Mathematical Methods 2

(PART I)

Lecturer: Dr. D.J. Miller

Room 535, Kelvin Building
[email protected]

Location: Room 312, Kelvin Building

Recommended Text: Boas, 3rd Edition

1
 Outline

1. Curvilinear coordinate systems

2. Partial Differential Equations in cylindrical and spherical polar

coordinates

3. Legendre Polynomials and Bessel Functions

4. Hermite and Laguerre Polynomials

5. Gamma and Beta Functions, and Stirling’s approximation

2
 1. Curvilinear coordinate systems

1.1 Revision of vector calculus with Cartesian coordinates

Consider a 3-dimensional vector space.

Any point in the space can be written in terms of three coordinates ___________
and three basis vectors

Sometimes the coordinates are written as _______ and the unit vectors as
(I will use both notations, but avoid i, j and k).

Any vector A in this space, can be written in terms of these unit vectors as,

I will sometimes assume the Einstein Summation convention and omit the
summation sign Σ when I have two repeated indices (unless otherwise specified),
e.g.

3
These unit vectors are orthonormal (orthogonal and of unit length) if

Kronecker delta

The position vector r is given by remember Einstein

summation convention!

The scalar product of two vectors A and B is

The vector product of two vectors A and B is

this has a sum
over i, j and k

where ǫijk is the Levi Civita symbol, which is +1 for an even permutation of 1, 2
and 3 and -1 for an odd permutation, and zero if any of the indices are the same,
e.g. 4
For example, the z-component is:

The gradient operator ∇ is given by

From this, and the definitions above, follow the gradient of a scalar field φ(r),

one number for

each value of r

and the divergence and curl of a vector field A(r),

three numbers for
each value of r

5
Exercise: Using the Einstein summation convention, prove

(you will need for the this one),

and

6
1.2 Curvilinear coordinates in physics problems

Key Point: Understand the importance of curvilinear coordinates in solving

physics problems

Very often, physical systems are described by classical (or quantum) field theories. We
have a field, e.g. , which obeys a differential equation over all space, e.g. the
Schrödinger Equation

The field is constrained by the differential equation and by boundary conditions.

The differential equation is independent of coordinate system (though may look

very different in different coordinate systems)

The boundary condition is often very much simpler in one particular choice of
coordinates, making the solution simpler in these coordinates.

Use symmetries of the boundary conditions (incl. the position of sources/sinks)

to choose your coordinate system. 7
 Field Differential
Equation

General
Solution scenario
coordinate independent
system

Boundary Specific
Conditions Solution

scenario
dependent

8
 Example: Spherical Polar Coordinates

Describe the position of a point in space using the

distance from the origin, r, and two angles, θ and φ.

This is useful in problems with spherical symmetry.

e.g. Consider a hollow sphere or radius R kept at a constant temperature T. The
temperature inside the sphere obeys Laplace’s equation,

which is coordinate system independent.

However, the boundary condition is much more easily expressed in spherical polar
coordinates:

9
 Example: Cylindrical Coordinates

Describe the position of a point in space using the

distance along the z-axis, the distance from the z-
axis, r, and an angle, θ.

This is useful in problems with cylindrical symmetry.

e.g. Consider a wire with a uniform charge density ρ0. The electric potential generated
by the charge distribution is given by Poisson’s equation,

which is coordinate system independent (and becomes Laplace’s equation away from
the charge).

However, the charge density is much more easily expressed in cylindrical polar
coordinates (with the wire running along the z-axis):
10
1.3 Unit vectors and scale factors

Key Point: Write down the definition of basis vectors and scale factors for
general curvilinear coordinates

In Cartesian coordinates, if I change the x-coordinate of the position vector r by an

amount dx, then the object has moved a distance dx.

If I change all of the coordinates (infinitesimally) at once, I move r a distance dr

where

using Pythagoras’ theorem. dr is know as the infinitesimal line element.

This may seem obvious, but the analogue is not true in general curvilinear
coordinates.

11
e.g. Imagine changing θ by and amount dθ in cylindrical coordinates:

The distance moved is

for dθ small.

(The z-direction is out of the slide.)

How far we move depends on the value of the coordinate r.

How far we move for a particular coordinate shift is known as a scale factor.

Also notice that the direction we move depends on the coordinate θ.

The direction we move for a particular coordinate shift is given by the basis
vector.
12
Imagine a general coordinate system described by qi (i=1,2,3) and related to Cartesians
via

As we change the coordinate qi, the position vector r will move:

(no sum over i)

basis vector
scale factor

The scale factor is the magnitude of the vector , i.e.

The basis vector is the unit vector in the direction of , i.e. (no sum)

13
As before, the basis vectors are orthogonal if

Let’s call dsi the distance moved by changing the coordinate qi by an amount dqi

(no sum)

For orthogonal coordinates, we can use Pythogoras’ theorem again to write the total
displacement from altering all three coordinates:

More formally, the change in the position vector is

So,

14
More generally, one may define the metric of the space gij according to

metric
(no sum)
So, in our case we have

but this can in principle be more complicated.

The volume element is given by ds

ds

ds 15
Key Point: Derive the scale factors and unit vectors for various
coordinate systems

(no sum)

Example: Cartesian Coordinates (trivial!)

The position vector is

So,

These are already unit vectors, so are the basis vectors and the scale factors are,

The volume element is , and the square of the

infinitesimal line element is .

16
 Example: Spherical Polar Coordinates

They are related to Cartesians by:

and the position vector is

( but since er changes with θ and φ, it is more convenient to use ex, ey and ez.)

So,

17
Normalize these vectors to find the basis vectors and scale factors:

So, we have scale factors: , , .

basis vectors:

The volume element is , and the square of the

infinitesimal line element is .

18
We could have derived the scale factors directly from the square of the infinitesimal line
element:

So, write ds =dx+dy+dz and plug in dx, dy and dz (above). The cross terms
vanish and we are left with

The lack of cross-terms tells us the coordinates are orthogonal, and the coefficients of the
diagonal terms are the square of the scale factors.

Exercise: Find the scale factors, unit vectors, volume element and infinitesimal
line element-squared for cylindrical coordinates.

19
1.3 The Gradient
Key Point: Derive an expression for the gradient in general orthogonal
curvilinear co-ordinate systems
The gradient in Cartesian coordinates was:

This tells us how fast a field changes with position,

i.e. with respect to the distance moved NOT how much the parameter changes

⇒ We must take into account the scale factors.

For a curvilinear coordinates qi, recall the distance moved for a change dqi was
dsi = hq dqi, so the component of the gradient in the direction of eq is
i i

(no sum)

and the gradient is

20
1.5 The Divergence, Curl and Laplacian Operators
Key Point: Derive expressions for div, grad, curl and the Laplacian in
general orthogonal curvilinear co-ordinate systems

Divergence

We may now use the form of the gradient to derive the divergence ∇ · A

eq changes with coordinates, so

j
we need to differentiate it too!

Before going any further we need to work out ∇ · eq

j

Back to our definition of the gradient, acting on qj:

21
Our unit vectors form a right-handed set, so

But the divergence of the left-hand-side of this equation is zero:

I can repeat this argument for cyclic permutations

This allows us to rearrange our equation in a nicer way.

22
 these have no divergence so can be pulled in front of the ∇

But , so finally we have,

23
Curl

Curl works in much the same way. We may use the result we obtained earlier:

since, again, the left-hand-side is zero.

Remember that

so I will pick up contributions for from the terms linked by the arrows.

24
Similarly for the other terms.

We can write this as a determinant:

25
Laplacian

The laplacian is ∇·∇ = ∇2, so we can fairly easily insert our expression for the
gradient into the expression we derived for the divergence:

but

So,

remember both of these derivatives are acting

on everything to the right (despite the brackets)

26
Key Point: Apply these expressions to various coordinate systems,
including spherical polar coordinates and cylindrical coordinates.

Example: Spherical Polar Coordinates: ( , , )

27
Exercise: Find the gradient, divergence, curl and Laplacian for cylindrical coordinates.

Exercise: Using spherical polar coordinates, show that

and apply these results to show

28
 2. Partial Differential Equations in cylindrical and spherical polar
coordinates

2.1 Common Differential Equations

Key Point: Write down Laplace’s equation, Poisson’s equation, the

Diffusion equation, the Wave equation, the Helmholtz equation and
Schrödinger’s equation.

We have already seen that physical systems are often described by scalar and vector
fields in space and time, that obey particular differential equations involving the
operators of the previous section.

Laplace’s Equation:

Used in electromagnetism, gravitation, hydrodynamics,

heat flow, etc, when there are no sources or sinks. Pierre-Simon, Marquis de Laplace,
1749-1827
29
Poisson’s Equation:

Used in electromagnetism, gravitation, hydrodynamics,

heat flow, etc, with sources or sinks. Siméon Denis Poisson
1781-1840

Example: Maxwell’s equations include

where E is the electric field, ρ(r) is the charge density (at position r) and ǫ0 is the
permittivity of free space.

In electrostatics, we can write the electric field as the gradient of a potential,

and the equation becomes

i.e. Poisson’s equation.

If we have no charge (i.e. no sources) then this reduces to Laplace’s equation:

30
Diffusion Equation

diffusivity (sometimes called

the ‘diffusion coefficient’)
[Boas calls this α2]

Used for heat flow, diffusion of materials, etc., when there are no sources.

For systems which have reached equilibrium (i.e. don’t change with time) the time
derivative term vanishes and we have Laplace’s equation again.

Example: Imagine heat flowing in a metal, where the temperature is a function of

position r and time t, i.e. T(r,t). The heat energy contained in a small volume V is

density specific heat capacity

The rate at which heat transfers from one volume to another depends on the
temperature gradient, the area in contact and the heat conductivity of the material
31
The rate at which heat transfers from one volume to another is proportional to the
temperature gradient, the area in contact and the thermal conductivity of the material. For
a boundary of area A,
dσ

dA
thermal vector with magnitude equal
conductivity to infinitesimal area dA and
normal to the boundary

Gauss’ theorem relates an integral over the boundary to an integral over the volume:

Applying this to the above (and assuming k is constant)

Equating with the expression for Q (and assuming ρ and cp are constant too)

(since the volume

was arbitrary) 32
Wave Equation

velocity of propagation

This is a very important equation since it governs the motions of waves, e.g. vibrating
strings, vibrations in solids, sound waves, water waves, electromagnetic waves.

It is so significant that the operator

has a special name, the d’Alembertian, and a special symbol

(where c is the speed of light).

The equation is known as the Klein-Gordon Jean Le Rond d'Alembert

1717-1783
equation and is very important in particle physics.

33
 permittivity of
Example: Maxwell’s equations (again!) in vacuum are free space

permeability of
free space

Taking the curl of the first one and inserting the second

But 0

Measuring ǫ0 and µ0 tells us that electric fields are waves travelling with speed

34
Helmholtz Equation and time-independent diffusion equation

Herman von Helmholtz,

1821-1894

The + sign is the Helmholtz equation, while the – sign is

the time-independent diffusion equation

Both of these equations are special cases of the wave equation and time-dependent
diffusion equation, when the dependence on time has been factored out.

35
 Schrödinger Equation

This comes in both time-dependent and time-independent forms.

The time-dependent Schrödinger Equation:

Erwin Schrödinger,
1887-1961
The time-independent Schrödinger Equation:

These govern the wave-function of a particle state in non-relativistic quantum mechanics.

It is simply a relation between energy and momentum in an operator form.

Energy operator: Momentum operator:

total energy
kinetic energy 36
potential energy
2.2 The method of separation of variables

These equations have multiple dimensions in them. One useful method of solving them is
to separate the differential equation into separate differential equations for each
dimension.

Removing the time dependence

Consider the (time-dependent) diffusion equation:

Let’s look for solutions of the form

There might not be a solution of this form, and often there will be solutions not of this
form, so this is not necessarily going to work, but there is no harm in trying!

no t dependence no r dependence
37
So (if our original assumption about was true) both sides must just be equal to a
constant

an arbitrary constant
(no t or r dependence)

Now we have two separate equations:

the time-independent
diffusion equation

We can now solve each of these separately and cobble them together at the end.

38
Key Point: Apply the method of separation of variables to Laplace’s
Equation in spherical and cylindrical coordinates

We may decompose Laplace’s equation (xxxxxxxxxx) into three equations in a

similar way. (I will use rather than for the field to avoid confusion with the
coordinate.)

Laplace’s equation in spherical polar coordinates is:

We rewrite our as a product of three functions, each depending on one coordinate:

Now divide by to give

39
 (Same as on
previous slide)

no dependence no r or θ dependence

So, just like for the time separation, each side must be constant, say m2.

and

We can repeat this procedure to separate the r and θ equations

40
Finally, we have a set of three equations, one for each coordinate:

The equation for R(r)

Since the coefficients are polynomials of r, try a solution of the form

k was an arbitrary constant, so I can write it however I like. It is more convenient to

write

The general solution is

where A and B are independent of r
41
The equation for

Since the coefficient is a constant, the solution must have a form

The general solution is or (usually) more conveniently

where A′ and B′ are constant

Notice that m must be an integer since .

(this is where the “quantum” of “quantum mechanics” comes from!) 42

 The equation for

This one is a little bit too hard for now. The solution is an Associated Legendre Polynomial.

We will study these functions in detail later (section 3). For now, we will just write the general
solution as

where A is a constant.

The l and m here are labels corresponding to the differential equation. We saw earlier
that m must be an integer. The associated Legendre function similarly insist that lx≥ 0,
and |m| ≤ l.
43
The general solution to is therefore

Alm, Blm, Clm and Dlm are constants, which are determined by the boundary conditions
of the physical problem.

The functions with and , which give

the angular dependence are known as spherical harmonics (N is a normalization

constant)

44
Key Point: Apply boundary conditions to general solutions to provide
solutions to physical problems.

A physical example

The surface of a metal sphere, or radius r0 is held at an electrostatic potential of

xxxxxxxx, where θ is the polar angle. Find the electrostatic potential inside and outside
the sphere, assuming no other sources of electric charge.

There are no sources, other than the sphere, so the electrostatic potential obeys
Laplace’s equation away from the sphere. We can solve Laplace’s equation to provide a
general solution.

The boundary conditions are

should be finite everywhere

These are most easily expressed in spherical polar coordinates, so that is the
coordinate system we should use.

We apply the boundary conditions to the general solution to obtain a specific solution.
45
The general solution to is, from before:

Apply boundary conditions:

Inside the sphere:

would give infinity at so Clm = Dlm = 0.

So,

The boundary condition has no φ dependence.

46
The first few Legendre polynomials (associated Legendre polynomials with m = 0) are

(You will get to derive these later!)

Exercise: Show that the above functions with x = cosθ are solutions of

But

so, since the other Legendre polynomials are higher powers of x, l = 1, and the
electrostatic potential is

47
More formally,

We can then use the orthogonality relation for Legendre polynomials (which I will
prove later in the course):

So and for

48
 Outside the sphere

would give infinity at so Alm = Blm = 0.

we need \vi to drop to zero infinitely far from the sphere, since
this is what we would have if we removed the sphere.

The same arguments for the angular dependence hold as for inside, so

Exercise: A conducting sphere of radius r0 is placed in an originally uniform electric

field E, and maintained at zero potential.

Show that the potential outside the sphere is ,

where the line θ = 0 is aligned with the direction of E

49
Laplace’s Equation is separable in all the following coordinate systems, with solutions
written in terms of the functions shown:

Coordinate System Functions in solution

e.g. ex
e.g. sine, cosine e.g. sinh, cosh

Cartesian exponential functions, trigonometric functions, hyperbolic functions

circular cylindrical Bessel functions, exponential functions, trigonometric functions
conical ellipsoidal harmonics, powers
e.g. rn
ellipsoidal ellipsoidal harmonics
elliptic cylindrical Mathieu functions, trigonometric functions
oblate spheroidal Legendre polynomial, trigonometric functions
parabolic Bessel functions, trigonometric functions
parabolic cylindrical parabolic cylinder functions, Bessel functions, trigonometric functions
paraboloidal trigonometric functions
prolate spheroidal Legendre polynomial, trigonometric functions
spherical Legendre polynomial, power, trigonometric functions

50
Separation of variables in cylindrical coordinates

Exercise: Use the method of separation of variables to find a general solution to

Laplace’s equation in cylindrical polar coordinates.

You may write your solution in terms of Bessel functions Jn(kr), which are the
solutions of the differential equation

(k and n constants)

Although J-n(kr) is clearly also a solution to the radial equation (since the equation
only involves n2) it is not an independent solution for n an integer, since

51
2.3 Spherical harmonics and the Schrödinger Equation.

Key Point: Define spherical harmonics and understand their role in the
solution of Schrödinger’s equation.

Recall the time independent Schrödinger equation:

In Spherical coordinates, this becomes

In principle, V is a function of r, θ and φ, but often it is only a function of r.

We can separate this into equations for each of the coordinates as we did before, but
this time, let’s just separate into a radial and angular part.

52
We can’t solve the radial equation without knowing V(r), but we can solve the angular
part (since we have explicitly required the potential to have no angular dependence).

Radial: (for later use)

Angular:

The solutions to this angular part are the spherical harmonics (as we saw earlier):

53
The constant N is fixed by requiring an orthogonality condition:

measure

What is the physical significance of l and m?

Angular momentum is defined by

In quantum mechanics, the momentum operator is , so angular momentum is

In spherical coordinates, this is

54
Hopefully, you know by now that the important operators in quantum mechanical

discussions of angular momentum are and . What are these in spherical polars?

(After some algebra –

remember to differentiate
the basis vectors too!)

and

Exercise: Prove the above results for and

55
Let’s apply these operators to the spherical harmonics:

and

So is the angular part of a state with angular momentum of magnitude

and z-component .

56
 3. Legendre Polynomials and Bessel Functions

3.1 Legendre Polynomials and the Coloumb potential

Key Point: Define Legendre polynomials from a generating function

The Legendre polynomials may be defined by

Adrien Marie Legendre

1752 - 1833
One can then find expressions for the Legendre polynomials
by expanding the root in powers of t, and equating coefficients.

57
Equating powers of t:

You can have fun working out the next few (they get harder) but it is rather tedious…

Note that these are not the associated Legendre polynomials we saw in the spherical
harmonics. They are only ‘ordinary’ Legendre polynomials, that is associated Legendre
polynomials with m=0, i.e.
58
Notice that the value at is rather simple:

But,

so,

for all Legendre polynomials

Also,

Equating powers of t:

59
Key Point: Expand the Coulomb potential in Legendre polynomials

There is an interesting direct physical interpretation of Legendre polynomials.

Consider a point charge q on the z-axis, a distance a from the origin. The electrostatic
potential at a point r will be:

The Coulomb potential is written as a series in Legendre polynomials.

60
We can add an extra charge –q a distance a on the opposite side of the origin and see
what happens. Now,

only odd terms survive

For r large enough,

This is the potential from an electric dipole and 2qa is known as the
electric dipole moment. 61
Any charge distribution will produce an electrostatic potential described by a power series
with terms like

If the leading term is proportional to

then the charge distribution is known as a monopole,

.. dipole,

.. quadrupole,

.. octupole.

Sometimes these names are used to identify the individual terms, e.g. the term containing

is known as the “dipole term”.

62
3.2 Recurrence relations for Legendre polynomials and the Legendre equation

Key Point: Derive recurrence relations from the Legendre polynomial generating
function.

Lets take the derivative of the generating function

but

(all we have done here is expand the brackets) 63

Relabelling: (same as last slide)

Equate powers of tn for :

This is the most efficient way to calculate the polynomials using a computer. Since we
know P0 and P1 we can calculate P2 and then P3 etc.

Exercise: Use this result to verify the first five Legendre polynomials given earlier.

64
We could have taken the derivative with respect to x instead:

but

Exercise: Use the two results

,
and
,
to show that
.
65
Key Point: Derive the Legendre equation using recurrence relations.

Exercise: Show that the generating function satisfies the differential equation

Then we have

Since t is arbitrary we may compare power of t again:

This is the Legendre equation.

66
3.3 Orthogonality and Completeness of the Legendre Polynomials
Key Point: Know that the Legendre Polynomials are orthogonal and complete

We can use the Legendre equation to show that the Legendre polynomials are orthogonal.

Now integrate this over x from -1 to 1. We integrate the left-hand-side by parts.

symmetric in
zero

67
For this tells us that , i.e. they are orthogonal over [-1,1].

For we need to go back to the generating function.

using

Now integrate over x:

(orthogonality for )

Equating powers of t:

68
Putting these together we have the orthogonally and normalization condition

The Legendre polynomials are also “complete” – we can write any (continuous) function
as a sum over Legendre polynomials. (This is just like a Fourier series being a sum over
sines and cosines.)

Let’s write where cn are constants. Now,

So,

Exercise: Write the Dirac delta function as a sum over Legendre Polynomials.
69
3.4 Series expansion and Rodrigues’ Formula

Key Point: Use Rodrigues’ formula to generate the Legendre Polynomials

We can find a series expansion of the polynomials by making a binomial expansion of

the generating function.

(To do this yourself, you will need to know things like ! (see the later discussion of the
Gamma function), and be able to rearrange the order of summation.)

But , so,

70
We can use this to derive Rodrigues’ formula by using

for

This is Rodrigues’ formula.

Exercise: Use Rodrigues’ formula to verify the first 5 Legendre Polynomials.

71
3.5 Associated Legendre Polynomials

Key Point: Understand how associated Legendre polynomials are related to

“ordinary” Legendre polynomials.

Associate Legendre polynomials are obtained from normal Legendre

polynomials by differentiating m times with respect to x:

Exercise: Show that the above definition of are solutions of the associated
Legendre equation,

You may assume that are solutions of the “ordinary” Legendre equation.

72
3.6 Bessel Functions

Key Point: Understand the importance of Bessel functions to the

solution of Laplace’s equation in cylindrical coordinates.

The radial part of Laplace’s equation in cylindrical coordinates is

(k and ν constants)
Friedrich Wilhelm Bessel
1784 - 1846

The solutions to this equation are known as Bessel functions

(they are also solutions to the Helmholtz equation in spherical
coordinates).

Just like the Legendre polynomials, they have a generating function, a differential
equation (above), recurrence relations, a series expansion and orthogonality relations.

We don’t have time to go into detail here, so I will just state them without proof.

73
Generating function:

Series expansion:

Bessel functions with negative (integer) index are related to those with positive integer
index by

Recurrence relations: (diff. g with respect to t)

(diff. g with respect to x)

Exercise: Derive the two recurrence relations.

74
Integral representation for :

The values of x for which vanishes are called the zeros (or roots) and are often
denoted , where m denotes which zero we are concerned with, i.e. .

Orthogonality uses these zeros:

In general, ν does not have to be an

integer and x does not have to be
real.

The Bessel functions are related to

Neumann and Hankel functions.
75
 4. Hermite and Laguerre polynomials

4.1 Hermite polynomials from a generating function

We will see that Hermite polynomials are solutions to the radial

part of the Schrodinger Equation for the simple harmonic
oscillator.

Key Point: Derive Hermite’s equation and the Hermite

recurrence relations from the generating function.
Charles Hermite
Just like Legendre polynomials and Bessel functions, we may 1822-1901
define Hermite polynomials Hn(x) via a generating function.

We could, of course, use this to derive the individual polynomials, but this is very tedious.
It is better to derive recurrence relations.
76
Differentiate with respect to t:

Expand the terms, and put the generating function in again:

Relabel:

Equating coefficients of tn:

77
Differentiate with respect to x:

Stick in g:

Relabel:

Equating coefficients of tn:

78
We can use these recurrence relations to derive the Hermite differential equation (much
easier than Legendre’s!).

Differentiate with respect to x:

This is Hermite’s equation.

79
Key Point: Use a generating function and recurrence relations to find the first few
Hermite polynomials.

Generating function:

Now use the recurrence relation,

80
4.2 Properties of Hermite polynomials

Symmetry about x=0:

(just like for Legendre polynomials)

There also exists a specific series form:

Exercise: Use this series to verify the first few Hermite polynomials.
81
Exercise:

Writing show that

This is Rodrigues’ equation for Hermite polynomials.

Hint: work out and observe that

82
Key Point: Write down the Hermite polynomial orthogonality condition.

Starting from Hermite’s equation:

we proceed much the same way as we did for Legendre polynomials.

Integrate this over x from -∞ to ∞, integrating the left-hand-side by parts.

zero symmetric in

83
 if

We say that Hermite polynomials are orthogonal on the interval [-∞,∞] with a weighting

Equating powers of t2n gives

84
 Exercise: For a continuous function, I can write . Show that

Sometimes people remove the weighting by redefining the function:

Now this looks like a “traditional” orthogonality relation.

Then Hermite’s equation becomes

85
4.3 Hermite polynomials and the Quantum Harmonic Oscillator
Key Point: Solve the quantum harmonic oscillator in terms of Hermite polynomials.

Recall our earlier discussion of the time-independent Schrödinger equation. That was in
3-dimensions, but here I will simplify to one dimension again,

where m is the particle mass, and E is its energy.

For the simple harmonic oscillator, , so the equation becomes

Notice that this looks awfully like the equation we just had on the previous slide:

Our reweighted Hermite polynomials are solutions of the Quantum Harmonic Oscillator!

86
Let’s write with so we get

Comparing the two equations, we see that we have solutions,

where the normalization constant in front ensures that , and,

the energy is given by the equation

Have you seen this somewhere before?

87
You probably solved this elsewhere using ladder operators. This works (in part) because
of the Hermite recurrence relation .

Writing for simplicity (ie. set a=1 for now)

Then

This is a lowering operator.

Exercise: Use recurrence relations to show that the operator is a raising

operator. Can you show it using the Rodrigues’ equation?

88
But why is the quantum harmonic oscillator quantized?

We have seen why , and how to move from one energy state to another
using ladder operators, but we still have no reason for why n must be an integer!

Indeed, Hermite’s equation does have solutions for

non-integer values of n.

Plugging into the equation, one finds a solution

which is valid for non-integer n. (This is known as a Hermite “function”.)

For integer n, this solution (or to be more precise, half of it) will truncate to give Hermite
polynomials.

For non-integer n, it does not truncate and one can show that the terms grow like .
These solutions do not satisfy the boundary condition as , so must be
discarded and the harmonic oscillator is quantized.
89
4.4 Laguerre polynomials and the hydrogen atom

Key Point: Understand the importance of Laguerre

polynomials to the solution of Schrodinger’s equation for the
hydrogen atom.

Generating function:
Edmond Laguerre
1834-1886

Exercise: Starting from the generating function, prove the two recurrence relations

Also, show and find expressions for the first 4

polynomials.

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Following a similar method to that used for Legendre and Hermite polynomials, we can
show that the Laguerre polynomials are orthogonal over the interval [0,∞] with a
weighting , i.e.

They satisfy the Laguerre equation:

and have a Rodrigues’ formula

(These results can be proven using similar methods to those used earlier for Legendre
and Hermite polynomials. If you are feeling assiduous feel free to do these as an
exercise.)
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Associated Laguerre polynomials are obtained by differentiating “regular” Laguerre
polynomials (just as for Legendre).

Exercise: Show that are solutions to the associated Laguerre equation

These are also orthogonal with

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Recall our investigation of the Schrödinger equation in spherical coordinates with V = V(r).

Separating resulted in spherical harmonics

and a radial equation

For the hydrogen atom (that is, with the wavefunction for an electron orbiting a
proton), the potential is the Coulomb potential,

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To make the maths a wee bit cleaner, let’s make the following redefinitions:

, , , , with

(we regard E=0 at ∞)

Then

becomes

which has solutions containing associated Laguerre polynomials,

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 Exercise: Plug the above result into the radial equation to recover the associated
Laguerre equation for L(ρ).

Just as for the Hermite equation, solutions exist for non-integer λ-l-1 but these diverge as
r→∞ and must be discarded. The boundary conditions quantize the energy of the
Hydrogen atom.

Fixing λ to be an integer n,

where is the Bohr radius.

Also, hydrogen wavefunctions are,

where Nnlm is a normalization coefficient.

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To find the normalization coefficient we need

Notice the 2n here. This is because we don’t quite have the orthogonality
condition for the associated Laguerre polynomials we had before - we have an
extra power of ρ. This result is most easily proven with a recurrence relation,

Finally, the electron wavefunction in the hydrogen atom is

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5. Gamma and Beta Functions, and Stirling’s approximation

5.1 The Gamma Function

Key Point: write down the three definitions of the gamma function and
understand how they are related.

The gamma function is often known as the “factorial function”, and is useful because:

• It crops up in many places in its own right (e.g. statistics, field

theory)

• It is used in the definitions/relations of many other functions.

It was first written down by Gauss, but was developed by Euler.

The notation was invented by Legendre. Leonhard Euler
1707-1783
The first definition (due to Euler) of the gamma function:

[Swiss bank note]

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Using this definition,

So,

Also using this definition,

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Now we can use and to derive other values for the
gamma function:

where n is an integer.

This is why the gamma function is often called the factorial function.

Euler’s first definition holds for any

except for which it
diverges.

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The second definition (known as Euler’s integral definition) is

Notice that writing t = x2,

So,
(see slide 81)

To show that this function is the same as that of the first definition, let’s define

writing t = nu

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Since

then,

But can be solved by (lots of) integration by parts

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The third definition (due to Weierstrass)

Karl Weierstrass
is the Euler-Mascheroni constant 1815-1897

To prove this is the same function again, write the first definition as a product:

102
 which is the Weierstrass definition.

Exercise: Using the infinite product representation ,

show that

Hint: do first and then use 103

5.2 Stirling’s approximation

Key Point: Use Stirling’s approximation to approximate factorials of large numbers

and estimate the error on the approximation.
Very large factorials, such as used in statistical mechanics for the evaluation of entropy,
can be difficult (i.e. slow and computationally expensive) to calculate. It is useful to have
an analytic approximation. Stirling’s approximation is an approximate form of the
gamma function for large numbers:

Proof:

0.2

Now
2 3 4 5

-0.2

so the exponential is a maximum at t = n.

1.2 -0.4

Any other values of t will give a small

0.8

0.6

contribution (the exponential of a large 0.4

negative number). 0.2 104

5 10 15 20
Taylor expand around t = n:

Sticking this into our expression:

where we have written . 1

0.8

0.6

Now, for large n, 0.4

0.2

-4 -2 2 4

So,

We could have gone further with the expansion and found the next term:

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This series converges very quickly. It is useful for calculating things like the entropies, which are
logarithms of large factorials.

n n! Error Error

1 1 0.92213 7.779% 0 -1 ∞

10 3628800 3598696 0.830% 15.1 13.0 13.8%

100 9 x 10157 9 x 10157 0.083% 364 360 0.89%

(Schroeder, An Introduction to Thermal Physics, Addison Wesley, 2000.)

Exercise: Use Stirling’s approximation to calculate the number of ways in which you
can rearrange a deck of standard playing cards (i.e. 52!). Estimate your error by
considering the next term in the expansion. How does your calculation and error
correspond to the correct result?

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5.3 The Beta Function

Key Point: Define the beta function and understand its relation to the gamma function

The beta function can be defined by the integral

This integral crops up surprisingly often in physics, so it is useful to know.

It also appears in other forms.

e.g. put

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Also notice that it is symmetric. Defining (in the original definition)

The beta function is related to the gamma function:

To prove this I will work from the gamma functions backwards.

where

where in the last step I have converted to polar coordinates,

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The r integral should be familiar – it is just the gamma function,

The angular integral should also now be familiar, since it is a beta function:

Putting this together which proves the result.

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5.3 The simple pendulum at large angles

In the past, you have always assumed that pendulums only have small angle oscillations.
But what is the period of oscillation of a pendulum for large angle swings?

Use polar coordinates:

O
Position vector of mass:

The force due to gravity:

Tension in the string:

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I don’t really care about the tension, so the interesting equation is:

Use a trick:

So,

We can set the constant via a boundary condition: the pendulum is at rest at an angle

The period is the time taken to go from back to again, or 4 times the time
taken to go from to .

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So the period is

This is an elliptic integral, and unfortunately we don’t have time to introduce its solutions,
the elliptic functions.

However, we can now do the special case of α = 90o. Then cosα = 0 and the period
becomes,

Recall that , so,

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