Example Sheet 2 Solutions

Size: px
Start display at page:

Download "Example Sheet 2 Solutions"

Transcription

1 Exmple Sheet Solutions. i L f, g f, L g efinition of joint L g, f property of inner prouct g, Lf efinition of joint Lf, g property of inner prouct ii L L f, g Lf, g L f, g liner opertor property f, L g f, L g efinition of joint f, L g f, Lg from Qu. i f, L Lg liner opertor property b Therefore L L is self-joint. iii We cn write L L f, g Lf, g L f, g Therefore L L is skew-joint. liner opertor f, L g f, L g efinition of joint f, L g f, Lg from Qu. i f, L L g liner opertor L L L L L. Then from the properties shown in Qu ii this is the prouct of self-joint n skew-joint opertor.. i We first pply the opertor n tke the inner prouct s follows v, Lu vxu u u vu vu vu }{{}}{{}}{{} b c

2 Using integrtion by prts on n b gives ] vu vu u v therefore b vu b c vu ] v u ] vu v u ] vu ] u v ] vu v u vu v u vu vu u v v v vu v v vu where the cncelltion is ue to pplying the bounry conitions. This expression implies n in orer to stisfy the reltion L, v, Lu L v, u we require the following joint bounry conitions B {v, v }. ii If we use the prtition foun in Qu iii we hve L L L L L ] ]. 3. i In orer to prove tht this is necessry n sufficient conition we nee to prove the impliction in both irections, i.e. we must prove L is self-joint f, Lf R Let us first prove the impliction. Suppose L is self-joint so L L n so f, Lf L f, f Lf, f f, Lf.

3 Therefore f, Lf is rel vlue since z z z R. To prove the impliction, suppose f, Lf R f S. Then m C n some f, g S where f g, we hve f mg, Lf mg R. Then I f mg, Lf mg ] I f, Lf ] I f, Lmg ] I mg, Lf ] I mg, Lmg ] I f, Lmg ] I mg, Lf ] I m f, Lg ] I m g, Lf ] ] I m f, Lg ] I m Lf, g therfore I m f, Lg ] I I ] m Lf, g ] m Lf, g I m Lf, g ] since I z Iz. Let m, then I f, Lg ] I Lf, g ]. Let m i, then I i f, Lg ] I i Lf, g ], R f, Lg ] I Lf, g ]. Therefore both rel n imginry prts re in self-joint form so L is selfjoint. ii An opertor is positive if the inner prouct rel n positive vlue, n from prt i if the inner prouct is rel then L is self-joint. 4. Let Lu px u qxu, with p >, q n u ub. In orer for L to be positive the inner prouct f, Lf must be rel n positive. Tking the inner prouct, we hve u, Lu ū ū ū px u p u p u 3 ] qxu qūu q u

4 Using integrtion by prts on first term of RHS gives ] b b u, Lu ūpu pu ū q u pplying BCs since p > n q. p u q u 5. iv Using integrtion by prts for the inner prouct we hve v, Lu v u vu ] vu u v vu ] ] vu u v u v vu u v ] vu u v ] L v, u. v v u vu Therefore L L. In orer to stisfy this conition we require ] vu u v vu uv vu uv vu uv vu uv u v v u v v. Therefore B {v v, v v }. Then, since L L n B B the opertor is self-joint. v Using integrtion by prts for the inner prouct we hve v, Lu v u iu u vu i vu u v ] vu ] L v, u. vu vu ] v u i vu v iv vu u v vu 4

5 Therefore L L with B {v, v } n so the opertor is selfjoint. vi Integrting by prts over the given intervl gives v, Lu u x v Therefore with vx u vu vu ] u x v ] u x v u vx vx u] vx u x vu] ] x vu u x v... u x v ] x vu... u v x v u v 4x v x v u v x v x v x u v L x 3x, so the opertor is not self-joint. B {v v, v }, vii Consier the limit s n b. Then v, Lu vu k u vu u v ] b vu u v ] b L v, u. v k vu u v x v vu vu vu u x v 3x v v Therefore L L. In orer to to stisfy this expression we require lim vbu b ubv b lim vu uv b lim vbikub ubv b lim viku uv b lim ubv b ikvb lim uv ikv b 5

6 N.B. Here cre must be tken with signs since complex conjugte over the whole brcket chnges the sign of the imginry prt. We then hve lim x v x ikvx, lim x v x ikvx. So L L but B B so the opertor is only formlly self-joint. 6. Following the usul process we hve v, Lu vpu ru qu p vu ] b p vu p vu ] b u u p v r vu q vu ] b p v r vu ] b u p v... u r v ] b r vu We now choose B so tht the bounry terms re. We then hve v, Lu p v r v q v u p v p v p v p v p v p v r v r v r v then v, Lu L v, u p v p r v p r q v u pv p rv p r qvu... q vu u r v q vu therefore s require. L p p r p r q 7. Let L vlu L vu. Then L vpu ru qu up v p r v p r q v p vu u v r vu u p r v p r v] 6

7 so pulling out erivtives we hve L p vu u v p vu u v p v u u v r vu r vu r v u p v u r v u }{{} leve lone for now thus p r vu p r v u p r vu p vu u v r vu p r vu p vu u v r vu r v u p v u r v u p v u r v u p vu r vu } {{ } r vur v ur vu r vu s require. L p vu u v r p u v 8. i For L to be formlly self-joint we require L L. Compring the coefficients of ech term we hve : : p p p is rel p r r p r r p r r p Rr Rr iir Rr iir constnt : but p Rr so p r q q q p r q Rr Rr iir q q i Ir q q Ir q q i iiq i Iq ii If L is rel then p, q, r re rel functions. From prt i we lrey hve tht p is rel. Then from the constnt term we h Ir Iq, 7

8 but since q n r re rel we hve Ir Iq so the bove expression is stisfie. Tht leves us with the expression p Rr but since r is rel this implies p r s require. 9. i Since u, v re rel we hve ū u n v v. Then vlu ulv v 4 u u 4 v 4 4, v u u v, ii which is n exct ifferentil s require. vlu ulv vu uv ] vu uv ] v u vu u v uv v u vu u v uv... iii First cncel terms in u:... v u vu u v uv vlu ulv v u vu u v uv... then in v:... v u vu u v uv vlu ulv vu u v v u vu. iv In orer to give the require result, we choose the other set of bounry conitions, i.e. φ, φ, φ, φ. 8

5.4, 6.1, 6.2 Handout. As we ve discussed, the integral is in some way the opposite of taking a derivative. The exact relationship

5.4, 6.1, 6.2 Handout. As we ve discussed, the integral is in some way the opposite of taking a derivative. The exact relationship 5.4, 6.1, 6.2 Hnout As we ve iscusse, the integrl is in some wy the opposite of tking erivtive. The exct reltionship is given by the Funmentl Theorem of Clculus: The Funmentl Theorem of Clculus: If f is

More information

Notes on the Eigenfunction Method for solving differential equations

Notes on the Eigenfunction Method for solving differential equations Notes on the Eigenfunction Metho for solving ifferentil equtions Reminer: Wereconsieringtheinfinite-imensionlHilbertspceL 2 ([, b] of ll squre-integrble functions over the intervl [, b] (ie, b f(x 2

More information

Course 2BA1 Supplement concerning Integration by Parts

Course 2BA1 Supplement concerning Integration by Parts Course 2BA1 Supplement concerning Integrtion by Prts Dvi R. Wilkins Copyright c Dvi R. Wilkins 22 3 The Rule for Integrtion by Prts Let u n v be continuously ifferentible rel-vlue functions on the intervl

More information

Sturm-Liouville Theory

Sturm-Liouville Theory LECTURE 1 Sturm-Liouville Theory In the two preceing lectures I emonstrte the utility of Fourier series in solving PDE/BVPs. As we ll now see, Fourier series re just the tip of the iceerg of the theory

More information

Math 211A Homework. Edward Burkard. = tan (2x + z)

Math 211A Homework. Edward Burkard. = tan (2x + z) Mth A Homework Ewr Burkr Eercises 5-C Eercise 8 Show tht the utonomous system: 5 Plne Autonomous Systems = e sin 3y + sin cos + e z, y = sin ( + 3y, z = tn ( + z hs n unstble criticl point t = y = z =

More information

Chapter Five - Eigenvalues, Eigenfunctions, and All That

Chapter Five - Eigenvalues, Eigenfunctions, and All That Chpter Five - Eigenvlues, Eigenfunctions, n All Tht The prtil ifferentil eqution methos escrie in the previous chpter is specil cse of more generl setting in which we hve n eqution of the form L 1 xux,tl

More information

Section 3.3: Fredholm Integral Equations

Section 3.3: Fredholm Integral Equations Section 3.3: Fredholm Integrl Equtions Suppose tht k : [, b] [, b] R nd g : [, b] R re given functions nd tht we wish to find n f : [, b] R tht stisfies f(x) = g(x) + k(x, y) f(y) dy. () Eqution () is

More information

Overview of Calculus

Overview of Calculus Overview of Clculus June 6, 2016 1 Limits Clculus begins with the notion of limit. In symbols, lim f(x) = L x c In wors, however close you emn tht the function f evlute t x, f(x), to be to the limit L

More information

Partial Differential Equations

Partial Differential Equations Prtil Differentil Equtions Notes by Robert Piché, Tmpere University of Technology reen s Functions. reen s Function for One-Dimensionl Eqution The reen s function provides complete solution to boundry

More information

AMS 212A Applied Mathematical Methods I Lecture 06 Copyright by Hongyun Wang, UCSC. ( ), v (that is, 1 ( ) L i

AMS 212A Applied Mathematical Methods I Lecture 06 Copyright by Hongyun Wang, UCSC. ( ), v (that is, 1 ( ) L i AMS A Applied Mthemticl Methods I Lecture 6 Copyright y Hongyun Wng, UCSC Recp of Lecture 5 Clssifiction of oundry conditions Dirichlet eumnn Mixed Adjoint opertor, self-djoint opertor Sturm-Liouville

More information

The Regulated and Riemann Integrals

The Regulated and Riemann Integrals Chpter 1 The Regulted nd Riemnn Integrls 1.1 Introduction We will consider severl different pproches to defining the definite integrl f(x) dx of function f(x). These definitions will ll ssign the sme vlue

More information

MATH34032: Green s Functions, Integral Equations and the Calculus of Variations 1

MATH34032: Green s Functions, Integral Equations and the Calculus of Variations 1 MATH34032: Green s Functions, Integrl Equtions nd the Clculus of Vritions 1 Section 1 Function spces nd opertors Here we gives some brief detils nd definitions, prticulrly relting to opertors. For further

More information

STURM-LIOUVILLE BOUNDARY VALUE PROBLEMS

STURM-LIOUVILLE BOUNDARY VALUE PROBLEMS STURM-LIOUVILLE BOUNDARY VALUE PROBLEMS Throughout, we let [, b] be bounded intervl in R. C 2 ([, b]) denotes the spce of functions with derivtives of second order continuous up to the endpoints. Cc 2

More information

LECTURE 3. Orthogonal Functions. n X. It should be noted, however, that the vectors f i need not be orthogonal nor need they have unit length for

LECTURE 3. Orthogonal Functions. n X. It should be noted, however, that the vectors f i need not be orthogonal nor need they have unit length for ECTURE 3 Orthogonl Functions 1. Orthogonl Bses The pproprite setting for our iscussion of orthogonl functions is tht of liner lgebr. So let me recll some relevnt fcts bout nite imensionl vector spces.

More information

AQA Further Pure 1. Complex Numbers. Section 1: Introduction to Complex Numbers. The number system

AQA Further Pure 1. Complex Numbers. Section 1: Introduction to Complex Numbers. The number system Complex Numbers Section 1: Introduction to Complex Numbers Notes nd Exmples These notes contin subsections on The number system Adding nd subtrcting complex numbers Multiplying complex numbers Complex

More information

Best Approximation in the 2-norm

Best Approximation in the 2-norm Jim Lmbers MAT 77 Fll Semester 1-11 Lecture 1 Notes These notes correspond to Sections 9. nd 9.3 in the text. Best Approximtion in the -norm Suppose tht we wish to obtin function f n (x) tht is liner combintion

More information

Fourier Series in Complex notation. cos(x) = eix + e ix 2. A n cos + B n sin l. i 2 B n. e inx=l + A n + ib n 2 8. ( 0 m 6= n. C n = 1 2l.

Fourier Series in Complex notation. cos(x) = eix + e ix 2. A n cos + B n sin l. i 2 B n. e inx=l + A n + ib n 2 8. ( 0 m 6= n. C n = 1 2l. Fourier Series in Compex nottion sin(x) = eix e ix i = i eix e ix cos(x) = eix + e ix So So '(x) = A 1 0 + nx nx A n cos + B n sin = A 1 0 + e inx= + e inx= A n = A 0 + 1 = C n = C n 1 n= 1 A n ib n C

More information

lim P(t a,b) = Differentiate (1) and use the definition of the probability current, j = i (

lim P(t a,b) = Differentiate (1) and use the definition of the probability current, j = i ( PHYS851 Quntum Mechnics I, Fll 2009 HOMEWORK ASSIGNMENT 7 1. The continuity eqution: The probbility tht prticle of mss m lies on the intervl [,b] t time t is Pt,b b x ψx,t 2 1 Differentite 1 n use the

More information

Introduction to Complex Variables Class Notes Instructor: Louis Block

Introduction to Complex Variables Class Notes Instructor: Louis Block Introuction to omplex Vribles lss Notes Instructor: Louis Block Definition 1. (n remrk) We consier the complex plne consisting of ll z = (x, y) = x + iy, where x n y re rel. We write x = Rez (the rel prt

More information

SUPPLEMENTARY NOTES ON THE CONNECTION FORMULAE FOR THE SEMICLASSICAL APPROXIMATION

SUPPLEMENTARY NOTES ON THE CONNECTION FORMULAE FOR THE SEMICLASSICAL APPROXIMATION Physics 8.06 Apr, 2008 SUPPLEMENTARY NOTES ON THE CONNECTION FORMULAE FOR THE SEMICLASSICAL APPROXIMATION c R. L. Jffe 2002 The WKB connection formuls llow one to continue semiclssicl solutions from n

More information

Physics 116C Solution of inhomogeneous ordinary differential equations using Green s functions

Physics 116C Solution of inhomogeneous ordinary differential equations using Green s functions Physics 6C Solution of inhomogeneous ordinry differentil equtions using Green s functions Peter Young November 5, 29 Homogeneous Equtions We hve studied, especilly in long HW problem, second order liner

More information

HOMEWORK SOLUTIONS MATH 1910 Sections 7.9, 8.1 Fall 2016

HOMEWORK SOLUTIONS MATH 1910 Sections 7.9, 8.1 Fall 2016 HOMEWORK SOLUTIONS MATH 9 Sections 7.9, 8. Fll 6 Problem 7.9.33 Show tht for ny constnts M,, nd, the function yt) = )) t ) M + tnh stisfies the logistic eqution: y SOLUTION. Let Then nd Finlly, y = y M

More information

ax bx c (2) x a x a x a 1! 2!! gives a useful way of approximating a function near to some specific point x a, giving a power-series expansion in x

ax bx c (2) x a x a x a 1! 2!! gives a useful way of approximating a function near to some specific point x a, giving a power-series expansion in x Elementr mthemticl epressions Qurtic equtions b b b The solutions to the generl qurtic eqution re (1) b c () b b 4c (3) Tlor n Mclurin series (power-series epnsion) The Tlor series n n f f f n 1!! n! f

More information

f(x)dx . Show that there 1, 0 < x 1 does not exist a differentiable function g : [ 1, 1] R such that g (x) = f(x) for all

f(x)dx . Show that there 1, 0 < x 1 does not exist a differentiable function g : [ 1, 1] R such that g (x) = f(x) for all 3 Definite Integrl 3.1 Introduction In school one comes cross the definition of the integrl of rel vlued function defined on closed nd bounded intervl [, b] between the limits nd b, i.e., f(x)dx s the

More information

TIME VARYING MAGNETIC FIELDS AND MAXWELL S EQUATIONS

TIME VARYING MAGNETIC FIELDS AND MAXWELL S EQUATIONS TIME VARYING MAGNETIC FIED AND MAXWE EQUATION Introuction Electrosttic fiels re usull prouce b sttic electric chrges wheres mgnetosttic fiels re ue to motion of electric chrges with uniform velocit (irect

More information

The final exam will take place on Friday May 11th from 8am 11am in Evans room 60.

The final exam will take place on Friday May 11th from 8am 11am in Evans room 60. Mth 104: finl informtion The finl exm will tke plce on Fridy My 11th from 8m 11m in Evns room 60. The exm will cover ll prts of the course with equl weighting. It will cover Chpters 1 5, 7 15, 17 21, 23

More information

Properties of the Riemann Integral

Properties of the Riemann Integral Properties of the Riemnn Integrl Jmes K. Peterson Deprtment of Biologicl Sciences nd Deprtment of Mthemticl Sciences Clemson University Februry 15, 2018 Outline 1 Some Infimum nd Supremum Properties 2

More information

Homework Assignment 5 Solution Set

Homework Assignment 5 Solution Set Homework Assignment 5 Solution Set PHYCS 44 3 Februry, 4 Problem Griffiths 3.8 The first imge chrge gurntees potentil of zero on the surfce. The secon imge chrge won t chnge the contribution to the potentil

More information

The Banach algebra of functions of bounded variation and the pointwise Helly selection theorem

The Banach algebra of functions of bounded variation and the pointwise Helly selection theorem The Bnch lgebr of functions of bounded vrition nd the pointwise Helly selection theorem Jordn Bell jordn.bell@gmil.com Deprtment of Mthemtics, University of Toronto Jnury, 015 1 BV [, b] Let < b. For f

More information

13.4. Integration by Parts. Introduction. Prerequisites. Learning Outcomes

13.4. Integration by Parts. Introduction. Prerequisites. Learning Outcomes Integrtion by Prts 13.4 Introduction Integrtion by Prts is technique for integrting products of functions. In this Section you will lern to recognise when it is pproprite to use the technique nd hve the

More information

f a L Most reasonable functions are continuous, as seen in the following theorem:

f a L Most reasonable functions are continuous, as seen in the following theorem: Limits Suppose f : R R. To sy lim f(x) = L x mens tht s x gets closer n closer to, then f(x) gets closer n closer to L. This suggests tht the grph of f looks like one of the following three pictures: f

More information

The Fundamental Theorem of Calculus Part 2, The Evaluation Part

The Fundamental Theorem of Calculus Part 2, The Evaluation Part AP Clculus AB 6.4 Funmentl Theorem of Clculus The Funmentl Theorem of Clculus hs two prts. These two prts tie together the concept of integrtion n ifferentition n is regre by some to by the most importnt

More information

CHAPTER 9 BASIC CONCEPTS OF DIFFERENTIAL AND INTEGRAL CALCULUS

CHAPTER 9 BASIC CONCEPTS OF DIFFERENTIAL AND INTEGRAL CALCULUS CHAPTER 9 BASIC CONCEPTS OF DIFFERENTIAL AND INTEGRAL CALCULUS BASIC CONCEPTS OF DIFFERENTIAL AND INTEGRAL CALCULUS LEARNING OBJECTIVES After stuying this chpter, you will be ble to: Unerstn the bsics

More information

c n φ n (x), 0 < x < L, (1) n=1

c n φ n (x), 0 < x < L, (1) n=1 SECTION : Fourier Series. MATH4. In section 4, we will study method clled Seprtion of Vribles for finding exct solutions to certin clss of prtil differentil equtions (PDEs. To do this, it will be necessry

More information

Math 118: Honours Calculus II Winter, 2005 List of Theorems. L(P, f) U(Q, f). f exists for each ǫ > 0 there exists a partition P of [a, b] such that

Math 118: Honours Calculus II Winter, 2005 List of Theorems. L(P, f) U(Q, f). f exists for each ǫ > 0 there exists a partition P of [a, b] such that Mth 118: Honours Clculus II Winter, 2005 List of Theorems Lemm 5.1 (Prtition Refinement): If P nd Q re prtitions of [, b] such tht Q P, then L(P, f) L(Q, f) U(Q, f) U(P, f). Lemm 5.2 (Upper Sums Bound

More information

21.6 Green Functions for First Order Equations

21.6 Green Functions for First Order Equations 21.6 Green Functions for First Order Equtions Consider the first order inhomogeneous eqution subject to homogeneous initil condition, B[y] y() = 0. The Green function G( ξ) is defined s the solution to

More information

Math 8 Winter 2015 Applications of Integration

Math 8 Winter 2015 Applications of Integration Mth 8 Winter 205 Applictions of Integrtion Here re few importnt pplictions of integrtion. The pplictions you my see on n exm in this course include only the Net Chnge Theorem (which is relly just the Fundmentl

More information

Homework Problem Set 1 Solutions

Homework Problem Set 1 Solutions Chemistry 460 Dr. Jen M. Stnr Homework Problem Set 1 Solutions 1. Determine the outcomes of operting the following opertors on the functions liste. In these functions, is constnt..) opertor: / ; function:

More information

n f(x i ) x. i=1 In section 4.2, we defined the definite integral of f from x = a to x = b as n f(x i ) x; f(x) dx = lim i=1

n f(x i ) x. i=1 In section 4.2, we defined the definite integral of f from x = a to x = b as n f(x i ) x; f(x) dx = lim i=1 The Fundmentl Theorem of Clculus As we continue to study the re problem, let s think bck to wht we know bout computing res of regions enclosed by curves. If we wnt to find the re of the region below the

More information

Homework 4. (1) If f R[a, b], show that f 3 R[a, b]. If f + (x) = max{f(x), 0}, is f + R[a, b]? Justify your answer.

Homework 4. (1) If f R[a, b], show that f 3 R[a, b]. If f + (x) = max{f(x), 0}, is f + R[a, b]? Justify your answer. Homework 4 (1) If f R[, b], show tht f 3 R[, b]. If f + (x) = mx{f(x), 0}, is f + R[, b]? Justify your nswer. (2) Let f be continuous function on [, b] tht is strictly positive except finitely mny points

More information

11 An introduction to Riemann Integration

11 An introduction to Riemann Integration 11 An introduction to Riemnn Integrtion The PROOFS of the stndrd lemms nd theorems concerning the Riemnn Integrl re NEB, nd you will not be sked to reproduce proofs of these in full in the exmintion in

More information

Riemann Sums and Riemann Integrals

Riemann Sums and Riemann Integrals Riemnn Sums nd Riemnn Integrls Jmes K. Peterson Deprtment of Biologicl Sciences nd Deprtment of Mthemticl Sciences Clemson University August 26, 2013 Outline 1 Riemnn Sums 2 Riemnn Integrls 3 Properties

More information

Chapter 6. Riemann Integral

Chapter 6. Riemann Integral Introduction to Riemnn integrl Chpter 6. Riemnn Integrl Won-Kwng Prk Deprtment of Mthemtics, The College of Nturl Sciences Kookmin University Second semester, 2015 1 / 41 Introduction to Riemnn integrl

More information

8. Complex Numbers. We can combine the real numbers with this new imaginary number to form the complex numbers.

8. Complex Numbers. We can combine the real numbers with this new imaginary number to form the complex numbers. 8. Complex Numers The rel numer system is dequte for solving mny mthemticl prolems. But it is necessry to extend the rel numer system to solve numer of importnt prolems. Complex numers do not chnge the

More information

Math& 152 Section Integration by Parts

Math& 152 Section Integration by Parts Mth& 5 Section 7. - Integrtion by Prts Integrtion by prts is rule tht trnsforms the integrl of the product of two functions into other (idelly simpler) integrls. Recll from Clculus I tht given two differentible

More information

Basic Derivative Properties

Basic Derivative Properties Bsic Derivtive Properties Let s strt this section by remining ourselves tht the erivtive is the slope of function Wht is the slope of constnt function? c FACT 2 Let f () =c, where c is constnt Then f 0

More information

Riemann Sums and Riemann Integrals

Riemann Sums and Riemann Integrals Riemnn Sums nd Riemnn Integrls Jmes K. Peterson Deprtment of Biologicl Sciences nd Deprtment of Mthemticl Sciences Clemson University August 26, 203 Outline Riemnn Sums Riemnn Integrls Properties Abstrct

More information

Math 220A Homework 2 Solutions

Math 220A Homework 2 Solutions Mth 22A Homework 2 Solutions Jim Agler. Let G be n open set in C. ()Show tht the product rule for nd holds for products of C z z functions on G. (b) Show tht if f is nlytic on G, then 2 z z f(z) 2 f (z)

More information

Theoretical foundations of Gaussian quadrature

Theoretical foundations of Gaussian quadrature Theoreticl foundtions of Gussin qudrture 1 Inner product vector spce Definition 1. A vector spce (or liner spce) is set V = {u, v, w,...} in which the following two opertions re defined: (A) Addition of

More information

Advanced Calculus: MATH 410 Notes on Integrals and Integrability Professor David Levermore 17 October 2004

Advanced Calculus: MATH 410 Notes on Integrals and Integrability Professor David Levermore 17 October 2004 Advnced Clculus: MATH 410 Notes on Integrls nd Integrbility Professor Dvid Levermore 17 October 2004 1. Definite Integrls In this section we revisit the definite integrl tht you were introduced to when

More information

7 - Continuous random variables

7 - Continuous random variables 7-1 Continuous rndom vribles S. Lll, Stnford 2011.01.25.01 7 - Continuous rndom vribles Continuous rndom vribles The cumultive distribution function The uniform rndom vrible Gussin rndom vribles The Gussin

More information

1.9 C 2 inner variations

1.9 C 2 inner variations 46 CHAPTER 1. INDIRECT METHODS 1.9 C 2 inner vritions So fr, we hve restricted ttention to liner vritions. These re vritions of the form vx; ǫ = ux + ǫφx where φ is in some liner perturbtion clss P, for

More information

7.2 Riemann Integrable Functions

7.2 Riemann Integrable Functions 7.2 Riemnn Integrble Functions Theorem 1. If f : [, b] R is step function, then f R[, b]. Theorem 2. If f : [, b] R is continuous on [, b], then f R[, b]. Theorem 3. If f : [, b] R is bounded nd continuous

More information

Chapter 28. Fourier Series An Eigenvalue Problem.

Chapter 28. Fourier Series An Eigenvalue Problem. Chpter 28 Fourier Series Every time I close my eyes The noise inside me mplifies I cn t escpe I relive every moment of the dy Every misstep I hve mde Finds wy it cn invde My every thought And this is why

More information

Math 554 Integration

Math 554 Integration Mth 554 Integrtion Hndout #9 4/12/96 Defn. A collection of n + 1 distinct points of the intervl [, b] P := {x 0 = < x 1 < < x i 1 < x i < < b =: x n } is clled prtition of the intervl. In this cse, we

More information

Conservation Law. Chapter Goal. 6.2 Theory

Conservation Law. Chapter Goal. 6.2 Theory Chpter 6 Conservtion Lw 6.1 Gol Our long term gol is to unerstn how mthemticl moels re erive. Here, we will stuy how certin quntity chnges with time in given region (sptil omin). We then first erive the

More information

p(t) dt + i 1 re it ireit dt =

p(t) dt + i 1 re it ireit dt = Note: This mteril is contined in Kreyszig, Chpter 13. Complex integrtion We will define integrls of complex functions long curves in C. (This is bit similr to [relvlued] line integrls P dx + Q dy in R2.)

More information

The usual algebraic operations +,, (or ), on real numbers can then be extended to operations on complex numbers in a natural way: ( 2) i = 1

The usual algebraic operations +,, (or ), on real numbers can then be extended to operations on complex numbers in a natural way: ( 2) i = 1 Mth50 Introduction to Differentil Equtions Brief Review of Complex Numbers Complex Numbers No rel number stisfies the eqution x =, since the squre of ny rel number hs to be non-negtive. By introducing

More information

Special notes. ftp://ftp.math.gatech.edu/pub/users/heil/1501. Chapter 1

Special notes. ftp://ftp.math.gatech.edu/pub/users/heil/1501. Chapter 1 MATH 1501 QUICK REVIEW FOR FINAL EXAM FALL 2001 C. Heil Below is quick list of some of the highlights from the sections of the text tht we hve covere. You shoul be unerstn n be ble to use or pply ech item

More information

1 The fundamental theorems of calculus.

1 The fundamental theorems of calculus. The fundmentl theorems of clculus. The fundmentl theorems of clculus. Evluting definite integrls. The indefinite integrl- new nme for nti-derivtive. Differentiting integrls. Tody we provide the connection

More information

Data Structures and Algorithms CMPSC 465

Data Structures and Algorithms CMPSC 465 Dt Structures nd Algorithms CMPSC 465 LECTURE 10 Solving recurrences Mster theorem Adm Smith S. Rskhodnikov nd A. Smith; bsed on slides by E. Demine nd C. Leiserson Review questions Guess the solution

More information

Math 142: Final Exam Formulas to Know

Math 142: Final Exam Formulas to Know Mth 4: Finl Exm Formuls to Know This ocument tells you every formul/strtegy tht you shoul know in orer to o well on your finl. Stuy it well! The helpful rules/formuls from the vrious review sheets my be

More information

MATH 174A: PROBLEM SET 5. Suggested Solution

MATH 174A: PROBLEM SET 5. Suggested Solution MATH 174A: PROBLEM SET 5 Suggested Solution Problem 1. Suppose tht I [, b] is n intervl. Let f 1 b f() d for f C(I; R) (i.e. f is continuous rel-vlued function on I), nd let L 1 (I) denote the completion

More information

8 Laplace s Method and Local Limit Theorems

8 Laplace s Method and Local Limit Theorems 8 Lplce s Method nd Locl Limit Theorems 8. Fourier Anlysis in Higher DImensions Most of the theorems of Fourier nlysis tht we hve proved hve nturl generliztions to higher dimensions, nd these cn be proved

More information

5.3 The Fundamental Theorem of Calculus

5.3 The Fundamental Theorem of Calculus CHAPTER 5. THE DEFINITE INTEGRAL 35 5.3 The Funmentl Theorem of Clculus Emple. Let f(t) t +. () Fin the re of the region below f(t), bove the t-is, n between t n t. (You my wnt to look up the re formul

More information

38 Riemann sums and existence of the definite integral.

38 Riemann sums and existence of the definite integral. 38 Riemnn sums nd existence of the definite integrl. In the clcultion of the re of the region X bounded by the grph of g(x) = x 2, the x-xis nd 0 x b, two sums ppered: ( n (k 1) 2) b 3 n 3 re(x) ( n These

More information

Regulated functions and the regulated integral

Regulated functions and the regulated integral Regulted functions nd the regulted integrl Jordn Bell jordn.bell@gmil.com Deprtment of Mthemtics University of Toronto April 3 2014 1 Regulted functions nd step functions Let = [ b] nd let X be normed

More information

Introduction and Review

Introduction and Review Chpter 6A Notes Pge of Introuction n Review Derivtives y = f(x) y x = f (x) Evlute erivtive t x = : y = x x= f f(+h) f() () = lim h h Geometric Interprettion: see figure slope of the line tngent to f t

More information

Bernoulli Numbers Jeff Morton

Bernoulli Numbers Jeff Morton Bernoulli Numbers Jeff Morton. We re interested in the opertor e t k d k t k, which is to sy k tk. Applying this to some function f E to get e t f d k k tk d k f f + d k k tk dk f, we note tht since f

More information

(4.1) D r v(t) ω(t, v(t))

(4.1) D r v(t) ω(t, v(t)) 1.4. Differentil inequlities. Let D r denote the right hnd derivtive of function. If ω(t, u) is sclr function of the sclrs t, u in some open connected set Ω, we sy tht function v(t), t < b, is solution

More information

Section 6.1 INTRO to LAPLACE TRANSFORMS

Section 6.1 INTRO to LAPLACE TRANSFORMS Section 6. INTRO to LAPLACE TRANSFORMS Key terms: Improper Integrl; diverge, converge A A f(t)dt lim f(t)dt Piecewise Continuous Function; jump discontinuity Function of Exponentil Order Lplce Trnsform

More information

M 106 Integral Calculus and Applications

M 106 Integral Calculus and Applications M 6 Integrl Clculus n Applictions Contents The Inefinite Integrls.................................................... Antierivtives n Inefinite Integrls.. Antierivtives.............................................................

More information

Lecture 14 Numerical integration: advanced topics

Lecture 14 Numerical integration: advanced topics Lecture 14 Numericl integrtion: dvnced topics Weinn E 1,2 nd Tiejun Li 2 1 Deprtment of Mthemtics, Princeton University, weinn@princeton.edu 2 School of Mthemticl Sciences, Peking University, tieli@pku.edu.cn

More information

Final Exam Review. Exam 1 Material

Final Exam Review. Exam 1 Material Lessons 2-4: Limits Limit Solving Strtegy for Finl Exm Review Exm 1 Mteril For piecewise functions, you lwys nee to look t the left n right its! If f(x) is not piecewise function, plug c into f(x), i.e.,

More information

We divide the interval [a, b] into subintervals of equal length x = b a n

We divide the interval [a, b] into subintervals of equal length x = b a n Arc Length Given curve C defined by function f(x), we wnt to find the length of this curve between nd b. We do this by using process similr to wht we did in defining the Riemnn Sum of definite integrl:

More information

Math Advanced Calculus II

Math Advanced Calculus II Mth 452 - Advnced Clculus II Line Integrls nd Green s Theorem The min gol of this chpter is to prove Stoke s theorem, which is the multivrible version of the fundmentl theorem of clculus. We will be focused

More information

APPLICATIONS OF THE DEFINITE INTEGRAL

APPLICATIONS OF THE DEFINITE INTEGRAL APPLICATIONS OF THE DEFINITE INTEGRAL. Volume: Slicing, disks nd wshers.. Volumes by Slicing. Suppose solid object hs boundries extending from x =, to x = b, nd tht its cross-section in plne pssing through

More information

ODE: Existence and Uniqueness of a Solution

ODE: Existence and Uniqueness of a Solution Mth 22 Fll 213 Jerry Kzdn ODE: Existence nd Uniqueness of Solution The Fundmentl Theorem of Clculus tells us how to solve the ordinry differentil eqution (ODE) du = f(t) dt with initil condition u() =

More information

Math Calculus with Analytic Geometry II

Math Calculus with Analytic Geometry II orem of definite Mth 5.0 with Anlytic Geometry II Jnury 4, 0 orem of definite If < b then b f (x) dx = ( under f bove x-xis) ( bove f under x-xis) Exmple 8 0 3 9 x dx = π 3 4 = 9π 4 orem of definite Problem

More information

Integration Techniques

Integration Techniques Integrtion Techniques. Integrtion of Trigonometric Functions Exmple. Evlute cos x. Recll tht cos x = cos x. Hence, cos x Exmple. Evlute = ( + cos x) = (x + sin x) + C = x + 4 sin x + C. cos 3 x. Let u

More information

Math 2142 Homework 2 Solutions. Problem 1. Prove the following formulas for Laplace transforms for s > 0. a s 2 + a 2 L{cos at} = e st.

Math 2142 Homework 2 Solutions. Problem 1. Prove the following formulas for Laplace transforms for s > 0. a s 2 + a 2 L{cos at} = e st. Mth 2142 Homework 2 Solution Problem 1. Prove the following formul for Lplce trnform for >. L{1} = 1 L{t} = 1 2 L{in t} = 2 + 2 L{co t} = 2 + 2 Solution. For the firt Lplce trnform, we need to clculte:

More information

Variational Techniques for Sturm-Liouville Eigenvalue Problems

Variational Techniques for Sturm-Liouville Eigenvalue Problems Vritionl Techniques for Sturm-Liouville Eigenvlue Problems Vlerie Cormni Deprtment of Mthemtics nd Sttistics University of Nebrsk, Lincoln Lincoln, NE 68588 Emil: vcormni@mth.unl.edu Rolf Ryhm Deprtment

More information

If we have a function f(x) which is well-defined for some a x b, its integral over those two values is defined as

If we have a function f(x) which is well-defined for some a x b, its integral over those two values is defined as Y. D. Chong (26) MH28: Complex Methos for the Sciences 2. Integrls If we hve function f(x) which is well-efine for some x, its integrl over those two vlues is efine s N ( ) f(x) = lim x f(x n ) where x

More information

The Riemann Integral

The Riemann Integral Deprtment of Mthemtics King Sud University 2017-2018 Tble of contents 1 Anti-derivtive Function nd Indefinite Integrls 2 3 4 5 Indefinite Integrls & Anti-derivtive Function Definition Let f : I R be function

More information

AMATH 731: Applied Functional Analysis Fall Additional notes on Fréchet derivatives

AMATH 731: Applied Functional Analysis Fall Additional notes on Fréchet derivatives AMATH 731: Applied Functionl Anlysis Fll 214 Additionl notes on Fréchet derivtives (To ccompny Section 3.1 of the AMATH 731 Course Notes) Let X,Y be normed liner spces. The Fréchet derivtive of n opertor

More information

Integrals - Motivation

Integrals - Motivation Integrls - Motivtion When we looked t function s rte of chnge If f(x) is liner, the nswer is esy slope If f(x) is non-liner, we hd to work hrd limits derivtive A relted question is the re under f(x) (but

More information

Green function and Eigenfunctions

Green function and Eigenfunctions Green function nd Eigenfunctions Let L e regulr Sturm-Liouville opertor on n intervl (, ) together with regulr oundry conditions. We denote y, φ ( n, x ) the eigenvlues nd corresponding normlized eigenfunctions

More information

MATH 185: COMPLEX ANALYSIS FALL 2009/10 PROBLEM SET 5 SOLUTIONS. cos t cos at dt + i

MATH 185: COMPLEX ANALYSIS FALL 2009/10 PROBLEM SET 5 SOLUTIONS. cos t cos at dt + i MATH 85: COMPLEX ANALYSIS FALL 9/ PROBLEM SET 5 SOLUTIONS. Let R nd z C. () Evlute the following integrls Solution. Since e it cos t nd For the first integrl, we hve e it cos t cos t cos t + i t + i. sin

More information

Consider a potential problem in the half-space dened by z 0, with Dirichlet boundary conditions on the plane z = 0 (and at innity).

Consider a potential problem in the half-space dened by z 0, with Dirichlet boundary conditions on the plane z = 0 (and at innity). Problem.7 Consier otentil roblem in the hlf-sce ene by z 0, with Dirichlet bounry conitions on the lne z 0 (n t innity)..7.. Write own the rorite Green function G(~x; ~x 0 ). G D (~x; ~x 0 ) (x x 0 ) (x

More information

Ch. 24 Molecular Reaction Dynamics 1. Collision Theory 2. Diffusion-Controlled Reaction

Ch. 24 Molecular Reaction Dynamics 1. Collision Theory 2. Diffusion-Controlled Reaction Ch. 4 Moleculr Rection Dynmics 1. Collision Theory. Diffusion-Controlle Rection Lecture 17 3. The Mteril Blnce Eqution 4. Trnsition Stte Theory: The Eyring Eqution 5. Trnsition Stte Theory: Thermoynmic

More information

20 MATHEMATICS POLYNOMIALS

20 MATHEMATICS POLYNOMIALS 0 MATHEMATICS POLYNOMIALS.1 Introduction In Clss IX, you hve studied polynomils in one vrible nd their degrees. Recll tht if p(x) is polynomil in x, the highest power of x in p(x) is clled the degree of

More information

MAC-solutions of the nonexistent solutions of mathematical physics

MAC-solutions of the nonexistent solutions of mathematical physics Proceedings of the 4th WSEAS Interntionl Conference on Finite Differences - Finite Elements - Finite Volumes - Boundry Elements MAC-solutions of the nonexistent solutions of mthemticl physics IGO NEYGEBAUE

More information

7. Indefinite Integrals

7. Indefinite Integrals 7. Indefinite Integrls These lecture notes present my interprettion of Ruth Lwrence s lecture notes (in Herew) 7. Prolem sttement By the fundmentl theorem of clculus, to clculte n integrl we need to find

More information

Linearity, linear operators, and self adjoint eigenvalue problems

Linearity, linear operators, and self adjoint eigenvalue problems Linerity, liner opertors, nd self djoint eigenvlue problems 1 Elements of liner lgebr The study of liner prtil differentil equtions utilizes, unsurprisingly, mny concepts from liner lgebr nd liner ordinry

More information

Navigation Mathematics: Angular and Linear Velocity EE 570: Location and Navigation

Navigation Mathematics: Angular and Linear Velocity EE 570: Location and Navigation Lecture Nvigtion Mthemtics: Angulr n Liner Velocity EE 57: Loction n Nvigtion Lecture Notes Upte on Februry, 26 Kevin Weewr n Aly El-Osery, Electricl Engineering Dept., New Mexico Tech In collbortion with

More information

UNIFORM CONVERGENCE MA 403: REAL ANALYSIS, INSTRUCTOR: B. V. LIMAYE

UNIFORM CONVERGENCE MA 403: REAL ANALYSIS, INSTRUCTOR: B. V. LIMAYE UNIFORM CONVERGENCE MA 403: REAL ANALYSIS, INSTRUCTOR: B. V. LIMAYE 1. Pointwise Convergence of Sequence Let E be set nd Y be metric spce. Consider functions f n : E Y for n = 1, 2,.... We sy tht the sequence

More information

4 Sturm-Liouville Boundary Value Problems

4 Sturm-Liouville Boundary Value Problems 4 Sturm-Liouville Boundry Vlue Problems We hve seen tht trigonometric functions nd specil functions re the solutions of differentil equtions. These solutions give orthogonl sets of functions which cn be

More information

Main topics for the First Midterm

Main topics for the First Midterm Min topics for the First Midterm The Midterm will cover Section 1.8, Chpters 2-3, Sections 4.1-4.8, nd Sections 5.1-5.3 (essentilly ll of the mteril covered in clss). Be sure to know the results of the

More information

Section 6.3 The Fundamental Theorem, Part I

Section 6.3 The Fundamental Theorem, Part I Section 6.3 The Funmentl Theorem, Prt I (3//8) Overview: The Funmentl Theorem of Clculus shows tht ifferentition n integrtion re, in sense, inverse opertions. It is presente in two prts. We previewe Prt

More information