Mathematics

1 Series 2
Binomial; Logarithmic; Geometric; Exponential.
2 Vectors 3
Unit vectors; Scalar and vector products.
3 Coordinate systems 5
Cylindrical polar and spherical polar coordinates.
4 Averages and standard deviation 7
5 Complex numbers 8
6 Differentiation 10
Ordinary and partial differentiation.
7 Integration 15
Path integrals
8 Vector calculus 16
Scalar and vector fields. Gradient, divergence and curl

maths 2003
Series:

Binomial series
∞
N!
( x + y) = ∑ C Nn x n y N − n
N
where C Nn = (1)
n≈0 n !( N − n)!

e.g. (x + y)4 = x4 + 4 x3 y + 6 x2 y2 + 4 x y3 + y4

in particular
α(α − 1) 2 α(α − 1)(α − 2) 3
(1 + x) α = 1 + αx + x + x + ......... (2)
2! 3!

1
= 1 − x + x2 − x3 ....... = 1 − x for x « 1 (3)
1+ x

1
= 1 + x + x2 + x3 ........= 1 + x for x « 1 (4)
1− x

Logarithmic series [by integration of (3) and (4)]

An(1 + x) = x − 21 x 2 + 13 x 3 ....... = x for x « 1 (5)

An(1 − x) = − x − 21 x 2 − 13 x 3 ...... = − x for x « 1 (6)

Geometric series [derived from (4)]

a
= a + ax + ax 2 + ax 3 + ....... to ∞ (7)
1− x

a (1 − x N +1 )
and so = a + ax + ax 2 + ax 3 + .......+ ax N (8)
1− x

Exponential series
x2 x3
ex = 1 + x + + + ...... . =1+x for x « 1 (9)
2! 3!

hence from e ix = cos( x) + i sin( x) (10)

x2 x4 x2
cos( x) = 1 − + + ...... = 1− for x « 1 radian (11)
2! 4! 2!

x 3 x5
sin( x) = x − + ...... = x for x « 1 radian (12)
3! 5!

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Vectors

Unit vectors
A unit vector has unit length. The length of a vector a is designated a or simply a. A unit
vector in the direction of a is designated â . So
a
aˆ =
a
The unit vectors in the x, y and z directions of a conventional right handed set of axes are
designated i, j and k.
It follows that the vector, r, from the origin to the point (x,y,z) is
r = xi +yj +zk

Products of vectors

There are two that we need to be familiar with:

(i) The scalar product, a.b, of two vectors a and b is a scalar given by:
a.b = ab cos(θ)
So, for the unit vectors i, j, k, it follows that:
i.i = 1, i.j = 0, i.k = 0 and so on.
Since a = axi + ayj + azk and b = bxi + byj + bzk it follows that the scalar product,
a.b, can also be expressed as:
a.b = axbx + ayby + azbz

An example of the scalar product is the work, W, done by a force, F, when it displaces
its point of action by a vector r:
W = F.r = Fxx + Fyy + Fzz

maths 2003 3
(ii) The vector product a × b

The magnitude of a × b is the area of the parallelogram formed by the vectors a

and b. So:
a × b = ab sin(θ)

The direction of a × b is perpendicular to the flat area of the parallelogram

formed by the vectors a and b. A convention is needed here to choose between
the two oppositely directed alternatives.
The direction of a × b is defined as that in which a
right hand screw, pointing perpendicular to a and b,
would progress if the slot in the head were rotated
from alignment with a to alignment with b (by the
shorter route). So, in the diagram shown, a×b points
into the paper.

It follows that b×a is oppositely directed to a × b , i.e. b×a = – a × b .

From the definition of a × b we see that i × i = j × j = k × k = 0.

In sympathy with the right hand screw rule, the conventional right-handed set
of axes is one for which i × j = k ( and, of course j × k = i and k × i = j).

An alternative statement of the vector cross product of a and b, as you can

verify, is

i j k
a × b = ax ay a z = (a y b z − a z b y )i + (a z b x − a x b z ) j + (a x b y − a y b x )k
bx by bz

Examples:
The force on a charge (q) moving with velocity (v) in a magnetic field (B) is:
F = q v ×B
The torque exerted by a force (F) at position r is T = r × F. (This is the torque about
×F through the origin.)
an axis in the direction of r×
The angular momentum of a particle at r with linear momentum p is L = r × p.

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Cylindrical polar co-ordinates

The location of a point in 3-D space can be specified by its cartesian coordinates (x,y,z) or
by any other specification that determines the point uniquely. The cylindrical polar system,
shown in the diagram below, is one possibility.

The vector OR = r locates the point that has coordinates (x,y,z) or (ρ,φ,z). The two sets of
coordinates can, of course, be derived from eachother.
To express x, y and z in terms of ρ, φ and z we proceed as follows:
OW = ρ
x = OX = OW cosφ = ρ cosφ
y = OY = OW sinφ = ρ sinφ
z = OZ = z

The inverse relationships are

ρ = + x2 + y2

 y
φ = tan −1  
x
z=z

The diagram also shows the conventional (right handed) set of unit vectors !ˆ , 3̂ and ẑ
at the point (ρ,φ,z) for cylindrical polar coordinates.

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Spherical polar co-ordinates

The location of a point in 3-D space can be specified by its cartesian coordinates (x,y,z) or
by any other specification that determines the point uniquely. The spherical polar system,
shown in the diagram below, is one possibility.

The vector OR = r locates the point that has coordinates (x,y,z) or (r,θ,φ). The two sets of
coordinates can, of course, be derived from eachother.
To express x, y and z in terms of r, θ and φ we proceed as follows:
OW = r sinθ
x = OX = OW cosφ = r sinθ cosφ
y = OY = OW sinφ = r sinθ sinφ
z = OZ = r cosθ

The inverse relationships are

r = + x2 + y 2 + z 2

 x2 + y 2 
θ = tan −1  
 z 
 
 y
φ = tan −1  
x

The diagram also shows the conventional (right handed) set of unit vectors r̂ , ˆ and 3̂

at the point (r,θ,φ) for spherical polar coordinates.

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Averages

The average of a continuous function is the constant value that has the same area under it
as the function itself. So, in the diagram, the average value of f(x), i.e. f (x) , between x1
and x2 is given by

x2
f (x) ×(x2 − x1) = shaded area = ∫ f (x)dx
x1

This can be stated more generally as

x2

∫ f (x) dx
x1
f (x) =
x2

∫ dx
x1

The deviation of f(x) from its mean value is defined as f (x) − f (x) . The average of the
deviation, over a particular range of x, is identically zero; i.e.

f (x) − f (x) = 0

Standard deviation.

The standard deviation of f(x) is a useful measure of the extent to which the function
deviates from its mean. Since the average of the deviation, f (x) − f (x) , is always zero we
turn to the average of the square of the deviation to get a non-vanishing result.

(f (x) − f (x) )
2
The mean square deviation is

The standard deviation, SD, is the root mean square deviation:

(f (x) − f (x) )
2
SD =

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Complex numbers

Complex numbers are two-dimensional objects, so we first draw attention to the common
ground between complex numbers and two dimensional vectors.

2-D vectors (unit vectors i, j) Complex numbers

The ‘vector’ from the origin to the point (x,y) is:

A=xi+yj A=x+jy
= Acos(φ) i + Asin(φ) j A= A = Acos(φ) + j Asin(φ) A= A

= A[cos(φ) + j sin(φ)]
= A ejφ
In either case:
y
A = A = A = x 2 + y2 tan(φ) =
x

The algebra of complex numbers

This is quite different from 2-D vectors (products of vectors are discussed elsewhere).

Multiplication:

ejα ejφ = ej(α+φ). So multiplying the complex number A = Aejφ by ejα produces the new
complex number Aej(φ+α), and so the representative vector is rotated anticlockwise by
the angle α.
In particular multiplying a vector by j (= ejπ/2) rotates it anticlockwise by π/2, and
multiplying twice by j rotates it anticlockwise by π (180o), so
j2 A = −A
Thinking of ‘j’ as a 90o rotation operator is wholly legitimate, in which case j2 = −1 is
quite intuitive. However, in complex arithmetic ‘j’ is −1 . [ j2 = ejπ/2×ejπ/2 = ejπ = −1 ]
The vector B = B ejωt is a vector, of length B ,rotating anticlockwise at angular
frequency ω.

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Complex conjugate:

If x + jy = Aejφ then x − jy = Ae−jφ and so:

(x + jy)(x − jy)= Aejφ Ae−jφ = A2 = x2 + y2

Division:

1 1 1 x − jy
If x + jy = Aejφ then = jφ
= e− jφ =
x + jy Ae A x 2 + y2

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Differentiation

Differentiation is about how the value of a function changes in response to small changes
in the parameters on which it depends.

One independent parameter:

We will call the independent variable x, and the dependent variable f(x).

As indicated on the graph, a change, δx, in the value of x, produces a change, δf, in the
δf
value of f. It is apparent from the diagram that as δx is made very small, the ratio tends
δx
to the limiting value tan(θ), where θ is the angle that the tangent at x makes with the x-
axis.
df  δf 
The notation is used as a shorthand form for: Limit δx → 0   .
dx  δx 
df
[ = tan(θ) ] is an indivisible quantity and cannot be split into a ‘df’ and a ‘dx’.
dx
The same argument shows that:
dx  δx  1 1
= Limit δf → 0   = cot(θ) = =
df  δf  tan(θ)  df 
 
 dx 
Example:
dx
For f(x) = e− x , we can approach the evaluation of
2
in two ways.
df
indirectly directly
df
= −2x e− x
2
x(f) = − ln(f )
dx
dx 1 1 dx − 1  −1 
= = − = 1 ( − ln(f ) ) 2  
df  df  2xe −x2 df 2  f 
 
 dx 

Approximations to the value of f(x)

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If we were to estimate the value of the function at x + δx, our first approximation would be
 df 
f(x + δx) = f(x) + δx tan(θ) = f(x) +   δx
 dx  x
 df  df
where   is the value of at the point x.
 dx  x dx

 df 
i.e. δf = f(x + δx) − f(x) =   δx
 dx  x
This is a linear approximation since it is based on the assumption that f(x) is a straight line,
df
with gradient , in the vicinity of x.
dx
d  df  d 2 f
However, if the gradient of f(x) is changing, then  = is non-zero, and f(x) is
dx  dx  dx 2
bending away from the tangent at x. The second, or quadratic, approximation to the value
of f(x + δx) turns out to be

 df  1  d2 f 
f(x + δx) = f(x) +   δx +  2  (δx)2
 dx  x 2!  dx  x

The full expression for f(x + δx), containing all the terms resulting from the higher
derivatives of f(x) at the point x, is called Taylor’s series. It takes the form:

 df   d2f   d3 f 
 ( δx ) + 1   ( δx ) + etc.
2 3
f(x + δx) = f(x) +   δx + 1 
 dx  x 2!  2  3!  3 
 dx  x  dx  x

df δf
and
dx δx
df
Strictly speaking is to be regarded as an indivisible quantity with a specific value
dx
(tan(θ)). It cannot be split into a ‘df’ and a ‘dx’. However, we have seen that, for
sufficiently small δx,
df δf
≈
dx δx
Since δf and δx are separate small increments, they can be split up and the above equation
(as we have already noted) is equivalent to
df
δf ≈ δx
dx

maths 2003 11
Consider the example of the volume of a sphere; i.e. V(r) = 43 πr 3 .

dV
This gives = 4πr 2 . However, for sufficiently small
dr
δr, we may approximate
δV dV
≈ = 4πr2
δr dr
and so a small change, δr in radius, produces a small
change, δV in volume, given by:
δV ≈ 4πr2 δr
This is no surprise, since the increase in volume for a very thin layer must be the surface
area (4πr2) × thickness (δr).
[You may wish to satisfy yourself that
δV = 4
3
π(r + δr)3 − 4
3
πr3

leads to the same result in the limit of small δr. In this case ‘small’ means δr  r.]

df
Generally, physicists do not agonise much about the distinction between (an
dx
δf
indivisible quantity) and (the ratio of two small quantities), and will use df and dx to
δx
represent small increments in f and x.

dV
Thus = 4πr2
dr

is rewritten directly as dV = 4πr2 dr

‘dV’ and ‘dr’ now being used to represent the incremental forms.

Some rules:

Chain rule:
dg dg df
If g = g(f) and f = f(x), then: = ×
dx df dx
Differentiation of a product:
dh dg df
If h(x) = f(x)×g(x), then: =f× + g×
dx dx dx
u(x)  1 
A quotient like h(x) = can be treated as a product: h(x) = u(x)×  
v(x)  v(x) 
Partial Differentiation
maths 2003 12
When a function depends on more than one parameter, there are correspondingly more
derivatives.
If f(x,y,z) is a function of three independent variables x, y and z, then an extension of our
earlier argument shows that small changes δx, δy and δz in x, y and z, produce a small
change in the value of f given by

 ∂f   ∂f   ∂f 
δf =   δx +   δy +   δz
 ∂x  y,z  ∂y  x,z  ∂z  x,y

 ∂f 
It is necessary to specify independent variables because   implies changing x while
 ∂x  y,z
keeping y and z fixed. If y depended on x through y = y(x) then it would be impossible to
change x without changing y also.
A famous example is the first law of thermodynamics, which relates to the entropy,
S(E,V,N), expressed as a function of the independent variables E, the energy of the system,
V, the volume of the system and N, the number of particles in the system.
Small changes δE, δV and δN produce a change in S given by:

 ∂S   ∂S   ∂S 
δS =   δE +   δV +   δN
 ∂E V,N  ∂V E,N  ∂N  E,V

1  ∂S  P  ∂S 
[ To put this in context you have to know that =  and =   , so, for a
T  ∂E  V , N T  ∂V  E , N
system containing a fixed number of particles (δN = 0), the above equation becomes the
familiar

δE = Τ δS − P δV ]

Second derivatives:

∂2f  ∂  ∂f  
strictly means    
∂x∂y  ∂x  ∂y  x  y

It can be shown that the order of partial differentiation is unimportant, so

∂2f ∂2f
=
∂x∂y ∂y∂x

maths 2003 13
Differentiating sums

N
Consider the example Z = Z(β, Ε1, E2, E3,......, EN) = ∑ e−βEi (i)
i =1

∂Z N
Then = − ∑ Ei e−βEi [since β appears in every term in (i)]
∂β i =1

∂Z
and = −β e−βEi [since Ei appears in only one term in (i)]
∂Ei

Differentiating integrals

α
If g(α) = ∫ f (x) dx
0

dg(α)
then = f (α )
dα

Proof:
α+δα α α+δα

dg(α )
∫ f (x) dx − ∫ f (x) dx ∫ f (x) dx
f (α ) δα
 g(α + δα) − g(α)  α
= L δα→0  =
0 0
= = = f (α )
dα  δα  δα δα δα
dg(α)
A small increase in α produces a change in g given by δg = δα = f(α)δα, as the
dα
diagram shows.

Example:
θ
T
x3 dg
If g(T) = ∫ ex − 1 dx , where θ is a constant, evaluate dT
.
0

α
x3
First put θ
T
= α . g is now a function of α, namely g(α) = ∫ e x − 1 dx
0

dg dg dα dg  θ   α3   θ  θ4
= = −  =  α  − = −
dT dα dT dα  T 2 
Now
  e − 1   T 2
θ
 T5 (e T − 1)

maths 2003 14
Path Integrals

An integral is the name we give to the addition of (infinitesimally) small quantities.

A path is a defined route from one point to another. The diagram below shows a path,
ABCD, from A to D.
A path integral is the summation of small quantities defined for each (infinitesimal)
element of length of the path. dr is an infinitesimal vector element of the path.
We will designate the length of dr by dr.
NOTE:

∫ dr means summing the lengths of the elements.

path ABCD

So ∫ dr = the total length of the path ABCD.

path ABCD

whereas

∫ dr means summing the small vectors dr.

path ABCD

So ∫ dr = R [ the vector AD ]
path ABCD

Of course, the integrand usually takes a more complicated form. For example, the total
work, W, required to move a particle along the path ABCD involves adding up the
elements −F.dr, where F is the force which acts on the particle at each path element dr.
So W=− ∫ F.dr
path ABCD

The calculation of W is simplified if the force, F, is the same at all points on the path; for
example, when moving a mass m in the gravitational field near the earth’s surface. In that
case F is the constant vector mg. For the path ABC, we find:
at all elements on AB, −F.dr = −mg.dr = +mg dr;
at all elements on BC, −F.dr = −mg.dr = 0
So:
W=− ∫ F.dr = mg ∫ dr = mgh.
path ABC path AB

Closed paths:
The path integral round a closed path (i.e. one that starts and finishes at the same point) is
designated v∫ .

So v∫ dr = the circumference of the path,

and v∫ dr = 0.
maths 2003 15
Vector calculus

Scalar fields:

A scalar field φ(x,y,z) is a function of position that has a single numerical value (i.e. a
magnitude) at each point. For example, the scalar field ‘height’ has a single value at each
point (x,y) on a contour map.
 ∂φ   ∂φ 
At any point (x,y,z) a function φ(x,y,z) may have different slopes,   ,  
 ∂x  y,z  ∂y  x,z
 ∂φ 
and   , in the x, y and z directions. From these a vector may be constructed at any
 ∂z  x, y
point according to the prescription
∂φ ∂φ ∂φ
i + j +k = ∇φ
∂x ∂y ∂z
∂ ∂ ∂
∇ is shorthand for the differential operator ( i + j + k ). The symbol ∇ is
∂x ∂y ∂z
pronounced DEL or GRAD.
The direction of the vector ∇φ at any point is unique for any well-behaved function.

We shall now prove that the vector ∇φ points in the direction in which φ increases most
rapidly and its magnitude is the rate of change of φ in that direction. We prove the second
statement first

Proof:
In a small step δr = iδx + jδy + kδz from the point (x,y,z) the change in φ is
∂φ ∂φ ∂φ
φ(x+δx,y+δy,z+δz) − φ(x,y,z) = δφ = δx + δy + δz
∂x ∂y ∂z
= ∇φ.δδr [from the definition of the scalar product]
= ∇φ δr cos(θ)

The dependence on cos(θ) shows that the greatest change in φ for a fixed step length
is achieved when θ = 0, i.e. when the step, δr, is taken in the direction of ∇φ.
The maximum change in φ in a step of length δr is then,

δφmax = ∇φ δr

δφmax
So the magnitude of the vector ∇φ is ∇φ = , i.e. the maximum rate of change
δr
of φ. [QED]

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We shall now prove that the direction of ∇φ is perpendicular to the contours of φ. Note
that in 2-D the contours are lines (as on a map), but in 3-D the contours are surfaces.
Proof:
If the step δr is taken along a contour (i.e. in a direction in which the value of φ does
not change), call it δrc, then
∇φ.δrc = δφ = 0
It follows that the angle between ∇φ and δrc is π/2 (90o).
So the direction of steepest ascent (or descent) at a point (x,y) on a map is perpendicular to
the contour line through that point (any fool knows that!).
In 3-D the directions normal to the unique direction ∇φ at the point (x,y,z) define a local
surface of constant φ.

Vector fields

A vector field A(x,y,z) has a magnitude and a direction at any point.

A(x,y,z) = i Ax(x,y,z) + j Ay(x,y,z) + k Az(x,y,z)

To define a vector field the three (scalar) components of

the vector must be specified at each point; i.e. each of Ax,
Ay and Az is a scalar field.
The magnitude of A is

A = A = A 2x + A 2y + A 2z

A vector field is defined by three scalar fields Ax, Ay and Az. So, whereas a scalar field has
three independent derivatives, a vector field has nine, namely
∂A x ∂A x ∂A x
∂x ∂y ∂z
∂A y ∂A y ∂A y
∂x ∂y ∂z
∂A z ∂A z ∂A z
∂x ∂y ∂z
This is not as bad as it seems! When we look at the physical properties of vector fields we
find that only two combinations of the above derivatives are required. One, the divergence,
embodies three of the nine derivatives and the other, the curl, embodies the remaining six.

maths 2003 17
Divergence ( DIV, ∇.)

The divergence of a vector field A is:

∂ ∂ ∂
∇.A = ( i + j + k ).(i Ax + j Ay + k Az)
∂x ∂y ∂z
∂A x ∂A y ∂A z
i.e. ∇.A = + +
∂x ∂y ∂z
Note that ∇.A is a scalar field and involves the derivatives on the diagonal of the above
array.
Fields for which ∇ÂA = 0 everywhere are called solenoidal.

Curl (∇×)

The curl of a vector field A is:

∂ ∂ ∂
∇×A = ( i + j + k )×(i Ax + j Ay + k Az)
∂x ∂y ∂z

i j k
∂ ∂ ∂
=
∂x ∂y ∂z
Ax Ay Az

∂A z ∂A y ∂A x ∂A z ∂A y ∂A x
= i( − ) + j( − ) + k( − )
∂y ∂z ∂z ∂x ∂x ∂y
Note that ∇×A is a vector field and involves the off-diagonal derivatives in the array on the
previous page.
Fields for which ∇×A = 0 everywhere are called irrotational.

maths 2003 18