---
jupytext:
  formats: ipynb,md:myst
  text_representation:
    extension: .md
    format_name: myst
    format_version: 0.13
    jupytext_version: 1.13.6
kernelspec:
  display_name: Python 3 (phys-571)
  language: python
  name: phys-571
---

```{code-cell}
:tags: [hide-cell]
%pylab inline
import numpy as np, matplotlib.pyplot as plt
```

(sec:ClassLog)=
# Class Log - 2025

These are notes about what we did in class in the Fall 2025 offering of the
course.

## Mon 1 Dec 2025
* Multi-pole Expansion.

## Wed 12 Nov 2025
* Discussed the catenary problem (hanging chain).  See [Classical Mechanics Notes on
  Functional Derivatives][] for complete details.
* Also discussed the Legendre-Fenchel
  transform for a saturating equation of state (see [Classical Mechanics Notes on
  Droplets][] for details).
  
Morals:
1. Look for analogies with Classical Mechanics where you have intuition and rich
   tools.
2. Look for symmetries.  In this case, the functional was lacking a variable, leading
   directly to a conservation law.

  
[Classical Mechanics Notes on Functional Derivatives]: <https://physics-521-classical-mechanics-i.readthedocs.io/en/latest/ClassNotes/FunctionalDerivatives.html>
[Classical Mechanics Notes on Droplets]: <https://physics-521-classical-mechanics-i.readthedocs.io/en/latest/ClassNotes/Droplets.html>

## Mon 10 Nov 2025
* Calculus of Variations.  Introduced the catenary problem (hanging chain).  See
  [Classical Mechanics Notes on Functional Derivatives][] for complete details.

## Fri 7 Nov
* Central limit theorem.  (See {ref}`sec:RG-RandomWalks` for details.)
* Monte-Carlo integration.  Importance sampling.  Metropolis algorithm.

## Wed 5 Nov
* Bayesian analysis.  See {ref}`sec:BayesianAnalysis` for details.

## Mon 3 Mov 2025
* Probability.
* Monte Hall problem.
* Bayes theorem.
* Meaning of $\chi^2$ fitting as Bayesian analysis with a flat (uninformed) prior and
  gaussian errors.


## Fri 24 Oct 2025
* Euler-Maclaurin Formula.
* Mobius transformation.
* Group theory review (Bosons and Fermions).

## Wed 22 Oct 2025
* Perturbation theory and Asymptotic Series.
* Mittag-Lefler Theorem and $\zeta(2k)$.

## Mon 20 Oct 2025
* Orthogonal Polynomials.
* Stone-Weierstrass Theorem.
* Gaussian Quadrature.
* Bernoulli Numbers.

## Fri 17 Oct 2025

* Saddle-point integration and the gamma function $z! = \int_0^{\infty} t^ze^{-t}\d{t}$.

## Wed 15 Oct 2025
* \begin{gather*}
    \int_0^{\infty} \frac{\sin x}{x}\d{x}
  \end{gather*}

## Mon 13 Oct 2025
Mostly covered stuff in {ref}`sec:ComplexAnalysis`.
* $\sin(1+\I)$.
* $27^{1/3}$ (all values).
* Fundamental theorem of algebra.
* Radius of convergence of $G(x) = 1/(1-x^2)$ and $H(x) = 1/(1+x^2)$.
* Analytic continuation of $1/(1-x)$ to $x<-1$.
* {ref}`sec:ComplexDerivatives`.
* {ref}`sec:ContourIntegrals`.
* {ref}`sec:Residues`.

  
## Fri 10 Oct 2025
* Review of Green's Functions.
* Complex Analysis.
* Complex numbers.
  \begin{gather*}
    z = x + \I y = r e^{\I\theta}.\\
    \frac{1}{1-\I} = \frac{1}{1-\I}\frac{1+\I}{1+\I}
                   = \frac{1+\I}{1-(\I)^2} = \frac{1}{2} + \frac{1}{2}\I.\\
    e^{z} = \sum_{n=0}^{\infty} \frac{z^n}{n!}, \qquad
    \ln(z) = \Log(z) + 2\pi \I n.\\
    e^{x+\I y} = e^{x}e^{\I y} = e^{x}(\cos y + \I \sin y).\\
    z^w = (e^{\ln(z)})^w = e^{w\ln(z)} = e^{w\Log(z) + 2\pi \I n w}.
  \end{gather*}
* Multifunctions (Riemann sheets).
  * $\ln z$ vs $\Log(z)$.
  * $e^z$ vs $(2.718\dots)^z$.
  * Clausen's Paradox: $(e^a)^b = e^{ab} \implies 1 = e^{-2\pi}$ for $a=2\pi \I$ and
    $b=\I$.  Resolved by defining $(e^a)^b = e^{b \ln e^a} = e^{b (a + 2\pi \I n)}$.
    Then $(e^{2\pi \I})^{\I} = e^{\I(2\pi \I + 2\pi \I n)}$, which gives $1^\I = e^{0}$
    for $n=-1$ as we normally expect.


## Wed 8 Oct 2025

* Green's Functions:  For alternative approaches and discussions, see [The Pendulum][].
  (Please read.)

[The Pendulum]: <https://physics-521-classical-mechanics-i.readthedocs.io/en/latest/ClassNotes/ThePendulum.html#the-pendulum>

## Mon 6 Oct 2025
* Midterm Exam 1

## Wed 1 Oct 2025
* Review of updated notes on {ref}`sec:Frobenius`.
* General discussion about PDEs: see {ref}`sec:PDEs` for details.

## Mon 29 Sept 2025
* Discussion of linear algebra, change of bases, and Dirac notation.

## Fri 26 Sept 2025
* Discussion of {ref}`sec:SturmLiouville`.

## Wed 24 Sept 2025
* Discussion of {ref}`sec:ODEs`.

## Mon 22 Sept 2025
* Introduction of {ref}`sec:ODEs`.

## Fri 19 Sept 2025
* Discussion of {ref}`sec:Tensors`.

## Wed 17 Sept 2025
* Discussion of {ref}`sec:Tensors`.

## Mon 15 Sept 2025
* Introduction to {ref}`sec:Tensors`.

## Fri 12 Sept 2025
* Helmholtz Decomposition.
* Question: What does the following matrix do?
  \begin{gather*}
    \mat{M} = \begin{pmatrix}
      1 & 1\\
      1 & 0
    \end{pmatrix}.
  \end{gather*}
  This corresponds to the coordinate transformation
  \begin{gather*}
    x' = x+y, \qquad
    y' = x
  \end{gather*}
  Find the eigenvalues and eigenvectors as quickly as possible.  Note that $\mat{M}$ is
  hermitian.
* Matrix factorization.
  * $UDV^\dagger$: Singular Value Decomposition (SVD).
    * Example: Entanglement (Schmidt decomposition)

Did not get to the following:
* Hermitian vs self-adjoint.  Use finite difference operator as example.
* $L_2$ (see {cite}`Hassani:2013` chapter 7, Thms. 7.2.1-7.2.3
  * Riesz-Fischer: $\mathcal{L}^2_{w}(a,b)$ is complete.
  * All complete inner product spaces with countable bases are isomorphic to
    $\mathcal{L}^2_{w}(a,b)$.
  * Stone-Weierstrass: $\bigl\{x^n \mid n \in \{0, 1, 2, \dots\}\bigr\}$ forms a basis
    for $\mathcal{L}^2_{w}(a,b)$.
* Pauli matrices.
* Start on Tensors / Differential Geometry.
  * Metric.  Curvilinear coordinates.  Jacobian.

## Wed 10 Sept 2025
* Angular momentum.
* Jacobian.
* Differential forms.  All vector derivative identities come from
  \begin{gather*}
    \int_{V} \d{f} = \int_{\partial V} f\\
    \int_{L}f'(x)\d{x} = \int_{\partial L} f(x) = f(L_1) - f(L_0),\\
    \int_{V}\vect{\nabla}\cdot \vect{F}\d^{3}x = \int_{\partial V} \vect{F}\cdot\d^2{\vect{A}},\\
    \int_{A}(\vect{\nabla}\times\vect{F})\cdot\d^{2}\vect{A} = \int_{\partial A} \vect{F}\cdot\d{\vect{l}}.
  \end{gather*}
* Operators representing conserved quantities generate the corresponding symmetry
  transformations:
  \begin{gather*}
    e^{\tau\op{H}/\I\hbar}\psi(t)  = \psi(t + \tau),\\
    e^{\vect{\lambda}\cdot\op{\vect{p}}/\I\hbar}\psi(\vect{x})
    = \psi(\vect{x} - \vect{\lambda}),\\
    e^{\vect{\theta}\cdot\op{\vect{L}}/\I\hbar}\psi(\vect{x})
    = \psi(\mat{R}_\vect{\theta}^{-1}\vect{x}), \qquad
    \mat{R}_{\vect{\theta}} = e^{\mat{\vect{\theta}\times}}.
  \end{gather*}

## Mon 8 Sept 2025
* Discussion of vectors as curves, and some of the meaning of things like div, grad, and
  curl.  (Incomplete)
* Types of linear transforms: Scaling, Rotation, Shears.
* Hermitian matrices have a complete orthonormal basis.
* Completeness
  \begin{gather*}
    \mat{1} = \sum_{n}\ket{n}\bra{n}
            = \int \ket{x}\bra{x}\d{x} 
            = \int \ket{k}\bra{k}\frac{\d{k}}{2\pi}, \qquad
    \braket{x|k} = e^{\I k x},
  \end{gather*}
  *(using my normalizations)*.
* Show that this gives the Fourier transform:
  \begin{gather*}
    \psi_k = \braket{k|\psi} = \braket{k|\mat{1}|\psi} 
           = \int\braket{k|x}\braket{x|\psi}\d{x}
           = \int e^{-\I k x}\psi(x)\d{x}
  \end{gather*}
* Jordan Normal Form
* SVD
* Question: What does the following matrix do?
  \begin{gather*}
    \mat{M} = \begin{pmatrix}
      1 & 1\\
      1 & 0
    \end{pmatrix}.
  \end{gather*}
  This corresponds to the coordinate transformation
  \begin{gather*}
    x' = x+y, \qquad
    y' = x
  \end{gather*}

## Fri 5 Sept 2025
* Rotation matrices.
* Linear approximations.
* Quick overview of Groups and Lie Algebras.

## Wed 3 Sept 2025
* Levi-Civita symbol.
* Vectors and matrices, especially projection operators.



## Fri 29 Aug 2025

```{code-cell}
:tags: [margin, hide-input]
# Numerical check
import numpy as np, matplotlib.pyplot as plt
rng = np.random.default_rng(seed=2)
Ns = 100000
x = rng.normal(0.5, 0.25, size=Ns)
a = 1.0
z = x - a
fig, ax = plt.subplots(1, 1, figsize=(4,3))
kw = dict(bins=int(np.sqrt(Ns)/2), density=True, histtype="step")
ax.hist(x, linestyle='-', label="$p(x)$", **kw)
ax.hist(z, linestyle='--', label="$p_z(z)$", **kw)
ax.hist(x**2, linestyle=':', label="$p_{x^2}(x^2)$", **kw)
ax.legend()
ax.set(xlabel="$x$, $z$", ylabel="PDF");
```
:::{margin}
Here $p(x)$ is a gaussian with mean $\mu=0.5$ and standard deviation $\sigma_x = 0.25$ (solid),
along with the PDFs of $z = x-1.0$ (dashed) is shift and the PDF of $x^2$ (dotted) is
quite different.  The latter is a $\chi^2$ distribution.
:::
Problem for the day (from Wed):  **Given a random variable $x$ with PDF $p(x)$, what is
the PDF $p_z(z)$ for $z = f(x)$?**

For example, if $f(x) = x-a$, then you should find $p_z(z) = p(z+a)$.



**plan**

* Gram-Schmidt:
* Mentioned that functions are vectors.
  \begin{gather*}
    \braket{f|g} = \int \d{x} f^*(x) g(x) \textcolor{green}{w(x)}.
  \end{gather*}
  Unifies fourier, orthogonal polynomials, many special functions, etc.

* Some power series:
  \begin{gather*}
    \ln(1-x) = x + \frac{x^2}{2} + \cdots + \frac{x^{n}}{n} + \cdots.\\
  \end{gather*}
* Dirac delta function.  Distribution.
* Finite differences.

## Wed 27 Aug 2025

Discussion of adding errors in quadrature: I.e., exactly what it means to say that if $x
= \bar{x} \pm \sigma_x$ and $y = \bar{y} \pm \sigma_y$, then
\begin{gather*}
  z = x + y = \overbrace{\bar{x} + \bar{y}}^{\bar{z}} 
          \pm \overbrace{\sqrt{\sigma_x^2 + \sigma_y^2}}^{\sigma_z}.
\end{gather*}


Demonstrate that if $x$ and $y$ are independent random variables with PDFs $p_x(x)$ and
$p_y(y)$, then $z = x+y$ has PDF
\begin{gather*}
  p_z = p_x * p_y, \qquad 
  p_z(z) = \iint\!\d{x}\d{y}\; \delta\bigl(z - (x+y)\bigr)p_x(x)p_y(y)
         = \int\!\d{y}\;p_x(z-y)p_y(y),
\end{gather*}
I.e., $p_z$ is the [convolution][] of $p_x$ and $p_y$.

Mentioned (no derivation) the following logic:
1. $x = \bar{x} \pm \sigma_x$ means $x \sim \mathcal{N}_{\mu=\bar{x}, \sigma=\sigma_x}$
   is normally distributed with mean $\bar{x}$ and standard deviation $\sigma_x^2$.
2. The PDF $p_x(x)$ is thus a gaussian with variance $\sigma_x^2$.
3. The Fourier transform of this is also a gaussian with variance $1/\sigma_x^2$.  (This
   is a manifestation of the uncertainty principal.)
4. The [convolution theorem][] tells us that the Fourier transform of $p_z = p_x*p_y$ is
   just the project of the Fourier transforms:
   \begin{gather*}
     \mathcal{F}(p_z) = \mathcal{F}(p_x)\mathcal{F}(p_y).
   \end{gather*}
5. The PDF $p_z(z)$ is thus a gaussian with covariance $\sigma_z^2 = \sigma_x^2 +
   \sigma_y^2$: i.e. the **covariances add**.  This follows directly from the fact that
   \begin{gather*}
     \mathcal{F}(p_{x}) \propto e^{-k^2 \sigma_{x}^2/2}, \qquad
     \mathcal{F}(p_{z}) = \mathcal{F}(p_{x})\mathcal{F}(p_{y})
                        \propto e^{-k^2 \sigma_{x}^2/2} e^{-k^2 \sigma_{x}^2/2} 
                              = e^{-k^2 (\sigma_{x}^2 + \sigma_y^2)/2}.
   \end{gather*}

Mentioned that even for non-Gaussian variables, the covariances add $\sigma_z^2 =
\sigma_x^2 + \sigma_y^2$, but that the shape of the distribution might change.

Mentioned that this also holds for linear transformations $z = ax + by +c$.  Since every
"nice" function is approximately linear if you zoom in far enough, once you have small
enough errors you can use the quadrature rule.  But don't forget the limitations:
1. The errors are small enough that the function is linear over the range of errors.
2. The errors are independent.
3. The errors are gaussian. *(Not strictly needed, but implicit in the notation $\mu\pm \sigma$.

* Mentioned the [Weierstrass M-test][] and [Abel's test][], discussed Cauchy
  convergence, and how limits might not exist, e.g., the real numbers (with cardinality
  $\aleph_1$: i.e. uncountable) can be formed as the collection of convergent Cauchy
  sequences of rational numbers (which have cardinality $\aleph_0$: i.e. countable).


[convolution]: <https://en.wikipedia.org/wiki/Convolution>
[convolution theorem]: <https://en.wikipedia.org/wiki/Convolution_theorem>
[Weierstrass M-test]: <https://en.wikipedia.org/wiki/Weierstrass_M-test>
[Abel's test]: <https://en.wikipedia.org/wiki/Abel's_test>

## Mon 25 Aug 2025

* Inner product spaces: Some confusion. (E.g. Notion of angle in complex spaces?)
* Discussion of matrices and vectors.  $(\mat{A}\mat{B})^\dagger = \mat{B}^\dagger\mat{A}^\dagger$.
* Index notation to make sure:
  \begin{gather*}
    [(\mat{A}\mat{B})^\dagger]_{ik} = A_{kj}^*B_{ji}^*
    = B_{ji}^*A_{kj}^*
    = [\mat{B}^\dagger]_{ij}[\mat{A}^\dagger]_{jk}
    = [\mat{B}^\dagger\mat{A}^\dagger]_{ik}.
  \end{gather*}


## Fri 22 Aug 2025

* Feynman's differentiation trick.
* Series, convergence.
* Review of better method of series convergence: integral test + generalized ratio
  test.  See notes in {ref}`sec:MathematicalPreliminaries`.

* Alternating series that are not absolutely convergent can sum to anything.
* Mentioned that functions are vectors.
  \begin{gather*}
    \braket{f|g} = \int \d{x} f^*(x) g(x) \textcolor{green}{w(x)}.
  \end{gather*}

  Unifies fourier, orthogonal polynomials, many special functions, etc.

## Wed 20 Aug 2025

* Introductions.
* Technical problem: Are the following limits convergent or divergent?

  \begin{gather*}
    u_{n} = \frac{1}{n^s (\ln n)^t}, \qquad
    \lim_{N\rightarrow\infty}\int^{N} u_n\d{n}, \qquad
    \lim_{n\rightarrow\infty} \frac{u{n+1}}{u_{n}}.
  \end{gather*}

* Quick review of linear algebra.
  * Need review of Inner Product Spaces, SVD, etc.
* Did the matrix exponential:
  \begin{gather*}
    e^{\mat{M}} = \lim_{N\rightarrow \infty} \sum_{n=0}^{N} \frac{\mat{M}^{n}}{n!}
  \end{gather*}
* Discussed how to learn: how I learn.
* Quick review of Syllabus, reading assignment.
