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Mathematics for Physical Science and Engineering: Symbolic Computing Applications in Maple and Mathematica PDF

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Mathematics for Physical Science and Engineering Mathematics for Physical Science and Engineering Symbolic Computing Applications in Maple and Mathematica Frank E. Harris University of Utah, Salt Lake City, UT and University of Florida, Gainesville, FL AMSTERDAM • BOSTON • HEIDELBERG • LONDON • NEW YORK • OXFORD PARIS • SAN DIEGO • SAN FRANCISCO • SYDNEY • TOKYO Academic Press is an imprint of Elsevier Academic Press is an imprint of Elsevier 225 Wyman Street, Waltham, MA 02451, USA The Boulevard, Langford Lane, Kidlington, Oxford, OX5 1GB, UK Copyright © 2014 Elsevier Inc. All rights reserved No part of this publication may be reproduced, stored in a retrieval system or transmitted in any form or by any means electronic, mechanical, photocopying, recording or otherwise without the prior written permission of the publisher. Permissions may be sought directly from Elsevier’s Science & Technology Rights Department in Oxford, UK: phone ( 44) (0) 1865 843830; fax ( 44) (0) 1865 853333; email: permissions + + @elsevier.com. Alternatively you can submit your request online by visiting the Elsevier web site at http://elsevier.com/locate/permissions, and selecting Obtaining permission to use Elsevier material. Notice No responsibility is assumed by the publisher for any injury and/or damage to persons or property as a matter of products liability, negligence or otherwise, or from any use or operation of any methods, products, instructions or ideas contained in the material herein. British Library Cataloguing in Publication Data A catalogue record for this book is available from the British Library Library of Congress Cataloging-in-Publication Data A catalog record for this book is available from the Library of Congress ISBN: 978-0-12-801000-6 For information on all Academic Press publications visit our web site at store.elsevier.com Printed and bound in USA 14 15 16 17 18 10 9 8 7 6 5 4 3 2 1 PREFACE This text is designed to provide an understanding of the mathematical concepts that form a basis for our understanding of physics and engineering, and to introduce stu- dents to the symbolic computation tools that have become essential for the use of that mathematics. The book is at a level of sophistication and rigor appropriate to students in the latter part of a standard undergraduate curriculum in physics or engineering. It should be an easy read for well-prepared graduate students or professionals whose main need is for a good knowledge of symbolic computing. There are many books that contain the mathematical topics that are covered in the pres- ent text, but this author knows of no others that tie that material in an effective and com- prehensive way to symbolic computation. Such a connection is of importance, in part because understanding is enhanced by using symbolic techniques to apply the math- ematics and visualize its results. In addition, many important mathematical methods become cumbersome when applied to real-world problems, and symbolic computa- tion methods are often superior to the purely numerical approaches that until recently dominated in practical applications. Today’s physical science and engineering students are adept in using computers for information retrieval and some are skilled in digital computer programming, but too many have little or no experience in symbolic computing. This lack of experience is par- ticularly unfortunate because symbolic computing can aid greatly in the visualization of concepts, can eliminate drudgery (and errors) from otherwise complicated computa- tions, and can even facilitate studies of types that were previously completely impracti- cal. But despite the rapid advances in symbolic computing and the increasing extent of its use in the physical and engineering sciences, very little of the instructional material in this area is designed for students of advanced mathematical methods in science and engineering. In determining how best to incorporate symbolic computation into a presenta- tion of the mathematics, the issue of the choice of symbolic language immediately xii PREFACE arises. One could take the view that a noncommercial open-access language should be chosen, but no widely accepted such language presently exists. The alterna- tive of discussing symbolic computation in an artificial “pseudocode” (a device sometimes used to present numerical computational procedures) does not provide students with the necessary practice or experience. It seemed inevitable that one must choose among the two symbolic languages that presently dominate, maple and mathematica. Each of these languages has its passionate defenders and equally vocal critics, and each has its individual strengths and weaknesses. Moreover, as a practical matter the choice of language depends upon the language that is actu- ally available to the student, and that is often determined by the instructor or the educational institution. This book approaches the language dilemma by developing both languages in paral- lel, thereby giving both the students and their instructor the opportunity to make lan- guage choices that fit their current instructional situation. This approach therefore has features that extend its value to a large population of practicing physicists and engi- neers: it enables those fluent in one of the two languages rapidly to gain proficiency in the other. In addition, the comparative discussion of the two languages helps to identify areas where one has advantages over the other. It is important to realize that skill in symbolic computing cannot be a sub- stitute for an understanding of the related mathematics, and the exposition of this text starts each topic with a discussion of the mathematics involved. To reinforce this point, the Exercises include many that focus on the analytic proper- ties of the quantities involved, and not just on using computers to provide answers. We have in addition placed some emphasis on the use of symbolic computation to explore the content hidden in the underlying mathematics, and have also encouraged students to use symbolic methods to check results obtained by other means. In some areas (e.g., matrix eigenvalue problems, evaluation of inverse Laplace transforms) symbolic computation permits the exploration of a much wider collection of practi- cal examples than would otherwise be possible. Because this is not a reference book or an advanced treatise, we have omitted proofs of some theorems when we believe they are not essential to a basic understanding of the issues involved. This decision enables us to create a text that falls within the time constraints of instructional programs while still including a wide range of useful top- ics. Readers desiring treatment of topics at greater depth may find what they seek in the more comprehensive work by Arfken, Weber, and Harris, Mathematical Methods for Physicists, 7th edition (New York: Academic Press, 2013). PREFACE xiii While a different choice might have been more mathematically elegant, the text has been constructed in a manner that does not require the use of complex vari- able theory (in particular, the residue theorem and contour integration) in the discussion of special functions, especially the gamma function. We do, however, present early in the book and use throughout it the algebra of complex functions, including Euler’s formula for eiθ, de Moivre’s theorem, multiple-valued functions, and formulas for inverse trigonometric functions. There is one technical issue which arises so often that it should be addressed here: The coding that illustrates symbolic computing methods has been written assuming that the user has not defined quantities or procedures that can interfere with the prob- lem under discussion. The presence of potentially interfering definitions is probably the most frequent source of puzzling errors in symbolic computation, and both the instructor and the student need to be cognizant of the need to make computations in a “clean” symbolic environment, obtained either by opening a new computing session or by being vigilant in undefining quantities that are no longer needed or relevant. In general, this text has been prepared in a way such that the background needed for each chapter has been presented in earlier chapters. However, one can omit or delay the study of Chapter 8 (Tensor Analysis), Chapter 12 (Fourier Series), Chapter 13 (Integral Transforms), Chapter 16 (Calculus of Variations), or Chapter 17 (Complex Variable Theory) without much impact on the remainder of the book. On the other hand, it is recommended not to be dismissive of the material in the Appendices. Much of that material is there, not because it is parenthetical, unimportant, or too special- ized, but because it also applies in contexts far removed from that which represented its first use. That material deserves detailed discussion at appropriate points in an instructional program. An examination of the introductory chapter will reveal that the discussion of sym- bolic computing assumes that the student has already gotten the symbolic system running on the computer to be used. An instructor may need to supplement this text by providing instructions as to how to access the symbolic system available to his/her students, how to obtain computer output, and how to preserve and reuse workspaces. The author has benefited from the advice and help of a number of people. Professor Nelson H. F. Beebe of the University of Utah provided invaluable counsel regarding symbolic computing languages, in which he is a recognized expert. At Elsevier, sub- stantial assistance was provided at all stages of the publication process by Editorial Project Manager Jessica Vaughan. The author also gratefully acknowledges the support xiv PREFACE and encouragement of his friend and partner Sharon Carlson. Without her, he might not have had the energy and sense of purpose needed to bring this project to a timely fruition. Additional Information Qualified instructors: See www.textbooks.elsevier.com for the in-depth Instructor’s Guide Chapter 1 COMPUTERS, SCIENCE, AND ENGINEERING Digital computers are revolutionizing the ways in which scientists and engineers can solve numerical problems of practical interest. This fact is well appreciated both in academic institutions and in governmental and industrial laboratories, and over the past half-century research and development organizations have invested tremendous amounts of money and computer personnel into ever larger and faster digital computing environments. These resources permit the solution of problems for whichtherelevantscienceisknown,butwhicharetoocomplicatedtosolveeitherby formal analysis or by hand computation. Typical examples of problems whose study has been made possible by digital computation include: • Engineering problems such as the design of aircraft (requiring the application of compressible fluid mechanics [air] to complicated geometric shapes), • Physics instrumentation problems such as the design of nuclear reactors (re- quiring analysis of heat flow and neutron transport through diverse materials in difficult geometries as well as modeling the nuclear reactions involved), • Modeling of chemical reactions (involving solution of the Schro¨dinger equation for the quantum states of the relevant species and study of the time-dependent dynamics of the reactants and products), • Modeling of the physical properties of materials (involving the simulation of processes such as cracking or fragmentation, time evolution of defects or grain boundaries, and other changes in morphology), • Prediction of electronic or optical properties in complex systems (involving studiesoftheeffectsofbasiccompositionandimpurities,nonlinearresponseto incoming signals, and other effects), • Analysis of the time evolution of the spatial configuration of a large molecular system (examples include biological systems such as the folding processes in proteins, but also the formation or destruction of inanimate structures such as carbon cages or nanotubes). What these processes have in common is that they involve numerical computations thataresolengthyorcomplicatedthattheycannotbedonewithoutusingmachinery to perform the computations and store their results. MathematicsforPhysicalScienceandEngineering. http://dx.doi.org/10.1016/B978-0-12-801000-6.00001-8 1 ©2014ElsevierInc. Allrightsreserved. 2 CHAPTER 1. COMPUTERS, SCIENCE, AND ENGINEERING More recently, accelerating into prominence within the past 25 years, computer software has emerged for carrying out mathematical analyses that are not basically numerical.Softwareforthispurpose,sometimesreferredtoascomputer algebraor symbolic computing, can assist human investigators in exploring the application of more advanced mathematics. Again, we illustrate with a short list: • Conversion of the form of algebraic expressions. These conversions include ex- pansions of products of polynomials, solution of algebraic equations or systems of such equations, and insertion of the explicit form of defined quantities, • Expansions into power series, trigonometric series, asymptotic series, or other types of expansions, • Integration or differentiation of algebraic forms, • Solution of differential or integral equations, • Evaluation and manipulation of special functions, • Plotting and visualization of functions of interest, • Reduction of expressions to numerical form at user-chosen levels of numerical precision. These capabilities are of great importance for both the developers and the users of mathematical methods in science and engineering. Symbolic methods are inherently slower computationally than the purely numerical methods that they supplement, but they are greatly superior for obtaining qualitative understanding of functions and mathematical processes. They also enable the processing of algebraic operations that are too cumbersome or error-prone to be carried out by hand. It is important to realize that the availability of symbolic computing cannot be a substitute for a knowledge of basic mathematical analysis. A computer algebra program only provides answers to the specific mathematical questions asked by the user. At least for the foreseeable future, the choice of mathematical methods for a scienceorengineeringproblemremainsthejobofthescientistorengineer.Itturnsout that this task usually cannot even be turned over to a mathematician. A knowledge of the essence of the scientific problem is ordinarily a prerequisite to its successful solution. This book is not primarily about numerical methods for solving problems in applied mathematics, as that area has reached great sophistication and deserves study as a topic of its own. Rather, our objective here is to introduce the reader tosymboliccomputationtoolsthatwillbeextremelyusefulingainingunderstanding of the mathematical processes and functions that we introduce, while at the same time providing access to standard methods for carrying out numerical calculations. The application of advanced mathematical methods to science and engineering is greatly facilitated by this multifaceted approach, and such an approach is becoming anessentialpartoftheeducationofscientistsandengineers.Accordingly,themission of this introductory chapter is to introduce and develop familiarity with some ideas relevant to symbolic computation, thereby preparing the reader for the use of such systems in the remainder of the book and beyond. 1.1 COMPUTING: HISTORICAL NOTE AlthoughmechanicalmachinestododigitalcomputationdatebackasfarasBabbage (1791–1871) and continued to develop until the mid-20th century (with prominent manufacturers then being Friden, Monroe, and others), one of the key advances that

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