A book's apology | p. xviii |
Index of notation | p. xxii |
Reminders: convergence of sequences and series | p. 1 |
The problem of limits in physics | p. 1 |
Two paradoxes involving kinetic energy | p. 1 |
Romeo, Juliet, and viscous fluids | p. 5 |
Potential wall in quantum mechanics | p. 7 |
Semi-infinite filter behaving as waveguide | p. 9 |
Sequences | p. 12 |
Sequences in a normed vector space | p. 12 |
Cauchy sequences | p. 13 |
The fixed point theorem | p. 15 |
Double sequences | p. 16 |
Sequential definition of the limit of a function | p. 17 |
Sequences of functions | p. 18 |
Series | p. 23 |
Series in a normed vector space | p. 23 |
Doubly infinite series | p. 24 |
Convergence of a double series | p. 25 |
Conditionally convergent series, absolutely convergent series | p. 26 |
Series of functions | p. 29 |
Power series, analytic functions | p. 30 |
Taylor formulas | p. 31 |
Some numerical illustrations | p. 32 |
Radius of convergence of a power series | p. 34 |
Analytic functions | p. 35 |
A quick look at asymptotic and divergent series | p. 37 |
Asymptotic series | p. 37 |
Divergent series and asymptotic expansions | p. 38 |
Exercises | p. 43 |
Problem | p. 46 |
Solutions | p. 47 |
Measure theory and the Lebesgue integral | p. 51 |
The integral according to Mr. Riemann | p. 51 |
Riemann sums | p. 51 |
Limitations of Riemann's definition | p. 54 |
The integral according to Mr. Lebesgue | p. 54 |
Principle of the method | p. 55 |
Borel subsets | p. 56 |
Lebesgue measure | p. 58 |
The Lebesgue [sigma]-algebra | p. 59 |
Negligible sets | p. 61 |
Lebesgue measure on R[superscript n] | p. 62 |
Definition of the Lebesgue integral | p. 62 |
Functions zero almost everywhere, space L[superscript 1] | p. 66 |
And today? | p. 67 |
Exercises | p. 68 |
Solutions | p. 71 |
Integral calculus | p. 73 |
Integrability in practice | p. 73 |
Standard functions | p. 73 |
Comparison theorems | p. 74 |
Exchanging integrals and limits or series | p. 75 |
Integrals with parameters | p. 77 |
Continuity of functions defined by integrals | p. 77 |
Differentiating under the integral sign | p. 78 |
Case of parameters appearing in the integration range | p. 78 |
Double and multiple integrals | p. 79 |
Change of variables | p. 81 |
Exercises | p. 83 |
Solutions | p. 85 |
Complex Analysis I | p. 87 |
Holomorphic functions | p. 87 |
Definitions | p. 88 |
Examples | p. 90 |
The operators [part]/[part]z and [part]/[part]z | p. 91 |
Cauchy's theorem | p. 93 |
Path integration | p. 93 |
Integrals along a circle | p. 95 |
Winding number | p. 96 |
Various forms of Cauchy's theorem | p. 96 |
Application | p. 99 |
Properties of holomorphic functions | p. 99 |
The Cauchy formula and applications | p. 99 |
Maximum modulus principle | p. 104 |
Other theorems | p. 105 |
Classification of zero sets of holomorphic functions | p. 106 |
Singularities of a function | p. 108 |
Classification of singularities | p. 108 |
Meromorphic functions | p. 110 |
Laurent series | p. 111 |
Introduction and definition | p. 111 |
Examples of Laurent series | p. 113 |
The Residue theorem | p. 114 |
Practical computations of residues | p. 116 |
Applications to the computation of horrifying integrals or ghastly sums | p. 117 |
Jordan's lemmas | p. 117 |
Integrals on R of a rational function | p. 118 |
Fourier integrals | p. 120 |
Integral on the unit circle of a rational function | p. 121 |
Computation of infinite sums | p. 122 |
Exercises | p. 125 |
Problem | p. 128 |
Solutions | p. 129 |
Complex Analysis II | p. 135 |
Complex logarithm; multivalued functions | p. 135 |
The complex logarithms | p. 135 |
The square root function | p. 137 |
Multivalued functions, Riemann surfaces | p. 137 |
Harmonic functions | p. 139 |
Definitions | p. 139 |
Properties | p. 140 |
A trick to find f knowing u | p. 142 |
Analytic continuation | p. 144 |
Singularities at infinity | p. 146 |
The saddle point method | p. 148 |
The general saddle point method | p. 149 |
The real saddle point method | p. 152 |
Exercises | p. 153 |
Solutions | p. 154 |
Conformal maps | p. 155 |
Conformal maps | p. 155 |
Preliminaries | p. 155 |
The Riemann mapping theorem | p. 157 |
Examples of conformal maps | p. 158 |
The Schwarz-Christoffel transformation | p. 161 |
Applications to potential theory | p. 163 |
Application to electrostatics | p. 165 |
Application to hydrodynamics | p. 167 |
Potential theory, lightning rods, and percolation | p. 169 |
Dirichlet problem and Poisson kernel | p. 170 |
Exercises | p. 174 |
Solutions | p. 176 |
Distributions I | p. 179 |
Physical approach | p. 179 |
The problem of distribution of charge | p. 179 |
The problem of momentum and forces during an elastic shock | p. 181 |
Definitions and examples of distributions | p. 182 |
Regular distributions | p. 184 |
Singular distributions | p. 185 |
Support of a distribution | p. 187 |
Other examples | p. 187 |
Elementary properties. Operations | p. 188 |
Operations on distributions | p. 188 |
Derivative of a distribution | p. 191 |
Dirac and its derivatives | p. 193 |
The Heaviside distribution | p. 193 |
Multidimensionai Dirac distributions | p. 194 |
The distribution [delta]' | p. 196 |
Composition of [delta] with a function | p. 198 |
Charge and current densities | p. 199 |
Derivation of a discontinuous function | p. 201 |
Derivation of a function discontinuous at a point | p. 201 |
Derivative of a function with discontinuity along a surface L | p. 204 |
Laplacian of a function discontinuous along a surface L | p. 206 |
Application: laplacian of 1/r in 3-space | p. 207 |
Convolution | p. 209 |
The tensor product of two functions | p. 209 |
The tensor product of distributions | p. 209 |
Convolution of two functions | p. 211 |
"Fuzzy" measurement | p. 213 |
Convolution of distributions | p. 214 |
Applications | p. 215 |
The Poisson equation | p. 216 |
Physical interpretation of convolution operators | p. 217 |
Discrete convolution | p. 220 |
Distributions II | p. 223 |
Cauchy principal value | p. 223 |
Definition | p. 223 |
Application to the computation of certain integrals | p. 224 |
Feynman's notation | p. 225 |
Kramers-Kronig relations | p. 227 |
A few equations in the sense of distributions | p. 229 |
Topology D' | p. 230 |
Weak convergence in D' | p. 230 |
Sequences of functions converging to [delta] | p. 231 |
Convergence in D' and convergence in the sense of functions | p. 234 |
Regularization of a distribution | p. 234 |
Continuity of convolution | p. 235 |
Convolution algebras | p. 236 |
Solving a differential equation with initial conditions | p. 238 |
First order equations | p. 238 |
The case of the harmonic oscillator | p. 239 |
Other equations of physical origin | p. 240 |
Exercises | p. 241 |
Problem | p. 244 |
Solutions | p. 245 |
Hilbert spaces; Fourier series | p. 249 |
Insufficiency of vector spaces | p. 249 |
Pre-Hilbert spaces | p. 251 |
The finite-dimensional case | p. 254 |
Projection on a finite-dimensional subspace | p. 254 |
Bessel inequality | p. 256 |
Hilbert spaces | p. 256 |
Hilbert basis | p. 257 |
The [ell superscript 2] space | p. 261 |
The space L[superscript 2] [0,a] | p. 262 |
The L[superscript 2](R) space | p. 263 |
Fourier series expansion | p. 264 |
Fourier coefficients of a function | p. 264 |
Mean-square convergence | p. 265 |
Fourier series of a function f [Element] L[superscript 1] [0,a] | p. 266 |
Pointwise convergence of the Fourier series | p. 267 |
Uniform convergence of the Fourier series | p. 269 |
The Gibbs phenomenon | p. 270 |
Exercises | p. 270 |
Problem | p. 271 |
Solutions | p. 272 |
Fourier transform of functions | p. 277 |
Fourier transform of a function in L[superscript 1] | p. 277 |
Definition | p. 278 |
Examples | p. 279 |
The L[superscript 1] space | p. 279 |
Elementary properties | p. 280 |
Inversion | p. 282 |
Extension of the inversion formula | p. 284 |
Properties of the Fourier transform | p. 285 |
Transpose and translates | p. 285 |
Dilation | p. 286 |
Derivation | p. 286 |
Rapidly decaying functions | p. 288 |
Fourier transform of a function in L[superscript 2] | p. 288 |
The space L | p. 289 |
The Fourier transform in L[superscript 2] | p. 290 |
Fourier transform and convolution | p. 292 |
Convolution formula | p. 292 |
Cases of the convolution formula | p. 293 |
Exercises | p. 295 |
Solutions | p. 296 |
Fourier transform of distributions | p. 299 |
Definition and properties | p. 299 |
Tempered distributions | p. 300 |
Fourier transform of tempered distributions | p. 301 |
Examples | p. 303 |
Higher-dimensional Fourier transforms | p. 305 |
Inversion formula | p. 306 |
The Dirac comb | p. 307 |
Definition and properties | p. 307 |
Fourier transform of a periodic function | p. 308 |
Poisson summation formula | p. 309 |
Application to the computation of series | p. 310 |
The Gibbs phenomenon | p. 311 |
Application to physical optics | p. 314 |
Link between diaphragm and diffraction figure | p. 314 |
Diaphragm made of infinitely many infinitely narrow slits | p. 315 |
Finite number of infinitely narrow slits | p. 316 |
Finitely many slits with finite width | p. 318 |
Circular lens | p. 320 |
Limitations of Fourier analysis and wavelets | p. 321 |
Exercises | p. 324 |
Problem | p. 325 |
Solutions | p. 326 |
The Laplace transform | p. 331 |
Definition and integrability | p. 331 |
Definition | p. 332 |
Integrability | p. 333 |
Properties of the Laplace transform | p. 336 |
Inversion | p. 336 |
Elementary properties and examples of Laplace transforms | p. 338 |
Translation | p. 338 |
Convolution | p. 339 |
Differentiation and integration | p. 339 |
Examples | p. 341 |
Laplace transform of distributions | p. 342 |
Definition | p. 342 |
Properties | p. 342 |
Examples | p. 344 |
The z-transform | p. 344 |
Relation between Laplace and Fourier transforms | p. 345 |
Physical applications, the Cauchy problem | p. 346 |
Importance of the Cauchy problem | p. 346 |
A simple example | p. 347 |
Dynamics of the electromagnetic field without sources | p. 348 |
Exercises | p. 351 |
Solutions | p. 352 |
Physical applications of the Fourier transform | p. 355 |
Justification of sinusoidal regime analysis | p. 355 |
Fourier transform of vector fields: longitudinal and transverse fields | p. 358 |
Heisenberg uncertainty relations | p. 359 |
Analytic signals | p. 365 |
Autocorrelation of a finite energy function | p. 368 |
Definition | p. 368 |
Properties | p. 368 |
Intercorrelation | p. 369 |
Finite power functions | p. 370 |
Definitions | p. 370 |
Autocorrelation | p. 370 |
Application to optics: the Wiener-Khintchine theorem | p. 371 |
Exercises | p. 375 |
Solutions | p. 376 |
Bras, kets, and all that sort of thing | p. 377 |
Reminders about finite dimension | p. 377 |
Scalar product and representation theorem | p. 377 |
Adjoint | p. 378 |
Symmetric and hermitian endomorphisms | p. 379 |
Kets and bras | p. 379 |
Kets [Characters not reproducible] [Element] H | p. 379 |
Bras [Characters not reproducible] [Element] H' | p. 380 |
Generalized bras | p. 382 |
Generalized kets | p. 383 |
Id = [Sigma subscript n] [phi subscript n]> <[phi subscript n] | p. 384 |
Generalized basis | p. 385 |
Linear operators | p. 387 |
Operators | p. 387 |
Adjoint | p. 389 |
Bounded operators, closed operators, closable operators | p. 390 |
Discrete and continuous spectra | p. 391 |
Hermitian operators; self-adjoint operators | p. 393 |
Definitions | p. 394 |
Eigenvectors | p. 396 |
Generalized eigenvectors | p. 397 |
"Matrix" representation | p. 398 |
Summary of properties of the operators P and X | p. 401 |
Exercises | p. 403 |
Solutions | p. 404 |
Green functions | p. 407 |
Generalities about Green functions | p. 407 |
A pedagogical example: the harmonic oscillator | p. 409 |
Using the Laplace transform | p. 410 |
Using the Fourier transform | p. 410 |
Electromagnetism and the d'Alembertian operator | p. 414 |
Computation of the advanced and retarded Green functions | p. 414 |
Retarded potentials | p. 418 |
Covariant expression of advanced and retarded Green functions | p. 421 |
Radiation | p. 421 |
The heat equation | p. 422 |
One-dimensional case | p. 423 |
Three-dimensional case | p. 426 |
Quantum mechanics | p. 427 |
Klein-Gordon equation | p. 429 |
Exercises | p. 432 |
Tensors | p. 433 |
Tensors in affine space | p. 433 |
Vectors | p. 433 |
Einstein convention | p. 435 |
Linear forms | p. 436 |
Linear maps | p. 438 |
Lorentz transformations | p. 439 |
Tensor product of vector spaces: tensors | p. 439 |
Existence of the tensor product of two vector spaces | p. 439 |
Tensor product of linear forms: tensors of type [Characters not reproducible] | p. 441 |
Tensor product of vectors: tensors of type [Characters not reproducible] | p. 443 |
Tensor product of a vector and a linear form: linear maps or [Characters not reproducible]-tensors | p. 444 |
Tensors of type [Characters not reproducible] | p. 446 |
The metric, or, how to raise and lower indices | p. 447 |
Metric and pseudo-metric | p. 447 |
Natural duality by means of the metric | p. 449 |
Gymnastics: raising and lowering indices | p. 450 |
Operations on tensors | p. 453 |
Change of coordinates | p. 455 |
Curvilinear coordinates | p. 455 |
Basis vectors | p. 456 |
Transformation of physical quantities | p. 458 |
Transformation of linear forms | p. 459 |
Transformation of an arbitrary tensor field | p. 460 |
Conclusion | p. 461 |
Solutions | p. 462 |
Differential forms | p. 463 |
Exterior algebra | p. 463 |
1-forms | p. 463 |
Exterior 2-forms | p. 464 |
Exterior k-forms | p. 465 |
Exterior product | p. 467 |
Differential forms on a vector space | p. 469 |
Definition | p. 469 |
Exterior derivative | p. 470 |
Integration of differential forms | p. 471 |
Poincare's theorem | p. 474 |
Relations with vector calculus: gradient, divergence, curl | p. 476 |
Differential forms in dimension 3 | p. 476 |
Existence of the scalar electrostatic potential | p. 477 |
Existence of the vector potential | p. 479 |
Magnetic monopoles | p. 480 |
Electromagnetism in the language of differential forms | p. 480 |
Problem | p. 484 |
Solution | p. 485 |
Groups and group representations | p. 489 |
Groups | p. 489 |
Linear representations of groups | p. 491 |
Vectors and the group SO(3) | p. 492 |
The group SU(2) and spinors | p. 497 |
Spin and Riemann sphere | p. 503 |
Exercises | p. 505 |
Introduction to probability theory | p. 509 |
Introduction | p. 510 |
Basic definitions | p. 512 |
Poincare formula | p. 516 |
Conditional probability | p. 517 |
Independent events | p. 519 |
Random variables | p. 521 |
Random variables and probability distributions | p. 521 |
Distribution function and probability density | p. 524 |
Discrete random variables | p. 526 |
(Absolutely) continuous random variables | p. 526 |
Expectation and variance | p. 527 |
Case of a discrete r.v. | p. 527 |
Case of a continuous r.v. | p. 528 |
An example: the Poisson distribution | p. 530 |
Particles in a confined gas | p. 530 |
Radioactive decay | p. 531 |
Moments of a random variable | p. 532 |
Random vectors | p. 534 |
Pair of random variables | p. 534 |
Independent random variables | p. 537 |
Random vectors | p. 538 |
Image measures | p. 539 |
Case of a single random variable | p. 539 |
Case of a random vector | p. 540 |
Expectation and characteristic function | p. 540 |
Expectation of a function of random variables | p. 540 |
Moments, variance | p. 541 |
Characteristic function | p. 541 |
Generating function | p. 543 |
Sum and product of random variables | p. 543 |
Sum of random variables | p. 543 |
Product of random variables | p. 546 |
Example: Poisson distribution | p. 547 |
Bienayme-Tchebychev inequality | p. 547 |
Statement | p. 547 |
Application: Buffon's needle | p. 549 |
Independance, correlation, causality | p. 550 |
Convergence of random variables: central limit theorem | p. 553 |
Various types of convergence | p. 553 |
The law of large numbers | p. 555 |
Central limit theorem | p. 556 |
Exercises | p. 560 |
Problems | p. 563 |
Solutions | p. 564 |
Appendices | |
Reminders concerning topology and normed vector spaces | p. 573 |
Topology, topological spaces | p. 573 |
Normed vector spaces | p. 577 |
Norms, seminorms | p. 577 |
Balls and topology associated to the distance | p. 578 |
Comparison of sequences | p. 580 |
Bolzano-Weierstrass theorems | p. 581 |
Comparison of norms | p. 581 |
Norm of a linear map | p. 583 |
Exercise | p. 583 |
Solution | p. 584 |
Elementary reminders of differential calculus | p. 585 |
Differential of a real-valued function | p. 585 |
Functions of one real variable | p. 585 |
Differential of a function f : R[superscript n] [right arrow] R | p. 586 |
Tensor notation | p. 587 |
Differential of map with values in R[superscript p] | p. 587 |
Lagrange multipliers | p. 588 |
Solution | p. 591 |
Matrices | p. 593 |
Duality | p. 593 |
Application to matrix representation | p. 594 |
Matrix representing a family of vectors | p. 594 |
Matrix of a linear map | p. 594 |
Change of basis | p. 595 |
Change of basis formula | p. 595 |
Case of an orthonormal basis | p. 596 |
A few proofs | p. 597 |
Tables | |
Fourier transforms | p. 609 |
Laplace transforms | p. 613 |
Probability laws | p. 616 |
Further reading | p. 617 |
References | p. 621 |
Portraits | p. 627 |
Sidebars | p. 629 |
Index | p. 631 |
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