Phys 203:

Mathematical Physics

Professor Dr M Mahbubur Rahman

Department of Physics
Jahangirnagar University, Savar, Dhaka 1342
Email: [email protected]
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 Phys 203: Mathematical
Physics
Course Details
There are 5 Chapters in Total
1. Differential Equations: Power
series solutions; Solution of the
differential equations by the method of
separation of variables, Solution of
Laplace’s equation in spherical polar
coordinates and cylindrical coordinates.
10 Lectures 2
 Phys 203: Mathematical
Physics
2. Special Functions: Gamma and beta
functions. Bessel’s functions, Orthogonal
functions, Lagendre. Laguerre and
Hermite polynomials, Fourier series and
integrals, Fourier and Laplace’s
transform. Inverse Laplace’s transform,
Hypergeometric functions.
20 Lectures
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 Phys 203: Mathematical
Physics
3. Theory of Matrices: Definition,
Different types of matrices and their
definitions, Determinants of a square
matrix, Adjoint and inverse of a square
matrix, Solution of linear equations by
matrix method , Similarity transform.
10 Lectures

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 Phys 203: Mathematical
Physics
4. Theory of Complex Variables:
Complex functions, Analytic function,
Harmonic functions, Cauchy Riemann
equations, Cauchy’s integral theorem,
Cauchy’s integral formulas, Lorentz
theorem, Differentiation of complex
functions, Residue theorem and
evaluation of residues, Evaluations of
definite integrals. 10 Lectures 5
 Phys 203: Mathematical
Physics
5. Tensor Analysis: Definition, contra
variant and covariant tensors.
Invariance of tensors, Addition,
subtraction, multiplication of tensors,
Differentiation of tensors. 6 Lectures

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 Chapter 1: Differential
Equations
Books Recommended
1. Mathematical Physics- B D Gupta
2. Mathematical Physics- Rajput
3. Principles of Mathematical Physics- S P Kuila

4. Mathematical Physics- H K Dass & Rama Verma

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 Chapter 1: Differential
Equations
Books Recommended
5. Vector and Tensor Analysis- Schaum’s Series- Lipschutz,
Seymour;Spellman, Dennis;Spiegel, Murray R

6. Schaum’s Outline of Theory and Problems of Matrix

Operations- Richard Bronson

7. Schaum’s Outline of Complex Variables- Murray

Spiegel, Seymour Lipschutz, John Schiller, Dennis Spellman
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 Chapter 1: Differential
Equations

Chapter 1

Differential Equations
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 Chapter 1: Differential
Equations
Background
Calculus is fundamentally important for the
simple reason that almost everything we
study is subject to change. In most cases
such changes can modeled by a mathematical
equation that involves derivatives. Such an
equation is called the differential equation
(DE). For example,

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Chapter 1: Differential
Equations

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Chapter 1: Differential
Equations

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 Chapter 1: Differential
Equations
Differential Equation
An equation containing the derivative of one or
more dependent variables (y), with respect
to one or more independent variables (x) is
said to be a differential equation (DE). For
example,

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 Chapter 1: Differential
Equations

The solution of DEs are functions but not

numbers.

A DE represents the relationship between a

continuously varying quantity and its rate of
change. This is very important in all scientific
investigations.
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 Chapter 1: Differential
Equations
In real life, a DE represents some function with
physical quantities, the derivatives represent
their rate of change, and the equation defines
a relationship between the two. In Physics,
Engineering, Economics, Chemistry, Biology,
and many other areas of sciences, social
sciences, and biological sciences DEs have
widespread applications.

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Chapter 1: Differential
Equations

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 Chapter 1: Differential
Equations
y = f ( x) = e 2x

Dependent variable: y

Independent variable: x

dy d (e 2 x ) 2 x  d ( 2 x) 
= =e   = 2e = 2 y
2x
dx dx  dx 
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 Chapter 1: Differential
Equations
Classifications of Differential Equations
Equations that involve dependent variables and
their derivatives with respect to the
independent variables .

Differential equations are classified by Type,

Order, and Linearity.

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 Chapter 1: Differential
Equations

Differential Equations in Terms of Types

There are two main types of differential
equations: ‘ordinary differential equations
(ODEs)’ and ‘partial differential equations
(PDEs)’.

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 Chapter 1: Differential
Equations
Ordinary Differential Equation (ODE)
Differential equations that involve only ONE
independent variable are called ordinary
differential equations (ODEs).

dy d2y dy dx dy
+ = 2x + y
+ 5y = ex 2
−
dx
+ 6y = 0
dt dt
dx dx

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 Chapter 1: Differential
Equations
Order of Differential Equations
The highest derivative that appears in a
differential equation is known as its order.
2
d y dy dy
2
− + 6 y = 0 + 5y = e x
dx dx dx

2nd order 1st order 21

 Chapter 1: Differential
Equations
The order of a differential equation is the order
of the highest derivative found in the DE.

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Chapter 1: Differential
Equations

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 Chapter 1: Differential
Equations
Degree of Differential Equations
The degree of differential equation is
represented by the power of the highest
order derivative in the given differential
equation.

The differential equation must be a

polynomial equation in derivatives for the
degree to be defined.
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 Chapter 1: Differential
Equations
See the following example,

What is it’s degree?

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 Chapter 1: Differential
Equations

Highest order derivative

Here, the exponent of the highest order derivative is

one and the given differential equation is a
polynomial equation in derivatives. Hence, the degree
of this equation is 1.
It’s degree is 1. 26
 Chapter 1: Differential
Equations
See the following example,

What is it’s degree?

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 Chapter 1: Differential
Equations
The order of this equation is 3 and
the degree is 2 as the highest
derivative is of order 3 and the
exponent raised to highest derivative
is 2.

Answer: 2 28
 Chapter 1: Differential
Equations

What is it’s degree?

The order of this equation is 3 and the

degree is 2.
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 Chapter 1: Differential
Equations
Partial Differential Equations (PDEs)
Differential equations that involve two or more
independent variables are called partial
differential equations.

A PDE contains unknown multivariable

functions and their partial derivatives.
Examples
 2u  2u u u v
= 2 −2 =−
y x
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x 2
t t
 Chapter 1: Differential
Equations

PDEs can be used to describe a

variety of real life phenomena such
as sound, heat, electrostatics,
electromagnetics, electrodynamics,
thermodynamics, elasticity, fluid
mechanics, and quantum mechanics.

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 Chapter 1: Differential
Equations

Example :
 u ( x, t )  u( x, t )
2
=
x 2
t
PDE involves two or more independen t variable s
(in the example x and t are independen t variable s)

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 Chapter 1: Differential
Equations

 2 u ( x, t )
u xx =
x 2

 2 u ( x, t )
u xt =
x t
Order of the PDE = order of the highest order derivative .

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Chapter 1: Differential
Equations
Linearity

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 Chapter 1: Differential
Equations
Characteristics of Linearity
There are no multiplications among dependent
variables and their derivatives.
All coefficients are functions of independent
variables.
Dependent variables will not have a power greater
than 1.

A nonlinear ODE is one that is not linear, i.e., if it

does not have the above form. 35
 Chapter 1: Differential
Equations
Linear first-order ordinary differential equation

dy
( y − x)dx + 4xdy = 0 or 4 x + ( y − x) = 0
dx

Linear second-order ordinary differential equation

y − 2y + y = 0
'' '

Linear third-order ordinary differential equation

d3y dy
+ 3 x − 5 y = e x
dx 3 dx 36
 Chapter 1: Differential
Equations
Nonlinear First-order Ordinary Differential Equation

(1 − y) y + 2 y = e
' x Coefficient depends on y

Nonlinear second-order ordinary differential equation

d2y
2
+ sin( y ) = 0 Nonlinear function of y
dx
Nonlinear fourth-order ordinary differential equation

d4y
4
+ y2 = 0 Power not 1
dx 37
 Chapter 1: Differential
Equations

Solving Differential Equations

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 Chapter 1: Differential
Equations

1.Exact differential equations

2.Equations soluble by separation of

variables

3.Homogeneous equations

4.Linear equations of the first order

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 Chapter 1: Differential
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1. Exact Differential Equations

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