1

Theoretical Physics
Course codes: Phys2325
Course Homepage: http://bohr.physics.hku.hk/~phys2325/
ecturer: !.".#a$g%
&''ice: (m52)% Physics *uildi$g
Tel: 2)5+ 1+,1
-.mail: /0a$g1hkucc.hku.hk
2tude$t Co$sultatio$ hours: 2:33.4:33pm Tuesday
Tutor: 5iss iu 6ia% (m525
2
Te7t *ook: ecture 8otes 2elected 'rom
Mathematical Methods for Physicists
9$ter$atio$al -ditio$ :4
th
or 5
th
or ,
th
-ditio$;
by
<eorge *. =r'ke$ a$d Ha$s 6. #eber
5ai$ Co$te$ts:
=pplicatio$ o' comple7 >ariables%
e.g. Cauchy?s i$tegral 'ormula% calculus o' residues.
Partial di''ere$tial e@uatio$s.
Properties o' special 'u$ctio$s
:e.g. <amma 'u$ctio$s% *essel 'u$ctio$s% etc.;.
Aourier 2eries.
Assessment:
&$e 3.hour 0ritte$ e7ami$atio$ :)3B 0eighti$g;
a$d course assessme$t :23B 0eighti$g;
3
1 Functions of A Complex Variables I
Au$ctio$s o' a comple7 >ariable pro>ide us some po0er'ul a$d
0idely use'ul tools i$ i$ theoretical physics.
C 2ome importa$t physical @ua$tities are comple7 >ariables :the
0a>e.'u$ctio$ ;
C ->aluati$g de'i$ite i$tegrals.
C &btai$i$g asymptotic solutio$s o' di''ere$tials
e@uatio$s.
C 9$tegral tra$s'orms
C 5a$y Physical @ua$tities that 0ere origi$ally real become comple7
as simple theory is made more ge$eral. The e$ergy
: the 'i$ite li'e time;.
+ i E E
n n
0
/ 1
4
1.1 Complex Algebra
#e here go through the comple7 algebra brie'ly.
= comple7 $umber / D :7%y; D 7 E iy% #here.
#e 0ill see that the orderi$g o' t0o real $umbers :7%y; is sig$i'ica$t%
i.e. i$ ge$eral 7 E iy y E i7
F: the real part% labeled by Re(z); y: the imagi$ary part% labeled by Im(z)
Three 're@ue$tly used represe$tatio$s:
:1; Cartesia$ represe$tatio$: 7Eiy
:2; polar represe$tatio$% 0e may 0rite
/Dr:cos E i si$; or
r G the modulus or mag$itude o' /
. the argume$t or phase o' /
1 i
i
e r z
5
r G the modulus or mag$itude o' /
. the argume$t or phase o' /
The relatio$ bet0ee$ Cartesia$
a$d polar represe$tatio$:
The choice o' polar represe$tatio$ or Cartesia$ represe$tatio$ is a
matter o' co$>e$ie$ce. =dditio$ a$d subtractio$ o' comple7 >ariables
are easier i$ the Cartesia$ represe$tatio$. 5ultiplicatio$% di>isio$%
po0ers% roots are easier to ha$dle i$ polar 'orm%

( )
( )
1/ 2
2 2
1
tan /
r z x y
y x

+

( )
2 1
2 1 2 1
+

i
e r r z z
( )
( )
2 1
2 1 2 1
/ /

i
e r r z z
in n n
e r z
) ( ) (
) ( ) (
2 2 2 1 2 1 2 1 2 1
2 1 2 1 2 1
y x y x i y y x x z z
y y i x x z z
+ +
t + t t
,
Arom /% comple7 'u$ctio$s ':/; may be co$structed. They
ca$ be 0ritte$
':/; D u:7%y; E i>:7%y;
i$ 0hich > a$d u are real 'u$ctio$s.
Aor e7ample i' % 0e ha>e
The relatio$ship bet0ee$ / a$d ':/; is best pictured as a
mappi$g operatio$% 0e address it i$ detail later.
2 1 2 1
z z z z
( ) ( ) xy i y x z f 2
2 2
+
Hsi$g the polar 'orm%
) arg( ) arg( ) arg(
2 1 2 1
z z z z +
2
) ( z z f
I
Au$ctio$: 5appi$g operatio$
7
y
!.pla$e
u
>
The 'u$ctio$ w:7%y;Du:7%y;Eiv:7%y; maps poi$ts i$ the xy pla$e i$to poi$ts
i$ the uv pla$e.
n in
i
i e
i e
) sin (cos
sin cos

+
+
#e get a $ot so ob>ious 'ormula
2i$ce
n
i n i n ) sin (cos sin cos + +
)
Complex Conjugation: replaci$g i by Gi% 0hich is de$oted by :J;%

#e the$ ha>e
He$ce
8ote:


l$ / is a multi.>alued 'u$ctio$. To a>oid ambiguity% 0e usually set $D3
a$d limit the phase to a$ i$ter>al o' le$gth o' 2. The >alue o' l$/ 0ith
$D3 is called the pri$cipal >alue o' l$/.
iy x z
*
2 2 2 *
r y x zz +
( )
2 1
*
zz z
Special features: single-valued function of a
real variable ---- multi-valued function

i
re z

( ) n i
re
2 +

+ i r ln z ln

( ) n i r z 2 ln ln + +
+
=$other possibility
>

even and 1 | cos | | sin | possibl! "o#ever

13
1.2 Cauchy Riemann conditions
Ha>i$g established comple7 'u$ctio$s% 0e $o0 proceed to
di''ere$tiate them. The deri>ati>e o' ':/;% like that o' a real 'u$ctio$% is
de'i$ed by
pro>ided that the limit is i$depe$de$t o' the particular approach to the
poi$t /. Aor real >ariable% 0e re@uire that
8o0% 0ith / :or /o; some poi$t i$ a pla$e% our re@uireme$t that the
limit be i$depe$de$t o' the directio$ o' approach is >ery restricti>e.
Co$sider
( ) ( ) ( )
( ) z f
dz
df
z
z f
z
z f z z f
z z


+

0 0
lim lim
( ) ( ) ( )
o
x x x x
x f x f x f
o o

+

lim lim
y i x z +
v i u f +

y i x
v i u
z
f

+
+

11
et us take limit by the t0o di''ere$t approaches as i$ the 'igure. Airst%
0ith y D 3% 0e let 73%
=ssumi$g the partial deri>ati>es e7ist. Aor a seco$d approach% 0e set
7 D 3 a$d the$ let y 3. This leads to
9' 0e ha>e a deri>ati>e% the abo>e t0o results must be ide$tical. 2o%

,
_

+
x
v
i
x
u
z
f
x z

0 0
lim lim
$
v
i
$
u

y
v
y
u
i
z
f
z

0
lim
y
v
x
u

$
v
!
u

12
These are the 'amous Cauchy.(iema$$ co$ditio$s. These Cauchy.
(iema$$ co$ditio$s are $ecessary 'or the e7iste$ce o' a deri>ati>e%
that
is% i' e7ists% the C.( co$ditio$s must hold.
Co$>ersely% i' the C.( co$ditio$s are satis'ied a$d the partial
deri>ati>es o' u:7%y; a$d >:7%y; are co$ti$uous% e7ists. :see the proo'
i$ the te7t book;.
( ) $ f

( ) z f

13
=$alytic 'u$ctio$s
9' ':/; is di''ere$tiable at a$d i$ some small regio$ arou$d %
0e say that ':/; is a$alytic at
"i''ere$tiable: Cauthy.(iema$$ co$ditio$s are satis'ied
the partial deri>ati>es o' u a$d > are co$ti$uous
=$alytic 'u$ctio$:
Property 1:
Property 2: established a relatio$ bet0ee$ u a$d >
0
2 2
v u
-7ample:
x e y x v b
xy x y x u a
y x iv y x u z w
y
sin ) ( ) (
' ) ( ) ( if
) ( ) ( ) ( functions anal!tic t"e (ind
2 '

+
0
z z
0
z z
0
z
14
1.3 Cauchys integral Theorem
#e $o0 tur$ to i$tegratio$.
i$ close a$alogy to the i$tegral o' a real 'u$ctio$
The co$tour is di>ided i$to $ i$ter>als .et
0iith 'or L. The$
0
1

j j j
z z z
( ) ( )

0
0
1
lim
z
z
n
j
j j
n
dz z f z f
)
0 0
z z
n
The right.ha$d side o' the abo>e e@uatio$ is called the co$tour :path;
i$tegral o' ':/;
* and
be#teen curve on t"e point a is #"ere
and points t"e c"oosing
of details t"e of t independen
is and e$ists limit t"at t"e provided
1
+
+
j j
j
z z
z

15
=s a$ alter$ati>e% the co$tour may be de'i$ed by
0ith the path C speci'ied. This reduces the comple7 i$tegral to the
comple7 sum o' real i$tegrals. 9tMs some0hat a$alogous to the case o'
the >ector i$tegral.
=$ importa$t e7ample
( ) ( ) ( ) [ ][ ]

+ +
2 2
1 1
2
1

y x
y x
c
z
z
c
idy dx y x iv y x u dz z f
[ ] [ ]

+ +
2 2
1 1
2 2
1 1
y x
y x
y x
y x
c
c
udy vdx i vdy udx

c
n
dz z

0here C is a circle o' radius rN3 arou$d the origi$ /D3 i$
the directio$ o' cou$terclock0ise.
1,
9$ polar coordi$ates% 0e parameteri/e
a$d % a$d ha>e
0hich is i$depe$de$t o' r.
Cauchys integral theorem
G 9' a 'u$ctio$ ':/; is a$alytical :there'ore si$gle.>alued; Oa$d its
partial deri>ati>es are co$ti$uousP through some simply co$$ected
regio$ R% 'or e>ery closed path C i$ R%

i
re z


d ire dz
i
( ) [ ]

+
+



2
0
1
1 e$p
2 2
1
d n i
r
dz z
i
n
c
n
1 - n for 1
-1 n for 0
,

( ) 0

dz z f
c
1I
2tokesMs theorem proo'
Proo': :u$der relati>ely restricti>e co$ditio$: the partial deri>ati>e o' u% >
are co$ti$uous% 0hich are actually $ot re@uired but usually
satis'ied i$ physical problems;
These t0o li$e i$tegrals ca$ be co$>erted to sur'ace i$tegrals by
2tokesMs theorem
Hsi$g a$d
-e "ave
( ) ( ) ( )

+ +
c c c
udy vdx i vdy udx dz z f


c s
s d A l d A
y A x A A
y x

+
z dxdy ds

( )

+
c c s
y x
s d A l d A dy A dx A

,
_

d$d!
!
.
$
.
$
!
1)
Aor the real part% 9' 0e let u D =7% a$d > D .=y% the$
D3 Osi$ce C.( co$ditio$s P
Aor the imagi$ary part% setti$g u D =y a$d > D =7% 0e ha>e
=s 'or a proo' 0ithout usi$g the co$ti$uity co$ditio$% see the te7t book.
The co$se@ue$ce o' the theorem is that 'or a$alytic 'u$ctio$s the li$e
i$tegral is a 'u$ctio$ o$ly o' its e$d poi$ts% i$depe$de$t o' the path o'
i$tegratio$%
( ) dxdy
y
u
x
v
vdy udx
c

,
_

y
u
x
v

( )

,
_

+ 0 dxdy
y
v
x
u
udy vdx
( )

0 dz z f
( ) ( ) ( ) ( )


1
2
2
1
1 2
z
z
z
z
dz z f z F z F dz z f
1+
CMultiply connected regions
The origi$al stateme$t o' our theorem dema$ded a simply co$$ected
regio$. This restrictio$ may easily be rela7ed by the creatio$ o' a
barrier% a co$tour li$e. Co$sider the multiply co$$ected regio$ o'
Aig.1., 9$ 0hich ':/; is $ot de'i$ed 'or the i$terior (
CauchyMs i$tegral theorem is $ot >alid 'or the co$tour C% but 0e ca$
co$struct a C 'or 0hich the theorem holds. 9' li$e segme$ts "- a$d
<= arbitrarily close together% the$

1., Aig.
( ) ( )


E
D
A
G
dz z f dz z f
23
( )
( )
( ) dz z f dz z f
EFG GA DE ABD
ABDEFGA
C
1
1
]
1

+ + +

( ) 0 dz z f
/(0 .12

1
]
1

+

( ) ( )

2 1
C C
dz z f dz z f
)
2
)
1
C EFG C ABD
21
1.4 Cauchys ntegral !ormula
CauchyMs i$tegral 'ormula: 9' ':/; is a$alytic o$ a$d 0ithi$ a closed
co$tour C the$
i$ 0hich /3 is some poi$t i$ the i$terior regio$ bou$ded by C. 8ote that
here /./3 3 a$d the i$tegral is 0ell de'i$ed.
=lthough ':/; is assumed a$alytic% the i$tegra$d :':/;//./3; is $ot
a$alytic at /D/3 u$less ':/3;D3. 9' the co$tour is de'ormed as i$ Aig.1.)
CauchyMs i$tegral theorem applies.
2o 0e ha>e
( )
( )
0
0
2 z if
z z
dz z f
C

( ) ( )

C C
dz
z z
z f
z z
dz z f
2
0
0 0
22
et % here r is small a$d 0ill e>e$tually be made to
approach /ero
:r3;
Here is a remarkable result. The >alue o' a$ a$alytic 'u$ctio$ is gi>e$
at
a$ i$terior poi$t at /D/3 o$ce the >alues o$ the bou$dary C are
speci'ied.
#hat happe$s i' /3 is e7terior to CQ
9$ this case the e$tire i$tegral is a$alytic o$ a$d 0ithi$ C% so the
i$tegral >a$ishes.

i
0
re z z
( ) ( )

d rie
re
re z f
dz
z z
dz z f
i
C C
i
i

+

2 2
0
0
( ) ( )
0 0
2
2
z if d z if
C

23
Derivatives
CauchyMs i$tegral 'ormula may be used to obtai$ a$ e7pressio$ 'or
the deri>atio$ o' ':/;
5oreo>er% 'or the $.th order o' deri>ati>e
( )
( )

'

C
z f
z z
dz z f
i e$terior z 0
interior z
2
1
0
0 0
0

( )
( )
0
0 0
1
2
f z dz
d
f z
dz i z z
_

,

( )
( )
( )

,
_

2
0
0 0
2
1 1
2
1
z z
dz z f
i z z dz
d
dz z f
i
( )
( )
( )
( )
+

1
0
0
2
3
n
n
z z
dz z f
i
n
z f

24
#e $o0 see that% the re@uireme$t that ':/; be a$alytic $ot o$ly
guara$tees a 'irst deri>ati>e but deri>ati>es o' all orders as 0ellR The
deri>ati>es o' ':/; are automatically a$alytic. Here% it is 0orth to
i$dicate that the co$>erse o' CauchyMs i$tegral theorem holds as 0ell

boo4)* te$t t"e (see 5 t"roug"t anal!tic
is f(z) t"en 5 #it"in 6 closed ever! for 0 ) ( and
5 region connected simpl! a in continuous is f(z) function a 7f

C
dz z f
5oreraMs theorem:
25
* find origin about t"e circle a
#it"in and on anal!tic is a ) ( 7f 1*
/$amples
0
n
n
n
n
a
z z f

( )
( ) { }
j n
j n
n j
j
z a a j z f

+
1
3
( )
( )
j
j
a j f 3 0
( )
( ) ( )
+

1
2
1
3
0
n
n
n
z
dz z f
i n
f
a

2,
2.9$ the abo>e case% o$ a circle o' radius r about the origi$%
the$ :CauchyMs i$e@uality;
Proo':
0here
3. iou>illeMs theorem: 9' ':/; is a$alytic a$d bou$ded i$ the comple7
pla$e% it is a co$sta$t.
Proo': Aor a$y /3% co$struct a circle o' radius ( arou$d /3%
( ) M z f
M r a
n
n

( )
( )
n n
r z
n
n
r
M
r
r
r M
z
dz z f
a
+

+ 1 1
2
2
2
1

( ) ( ) r f Max r M
r z

( )
( )
( )
2 2
0
0
2
2 2
1
R
R M
z z
dz z f
i
z f
R

R
M

2I
2i$ce ( is arbitrary% let % 0e ha>e
Co$>ersely% the slightest de>iatio$ o' a$ a$alytic 'u$ctio$ 'rom a
co$sta$t >alue implies that there must be at least o$e si$gularity
some0here i$ the i$'i$ite comple7 pla$e. =part 'rom the tri>ial co$sta$t
'u$ctio$s% the$% si$gularities are a 'act o' li'e% a$d 0e must lear$ to li>e
0ith them% a$d to use them 'urther.
5
( ) * const ) z ( f e * i 0 z f

2)
1." #aurent $xpansion
Taylor Expansion
2uppose 0e are tryi$g to e7pa$d ':/; about /D/3% i.e.%
a$d 0e ha>e /D/1 as the $earest poi$t 'or 0hich ':/; is $ot a$alytic. #e
co$struct a circle C ce$tered at /D/3 0ith radius
Arom the Cauchy i$tegral 'ormula%
( ) ( )

0 n
n
0 n
z z a z f
0 1 0
z z z z <

( )
( ) ( )
( ) ( )

6 0 0 6
z z z z
z d z f
i 2
1
z z
z d z f
i 2
1
z f
( )
( ) ( ) ( ) [ ]

6 0 0 0
z z z z 1 z z
z d z f
i 2
1
2+
Here / is a poi$t o$ C a$d / is a$y poi$t i$terior to C. Aor StS T1% 0e
$ote the ide$tity
2o 0e may 0rite
0hich is our desired Taylor e7pa$sio$% Lust as 'or real >ariable po0er
series% this e7pa$sio$ is u$i@ue 'or a gi>e$ /3.

+ + +

0
2
1
1
1
n
n
t t t
t

( )
( ) ( )
( )

C
n
n
n
z z
z d z f z z
i
z f
0
1
0
0
2
1

( )
( )
( )

+



0
1
0
0
2
1
n
C
n
n
z z
z d z f
z z
i
( )
( )
( )

0
0
0
3
n
n
n
n
z f
z z
33
Schwarz reflection principle
Arom the bi$omial e7pa$sio$ o' 'or i$teger $ :as a$
assig$me$t;% it is easy to see% 'or real 73
2ch0ar/ re'lectio$ pri$ciple:
9' a 'u$ctio$ ':/; is :1; a$alytic o>er some regio$ i$cludi$g the real a7is
a$d :2; real 0he$ / is real% the$
#e e7pa$d ':/; about some poi$t :$o$si$gular; poi$t 73 o$ the real a7is
because ':/; is a$alytic at /D73.
2i$ce ':/; is real 0he$ / is real% the $.th deri>ate must be real.
( ) ( )
n
0
$ z z g
( ) ( ) [ ] ( ) ( )
*
n
0
*
*
n
0
*
z g $ z $ z z g
( ) ( )
* *
z f z f
( ) ( )
( )
( )

0
0
0
3
n
n
n
n
x f
x z z f
( ) ( )
( )
( )
( )
*
0
0
0
* *
3
z f
n
x f
x z z f
n
n
n

31
aurent Series
#e 're@ue$tly e$cou$ter 'u$ctio$s that are a$alytic i$
a$$ular regio$
32
"ra0i$g a$ imagi$ary co$tour li$e to co$>ert our regio$ i$to a simply
co$$ected regio$% 0e apply CauchyMs i$tegral 'ormula 'or C2 a$d C1%
0ith radii r2 a$d r1% a$d obtai$
#e let r2 r a$d r1 (% so 'or C1% 0hile 'or C2% .
#e e7pa$d t0o de$omi$ators as 0e did be'ore
:aure$t 2eries;
( )
( )
z z
z d z f
i
z f
C C


1
1
1
]
1

2 1
2
1

0 0
z z z z >

0 0
z z z z <

( )
( )
( ) ( ) ( ) [ ]
( )
( ) ( ) ( ) [ ]

'

2 1
0 0 0 0 0 0
1 1 2
1
C C
z z z z z z
z d z f
z z z z z z
z d z f
i
z f

( )
( )
( ) ( )
( ) ( ) z d z f z z
z z
i
z z
z d z f
z z
i
n
n
C
n
n
C
n
n

+
0
0
1
0 0
1
0
0
2 1
1
2
1
2
1

( ) ( )

n
n
n
z z a z f
0
33
0here
Here C may be a$y co$tour 0ith the a$$ular regio$ r T S/.
/3S T ( e$circli$g /3 o$ce i$ a cou$terclock0ise se$se.
aure$t 2eries $eed $ot to come 'rom e>aluatio$ o' co$tour
i$tegrals. &ther tech$i@ues such as ordi$ary series
e7pa$sio$ may pro>ide the coe''icie$ts.
8umerous e7amples o' aure$t series appear i$ the $e7t
chapter.
( )
( )
+

C
n
n
z z
z d z f
i
a
1
0
2
1

34

+

0
1 2
2
2
1
m
m n
i
i

'

<

1 - n for 0
-1 n for 1
a
n
( )

1
' 2
1
1
1
1
n
n
z z z z
z z z

The aure$t e7pa$sio$ becomes
( )

+ +

0
2 2
2
1
m
m n i m n
i
n
e r
d rie
i
a

( )
( )

+ +

0
2 1
2
1
1
1
2
1
m
n
m
n
n
z
z d
z
i z z
z d
z
i
a

( ) ( ) [ ]
1
1 z z z f


-7ample:
:1; Ai$d Taylor e7pa$sio$ l$:1E/; at poi$t /
:2; 'i$d aure$t series o' the 'u$ctio$
9' 0e employ the polar 'orm

+
+
1
1
) 1 ( ) 1 ln(
n
n
n
n
z
z
35
Aor e7ample
0hich has a simple pole at / D .1 a$d is a$alytic
else0here. Aor S/S T 1% the geometric series e7pa$sio$ '1%
0hile e7pa$di$g it about /Di leads to '2%

,
_

+

+

0
2
0
1
1
1
% ) ( %
1
1
) (
n
n
n
n
i z
i z
i
f z f
z
z f
( ) ( ) z 1 1 z f +
!nalytic continuation
3,
2uppose 0e e7pa$d it about / D i% so that
co$>erges 'or :Aig.1.13;

The abo>e three e@uatio$s are di''ere$t represe$tatio$s o' the same
'u$ctio$. -ach represe$tatio$ has its o0$ domai$ o' co$>erge$ce.
( )

+ +
+
0
2
1
1
1
n
n
z z z
z

( )
( ) ( ) ( ) ( ) [ ] i 1 i z 1 i 1
1
i z i 1
1
z f
+ + +

+ +

( )
( )
1
]
1

+
+

+
+

+

2
2
i 1
i z
i 1
i z
1
i 1
1
2 i 1 i z + <
= beauti'ul theory:
9' t0o a$alytic 'u$ctio$s coi$cide i$ a$y regio$% such as the o>erlap o' s1 a$d s2%
o' coi$cide o$ a$y li$e segme$t% they are the same 'u$ctio$ i$ the se$se that they
0ill coi$cide e>ery0here as lo$g as they are 0ell.de'i$ed.