Mathematical Methods for Physics - I

Chapter One : Vector Analysis

Chapter Two : Infinite Series, Power Series

Chapter Three : Partial Differentiation

Chapter Four : Ordinary Differential Equations

Marks Distribution:
20 Periodic Exam on Chapter one

20 Periodic Exam on Chapter two

10 Attendance

10 Homework (4 homeworks)

40 Final Exam on Chapter Three and Four only

Office Hours:
Chapter One: Vector Analysis

I. Vector Operations
Multiplication by a Scalar
Unit Vector
Addition and Subtraction
Dot Product
Vector Components
Cross Product
Triple Products

2. Vector Calculus
The Time Derivative
The Gradient Operator

The Gradient of a Scalar Function

Some Other Expressions involving 
 Chapter One: Vector Analysis
I. Vector Operations
Mathematical operations defined for scalars, such as addition and multiplication,
are not applicable to vectors, since vectors not only have magnitude but also
direction.
1.1 Multiplication by a Scalar
AcB
If c is a positive number, the equation means that the direction of the vector A is
the same as that of B, and the magnitude of A is c times that of B. if c is negative,
the equation means that the direction of A is opposite to that of B and the
magnitude of A is c times that of B.

1.2 Unit Vector

A unit vector is a vector having a magnitude of one unit. If we divide a vector V
by its magnitude V, we obtain a unit vector in the direction of V. Thus, the unit
vector n in the direction of V is given by
V
n
V
1.3Addition and Subtraction
Two vectors A and B are added by placing the tip of one at the tail of the other.
The sum A+B is the vector obtained by connecting the tail of the first vector to the
tip of the second vector.
ABB A
(a) (b)
B
-B
A C A C A D A
-B B
D = A+(-B)
B B
D=A-B
C=A+B C=B+A

Fig (1) Fig. (2)

Subtraction of vectors is illustrated in Fig. (2). Subtraction is taken as special case

A B  A   B 
of addition

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The most often and the most useful definition of vector subtraction is illustrated in
Fig. (2), namely A-B is the tip-to-tip vector D, starting from the tip of B directed
towards the tip of A.

1.4 Dot Product

The dot product (Scalar product) of two vectors is defined to be

A . B  A B cos 

where  is the angle that A and B form when place tail-to-tail. Since it is a scalar,
clearly the product is commutative.

A .B  B . A

If the two vectors are parallel, then =0 and A.B=AB. In particular,

A.A A 2
which says that the square of the magnitude of any vector is equal to its dot
product with itself.

If A and B are perpendicular, then =90 and A.B=0

The distributive law holds for the dot product

A . B  C  A .B  A .C

1.5 Vector Components

First, we use the rectangular Cartesian coordinates to express vectors in terms of
their components. Let i be a unit vector in the positive x direction, and j and k be
unit vector in the positive y and z directions. Vector A can be expanded in terms of
these basis vectors:
A  Ax i  Ay j Az k
where Ax, Ay, and Az are the projections of A along the three coordinate axes, they
are called components of A.

Since i, j, and k are mutually perpendicular unit vectors,

i .i  j. j k .k 1 and i . j j.k k .i 0
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Because the dot product is distributive, it follows that

A . i  Ax i  Ay j  Az k . i  Ax i . i  Ay j . i  Az k . i  Ax

A . j  Ax i  Ay j  Az k . j  Ax i .j  Ay j . j  Az k .j  Ay

A.k  Ax i  Ay j Az k .k  Ax i .k  Ay j.k  Az k .k  Az

The dot product of A with any unit vector is the component of A along that
direction, so the vector A can be written as

A  A .i i  A . j j A .k k
Using the distributive law of dot product, we have
A.B  A x i  A y j A z k . Bx i  By j Bz k  A x Bx  A y By  A z Bz
  
and

A.A  A x i  A y j A z k . A x i  A y j A z k   A 2x  A 2y  A 2z  A 2
Since A .B  A B cos , the angle between A and B is given by

A .B  A B  Ay B y  Az Bz 
  cos 1  cos 1  x x 
AB  AB 

Example: Find the angle between A 3i  6 j 9k and B   2 i  3 j k .

Solution:
A 3 2

 6 2  9 2  9  36  81  126

B  2  3 2 2

12  4  9 1  14

A .B 3  2  6 3 91  6 18  9  21

A .B 21 21 1 1
cos        cos1    60
AB 126 14 42 2 2

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 1.6 Cross Product

The vector cross product written as C  AB

is another particular combination of the two vectors A and B, which is also very

useful. It is defined as a vector with a magnitude C  A Bsin  where  is the

angle between A and B, and a direction perpendicular to the plane of A and B.

he cross product is anticommutative AB  BA

It is also clear that if A and B are parallel, then AB  0 , since  is equal to zero.

The cross product of the basis vectors i, j, k  can be easily obtained

ii  j j k k 0
i j  ji k , jk   k  ji , ki   ik  j

The cross product can be given by

i j k
AB  Ax Ay Az
Bx By Bz
 A y B z  A z B y i  A x B z  A z B x j  A x B y  A y B x k

Example Find the vector product (cross product) between

A=3i-3j+k B=4i+9j+2k

Solution
𝑖 𝑗 𝑘
AxB=|3 −3 1| = 𝑖(−3 ⋅ 2 − 1 ⋅ 9) − 𝑗(3 ⋅ 2 − 1 ⋅ 4) + 𝑘(3 ⋅ 9 + 3 ⋅ 4) = −15𝑖 − 2𝑗 + 39𝑘
4 9 2

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 1.7 Triple Products

Scalar Triple Product

The combination A B  . C is known as the triple scalar product. A B  is a

vector. The dot product of this vector with the vector C gives a scalar. There is a

useful geometrical interpretation of the triple scalar product. Construct a

parallelepiped using A, B, C as three intersecting edges. Then B C is the area

of the base

The height of the parallelepiped is A cos  . Then the volume of the parallelepiped is

B C sin  A cos   B  C A cos   A.B  C

If   90 , this will come out negative, so in general we should say that the volume

is A.B  C .
A  B. C  A. B  C  C  A. B
Because it doesn’t matter where the dot and cross are, the triple scalar product is

often written as ABC , meaning A.B  C or A  B  . C .

The triple scalar product can be written in determinant form as follows:

i j k Ax Ay Az
A.B  C  A x i  A y j  A z k  . B x B y Bz  B x B y Bz
Cx C y Cz Cx C y Cz
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The rules for interchanging rows of a determinant provide verification of

A  B. C  A. B  C  C  A. B

Cx C y Cz Ax Ay Az Bx By Bz
A  B. C  Ax Ay Az  Bx By Bz  Cx C y Cz
Bx By Bz Cx C y Cz Ax Ay Az

If C is in the same plane as A and B, the scalar triple product A  B  . C  0

A  B. A  A  B. B  0
Triple Vector Product

The triple product A  B  C is a meaningful operation, because B  C is a

vector, and can form cross product with A to give another vector. In this case, the

parentheses are necessary, because A  B  C and A  B  C are two different

vectors. For example

i  i  j  i  k   j and i  i  j  0  j  0
The relation

A  B  C A. CB  A. B C

The value of a triple product is a linear combination of the two vectors in the
parenthesis; the coefficient of each vector is the dot product of the other two; the
middle vector in the triple product always has the positive sign.

Example:
Prove that A B. C D  A .CB .D  A .DB .C
Solution: First regard
C D =U
as one vector and interchange the cross and the dot in the scalar product A  B  . C D .
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 A B. C D  A B .U A .(BU) =A.(B C D)

Then we expand the vector triple product B C D

A . B  C  D  A . B . DC  B . C D

Since B.D and B.C are scalars, the distributive law of dot product gives

A . B.DC  B.C D  A .CB . D  A . DB .C

2. Vector Calculus

2.1 The Time Derivative

Differentiating a vector function is a simple extension of differentiating scalar
quantities. If the vector A depends on time t only, then the derivative of A with
respect to t is defined as

dA At  t   At  A
 lim t 0  lim t 0
dt t t

From this definition it follows that the sums and products involving vector
quantities can be differentiated as in ordinary calculus; that is

d
A  B   dA  dB
dt dt dt
d
A .B   A . dB  dA .B
dt dt dt
d
AB   A dB  dA  B
dt dt dt
The time derivative of a vector is equal to the vector sum of the time derivative of
its components.
dA dA x dA y dA z
 i j k
dt dt dt dt
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 1. Velocity and Acceleration

Of particular importance is the case where A is the position vector r,

r(t)  x(t) i  y(t) j z(t) k
The velocity v of the particle is dr / dt
dr dx dy dz
v  i  j  k  vx i  v y j  vz k
dt dt dt dt
The acceleration is defined as the rate of change of velocity

dv dvx dv y dvz d 2 x d 2 y d 2z d 2r
a  i j k  2 i  2 j 2 k  2
dt dt dt dt dt dt dt dt

2. Angular Velocity Vector

For a particle moving around a circle, shown in Fig. (1), the rate of change of the
angular position is called angular velocity  :

 d 
 lim t 0  
t dt
The velocity v of the particle is, by definition, 

dr
v  r 
dt 

r(t) s

 r(t+t)
Fig. (1)

where r is the position vector drawn from the origin to the position of the particle.
The magnitude of the velocity is given by

s 
v  v  lim t 0  lim t 0 
t t
where  is the radius of the circle. The direction of the velocity is tangent to the
circle.

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Example: Suppose a particle is rotating around the z-axis with a constant angular
velocity  as shown in Fig. (2). Find the velocity and acceleration of the particle.

y
v(x,y)
p
r
y

x x

Fig. (2)

The position vector can be explicitly written as

r  x(t) i  y(t) j r cost i  r sin t j

The velocity and acceleration are, respectively,

v  r  x i  y j  r sin t i  r cost j    y i  x j

v  (v . v)  2 r 2 sin 2 t  2 r 2 cos 2 t  r

v2
a  v   r cost i   r sin t j   x i  y j    r   2 r
2 2 2 2

2.2 The Gradient Operator

2.2.1 The Gradient of a Scalar Function

Suppose that we know the temperature T(x, y, z) at every point of a room, or of a

metal bar. Starting at a given point we could ask for the rate of change of the
temperature with distance as we move from the starting point. The chances are that
the temperature increase in some directions and decrease in other directions, and
that it increases more rapidly in some directions than others. Thus the rate of
change of temperature with distance depends upon the direction in which we
move. It is called a directional derivative.

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The gradient of  is written as   
   grad   i j k
x y z
and the directional derivative d
   .u
ds

Example: Find the directional derivative of   x y  x z at 1,2,1 in the

2

direction A  2i  2 j k .

Solution: The unit vector u is obtained by dividing A by A .

2 i  2 jk 1
u  2 i  2 jk 
4  4 1 3
  
 i j k  2 x y  z i  x 2 j  xk
x y z
 at the point 1,2,1 = 3i  jk

Then we find d    .u   1  2 i  2 j  k 3 i  j  k   2  2  1  5

ds  3 3 3 3

Example: Temperature T at the point (x, y, z) is given by the equation

In which direction is the temperature increasing most rapidly at the point (-1, 2, 3)
and at what rate?
Solution
( ) +(-2y+xz )j+xy k
( ) ( ) ( ( ) )
(( ) )
The increase in temperature is fastest in the direction of this vector “u” which is the unit
vector.

( )
| | √ √
The rate of increase of T is | | √

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2.2.2 Some Other Expressions involving 
We call  a vector operator and write

  
 i j k
x x x

Suppose V(x, y, z) is a vector function, that is, the three compnents Vx, Vy, Vz of
V are functions of x, y, z:

Vx, y,z   iVx x, y,z   jVy x, y,z   kVz x, y,z 

The subscripts mean components, not partial derivatives. Physically, V represents

a vector field (for example, the electric field about a point charge). At each point
of space there is a vector V, but the magnitude and direction of V may vary from
point to point. We can form two useful combinations of  and . we define the
divergence of V, div V or .V :
 Vx  Vy  Vz
. V  div V   
x y z

We define the curl of V,   V by:

i j k
    V V   V V   V V 
  V  curl V   i  z  y   j  z  x   k  y  x 
x y z  y z   x z   x y 
Vx Vy Vz

The quantity    .  is defined as

2

     
 2    .    div grad   .  .  .
x x y y z z
 2  2  2
   The Laplacian
x 2 y 2 z 2

The Laplacian is part of several important equations in mathematical physics:

2   0 is Laplace's equation
1 2 
  2
2
is the wave equation
a t 2
1 
2   2 is the diffusion equation or equation of heat conduction
a t

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Example: Find 1) ( )
2) ( )
Where V is a vector and is a scalar
Solution
1) ( ) ( ) ( )

( ) ( )

( )

2) ( ) ( ) ( )
( ) ( )
3. Line Integral

One of the physical meanings of the dot product is 𝑾 = 𝑭 ⋅ 𝒅 where W is the work
done by a force F on an object and move it a distance d.

F might be force on a charged particle in an electric field.

Suppose the object moves from the point A to the point

B along a specific path. Then F would vary from point

to point in the path AB, i.e. F is a function of (x, y, z).

This mean that F(x, y, z) is related to the equation of the curve.

If we consider a small motion dr=i dx + j dy + k dz, then the work will be:

𝒅𝑾 = 𝑭. 𝒅𝒓

i.e. to find the work done we have to integrate the equation i.e. to calculate:

∫ 𝒅𝑾 = ∫ 𝑭. 𝒅𝒓

This is called “line integral”

Example:
Given the force

𝑭 = 𝒙𝒚 𝒊 − 𝒚𝟐 𝒋

Find the work done by F from (0,0) to

(2,1) along the paths:

(1) Straight line

1
(2) parabolic path 𝑦 = 𝑥 2
4

(3) the line from (0,0) to (0,1) then the line from (0,1) to (2,1)

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Solution 𝒅𝑾 = 𝑭. 𝒅𝒓

𝑭 = 𝒙𝒚 𝒊 − 𝒚𝟐 𝒋

The work done is 𝐖 = ∫ 𝐅 ⋅ 𝐝𝐫

The steps of solving is as follow:

1- Write the line equation ,

2- then find dr,

3- then find F.dr

4- Then integrate F.dr: after unifying the integral to dx only or dy only

(1) 𝐫 = 𝐱 𝐢 + 𝐲 𝐣 → 𝐝𝐫 = 𝐢 𝐝𝐱 + 𝐣 𝐝𝐲

𝐅. 𝐝𝐫 = 𝐱𝐲 𝐝𝐱 − 𝐲𝟐 𝐝𝐲

𝐖 = ∫( 𝐱𝐲 𝐝𝐱 − 𝐲 𝟐 𝐝𝐲) (1)

Along the path (1)

Line 1 is a straight line whose equation is y =a.x where a is the slope of the line

𝐲 −𝐲 𝟏−𝟎 𝟏
and could be calculated by the equation 𝑎 = 𝐱𝟐 −𝐱𝟏 = 𝟐−𝟎 = 𝟐
𝟐 𝟏

Then y=½x and dy = ½ dx we then substitute in (1) to get

only one variable in the integral which is x , and note that x changes from 0 to 2

𝟏𝟐
𝟏 𝟐 𝟏 𝟐
𝟏 𝟏
𝑾 = ∫ 𝒙. 𝒙 𝒅𝒙 − ( 𝒙) . 𝒅𝒙 = ∫ 𝒙𝟐 𝒅𝒙 − 𝒙𝟐 𝒅𝒙
𝟎 𝟐 𝟐 𝟐 𝟎 𝟐 𝟖

𝟐
𝟑 𝟐 𝒙𝟑 𝟐
= ∫ 𝒙 𝒅𝒙 = | = 𝟏
𝟎 𝟖 𝟖 𝟎
We can solve this problem but with finding it as a function of y only, i.e.
- 13 -
we have x=2 y, then dx = 2 dy and substitute in equation 1 again to have
𝟏
the integral 𝑾 = ∫𝟎 ( . . . . . ) 𝒅𝒚 . 𝑫𝒐 𝒊𝒕 𝒊𝒏 𝑯𝒐𝒎𝒆𝒘𝒐𝒓𝒌 question 9.

(2) Along the path (2) 𝟏 𝟏

Equation of parabola 𝒚 = 𝒙𝟐 → 𝒅𝒚 = 𝒙 𝒅𝒙
𝟒 𝟐
And again y changes from 0 to 2.

𝟏 𝟐 𝟐
𝟏 𝟐 𝟐 𝟏 𝟐
𝟏 𝟏 𝟓
𝑾 = ∫ 𝒙. 𝒙 𝒅𝒙 − ( 𝒙 ) . 𝒙 𝒅𝒙 = ∫ 𝒙𝟑 𝒅𝒙 − 𝒙 𝒅𝒙
𝟎 𝟒 𝟒 𝟐 𝟎 𝟒 𝟑𝟐

𝒙𝟒 𝒙𝟔 𝟐
=| − | = 𝟐/𝟑 |
𝟏𝟔 𝟏𝟗𝟐 𝟎

We can solve this problem but with finding it as a function of y only, i.e.

we have x=√𝟒 𝒚, then dx = ??? and substitute in equation 1 again to have

𝟏
the integral 𝑾 = ∫𝟎 ( . . . . . ) 𝒅𝒚 . 𝑫𝒐 𝒊𝒕 𝒊𝒏 𝑯𝒐𝒎𝒆𝒘𝒐𝒓𝒌 question 9.

(3) Along the path (3) It is the sum of two integrals:

a. from (0,0) to (0,1) which is a straight line parallel to the y - axis with

equation x=0, dx=0, then we should use y and dy

b. then from (0,1) to (2,1) is a straight line parallel to the x - axis whose

equation y=1, dy = 0, then we should use x and dx

𝟏
𝒚𝟑 𝟏𝟐
𝟏
𝑾𝟎,𝟎→𝟎,𝟏 = ∫ (𝟎. 𝒚. 𝟎 𝒅𝒚 − 𝒚 𝒅𝒚) = − | = −
𝒚=𝟎 𝟑 𝟎 𝟑

𝟐
𝟏 𝟐 𝟐
𝑾𝟎,𝟏→𝟐,𝟏 = ∫ (𝒙. 𝟏. 𝒅𝒙. −𝟏𝟐 𝒅𝒙) = 𝒙 | =𝟐
𝒙=𝟎 𝟐 𝟎

𝟏 𝟓
𝑊 = 𝑾𝟎,𝟎→𝟎,𝟏 + 𝑾𝟎,𝟏→𝟐,𝟏 = − +𝟐=
𝟑 𝟐

- 14 -
 Homework I

1. If the vectors A  2 i  3k and B  i  k , find A , B , A  B , A  B ,

A.B , and the angle between the vectors A and B .

2. If A  2 i  3jk and B  i  4 j  2k , find A  B and B  A .

3. Evaluate 2i  3 j . i  jk  3i k 

4. Find the volume of the parallelepiped whose edges are represented by

A  2 i  3 j  4k, B  i  2 j  k, and C  3i  j  2k

5. If A  2i  jk , B  2 i 3 j k , C  j k , find A.BC , AB.C ,

A  B.C , A.B C , A B C , A  B C

6. Prove the Jacobi identity: A  B C B  C  A C  A  B  0

7. Compute the divergence and the curl of each of the following vector fields:
1. r  x i  y j zk 2. r x iyj

3. V zi y j xk 4. V  yi  z j  x k

5. V  x 2 i  y2 j  z 2 k 6. V  x 2 y i  y2 x j  x y z k

8. Calculate the Laplacian  2 of each of the following scalar fields:

1. x 3 3 x y2  y3 2. 
ln x 2  y 2 
3. x 2  y2 4. 
x y x 2  y2 5 z 2 

9. Calculate the line integrals in the last example but using the substitution x instead y.