jn+1/2(x) = x−n−1/2(Pn(x) cos x+Qn(x) sin x), J−n−1/2(x) = x−n−1/2(Pn(x) sin x−Qn(x) cos x).
The spherical Bessel functions m = 0, 1, 2, . . . are defined as jm(x) =√
π
2xJm+1/2(x) and
nm(x) =√
π
2xJ−m−1/2(x).
d. Show that jm(x) and nm(x) are solutions of the DE
x2y′′(x) + 2xy′(x) + (x2 −m(m + 1))y(x) = 0.
13a. Show that12π
∫ π
−π
cosn θdθ =
12n ·
(n
n/2
)for n ∈ Z, n even
0 for n odd.
b. Prove that12π
∫ π
−π
eiz cos θdθ = J0(z).
(Hint: give a power series for the integrand and use a.)
14. (zeroes of the Bessel function.) Let ym(x) =√
xJm(x) for m ∈ R.
a. Show that
y′′m(x) +(
1 +1/4−m2
x2
)ym(x).
b. Show that y1/2(x) = a sin x for some a > 0.
c. Use (b) and theorem 1.5 to prove that Jm(x) has for |m| ≤ 1/2 infinitely many positive (and alsoinfinitely many negative) zeroes.
d. Use problem 10 to show that Jm(x) has infinitely many zeroes for all real values of m. (useinduction to [m].)
15. (multipole expansion.) Consider the function F (z, x) =1√
1− 2zx + z2.
a. Fix x ∈ R, |x| ≤ 1. Show that F (z, x) is a (complex) analytic function is for |z| < 1. Let the
power series be∞∑
n=0
An(x)zn.
b. Show that (1− x2)Fxx − 2xFx + z(zF )zz = 0 for x ∈ R, |x|, |z| < 1.
c. Prove that it follows from (b) that An(x) is a solution of the n-th order Legendre equation (1 −x2)y′′ − 2xy′ + n(n + 1)y = 0.
d. Prove that An(x) = Pn(x).
7
Let x,y be vectors in RN such that ‖y‖ < ‖x‖. Let θ be the angle between x and y.
e. Show that1
‖x + y‖ =1‖x‖
∞∑n=0
(‖y‖‖x‖
)n
Pn(cos θ).
16. The modified Bessel function of the first kind is defined as
Iν(z) = e−iπν/2Jν(iz) =∞∑
m=0
(z/2)2m+ν
m!Γ(m + ν + 1).
An integral expression for Iν(z) is
Iν(x) =1
2πi
∫
C
e(x/2)(z+1/z) dz
zν+1
where the curve C ⊂ C starts in −∞, approaches the origin z = 0, circles it counterclockwise andgoes back to −∞.
a. Give (the first term of) an asymptotic expression for Iν(x) as x ∈ R, x →∞.
17. The Bessel equation is given by
z2y′′(z) + zy′(z) + (z2 − ν2)y(z) = 0. (∗∗)
a. Give the Bessel equation in self-adjoint form.
b. What is the adjoint equation of (**)?
c. Solve the adjoint equation. Express the solution in terms of the solutions of the Bessel equation.(Hint: use the Lagrange identity.)
18. Express the zeroth order Bessel function as an integral∫
C
f(t)eixtdt. Use the method described in
§1.9 (or see Chapter 15 of Hassani).
19. Give integral expressions of two linearly independent solutions of Airy’s equation y′′(z)+zy(z) = 0.
20. Show that ∫ ∞
x
ex2−t2dt ∼ 12x
− 122x3
+1 · 323x5
− 1 · 3 · 524x7
+ . . .
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Chapter II. Hilbert spaces.
1. The functions e2πnix/` (n ∈ Z) form an orthogonal basis of the Hilbert space H = L2(−`, `).a. Explain that the functions 1 and sin 2πnx/`, cos 2πnx/` for n ∈ Z, n > 0 also form an orthogonal
basis of H.b. Give the Fourier series of the function x with respect to the latter basis.
9
2. Let H = L2(−∞,∞)w with weight function e−x2. An orthogonal basis is given by the Hermite
polynomials H0(x),H1(x), . . . where the degree of Hn is n. Give the Fourier series of x2 withrespect to this basis. (Do not look up the form of the Hermite polynomials; the information givenhere should be sufficient to give the answer.)
3. Let H be the Hilbert space `2(C). The map T : H → C is given by T (x) =∑∞
n=1 xn/n.
a. Show that T is a well-defined linear operator.b. Is T bounded? If so, give its norm ‖T‖.c. Illustrate the Riesz representation theorem for the case of T .
4. The evaluation operator E : D ⊂ L2(−π, π) → C is given by E(f) = f(0). Its domain D = D(E)is the linear subspace of continuous functions in L2(−π, π) (more precisely, functions having acontinuous representant).Show that E is not a bounded operator.
5a. Show that the spectrum of the differentiation operator D = ddx on L2(−π, π) is C.
b. Use the functions cosnx to show that D is not bounded.
6. Let H = `2(C) and let L,R be the left- and right-shift operators
L(x1, x2, . . .) = (x2, x3, . . .), R(x1, x2, . . .) = (0, x1, x2, . . .).
Give the adjoint operators L† and R†.
7. Give an example of a Hilbert space and a linear operator T : H → H such that im(T †) is not equalto (ker(T ))⊥.
8. Let T : H → H be a hermitian operator with domain H. Suppose that 〈x, T (x)〉 = 0 for all x ∈ H.Show that 〈x, T (y)〉 = 0 for all x, y ∈ H and hence, that T = 0.
9. Let H be the Hilbert space L2(−1, 1) and let C be the subset of continuous functions in H.a. Give an example to show that C is not a closed subset.b. Show that the closure of C is H. (The closure of C is the smallest closed subspace that contains
U.) Hint: show that the orthogonal complement of C is the zero set 0. Use that the Legendrepolynomials form an orthogonal basis of H.
10. Let H = `2(C) and let the operator C : H → H be given by
C(x1, x2, x3, . . .) = (x1, x2/2, x3/3, . . .).
a. Show that C is a bounded hermitian operator. What is ‖C‖?b. Show that C is a compact operator.
The operator C ′ is given by
C ′(x1, x2, . . .) = (x2/2, x3/3, . . .).
c. Why is C ′ compact? You may use (b).d. Give the spectra of C and C ′. Is zero an eigenvalue?
10
11. Let H be the Hilbert space L2(0, 1). Let X(x) = x. The operator T : H → H is given byT (f) = Xf .
a. Show that T is bounded and give the value of ‖T‖.b. Show that T is hermitian.c. Give the eigenvalues of T .d. Show that σ(T ) = [0, 1].e. Is T compact?
12. Let H = `2(C). The operator T : H → H is given by
T (x1, x2, x3, . . .) = (x2 − x1, x3 − x2, x4 − x3, . . .).
a. Show that λ ∈ C is an eigenvalue of T if and only if |λ + 1| < 1.b. Show that T is bounded and give the value of ‖T‖.c. Show that σ(T ) = λ ∈ C : |λ + 1| ≤ 1.d. Is T compact?
13. Let R : `2(C) → `2(C) be the right-shift operator. Prove that σ(R) = λ ∈ C : |λ| ≤ 1.
14. Calculate the distribution derivatived
dx|x|.
15. Prove that xδ(x) = −δ′(x).
16. Show that the following sequences δn∞n=1 are delta-sequences:
a. δn =n√π
e−n2x2.
b. δn =sin nx
πx.
17a. Let f : R → R be a differentiable function with zeroes x1, x2, . . . such that f ′(xi) 6= 0 in i = 1, 2, . . ..Show that
δ(f(x)) =∞∑
n=1
1|f ′(xn)|δ(x− xn).
b. Give the value of the integral∫∞−∞ δ(x2 − π2) cos xdx.
11
Chapter III. Integral equations.
1. For what values of λ has the equation
f(x) = x + λ
∫ π
0
f(t) sin(x + t)dt
a solution?
2. Consider the integral equation
f(x) = x2 + λ
∫ 1
0
(1 + xt)f(t)dt.
Give the characteristic values and the eigenfunctions. Solve the equation. For what values of λdoes the series converge?
3. Solve f(x) = xa + λ
∫ ∞
0
e−(x+t)f(t)dt. where a ≥ 0. Are there any values of λ for which there is
no solution?
4. Solve the following equations:
a. f(x) = x +12
∫ 1
−1
(x + t)f(t)dt.
b. f(x) = x +∫ x
0
f(t)dt.
c f(x) = λ
∫ π
0
f(t) sin(x− t)dt.
5. Transform the differential equation
y′′(x) + xy′(x) + y(x) = 0, y(0) = 1, y′(0) = 0
into a Volterra integral equation of the second type. Use partial integration to remove derivativesfrom within the integral. Solve the integral equation.
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Chapter IV. Sturm-Liouville systems.
1. Consider the inhomogeneous Sturm-Liouville system
y′′(x) + λy(x) = 0, y(0) = 0, y′(π) = 0.
a. Give the eigenvalues and eigenfunctions and state the orthogonality relation for the eigenfunctions.b. Give the Fourier series of the function f(x) = 1 (with respect to the eigenfunctions).c. Apply Parseval’s theorem to the function f(x) = 1.d. Give the Green’s function G(x, t) for the operator Ly = y′′ on [0, π] with boundary values y(0) =
y′(π) = 0. Give both an explicit form and the Fourier series.e. Solve the inhomogeneous boundary value problem
y′′(x) = f(x), y(0) = y′(π) = 0.
Give the solution in the form of an integral.f. Consider the inhomogeneous boundary value problem
y′′(x) + y(x) = f(x), y(0) = y′(π) = 0.
For what f(x) is there a solution? Give the solution in the case that it exists, in whatever formyou like.
2. Consider the inhomogeneous S.L. problem
y′′(x) + n2y(x) = sin mx, y(0) = y(π) = 0,
where m,n are positive integers.a. Fix n. For what values of m is there a solution? (Use the Fredholm alternative.)b. Use the theory of Fredholm integral equations to solve the system, in the case that a solution
exists.
3. Consider the Sturm-Liouville system y′′ + λy = 0, y′(0) = 0, y′(1) = 0 op [0, 1].a. Give the eigenvalues and the corresponding eigenfunctions. State the orthogonality relation for
the eigenfunctions.b. Give the Fourier series of the function f(x) = x (with respect to the eigenfunctions).c. Apply Parseval’s theorem to the function f(x) = x.d. Give the Green’s function G(x, t) for the operator Ly = y′′ + (π2/4)y on [0, 1] with the boundary
values y′(0) = y′(1) = 0. What is the Fourier series of G(x, t)?e. Solve the inhomogeneous boundary value problem
y′′(x) + (π2/4)y(x) = f(x), y′(0) = y′(1) = 0.
Give the solution in the form of an integral.
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f. Consider the inhomogeneous boundary value problem
y′′(x) = f(x), y′(0) = y′(1) = 0.
Give a condition on f(x) such that there is a solution.g. Give an integral form of the solution in the case that it exists. (Express the solution as a single
integral.)
4. Consider the singular Sturm-Liouville system on the interval [−1, 1] given by the Legendre equation
(1− x2)y′′(x)− 2xy′(x) + λy(x) = 0, where y(x), (1− x2)y′(x) are bounded in (−1, 1).
a. Show that for all n = 0, 1, . . . there is a polynomial eigenfunction of degree n.
b. Show that Pn(x) =dn
dxn(x2 − 1)2n is a solution of the Legendre equation. Show that it is a
polynomial of degree n and that Pn(1) = 1. (Pn(x) is called the n-th Legendre polynomial).
c. Argue that∫ 1
−1
Pn(x)Pm(x)dx = 0 if m 6= n so that the Legendre polynomials form a system of
orthogonal polynomials.Remark: By the Stone-Weierstrasz theorem mentioned in chapter 2, the Legendre polynomialsform an orthogonal basis of L2(−1, 1).
5. Consider the boundary value problem
r2R′′(r) + rR(r) + (λr2 − n2)R(r)
for n = 0, 1, . . ., with R(1) = 0, and R(r) continu in r = 0.
a. Write the differential equation in self-adjoint form and show that we obtain a singular Sturm-Liouville problem.
b. Show that the eigenvalues are α2nj (j = 1, 2, . . .) where 0 < αn1 < αn2 . . . are the positive zeroes of
the Bessel function Jn and that the eigenfunctions are yn(r) = Jn(αnjr).c. Give the orthogonality relation for the eigenfunctions.
6. Consider the Sturm-Liouville system y′′+λy = 0 with boundary conditions y(0) = 0, y′(1)−2y(1) =0.
a. Find the eigenvalues and the eigenfunctions. Show explicitly that there are infinitely many eigen-values λ1 < λ2 < . . . and that λn/n2 → C as n →∞ (with C 6= 0 a constant.
b. Give the Green’s function for the system.
7. Apply a Liouville substitution to Bessel’s equation
(xy′)′(x) +(
x− ν2
x
)y(x) = 0
to bring in into the form
v′′(t) +(
1− ν2 − 1/4t2
)v(t) = 0.
14
Let A = A(t), φ = φ(t) be functions such that
v(t) = A sin φ, v′(t) = A√
S cos φ
where S = S(t) = 1− ν2 − 1/4t2
. (See also §4.4 of the lecture notes.)
a. Show that
φ′(t) = 1− ν2 − 1/42t2
+ O(1t3
),A′(t)A(t)
= O(1t3
).
b. Integrate the above equations the show that
φ(t) = t− φ∞ +ν2 − 1/4
2t+ O(
1t2
), A(t) = A∞ + O(1t2
)
where A∞ 6= 0.
c. Conclude that v(t) = A∞ sin(t− φ∞ +ν2 − 1/4
2t) + O(
1t2
) as t →∞.
d. Give the asymptotic behaviour of the solutions of the Bessel equation as x →∞. (Do not botherwhich values of φ∞, A∞ belong to Jν and J−ν (or Yν).)
8. Consider the wave equation utt = ∆u for t > 0 on the square G = (x, y) ∈ R2 : 0 < x, y < 1 inR2 with homogeneous boundary conditions u(0, y, t) = u(1, y, t) = u(x, 0, t) = u(x, 1, t) = 0. Useseparation of variables to find de frequencies of the eigenmodes.
9. Consider the one-dimensional heat equation ut = kuxx where u(x, t) is the temperature of a bar0 ≤ x ≤ 1. At time t = 0 the temperature is given by u(x, 0) = f(x), the left end of the bar iskept at a constant temperature u(0, t) = 0 and the right end is isolated, so ux(1, t) = 0 (there isno heat current).
Solve this initial- and boundary values problem by separation of variables.
10. Solve Laplace’s equation ∆u = 0 on the unit disk x2 + y2 < 1 in R2 with boundary condi-
tion u(x, y) =
1 if x2 + y2 = 1, y > 0−1 if x2 + y2 = 1, y < 0
by separation of variables. Use polar coordinates (the
Laplacian in polar coordinates is ∆u = urr +1rur +
1r2
uφφ).
15
Chapter V. Partial differential equations.
1. Let f : R2 → R be a differentiable function that is invariant under the dilatation group, i.e.f(x, y) = f(ax, ay) for x, y, a ∈ R and a 6= 0.
a. Show, by considering an infinitesimal transformation, that f satisfies the first order PDExfx + yfy = 0.
b. Solve the PDE and show that f is a function of y/x (or x/y) only.
2. Consider the PDE xux + yuy = u where u = u(x, y) is a real-valued function on R2.a. Give the characteristics.b. Impose on u the condition u(x, 0) = φ(x) for some function φ. Is this boundary value problem
well-posed?c. Solve the boundary value problem
xux + yuy = u, u(x, 1) = φ(x)
where ψ is some differentiable function on R.
3. Consider the PDE ux + 2xuy = C where u = u(x, y) is a real-valued function on R2 and C is areal constant.
a. Give the characteristics.b. Solve the boundary value problem with boundary condition u(0, y) = ψ(y) where ψ is some differ-
entiable function on R.c. Now impose instead of (b) the boundary condition u(x, 0) = ψ(x). What condition must be
imposed on ψ in order that there is a solution?
4. Consider the second-order PDE
uxx + 4uxy + uyy + 2ux + 4uy + 2u = 0.
Transform it into a PDE in standard form (5.13’) for some function w and express w as a functionof u.
5. Consider the diffusion equation on the half line x > 0
ut − kuxx = 0 for x > 0, t > 0u(x, 0) = φ(x) for x > 0u(0, t) = 0 voor t > 0
. (†)
We can use the solution formula for the diffusion equation on R by defining φ(x) properly on thenegative x-axis: let φ(−x) = −φ(x).
a. Why is this a good choice? In what way would you extend ψ if the boundary condition on t = 0were ux(0, t) = 0?
b. Give a formula for the solution of † as an integral from x = 0 to ∞. What is the fundamentalsolution for the half-line?
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6. Let A and B be two points in R2 and let ` be the (closed) segment between A and B. LetH = R2\`. For X ∈ H let u(X) be the directed angle between the half-lines XA and XB,−π < u(X) < π. Show that u is a harmonic function on H.
7. Show that if u(r, φ) is harmonic on the disk r < R in R2, then the function v(r, φ) := u(R2/r, φ)is harmonic on the exterior r > R.
b. Prove (5.23).
8a. Show that for 0 ≤ r < 1:
1 + 2∞∑
n=1
rn cos nθ =1− r2
1 + r2 − 2r cos θ.
b. Use Poisson’s formula to solve the following Dirichlet problem on the unit disk r < 1 in R2:
∆u(x, y) = 0 voor x2 + y2 < 1u(x, y) = 1 als x2 + y2 = 1, y > 0u(x, y) = 0 als x2 + y2 = 1, y < 0.
Use (a) and write the solution in the form of a Fourier cosine series.c. Derive the following closed form for the solution:
u(x, y) =12
+1π
Arg(
1 + x + iy
1− x− iy
).
9. The mean value theorem for harmonic functions in Rn. Let a ∈ Rn (n > 2) and 0 < ε < R andlet u be a harmonic function in B(a, R) = x ∈ Rn : ‖x− a‖ = R.Apply Green’s second identity (5.15) for G = B(a, ε) and v = uf + c where uf is the fundamentalsolution of the Laplace equation and c is some real constant. Conclude that
∮
‖x−a‖=ε
∂u
∂ndn−1A = 0, u(a) =
1Ωnεn−1
∮
‖x−a‖=ε
u(x)dn−1A,
where Ωn is the surface area of the unit ball B(0, 1) in Rn.
10. Show that (∆ + k2)eikr
r= −4πδ(x) for x ∈ R3, r = ‖x‖ and k2 ∈ R.
11. Suppose that the function u = u(r) satisfies urr +n− 1
rur + k2u = 0. Let w = r−1ur. Prove that
wrr +n + 1
rwr + k2w = 0.
12. A movie problem. Let u(x, t) be a solution of the one-dimensional wave equation utt − c2uxx = 0for t > 0, x ∈ R with initial conditions u(x, 0) = φ(x), ut(x, 0) = ψ(x).
a. Let ψ(x) = 0, φ(x) =
cosx if |x|, π/20 otherwise
. Draw the graph of u(x, t) for both small and large valuesof t.
17
b. Let φ(x) = 0, ψ(x) =
cosx if |x|, π/20 otherwise
. Draw the graph of u(x, t) for both small and large valuesof t.
13. The Doppler effect. We consider a source that moves with speed 0 < v < c along the x-axis andwhich sends a signal that is observed by some stationary observer on the x-axis. This is modelledby the boundary value problem
utt − c2uxx = 0 voor x ∈ R, x 6= vt, t > 0u(vt, t) = sin ωt t > 0u(x, 0) = ut(x, 0) = 0 x 6= 0
a. Give the solution u(x, t). Distinguish between the cases x < vt, vt < x < ct and x > ct. (Hint: the(x, t)-plane is divided into two parts by the straight line x = vt along which the source is moving.On x = vt the solution is continuous but not differentiable. On each of the parts x < vt, x > vtthe solution is differentiable and satisfies the wave equation so that d’Alembert’s formula holdsfor suitable functions φ, ψ. We must extend these functions to the whole of R in order to finda solution. We can use the value u(vt, t) together with continuity of the solution. Compare theboundary value problem (5.28) of the lecture notes.
14. Refraction of a one dimensional wave at the boundary of two media with different propagationspeeds.
Consider the initial value problem
utt(x, t) = c(x)2uxx(x, t)u(x, 0) = f(x), ut(x, 0) = 0
(x ∈ R, t > 0)
met c(x) =
c1 for x > 0c2 for x < 0
for certain c1, c2 > 0, and f(x) = sin x for −2π ≤ x ≤ −π
0 otherwise.
a. Solve the initial value problem. Express the solution u(x, t) in terms of the function f . Assumethat u and ux are continuous at the boundary x = 0.
b. Draw the region in the (x, t)-plane where u(x, t) 6= 0 in the case that c1 > c2.
c. Discuss reflection and transmission/refraction of the wave at the boundary x = 0. Does the thesign of the solution change?
d. What happens if c1 < c2?
15. Does Huygens’ principle hold in 1 dimension? Explain your answer.
16a. Derive d’Alembert’s formula for the one-dimensional wave equation from Poisson’s formula for thethree-dimensional wave equation (5.32) by the method of descent.
b. Use Duhamel’s principle to find a solution u = u(x, t) of the inhomogeneous one-dimensional waveequation (with source term) with homogeneous boundary conditions
∆u(x, t) = f(x, t), u(x, 0) = ut(x, 0) = 0.
c. Take f(x, t) = δ(x − x0)δ(t − t0) (for x0, t0 ∈ R fixed) and give the Green’s function for theone-dimensional wave equation on R.
18
Chapter VI. Tensor algebra.
1. Let V be a (real or complex) vector space with basis e1, . . . , en. Let A be an invertible (real orcomplex) n× n-matrix . Set fj = Ai
jei for j = 1, . . . , n.a. Why is f1, . . . , fn a basis of V ?
Let e1, . . . , en and f1, . . . , fn be the dual bases in V ∗ of e1, . . . , en and f1, . . . , fn, respec-tively.
b. Show that f j = (A−1)jie
i for j = 1, . . . , n.
2. Let T be a tensor of rank (r, s) with components T i1...irj1...js
with respect to some coordinate basis ofthe (finite-dimensional) vector space V and let T ′ be the contraction of T with respect to the k-thupper (contravariant) index and the `-th lower (covariant) index
(T ′)i1...p...ir
j1...p...js= T i1...p...ir
j1...p...js(†)
(where the hat means that the corresponding index is omitted and where the Einstein summationconvention has been used).Show that after transformation to a different basis of V (and the corresponding dual basis of V ∗)T ′ transforms like a tensor of rank (r − 1, s − 1). In other words, contraction of a tensor yieldsindeed a tensor.
3. Let v1, . . . , vn be vectors in some vector space V . Prove that
v1 ∧ . . . ∧ vn =n∑
i1=1
. . .n∑
in=1
εi1...invi1 ⊗ . . .⊗ vin .
(Note that this justifies in some sense the choice of coefficients in the definitions of the antisym-metriser and the wedge product of two tensors in §6.3).
4. Prove that the Levi-Civita-(pseudo)tensor ε with components εijk is the only Cartesian pseudoten-sor of rank 3 in R3 and that there are no other Cartesian (pseudo)tensors of rank 3 in any Rn forn > 1.
5. The tensor ε ⊗ ε (with components εijkε`mn) is a Cartesian tensor of rank 6 in R3 (why?). Weknow that all tensors of even rank are tensor products of the Kronecker-deltatensor. Show that infact
εijkε`mn =
∣∣∣∣∣∣
δi` δim δin
δj` δjm δjn
δk` δkm δkn
∣∣∣∣∣∣.
6. Let u, v be given Cartesian vector fields in Rn. Assume that there exists a linear connectionbetween v and the tensor of second partial derivatives of u:
vi = Cijk`∂2uj
∂xk∂x`(∗)
where x1, . . . , xn are Cartesian coordinates. Assume moreover that the tensor of coefficients C isisotropic, i.e.the values of the components Cijk` does not depend on the choice of the Cartesian
19
coordinates (it remains the same whenever the coordinate axes are translated or rotated). Showthat (∗) can be written in the form
v = A∆u + B∇(∇ · u)
where ∆u = ∇ · ∇u is the Laplacian of u.
7. Consider in R3 the Cartesian rank-2-tensor I. With respect to a certain Cartesian coordinatesystem x1, x2, x3 the tensor I has components I11 = I1, I22 = I33 = I2 and Iij = 0 als i 6= j. (The
matrix is then
I1 0 00 I2 00 0 I2
.) Determine how the components transform under a coordinate
transformation (x1, x2, x3) → (x′1, x′2, x′3) in the following cases:
a. The coordinate axes are rotated about the x1-axis about an angle θ.b. The coordinate axes are rotated about the x3-axis about an angle θ.
8. Let T be a tensor of rank (r, s). Any component of T has r contravariant and s covariant indices.Take any subset of either contravariant or covariant indices and symmetrize the components withrespect to the chosen set of indices. This yields an object T ′ which is symmetric in the chosen setof indices. Is T ′ again a tensor? (In other words, is the concept of a tensor that is symmetric withrespect to a given set of indices (either contravariant or covariant) a meaningful concept?) Andhow about antisymmetry? And what happens if we do not separate contravariant and covariantindices?
9. let V be a vector space with an inner product. Show that the definition of the Hodge star oper-ator is independent of the chosen orthonormal basis, provided that the two bases have the sameorientation. What happens if the orientation is different?
20
Chapter VII. Differential Geometry.
1a. Show that both cilindrical and spherical coordinates are regular coordinates on the subset U ⊂ R3
that one gets by omitting some (closed) half-plane that has the x3-axis as its boundary.b. Give the components of the metric tensor for cylindrical and for spherical coordinates in R3.c. Let f be a differentiable function on U . Give the components of the (contravariant) gradient ∇f
of f both in cylindrical and in spherical coordinates.
2. Let x1, . . . , xn be Cartesian coordinates on Rn and let y1, . . . , yn be regular coordinates on U ⊂ Rn.Let P ∈ U . On the cotangent space (TP Rn)∗ we define an inner product by (dxi, dxj) = δij . Letg = gijdyi ⊗ dyj be the metric tensor on U . Show that gij = (dyi, dyj).
3. Prove that the covariant derivative of the metric tensor is zero, i.e. ∇igjk = 0.
4. Give the values of the Christoffel symbols Γkij for polar coordinates in R2.
5. Give the expression of the Laplacian ∆f of a function f in cilindrical and spherical coordinates.
6. Let B = x ∈ R3 : ‖x‖ = 1 be the unit sphere in R3. Let N,S be the points (0, 0, 1) and(0, 0,−1) respectively, and U1 = B\N, U2 = B\S. The maps φ1 : U1 → R2 and φ2 : U2 → R2
that project a point P ∈ B onto the intersection point of the line through P and N (and the linethrough P and S, respectively) with the plane x3 = 0 are homeomorphisms between U1 and R2
(U2 and R2 resp.). Show that the transition function φ2 φ−11 : R2 → R2 maps the point (x1, x2)
onto (x1
x21 + x2
2
,x2
x21 + x2
2
) and argue that it is a diffeomorphism. This shows that the sphere is a
differentiable manifold.
7. Let M = Rn and let S = x ∈ M : ‖x‖ = 1 be the unit sphere. S = f−1(0) where f(x) = ‖x‖2−1.Show that df(x) 6= 0 for all x ∈ S. Conclude that S is a subvariety of M .
8. Let M, N be differentiable manifolds with dimensions m and n respectively. Let x1, . . . , xm andy1, . . . , yn be local coordinates about P and f(P ) on M and N respectively. Show that, for anytangent vector XP = Xi ∂
∂xi in TP M ,
f∗(X)f(P ) = Xi ∂f j
∂xi
∂
∂yj= X(f j)
∂
∂yj.
Furthermore, if m = n and ω = g(y)dy1 ∧ . . . ∧ dyn is an n-form in some neighbourhood of f(P ),then show that
f∗ω(x) = (g f)(x)∣∣∣∣∂f
∂x
∣∣∣∣ dx1 ∧ . . . ∧ dxn. (7.13′)
9. Let d :∧p
M → ∧p+1M be the exterior differentiation operator on M . Prove that d2 = 0.
10. Let ω be a 1-form on a differentiable manifold M and X, Y vector fields on M . Prove that
dω(X,Y ) = X(ω(Y ))− Y (ω(X))− ω([X, Y ]).
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11. x, y are Cartesian coordinates on R2. Let the vector field X on R2 be given by X = −y ∂∂x + x ∂
∂y .Show that the flow of X through the point (p, q) is given by
x(t) = p cos t− q sin t, y(t) = p sin t + q cos t.
(Thus the integral curves of X are circles).
12. Give the flow of the vector field X = x2 ∂∂x + xy ∂
∂y through the point (p, q).
13a. Let M be a differentiable manifold and X a vector field on M . Show that for a 1-form ω
(LXω)i = Xj∂jωi + ωj∂iXj .
b. Show that LXdxi = dXi.
c. Let ω = a1dx1 + a2dx2 + a3dx3 =: a · ds (where ds = (dx1, dx2, dx3)T ) be a 1-form on R3 and letv be a vector field. Prove that
Lvω = ((∇× a)× v +∇(a · v)) · ds
d. Let ω = b1dx2∧dx3+b2dx3∧dx1+b3dx1∧dx2 =: b·dσ (where dσ = (dx2∧dx3, dx3∧dx1, dx1∧dx2)T )be a 2-form on R3 and let v be a vector field. Prove that
Lvω = (∇× (b× v) + v∇ · b) · dσ.
e. Suppose that M is Riemannian with metric tensor g. Calculate the components (LXg)ij .
14 Let M be a differentiable manifold, P ∈ M , and X,Y ∈ TP M . The commutator [X, Y ] is definedby [X, Y ](f) = X(Y (f))− Y (X(f)) where f : M → R is a differentiable function.
a. Show that [X, Y ] ∈ TP M (use the definition of a tangent vector given in §7.4)b. Let N be another manifold and φ : M → N be a differentiable map. Show that
φ∗[X, Y ] = [φ∗X, φ∗Y ].
c. Let X be a vector field on M with flow ft. Show that, for g : M → R a differentiable function,and P ∈ M ,
limt→0
(g ft)(P )− g(P )t
= XP (g).
15. Let V be a vector space. Show that the inner product iX with respect to a vector X is anantiderivation, i.e.
d(α ∧ β) = dα ∧ β + (−1)pα ∧ dβ.
16. Show that the covariant derivative of the metric tensor g on a Riemannian manifold is zero. (Notethat this result holds for the affine connection, not in general).
17. Let C = x21 + x2
2 = r2 be a cylinder in R3.a. Show that C is a submanifold of R3.
22
b. Give the geodesic equation for C in terms of the cylindrical coordinates φ, z.c. What are the geodesics on C?d. What is the result of parallel displacement of a vector from a point on C along a circle
x3= constant?
18. Let K = x21 + x2
2 = x23, x3 > 0 be a cone in R3.
a. Is K a submanifold of R3?b. Give the geodesic equations for K. Choose suitable coordinates.c. What are the geodesics on K?d. What is the result of parallel displacement of a vector from a point on K along a circle
x3= constant?
19. Consider the curve γ on the cylinder C = x21 + x2
2 = 1 in R3 with the parametric equations
x1 = cos φ, x2 = sinφ, x3 = aφ for 0 ≤ φ ≤ 2φ
where φ, z are cylindrical coordinates.a. What is the length of C?b. Show that the angle between the curve and the curves φ = φ0 is constant.c. Displace the vector ∂z parallel along C from the point φ = 0, z = 0. What is the result?
20. On the unit sphere S2 = ‖x‖ = 1 in R3 the metric tensor in spherical coordinates is given byds2 = dθ2 + sin2 θdφ2.
a. Give all Christoffel symbols Γijk.
b. Show that for a point on the equator θ = π/2 the coordinates θ, φ are normal coordinates.c. Give the geodesic equation for S2.d. Explain why the equation of a great circle (i.e. a circle which has its center in the center of the
sphere) is given by A cosφ + B sin φ + C cot θ = 0 where A, B,C are not all zero.d. Show that the great circles are exactly the geodesics on on S2.e. What is the result of parallel displacement of the vector ∂φ along the circle θ = π/4?f. What are the Killing fields on S2?
21a. Give all Killing fields on Euclidian space E3.b. Give all Killing fields on Minkowski space M4.
22. Show that L[X,Y ] = LX LY − LY LX if X,Y are vector fields on some manifold M . Concludethat, if M is Riemannian and X and Y are Killing fields on M , then [X, Y ] is a Killing field.
23. Let M be an n-dimensional Riemannian manifold with metric tensor g. Let g = det(gij) and letx1, . . . , xn be a set of local coordinates. The n-form ω =
√gdx1 ∧ . . . ∧ dxn is a volume form on
M . For a vector field X on M the divergence is (as in §7.7) defined by div(X)ω = d(iXω).a. Give an expression for the (n− 1)-form iXω in terms of the local coordinates.b. Let ∇ the metric connection. Show that div(X) = ∇iX
i.
24. Let Tµν be a (contravariant) Lorentz tensor van rank 2.
23
a. Fix ν = α and let vµ = Tµα. Is vµ a Lorentz vector?b. Show that `i = T 0i (i = 1, 2, 3) are the components of a Cartesian vector.
25. The energy momentum tensor for a perfect fluid Tµν has with respect to a certain coordinate
system (called its rest system) components
ρ 0 0 00 p 0 00 0 p 00 0 0 p
. How does Tµν transform under a
Lorentz boost
x′0 = γ(x0 + v · x), x′ = x +γ2
1 + γ(v · x)v + γx0v?
Here x = (x1, x2, x3)T is the spatial part of the 4-vector xµ, v ∈ R3 is the velocity vector andγ = (1− v2)−1/2. Express the components of Tµν in terms of the 4-velocity uµ = (γ, γv) and showthat Tµν = (ρ + p)uµuν − pηµν . (Hint: write the transformation matrices Λµ
ν in terms of uµ.)
26. Vector fields and orthogonal surfaces.
Let v(x) = (v1, v2, v3) be some vector field in Ω ⊂ E3. If v is continuous on Ω and nowherezero, then the flow of v determines a set of integral curves, i.e. curves that are tangent to v inevery point of Ω. These integral curves are solutions of the system of DE x′1(t) = v1, x′2(t) =
v2, x′3(t) = v3, ordx1
v1=
dx2
v2=
dx3
v3. We ask ourselves if there also exists (locally) a family of
surfaces F (x1, x2, x3) = c such that the vector field is everywhere orthogonal to the surfaces F = c.Such surfaces are called orthogonal surfaces of the vector field.
a. Express the condition that F = c are orthogonal surfaces of v in terms of F and v. Why is F adifferentiable function of x1, x2, x3?
b. Show that a necessary condition for the existence of a family of orthogonal surfaces is thatv· curl(v)= 0. (In fact it can be shown that this condition is also sufficient.)We now consider the case that the vector field v(x) is nowhere zero and that the integral curvesof v are geodesics with respect to some metric (not necessarily the standard Euclidian metric) onΩ. Assume that there exists some surface F (x1, x2, x3) = 0 that is orthogonal to the vector field,so that the geodesics intersect the surface orthogonally. The surface F = 0 is a 2-dimensionalsubmanifold of R3 and so there exists a local parametrisation x(t, u) of the surface. De geodesicscan then also be parametrized by t en u: the geodesic γt,u intersects F = 0 in x(t, u); if s isthe arc length of the geodesic and we choose s = 0 on the surface F = 0, then s, t, u are regularcoordinates.
c. Why is the surface F = 0 a submanifold of R3?d. Show that gst = gsu = 0 en show that curl(∂s) = 0.e. Show that the surfaces s = s0 are orthogonal to the bundle of geodesics and show that the distance
between the planes s = s0 en s = s1 is everywhere the same.
Remark: Light rays in some medium M ⊂ E3 with isotropic index of refraction n(x) (i.e. theindex of refraction is a scalar field - there is no dependence on the direction) are geodesics withrespect to the metric ds2 = n(x)2(dx2 + dy2 + dz2). This is a result of Fermat’s principle (lightrays follow the path of shortest time; if c is the velocity of light in a vacuum, then s/c is a measureof the time) and the fact that geodesics are (locally) the paths of shortest length, a fact that canbe shown with the aid of the theory of calculus of variations (for which see chapter 10). A bundleof light rays originating in a point P has an orthogonal surface (an infinitesimally small sphere
24
with center P ). As we showed above it follows that they then have a bundle of orthogonal surfacess = s0. If we choose s = 0 for the time that the bundle leaves P , then s/c measures the time thathas elapsed since leaving P . The surfaces s = constant are the wave fronts. Notice that this resultis a result of geometrical optics and does not use the wave theory of light. It is known as Malus’law.
f. Show that the wave fronts are solutions of the scalar equation (∇s)2 = 1.
25
Chapter VIII. Groups and representations.
1. Let G be a group with subgroups H, H ′. Show that the intersection H ∩H ′ is also a subgroup.
2. g ∈ S7 is a permutations that maps
1 → 2, 2 → 5, 3 → 4, 4 → 7, 5 → 6, 6 → 1, 7 → 3
Write g as a product of cycles. What is the smallest positive n such that gn is the identity? Howcan you see this immediately from the cycle structure of g?
3. Show that the groups D3 and S3 are isomorphic.
4. Let n be a positive integer. φ : Z → C∗ maps m ∈ Z to e2πim/n.a. Show that φ is a homomorphism.b. Prove that the image of φ is isomorphic to Zn.c. Use the homomorphism theorem to show that Z/nZ ∼= Zn.
5. Is SO(2)× Z2∼= O(2)? Is O(2)/Z2
∼= SO(2)?
6. Is Zn × Z2∼= Dn? Is Dn/Z2
∼= Zn?
7. Matrix groups. Any bilinear form ( , ) on Rn is given by (x, y) = xT Ky for some n×n-matrix K.a. Show this and show that the form is non-degenerate if and only if K is invertible (the form is
non-degenerate if the only x ∈ Rn such that (x, y) = 0 for all y, is x = 0).b. Suppose that the form is non-degenerate. Let G be the subset of n × n-matrices A such that
(x, y) = (Ax,Ay) for all x, y ∈ Rn. Show that G is a subgroup of GL(n,R). What might go wrongif the form is degenerate?
c. Suppose that the form is non-degenerate and symmetric, i.e. K is symmetric. Show that thereexists some invertible matrix B such that BT KB = diag(Ip,−Iq) where p + q = n (you can usethat K is orthogonally diagonalizable).From a theorem by Sylvester it follows that p and q are uniquely determined for a given K. IfK = diag(Ip,−Iq) and p, q 6= 0, the group G is called the pseudo-orthogonal group and is denotedby O(p, q). If q = 0 then G = O(n), the orthogonal group.
d. Argue that if the bilinear form is non-degenerate and symmetric, then G is isomorphic to one ofthe groups O(p, q) (or O(n)).
e. Show that all matrices in O(p, q) have determinant ±1.The subgroup of matrices with determinant 1 is denoted by SO(p, q).
f. Show that the general form of a matrix in SO(1, 1) is(
cosh t sinh tsinh t cosh t
)with t ∈ R. What is the
general form of a matrix in O(1, 1)?g. Suppose that the form is non-degenerate and antisymmetric, i.e. K is antisymmetric. Show that
there exists some invertible matrix B such that BT KB = Jm =(
O −Im
Im O
)where n = 2m.
(This one may be hard. One of the ways to proceed is to show that K is (complex) unitarilydiagonalizable, and subsequently show that Rn is the direct sum of linear subspaces which have
26
an orthonormal basis e, f such that Ke = −af,Kf = ae for some real a. Then proceed as inthe symmetric case.In the case that K = Jm, G is called the real symplectic group Sp(m,R). As in (d), one can seethat if the form is non-degenerate and antisymmetric, then G is isomorphic to Sp(m,R).
h. Show that the groups Sp(1,R) and SL(2,R) are isomorphic.
8. Prove that U(2) ∼= SU(2)× U(1)/±I.9. (the Lorentz group). The Lorentz group O(3, 1) consists of the real 4 × 4-matrices Λ such that
ΛT HΛ = H where H = diag(1,−1,−1,−1).
a. Show that Λ ∈ O(3, 1) ⇒ ΛT ∈ O(3, 1).
b. The orthogonal group O(3) can be embedded as a subgroup of O(3, 1). Prove that if Λ ∈ O(3, 1)∩O(4) (i.e. if Λ is an orthogonal Lorentz transformation) then Λ =
(±1 00T R
)where R is an
orthogonal 3× 3-matrix.
c. Give a basis of the vector space of infinitesimal generators of the Lorentz group.
d. Since an element Λ ∈ O(3, 1) is invertible, Λ can be uniquely decomposed as SO, where S is asymmetric positive definite matrix and O is an orthogonal matrix (this is the polar decompositionof a matrix). S and O lie themselves in O(3, 1). Show this. (You can use (a).)O is a spatial rotation possibly combined with a spatial reflection (x → −x, x0 → x0) and/or timeinversion (x0 → −x0, xi → xi) and S is a Lorentz boost.
e. Prove this by showing that S =(
cosh θ bT
b R
)with θ ∈ R, b = sinh θn, n is a unit vector in R3,
and R = I3 + nnT (cosh θ − 1). Subsequently show that S is the matrix for a Lorentz boost in thedirection of n. If you like, you can first consider the case that n = e1).
f. The group O(3, 1) has 4 connected components, two of these have determinant 1 and two havedeterminant -1; two have Λ00 > 0 and two have Λ00 < 0 (Λ00 is the element in the first row andcolumn of the matrix Λ; the zeroth component is the time component in special relativity.) Theorthochronous Lorentz transformations are those which have Λ00 > 0 en det(O) = 1. Show thatthese form a group (denoted by SO+(3, 1)); (note that the orthogonal Lorentz transformations actalmost trivially on the zeroth component and that is sufficient to consider only the action of thematrix S of part (d). It can be shown that this component is the connected component of theidentity I4 (in other words, there is a path Λ(t) in O(3, 1) from I4 to every element in SO+(3, 1),but not to any other element of O(3, 1)).
g. Minkowski space M4 can be divided into six parts: we denote a point x ∈ M4 by (x0,x) wherex ∈ R3 is the spatial component of x and (x,x) = x2): 1. timelike vectors ((x0)2 − x2 > 0) withx0 > 0. 2. timelike vectors with x0 < 0. 3. spacelike vectors ((x0)2 − x2 < 0). 4. Lightlike vectors(which have (x0)2 − x2 = 0) with x0 > 0. 5. Lightlike vectors with x0 < 0. 6. x0 = 0,x = 0.
h. Show that the orthochronous Lorentz transformations map each of these six regions onto itself.
Representations.
10. Consider the symmetric group S3. S3 acts as a permutation group on the set 1, 2, 3. For g ∈ S3,let T (g) be the matrix (eg(1) eg(2) eg(3)) (i.e. with columns eg(1), . . .).
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a. Show that T : S3 → GL(3,R) is a representation of S3 (it is called the fundamental representationof S3).
b. Show that U = span(1, 1, 1)T and W = U⊥ are invariant subspaces of T .c. Show that the restrictions TU and TW of T to U and W are irreducible. Give matrix representations
of TU and TW .
11. Consider S3 with the fundamental representation T given in problem 10. S3 acts as a permutationgroup on the space F of functions from R3 to R as follows: for g ∈ S3 and F such a function, letSg(F ) be the function Sg(F )(x) = F (T−1
g x) where x ∈ R3.
a. Show that S is a representation of S3.b. Show that every symmetric function (like x1+x2+x3, x1x2x3) determines a 1-dimensional invariant
subspace of F .c. What is the smallest invariant subspace of F that contains the function x1x2?d. What is the smallest invariant subspace of F that contains the function (x1)2?
12. Let G be a group and T a finite-dimensional representation with character χ. Explain why χ(g) =χ(g′) if g′ = hgh−1 for g, h ∈ G. (A character has the same value for all elements in the sameconjugacy class).
13. Prove that the regular representation of a finite group is indeed a representation.
14. (Dual and conjugate representation. Let T : G → GL(n,K) be a finite-dimensional representationof the group G. The conjugate and dual representations T and T ∗ have matrices
T (g) = T (g) and T ∗(g) = (T (g)−1)T
respectively. Show that T and T ∗ are indeed representations of G.
15a. Give the conjugation classes of S4.b. Give the characters of S4 and classify the irreducible representations.
The fundamental representation T of S4 is given by T (g) = (eg(1) eg(2) eg(3) eg(4)) (compareproblem 9).
c. Decompose T as a direct sum of irreducible representations.
16. The dihedral group D3, the symmetry group of the equilateral triangle, is generated by a rotationR over 120 degrees and a reflection S in one of the axes of symmetry. Then R3 = S2 = I, theidentity element, and RS = SR2.
a. Prove that D3 is isomorphic to S3.Consider the representation T : D3 → GL(2,C) given by
T (R) =( − 1
2 − 12
√3
12
√3 − 1
2
), T (S) =
(1 00 −1
).
b. Show that T defines a representation of D3 (and thus, of S3).c. Show that T is equivalent to the two-dimensional representation T (3) of S3 that is given in the
lecture notes.
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17a. D4 is the complete symmetry group of the square. It consists of all rotations and reflections thattransform the square into itself. By numbering the vertices of the square (1,2,3,4) we see that D4
acts as a permutation group on the vertices. As such, it is a subgroup of S4.a. Give the conjugation classes of D4.b. Give the characters of D4 and classify the irreducible representations. Give matrix representations
of each of them.c. Give the Clebsch-Gordan decompositions of all tensor products of the irreducible representations.
18. Let S, T be finite-dimensional representations with representation spaces V and W , and withcharacters χS and χT respectively.
a. Show that the tensor product representation S ⊗ T is a representation with representation spaceV ⊗W and character χS⊗T such that
χS⊗T (g) = χS(g)χT (g).
The group S3 has three irreducible representations T (1), T (2), T (3). Give the Clebsch-Gordan de-compositions of each of the tensor product representations T (α) ⊗ T (β) = mαβ
γ T (γ).
19. Consider a two-dimensional system of three masses positioned in an equilateral triangle and con-nected by springs with equal strength. Perform an analysis as in §8.3 to find the normal (vibra-tional) modes. Which modes are degenerate? (Hint: take as generalized coordinates the deviations(xi, yi) from the equilibrium position for each of the three masses (i = 1, 2, 3). How many zeromodes do you expect?)
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Chapter IX. Lie groups and Lie algebras.
1a. Show that every matrix in SU(2) has the form(
a −bb a
)with |a|2+ |b|2 = 1 and argue that SU(2)
is a 3-parameter group.b. Show that every matrix in SU(2) is equal to ei(σ·n)φ with σ = (σ1σ2σ3)T the column vector of
Pauli matrices, n is a unit vector in R3 and φ ∈ R; show furthermore that
ei(σ·n)φ = I cos φ + i(σ · n) sin φ.
2. Let Mij = Eij − Eji and J1 = −M23, J2 = −M31, J3 = −M12. J1, J2, J3 generate the Lie-algebraso(3).
a. Show that ex·J ∈ SO(3) where x · J = x1J1 + x2J2 + x3J3.b. Conversely, show that every matrix in SO(3) is of the form eA with A antisymmetric (and thus, a
linear combination of the Jk).c. Prove that the linear map φ : so(3) → su(2) given by φ(Jk) = −iσk/2 is a Lie algebra isomorphism.d. Prove that the map ψ : SU(2) → SO(3) given by ψ(e−ix·σ/2) = ex·J is a Lie group homomorphism.
Show moreover that for every A ∈ SO(3) there are exactly two matrices B ∈ SU(2) such thatψ(B) = A.
3. Show that R3 with the vector product a× b is a Lie algebra isomorphic to so(3).
4a. Show that the vector space generated by the differential operators
y∂
∂z− z
∂
∂y, z
∂
∂x− x
∂
∂z, x
∂
∂y− y
∂
∂x
on R3 has a Lie-algebra structure (with commutation as the Lie bracket operation) and is isomor-phic to so(3).
b. Show that the Killing fields on R3 form a Lie algebra isomorphic to the Lie algebra p(3) of thePoincare group P (3).
5a. Give a basis of the Lie algebra u(n).b. Show that for n ≥ 2, the Lie algebra u(n) ∼= su(n)⊕ u(1).c. Give the Killing form on u(2). Show that the center of u(2) is isomorphic to u(1) and show that
the restriction of the Killing form is non-degenerate on su(2), so that su(2) is semisimple.d. Give the Cartan metric tensor on su(2).
6. Give a condition for a 2m × 2m-matrix A such that A ∈ sp(m,R) if and only if the condition isfulfilled.
7. Let G = Rn be Euclidian space with vector addition as the group operation. G is a Lie group.a. What is the Lie algebra g of G?b. What is the exponential map exp : g → G?
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8. The group A(1) is the group of dilatations and translations in one-dimensional Euclidian space. Itconsists of the maps f : R → R given by fab : x → ax + b with a, b ∈ R, a 6= 0.
a. Is the group connected? If not, what are the connected components?
b. Show that T : A(1) → GL(2,R) given T : fab →(
a b0 1
)is a faithful representation of the group.
c. Give a matrix representation of the Lie algebra a(1). Give a basis of a(1) and determine thestructure constants with respect to the basis.
d. Let X ∈ a(1). Show that exp(tX) is of the form(
ect d(ect − 1)0 1
)for certain c, d ∈ R. Use the
defining property of the exponential map. What is X?e. Is the image of exp : a(1) → A(1) equal to the connected component of the identity?
9. Let G be the Lie group GL(n,K) where K = R or C. f : G → K is the map defined byf(A) = det(A).
a. Show that f is a differentiable map.b. Show that f∗ : TAG → K is surjective for all A. Can you give an expression for f∗(X) in terms of
A and X?
10. Let G = GL(n,K) where K = R or C. Let f : G → Symn(K) be the differentiable mapf(A) = AT A.
a. Show that the set of symmetric matrices Symn(K) is a differentiable manifold with a globalEuclidian structure. What is its dimension?
b. Why is TBSymn(K) = Symn(K) for B ∈ SymnK?c. Show that for all A ∈ G the push-forward f∗ : TAG → Symn(K) is given by f∗(X) = XT A+AT X.
11. Let g be a Lie algebra. The derived algebra [g, g] is the linear subspace of g that is generated bythe commutators [X, Y ] with X,Y ∈ g.
a. Show that [g, g] is an ideal of g.b. Show that [g, g] = g if g is simple.c. Show that [g, g] = g if g is semisimple.
12. Let g be a Lie algebra. Der(g) is the set of derivations D ∈ L(g). Show that Der(g) is a Liesubalgebra of gl(g).
13. Consider the 3-dimensional Lie algebra ` generated by X, Y, Z with [X, Y ] = [X, Z] = 0 and[Y,Z] = X. ` is called the Heisenberg algebra.
a. What is the center z(`)?b. Show that ` is isomorphic to the Lie algebra n of strict upper triangular 3× 3-matrices.c. The Lie group N consists of all matrices eA with A ∈ n. Give a description of N (i.e. what
matrices lie in N?).
14. Consider the 3-dimensional Lie algebra p generated by X, Y, Z with [X, Y ] = Z, [X, Z] = −Y and[Y,Z] = 0.
a. What is the center z(`)?b. Is p semisimple?
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c. Show that ` is isomorphic to the Lie algebra p(2) of the Poincare group P (2).
15. Let g be a Lie-algebra over K = R or C and let h be an ideal of g. We introduce the followingequivalence relation ∼ on g: for X,Y ∈ g we define X ∼ Y if X − Y ∈ h. The quotient g/h is theset of equivalence classes X = Y ∈ g : Y ∼ X.
a. Show that ∼ is an equivalence relation on g.b. Show that g/h has the structure of a Lie-algebra with operations
aX + bY = aX + bY , (a, b ∈ K), [X, Y ] = [X, Y ].
16. Let g be a Lie algebra. The lower central series is C0g = g ⊃ C1g ⊃ C2g . . . where Cn+1g =[g, Cng]. g is called nilpotent if Cng = 0 for some n.
a. Let g be a nilpotent Lie algebra. Show that adX is nilpotent for all X ∈ g.b. Show that the Heisenberg algebra of problem 13 is nilpotent.c. Let N be the subset of the Lie-algebra of (real or complex) strictly upper diagonal n× n-matrices
(with [A,B] = AB −BA), i.e. A ∈ N if Aij = 0 for i > j. Show that N is nilpotent.
17. Let g be a Lie algebra. The derived series D0g, D1g, . . . is defined as follows: D0g = g, Dn+1g =[Dng, Dng] for n ≥ 0. g is called solvable if Dng = 0 for some n.
a. Show that the Lie algebra p of problem 14 is solvable.b. Show that a nilpotent Lie algebra is solvable.
Let g be a finite-dimensional Lie-algebra with solvable ideals a, b.c. Show that the sum a + b = X ∈ g : X = Y + Z with Y ∈ a, Z ∈ b is a solvable ideal of g.d. Conclude from (c) that g has a unique maximal solvable ideal. This ideal is called the radical
Rad(g) of g.e. Prove that g is semisimple if and only if its radical is zero.f. Prove that the quotient Lie algebra g/Rad(g) is semisimple (see problem 15 for the concept of a
quotient Lie algebra).g. Let B be the subset of upper triangular n×n-matrices (with [A,B] = AB−BA), i.e. a n×n-matrix
A lies in B if Aij = 0 for i > j. Show that B is a solvable Lie algebra.
18. Let g be a Lie algebra and let X, Y, Z ∈ g. .a. Show that adX is a derivation.b. Show that ad[X,Y ] = [adX , adY ].c. Let ( , ) be the Killing form on g. Show that (X, [Y, Z]) = ([X, Y ], Z).
19. Let g be a semisimple Lie algebra with Cartan metric tensor gij . Let X1, . . . , Xn be a (vectorspace) basis of g. The operator C is given by C = gijXiXj .
a. Show that the definition of C is in fact independent of the basis.b. Show that C commutes with every X ∈ g.
20. Let X be a vector field on the Lie group G with flow ft. Let φ : G → G′ a Lie group homomorphism.Show that φft is the flow of the vector field φ∗X on G′. Conclude that exp(tφ∗X) = φ(exp(tX)).
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21. Let G be a Lie (matrix) group with Lie algebra g.a. Let h ∈ G. Show that, if X ∈ g, then hXh−1 ∈ g.b. Show that the map Ad(h) : g → g defined by Ad(h)(X) = hXh−1 is a Lie algebra homomorphism.c. Show that the adjoint representation Ad:G → GL(g) is indeed a representation of G.d. Prove that the push-forward Ad∗ is the adjoint representation ad: g → gl(g) of the Lie algebra g.
22. Show that the representation T (1) of SU(2) is equivalent to the adjoint representation.
23. Consider the fundamental representation T (1/2) of dimension 2 of the group SU(2). For g ∈ SU(2)the matrix of T (1/2)(g) with respect to an orthonormal basis e1, e2 of the representation space
V is given by T (1/2)(g) =(
a −bb a
)for a, b ∈ C with |a|2 + |b|2 = 1. Now consider the tensor
product representation T (1/2) ⊗ T (1/2).a. Show that the matrix van g with respect to the basis e1⊗e1, (e1⊗e2 +e2⊗e1)/
√2, e2⊗e2, (e1⊗
e2−e2⊗e1)/√
2 of V ⊗V is given by
a2 −√2ab b2 0√2ab |a|2 − |b|2 −√2ab 0b2
√2ab a2 0
0 0 0 1
. Use that if A,B ∈ L(V )
are linear maps then the linear map A⊗B ∈ L(V ⊗V ) is defined by (A⊗B)(v⊗w) = A(v)⊗B(w)for v, w ∈ V .
b. Show that T (1/2⊗1/2) = T (0) ⊕ T (1) where T (0) is the trivial representation and T (1) is the three-dimensional irreducible representation of SU(2).By considering the infinitesimal transformations, we can find the corresponding representation(which we also call T (j)) of the Lie algebra su(2). Let Xj = iσj (j = 1, 2, 3) (with σj the Pauli spinmatrices). (Strictly speaking, the matrices iσj represent Xj in the fundamental representation, sothe matrix of T (1/2)(Xj) with respect to the basis e1, e2 of V is iσj .)
c. Give the matrices of T (1)(Xj) with respect to the basis e1 ⊗ e1, (e1 ⊗ e2 + e2 ⊗ e1)/√
2, e2 ⊗ e2of Sym2(V ).
d. Show explicitly that T (1) is equivalent to the fundamental representation of so(3) (which is givenby the matrices J1, J2, J3 in §9.1 of the lecture notes).
24. Left translation on the Lie group can be used to define a metric on A, making A into a Riemannianmanifold: let g( , ) be an inner product on the tangent space TeA at the identity e. Then we definethe metric tensor g on A by requiring that left translations are isometries, i.e. (Lh)∗g = g forh ∈ A (where Lh : A → A is the left translation on A defined by Lh(k) = hk).
a. Explain that this means that gh(Xh, Yh) = g(Xe, Ye) for h ∈ A and for X, Y ∈ A (i.e. X, Y areleft-invariant vector fields on A), where gh, Xh are the values of g resp. X in h.
It follows that parallel displacement on A is also defined by left translation: (Lh)∗Xk is the paralleldisplacement of the vector Xk in TkA from k to hk = Lh(k). Left invariant vector fields are thusparallel everywhere on A.
b. Show that this implies that the curves γ(t) = exp(tX) are geodesics on A.
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Chapter X. Calculus of variations.
1. Prove the chain rule (10.2) for the functional derivative.
2. Show that a (smooth) curve γ(t) = (x(t), y(t)) in R2 which has curvature zero in each of its points,is (part of) a straight line.
3. Let z = z(x, y) be the equation of a surface W in R3 where (x, y) lie in a bounded domain G ⊂ R2.Assume that z(x, y) is differentiable everywhere in G (so W is a smooth surface).
a. Show that the area of W is given by∫
G
√1 +
(∂z
∂x
)2
+(
∂z
∂y
)2
dxdy.
Let ∂W be the boundary of W . The projection of ∂W onto the plane z = 0 is a closed curve.Consider all surfaces z = z(x, y) that have boundaries ∂W . From this family of surfaces we wantto find the surface that has smallest area. Such a surface is called a minimal surface.
b. Give the Euler-Lagrange equation for a minimal surface.
4a. Let A(0, a) and B(b, c) be two points in the plane with a, b, c > 0. Find a function y = y(x) on[0, b] whose graph passes through A and B such that the area of the surface of revolution that isobtained by rotating the graph of y(x) about the x-axis is minimal. (Answer: y = A cosh B(x−C)for suitable A,B,C; the surface is called a catenoid).
b. Is the catenoid a minimal surface (see problem 3)?
5. A chain of a homogeneous material is suspended on two points with equal height. Find the shapethat the chain assumes under the influence of gravity. Hint: you may assume for simplicity thatthe chain is a curve in a plane; let (−a, 0) and (a, 0) be the coordinates of the points of suspension.(The second coordinate is for the vertical direction). The length of the curve is fixed. The shapeis determined by the fact that the center of gravity is at the lowest possible point.
6. Consider the cone K ⊂ R3 with equation z = aρ for a > 0 (in cylindrical coordinates ρ, φ, θ).a. Show that the metric tensor is given by ds2 = (1 + a2)dρ2 + ρ2dφ2.b. Derive the geodesic equations for K (in terms of ρ, φ) by using that the geodesics are stationary
solutions of a suitable functional L.
7. Consider the Sturm-Liouville problem on [0, 1]
y′′(x) + λxy(x), y(0) = y(1) = 0.
Derive an upper bound for the smallest eigenvalue λ by the Rayleigh-Ritz method, using a suitablepolynomial of degree two as a trial function.
8. Answer the same question as in (7) for the Sturm-Liouville problem
y′′(x)− x2y(x) + λy(x) = 0, y(−1) = y(1) = 0.
9. Determine the minimal value of the functional J(y) =∫ 1
0
x4y′′(x)2 + 4x2y′(x)2 dx under the
condition that y is not singular in x = 0, and y(1) = y′(1) = 1.
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10. Consider the two-dimensional boundary value problem on the disk (r, φ) : r ≤ a ⊂ R2
∆u + k2u = 0 for r < a, u(a, φ) = 0.
a. Find an upper bound for the smallest eigenvalue k2. Use as a trial function a suitable linearfunction of r.
b. Use the method of separation of variables to show that the smallest eigenvalue is in fact k2 = α2/a2
where α is the smallest positive zero of the Bessel function J0(x). (Problem 10 of chapter I maybe useful here.)
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