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Mathematical Methods for the Physical Sciences II

Mathematical Methods for the Physical Sciences II continues the development of advanced mathematical techniques used throughout modern physics. Building on the analytical framework established in the first course, students study orthogonality, multivariable integration, vector calculus theorems, and advanced methods for differential equations.

The course emphasizes mathematical structures that arise naturally in physics, including inner product spaces, orthogonal projections, integral theorems of vector calculus, and transform methods for solving differential equations. These tools provide the mathematical foundation for analyzing electromagnetic fields, wave phenomena, dynamical systems, and statistical models encountered in advanced physics courses.

Overview

Outcomes

Content

The course begins with the theory of projections in inner product spaces. Students study norms, inner products, orthogonality, and orthogonal complements in vector spaces over the real and complex numbers. Techniques such as orthogonal projections, the Gram–Schmidt process, and QR factorization allow vectors to be decomposed into orthogonal components. These ideas play a role in Fourier analysis, signal decomposition, and numerical methods used in physical simulations.

Students then explore quadratic forms and the diagonalization of symmetric matrices. The spectral theorem provides a geometric interpretation of symmetric transformations and leads to techniques for analyzing energy functions and stability in physical systems. Singular value decomposition is also introduced as a powerful matrix factorization with applications in numerical modeling and data analysis.

Applications of linear algebra follow, including least-squares methods for solving overdetermined systems. These methods arise when fitting theoretical models to experimental data and when approximating solutions to physical equations.

The course then develops multivariable integration in three dimensions. Students compute triple integrals over general regions and apply coordinate transformations such as cylindrical and spherical coordinates. These techniques allow physicists to compute quantities such as mass distributions, charge densities, and gravitational or electric potentials.

Students next study line integrals and surface integrals of scalar and vector fields. Concepts such as circulation, flux, and path independence lead to the fundamental theorems of vector calculus, including Green’s theorem, the divergence theorem, and Stokes’ theorem. These results form the mathematical framework underlying conservation laws and the differential and integral formulations of electromagnetic theory.

Applications of multivariable calculus follow, including vector mechanics and optimization. Students analyze motion using vector-valued functions, apply Newton’s second law to systems in the plane, and study work–energy relationships. Multiple integrals are used to compute mass, centers of mass, moments of inertia, and other physical quantities.

The course then returns to differential equations, extending earlier techniques to systems of linear differential equations. Students analyze dynamical systems using eigenvalues, phase portraits, and matrix methods, which appear in models of interacting systems such as coupled oscillators or predator–prey dynamics.

Laplace transforms are introduced as a powerful tool for solving linear differential equations with discontinuous inputs or initial conditions. Boundary value problems and Fourier series are then developed, providing mathematical techniques used to solve differential equations describing heat flow, vibrating strings, wave propagation, and other physical phenomena.

The course concludes with numerical methods for differential equations and advanced probability topics. Students analyze the accuracy and stability of numerical schemes used in computational physics and study multivariate probability distributions and the central limit theorem, which appear in statistical physics and experimental analysis.

Upon successful completion of this course, students will have mastered the following:

By the end of this course, students will be able to:

1.
Projections
25 topics
1.1. Inner Products
1.1.1. The Dot Product in N-Dimensional Euclidean Space
1.1.2. The Norm of a Vector in N-Dimensional Euclidean Space
1.1.3. Inner Product Spaces
1.1.4. The Inner Product in Vector Spaces Over the Complex Numbers
1.1.5. The Norm of a Vector in Inner Product Spaces
1.2. Orthogonality
1.2.1. Orthogonal Vectors in Euclidean Spaces
1.2.2. Orthogonal Vectors in Inner Product Spaces
1.2.3. The Cauchy-Schwarz Inequality and the Angle Between Two Vectors
1.2.4. The Pythagorean Theorem and the Triangle Inequality
1.2.5. Orthogonal Complements
1.2.6. Orthogonal Sets in Euclidean Spaces
1.2.7. Orthogonal Sets in Inner Product Spaces
1.2.8. Orthogonal Matrices
1.2.9. Orthogonal Linear Transformations
1.2.10. The Four Fundamental Subspaces of a Matrix
1.3. Orthogonal Projections
1.3.1. Projecting Vectors Onto One-Dimensional Subspaces
1.3.2. The Components of a Vector with Respect to an Orthogonal or Orthonormal Basis
1.3.3. Projecting Vectors Onto Subspaces in Euclidean Spaces (Orthogonal Bases)
1.3.4. Projecting Vectors Onto Subspaces in Euclidean Spaces (Arbitrary Bases)
1.3.5. Projecting Vectors Onto Subspaces in Euclidean Spaces (Arbitrary Bases): Applications
1.3.6. Projection Matrices, Linear Transformations and Their Properties
1.3.7. Projecting Vectors Onto Subspaces in Inner Product Spaces
1.4. Orthogonalization Processes
1.4.1. The Gram-Schmidt Process for Two Vectors
1.4.2. The Gram-Schmidt Process in the General Case
1.4.3. QR Factorization
2.
Quadratic Forms
15 topics
2.5. Diagonalization of Symmetric Matrices
2.5.1. Diagonalization of 2x2 Symmetric Matrices
2.5.2. Diagonalization of 3x3 Symmetric Matrices
2.5.3. The Spectral Theorem
2.6. Quadratic Forms
2.6.1. Bilinear Forms
2.6.2. Quadratic Forms
2.6.3. Change of Variables in Quadratic Forms
2.6.4. Positive-Definite and Negative-Definite Quadratic Forms
2.6.5. Constrained Optimization of Quadratic Forms
2.6.6. Constrained Optimization of Quadratic Forms: Determining Where Extrema are Attained
2.7. Singular Value Decomposition
2.7.1. The Singular Values of a Matrix
2.7.2. Computing the Singular Values of a Matrix
2.7.3. Singular Value Decomposition of 2x2 Matrices
2.7.4. Singular Value Decomposition of 2x2 Matrices With Zero or Repeated Eigenvalues
2.7.5. Singular Value Decomposition of Larger Matrices
2.7.6. Singular Value Decomposition and the Pseudoinverse Matrix
3.
Applications of Linear Algebra
4 topics
3.8. Linear Least-Squares Problems
3.8.1. The Least-Squares Solution of a Linear System (Without Collinearity)
3.8.2. The Least-Squares Solution of a Linear System (With Collinearity)
3.8.3. Finding a Least-Squares Solution Using QR Factorization
3.8.4. Weighted Least-Squares
4.
Multiple Integrals
17 topics
4.9. Triple Integrals
4.9.1. Repeated Integrals in Three Dimensions
4.9.2. Triple Integrals Over Rectangular Domains
4.9.3. Type I, II, and III Regions in Three-Dimensional Space
4.9.4. Triple Integrals Over Type I Regions
4.9.5. Triple Integrals Over Type II Regions
4.9.6. Triple Integrals Over Type III Regions
4.9.7. Calculating Volumes of Solids Using Triple Integrals
4.9.8. Changing the Order of Integration in Triple Integrals: Changing Projection
4.9.9. Changing the Order of Integration in Triple Integrals: Changing Region
4.10. Change of Variables for Triple Integrals
4.10.1. Cylindrical Polar Coordinates
4.10.2. Surfaces in Cylindrical Polar Coordinates
4.10.3. Spherical Polar Coordinates
4.10.4. Surfaces in Spherical Polar Coordinates
4.10.5. The Multivariable Chain Rule With Polar Coordinates
4.10.6. Triple Integrals in Cylindrical Polar Coordinates
4.10.7. Triple Integrals in Spherical Polar Coordinates
4.10.8. Computing Triple Integrals Using a Change of Variables
5.
Line Integrals
29 topics
5.11. Line Integrals of Scalar Functions
5.11.1. Line Integrals of Scalar Functions
5.11.2. Properties of Line Integrals of Scalar Functions
5.11.3. Line Integrals of Scalar Functions Over Paths Expressed as Functions of X
5.11.4. Line Integrals of Scalar Functions Over Paths Expressed as Functions of Y
5.12. Line Integrals of Scalar Functions Over Parametric Curves
5.12.1. Line Integrals of Scalar Functions Over Line Segments
5.12.2. Line Integrals of Scalar Functions Over Circles
5.12.3. Line Integrals of Scalar Functions Over Ellipses
5.12.4. Further Properties of Line Integrals of Scalar Functions
5.12.5. Line Integrals of Scalar Functions Over Polar Curves
5.13. Line Integrals With Respect to X and Y
5.13.1. Line Integrals With Respect to X and Y
5.13.2. Properties of Line Integrals With Respect to X and Y
5.13.3. Sums of Line Integrals With Respect to X and Y Over Parametric Curves
5.13.4. Sums of Line Integrals With Respect to X and Y
5.14. Line Integrals of Vector-Valued Functions
5.14.1. Line Integrals of Vector-Valued Functions Over Parametric Curves
5.14.2. Line Integrals of Vector-Valued Functions Over General Curves
5.14.3. Interpreting Line Integrals of Vector-Valued Functions
5.14.4. Properties of Line Integrals of Vector-Valued Functions
5.14.5. The Fundamental Theorem for Line Integrals
5.14.6. Path Independence of Line Integrals
5.15. Circulation and Flux
5.15.1. Outward-Pointing Unit Normal Vectors in 2D
5.15.2. Circulation
5.15.3. Flux in Two-Dimensional Vector Fields
5.15.4. Calculating Flux in Two-Dimensional Vector Fields
5.15.5. Source-Free Vector Fields
5.16. Green's Theorem
5.16.1. Introduction to Green's Theorem
5.16.2. Green's Theorem in Polar Coordinates
5.16.3. Using Green's Theorem to Calculate Area
5.16.4. Extending Green's Theorem
5.16.5. Green's Theorem in Flux Form
6.
Surface Integrals
20 topics
6.17. Parametric Surfaces
6.17.1. Parametric Surfaces
6.17.2. Tangent Planes to Parametric Surfaces
6.17.3. Parametrizations of Ellipsoids and Cones
6.17.4. Parametrizations of Paraboloids and Hyperboloids
6.17.5. Parametrizations of Cylinders
6.18. Surface Area
6.18.1. Surface Areas of Revolution: Rotation About the X-Axis
6.18.2. Surface Areas of Revolution: Rotation About the Y-Axis
6.18.3. Surface Areas of Revolution for Parametric Curves
6.18.4. Areas of Parametric Surfaces
6.18.5. Surfaces of Revolution
6.18.6. Areas of Surfaces
6.19. Surface Integrals
6.19.1. Surface Integrals Over Parametric Surfaces
6.19.2. Surface Integrals Over Cartesian Surfaces
6.19.3. Flux in Three-Dimensional Vector Fields
6.19.4. Flux Through Closed Surfaces
6.19.5. Calculating Flux Through Parametric Surfaces
6.19.6. Calculating Flux Through Cartesian Surfaces
6.19.7. Calculating Flux Through Closed Surfaces
6.19.8. The Divergence Theorem
6.19.9. Stokes' Theorem
7.
Applications of Multivariable Calculus
22 topics
7.20. Vector Mechanics
7.20.1. Velocity and Acceleration as Functions of Displacement
7.20.2. Determining Properties of Objects Described as Functions of Displacement
7.20.3. The Components of Acceleration
7.20.4. Newton's Second Law
7.20.5. Applying Newton's Second Law in the Plane
7.20.6. The Work-Energy Principle
7.20.7. Circular Motion About the Origin
7.21. Optimization
7.21.1. Global vs. Local Extrema and Critical Points of Multivariable Functions
7.21.2. The Second Partial Derivatives Test
7.21.3. Calculating Global Extrema of Multivariable Functions
7.21.4. Lagrange Multipliers With One Constraint
7.21.5. Lagrange Multipliers With Multiple Constraints
7.21.6. Optimizing Multivariable Functions Using Lagrange Multipliers
7.22. Applications of Multiple Integrals
7.22.1. The Average Value of a Multivariable Function
7.22.2. Density, Mass, and Charge of Plane Laminas
7.22.3. Moments and Center of Mass
7.22.4. Moments and Centers of Mass of Thin Rods
7.22.5. Moments and Centers of Mass of Plane Laminas
7.22.6. Moments of Inertia of Laminas About the Coordinate Axes
7.22.7. Moments of Inertia of Laminas About Other Axes
7.22.8. Calculating the Radius of Gyration of a Plane Lamina
7.22.9. The Parallel Axis Theorem
8.
Systems of Differential Equations
27 topics
8.23. Systems of ODEs
8.23.1. Introduction to Systems of Linear ODEs
8.23.2. Expressing Homogeneous ODEs as First-Order Systems
8.23.3. Expressing Inhomogeneous ODEs as First-Order Systems
8.23.4. Linear Independence for Homogeneous Systems of ODEs
8.23.5. General Solutions of First-Order Linear Systems of ODEs
8.24. Solving Systems of Linear ODEs
8.24.1. Solving Decoupled Homogeneous Systems of ODEs
8.24.2. Solving Homogeneous Systems of ODEs With Distinct Eigenvalues
8.24.3. Solving Homogeneous Systems of ODEs With Distinct Eigenvalues and Initial Conditions
8.24.4. Solving Homogeneous Systems of ODEs With Repeated Eigenvalues
8.24.5. Solving Homogeneous Systems of ODEs With Complex Eigenvalues
8.24.6. Solving Inhomogeneous Systems of ODEs
8.25. Phase Portraits for Systems of Linear ODEs
8.25.1. Phase Planes and Phase Portraits
8.25.2. Equilibrium Points and Stability for Systems of ODEs
8.25.3. Phase Portraits for Decoupled Linear Systems
8.25.4. Phase Portraits for Linear Systems With Real Distinct Eigenvalues
8.25.5. Phase Portraits for Linear Systems With Repeated Eigenvalues
8.25.6. Phase Portraits for Linear Systems With Zero Eigenvalues
8.25.7. Phase Portraits for Linear Systems With Complex Eigenvalues
8.25.8. Shifted Systems of ODEs
8.25.9. Linear Approximations Near Equilibria
8.26. Solving Systems of ODEs Using Matrix Methods
8.26.1. Matrix Exponentials
8.26.2. Fundamental Matrices
8.26.3. Solving Homogeneous Systems of ODEs Using Matrix Methods
8.26.4. Solving Inhomogeneous Systems of ODEs Using Matrix Methods
8.26.5. Solving Systems of ODEs Using Variation of Parameters
8.27. Modeling With Systems of Linear ODEs
8.27.1. The Lotka-Volterra Predator-Prey Model
8.27.2. The Lotka-Volterra Model With Carrying Capacity
9.
Laplace Transforms
18 topics
9.28. Laplace Transforms
9.28.1. The Unit Step Function
9.28.2. The Floor and Ceiling Functions
9.28.3. Piecewise Continuity
9.28.4. Introduction to Laplace Transforms
9.28.5. Linearity of Laplace Transforms
9.28.6. Laplace Transforms of Piecewise Continuous Functions
9.28.7. The Smoothness Property of Laplace Transforms
9.28.8. Laplace Transforms of Derivatives
9.28.9. Laplace Transforms of Integrals
9.28.10. The First Shifting Theorem of Laplace Transforms
9.28.11. The Second Shifting Theorem of Laplace Transforms
9.28.12. Inverse Laplace Transforms
9.29. Solving Linear ODEs Using Laplace Transforms
9.29.1. Solving First-Order ODEs Using Laplace Transforms
9.29.2. Solving First-Order ODEs With Time-Delayed Forcing Using Laplace Transforms
9.29.3. Solving Second-Order ODEs Using Laplace Transforms
9.29.4. Solving Second-Order ODEs With Time-Delayed Forcing Using Laplace Transforms
9.29.5. Solving Homogeneous Systems of ODEs Using Laplace Transforms
9.29.6. Solving Inhomogeneous Systems of ODEs Using Laplace Transforms
10.
Boundary Value Problems
14 topics
10.30. Boundary Value Problems
10.30.1. Introduction to Boundary Value Problems
10.30.2. Second-Order Homogeneous Boundary Value Problems
10.30.3. Second-Order Inhomogeneous Boundary Value Problems
10.30.4. Eigenvalues and Eigenfunctions of Homogeneous BVPs
10.31. Fourier Series
10.31.1. Introduction to Fourier Series
10.31.2. Properties of Fourier Series
10.31.3. Fourier Sine Series
10.31.4. Fourier Cosine Series
10.31.5. Fourier Series of Arbitrary Period
10.31.6. Convergence of Fourier Series
10.31.7. Differentiating and Integrating Fourier Series
10.31.8. Solving ODEs Using Fourier Series
10.31.9. Solving IVPs Using Fourier Series
10.31.10. Solving BVPs Using Fourier Series
11.
Approximating Solutions to Differential Equations
16 topics
11.32. Euler's Method
11.32.1. Euler's Method: Calculating One Step
11.32.2. Euler's Method: Calculating Multiple Steps
11.32.3. The Modified Euler Method
11.32.4. Euler's Method for Systems of ODEs
11.32.5. Euler's Method for Second-Order ODEs
11.33. Higher-Order Numerical Methods
11.33.1. The RK4 Method
11.33.2. The ABM2 Method
11.34. Implicit Numerical Methods
11.34.1. The Implicit Euler Method
11.34.2. The Trapezoidal Method
11.34.3. Newton's Method
11.34.4. Using the Implicit Euler Method With Newton's Method
11.34.5. Using the Trapezoidal Method With Newton's Method
11.35. Analyzing Numerical Methods
11.35.1. Big-O Notation
11.35.2. Error in Numerical Methods
11.35.3. Order of Numerical Methods
11.35.4. Stability of Numerical Methods
12.
Combining Random Variables
25 topics
12.36. Distributions of Two Continuous Random Variables
12.36.1. Joint Distributions for Continuous Random Variables
12.36.2. Marginal Distributions for Continuous Random Variables
12.36.3. Independence of Continuous Random Variables
12.36.4. Conditional Distributions for Continuous Random Variables
12.36.5. The Joint CDF of Two Continuous Random Variables
12.36.6. Properties of the Joint CDF of Two Continuous Random Variables
12.36.7. The Bivariate Normal Distribution
12.37. Combining Normal Random Variables
12.37.1. Combining Two Normally Distributed Random Variables
12.37.2. Combining Multiple Normally Distributed Random Variables
12.37.3. I.I.D Normal Random Variables
12.38. Expectation for Multivariate Distributions
12.38.1. Expected Values of Sums and Products of Random Variables
12.38.2. Variance of Sums of Independent Random Variables
12.38.3. Computing Expected Values From Joint Distributions
12.38.4. Conditional Expectation for Discrete Random Variables
12.38.5. Conditional Variance for Discrete Random Variables
12.38.6. The Rule of the Lazy Statistician for Two Random Variables
12.39. Covariance of Random Variables
12.39.1. The Covariance of Two Random Variables
12.39.2. Variance of Sums of Random Variables
12.39.3. The Covariance Matrix
12.39.4. The Correlation Coefficient for Two Random Variables
12.40. The Central Limit Theorem
12.40.1. The Sample Mean
12.40.2. Sampling Distributions
12.40.3. Variance of Sample Means
12.40.4. Sample Means From Normal Populations
12.40.5. The Central Limit Theorem