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Emanuele Pesaresi

OVERVIEW

This advanced course offers a rigorous exploration of the following pivotal mathematical disciplines: Calculus of Variations, Integral Transforms, Tensor Analysis, Complex Analysis (with a focus on Residue Theorems), intuition behind path integrals and Quantization of a classical theory, and a final part on constrained optimization problems. Designed for professionals, researchers, and students in mathematics, physics, engineering, and related fields, this course provides the theoretical foundations and practical techniques necessary to solve complex problems across a variety of disciplines.

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OVERVIEW

This advanced course offers a rigorous exploration of the following pivotal mathematical disciplines: Calculus of Variations, Integral Transforms, Tensor Analysis, Complex Analysis (with a focus on Residue Theorems), intuition behind path integrals and Quantization of a classical theory, and a final part on constrained optimization problems. Designed for professionals, researchers, and students in mathematics, physics, engineering, and related fields, this course provides the theoretical foundations and practical techniques necessary to solve complex problems across a variety of disciplines.

What You Will Learn:

  • Calculus of Variations: Delve into the principles of optimizing functionals, essential for understanding the behavior of systems in physics, engineering, and economics. Master techniques such as Euler-Lagrange equations, boundary conditions, and their applications in mechanics.

  • Integral Transforms: Gain proficiency in Laplace, Fourier, and other integral transforms, which are powerful tools for solving differential equations and analyzing signals. Learn how to apply these transforms to simplify and solve complex mathematical problems.

  • Tensor Analysis: Explore the theory and applications of tensors, which are indispensable in the study of continuum mechanics, relativity, and advanced geometry. Understand the mathematical structure of tensors, their transformations, and their role in physics and engineering. The introduction to tensors follows the pedagogical steps usually encountered in a course on General Relativity

  • Complex Analysis and Residue Theorems: Study the intricacies of complex functions and the residue theorem, a cornerstone in evaluating integrals and solving differential equations. Learn how to apply residue calculus to solve real-world problems in physics and engineering.

  • Path Integrals: Study the quantization of classical theories through the use of path integrals.

  • Matematical connections between Classical and Quantum Physics: By including Poisson brackets, the path integral approach, the Schrödinger equation, and even the transition to Feynman diagrams, the course bridges the gap between classical mechanics and quantum mechanics, which is valuable for students aiming to transition from classical physics to quantum field theory (QFT).

  • Lorentz algebra, Lie Groups, spinors: these are recent additions to the course. Two new sections have been added, which deal with the Lie algebra of the Lorentz group, how vectors and spinors transform, operators, intrinsic angular momentum, etc (which are all concepts strictly related to quantum physics, and it is really interesting to understand their relationship with tensors and relativity).

  • Basics of constrained optimization problems: Study the theory of Lagrange multipliers (building some additional "intuition" which is not usually offered in other courses), plus some practical applications.

It spans fundamental principles like the principle of least action and Hamiltonian mechanics, covers complex areas such as tensor calculus and general relativity, and delves into more abstract concepts like residues, Fourier and Laplace transforms, path integrals.

Here’s an analysis of key aspects:

  1. Comprehensive Structure:

    • The syllabus moves logically from classical mechanics, variational principles, and tensors, to transforms and complex analysis. This builds on mathematical techniques and their physical applications, making it suitable for advanced learners.

  2. Variety of Topics:

    • The course covers a wide range of topics including Hamiltonian mechanics, tensor analysis, general relativity, complex variables, and transforms like Fourier and Laplace. This gives students exposure to multiple branches of applied mathematics.

  3. Real-world Applications:

    • With examples like the double pendulum, geodesics, strain tensors, etc, the course emphasizes real-world relevance, especially in physics and engineering contexts.

  4. Engagement through Problem Solving:

    • The syllabus includes numerous practical problems and exercises (e.g., geodesics on surfaces of revolution, Fourier transform applications), which are essential for reinforcing understanding and building problem-solving skills.

  5. Detailed Focus on Key Concepts:

    • Topics like the derivation of Einstein’s field equations, Poisson brackets, and the Maupertuis principle are handled in detail, allowing students to gain deep insights into fundamental areas of theoretical physics and calculus.

Final Thoughts:

The course is highly suited for students with a solid mathematical background, particularly those in physics or engineering. It balances theoretical depth with practical applications, making it a resource for mastering advanced calculus, tensors, and transforms.

Who Should Enroll:

  • Advanced undergraduate and graduate students in mathematics, physics, and engineering.

  • Professionals and researchers seeking to deepen their understanding of advanced mathematical methods.

  • Anyone with a strong mathematical background interested in mastering these essential topics.

Course Features:

  • In-depth lectures covering theoretical concepts and some practical applications.

  • Step-by-step problem-solving sessions to solidify your understanding.

  • Some examples and case studies to demonstrate the application of these mathematical techniques.

  • Posing the right questions to test your knowledge and track your progress.

Prerequisites:

  • A solid understanding of undergraduate-level calculus, linear algebra, and differential equations is recommended.

Join this course to gain a deep, working knowledge of these critical mathematical tools and enhance your ability to tackle complex problems in both academic and professional settings.

Note: part of the material in this course serves as supplementary content for other physics courses taught by the instructor. While some of these physics courses provide a "self-contained" approach, a portion of this course (albeit a small one) is intentionally included in those courses as well, resulting in some overlap. However, the structured and logical sequence of topics in this course is designed to help students achieve a higher level of mathematical proficiency than they might achieve by studying the physics courses separately, detaching the mathematics from the physics (where this is possible).

New material (2024/11/30): I have added two sections dealing with Lorentz groups, Lie algebra, spinors, Pauli and Dirac matrices, operators, and more.

Wherever possible, I tend to make sections as "self-contained" as possible; therefore, students may decide to skip some sections and/or videos so as to consult only those parts of the course which might be relevant for their individual studies.

Some of the course material draws inspiration from the following sources:

  1. L. Landau and E. Lifshitz: Mechanics (Vol. 1)

  2. L. Landau and E. Lifshitz: The Classical Theory of Fields (Vol. 2)

  3. A. Einstein: The Foundation of the General Theory of Relativity, 1916

  4. A. Einstein: Hamilton’s Principle and the General Theory of Relativity, 1916

  5. A. Einstein: Cosmological Considerations on the General Theory of Relativity, 1917

  6. B. A. Dubrovin, A. T. Fomenko, S. P. Novikov: Modern Geometry - Methods and Applications Part 1

  7. L. Landau and E. Lifshitz: Theory of Elasticity (Vol. 7)

  8. L. S. Schulman: Techniques and Applications of Path Integration

  9. D. Tong: Quantum Field Theory (Lecture notes from the University of Cambridge)

  10. D. Skinner: Quantum Field Theory II (Lecture notes from the University of Cambridge)

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What's inside

Learning objectives

  • Master the calculus of variations: students will learn to derive and solve euler-lagrange equations, optimizing functionals to address real-world problems
  • Apply integral transforms: students will gain proficiency in using laplace, fourier, and other transforms to simplify and solve complex differential equations
  • Understand and utilize tensor analysis: students will acquire a deep understanding of tensor theory, transformation rules, operations with tensors, and more.
  • Apply tensors to real-world scenarios, such as determining geodesics, understanding curvature, and calculating stress and strain in various frames
  • Implement complex analysis and residue calculus: students will learn to evaluate complex integrals using residue theorems and apply these techniques to problems
  • Learn to effectively use fourier transforms, laplace transforms, and residue theory for analyzing signals, solving differential equations, and more
  • Apply path integrals and functional derivatives in physics – explore path integral formulation and functional derivatives
  • Analyze physical systems with canonical transformations and hamiltonian mechanics – understand canonical transformations, poisson brackets, hamiltonian dynamics
  • Analyze the characteristics of the lorentz group and lie algebra
  • Understand the lie algebra of the lorentz group, and how it is strictly related to the operators of momentum, angular momentum
  • Understand the mathematics and physical importance of such objects as spinors
  • Show more
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Syllabus

By the end of this section, students will understand and apply the Lagrangian and Hamiltonian formalisms, derive equations of motion, and solve mechanics problems like pendulums and potential fields
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Principle of least action
Variation principle derived from Newton's second law
Hamiltonian
problem 1: double pendulum
problem 2: simple pendulum
problem 3: simple pendulum attached to circle
problem 4: system of rods
In this section, students will be able to apply conservation laws of energy, momentum, and angular momentum to solve complex physics problems. Reynolds theorem is also investigated
problem 5: particle moving in a potential field
problem 6: angular momentum in cylindrical coordinates
problem 7: helical symmetry
Insights on conservation laws: Reynolds theorem, Derivatives of Volume integrals
By the end of this section, students will master Liouville's theorem, perform canonical transformations, and use Poisson brackets to analyze the dynamics and symmetries in Hamiltonian mechanics.
Canonical coordinates
Mathematical proof of Liouville theorem
Canonical transformations and generating functions
Hamilton equations from a variational principle
Simple proof of Liouville's theorem
Poisson brackets and analogies with Quantum Mechanics
By the end of this section, students will apply Maupertuis' principle, solve the Brachistochrone problem, and understand the Classical Jacobi equation to analyze motion and optimize physical paths.
Maupertuis principle
Finding the curve which minimizes the time to travel from point A to point B
More on Hamiltonian mechanics, generating functions, canonical transformations
By the end of this section, students will understand tensors through Einstein’s papers, derive key tensor equations, and apply them to exercises in general relativity and differential geometry.
Intro to the section on tensors
Overview on how laws of physics change in different reference frames
Lorentz transformations and the invariant element
Another proof of the invariance of the infinitesimal length element in SR
Lorentz transformations as derived by Einstein
The physical meaning that Einstein attributes to Lorentz transformations
invariant length element (additional insights)
Lagrangian in special relativity
Momentum and Hamiltonian of a relativistic particle, E equals mc squared
Equivalence principle: the starting point of General Relativity
Why differential geometry ?
invariant in tensor notation
Transformation Rules for Tensors
Some basic operations with tensors
How Einstein shows that the inverse of the metric tensor is also a tensor
How Einstein shows the invariance of the infinitesimal volume element
How Einstein derives the equation of a geodetic line
A derivation of the geodetic equation without using the Variational Principle
How Einstein derives the concept of covariant derivative
Rule of differentiation of determinants (important in GR)
How Einstein derives the concept of covariant divergence
Other important tensor expressions derived by Einstein in his paper on GR
How Einstein derives the Riemann tensor in his paper on General Relativity
How Einstein derives the field equations in the absence of matter
How Einstein derives his equations from the action principle,energy conservation
How Einstein derives the field equations in the presence of matter
How Einstein derives his General Relativity theory from Hamilton's principle
By the end of this section, students will analyze geodesics, explore surfaces, apply Gauss' Theorema Egregium, and calculate various types of curvatures to understand the geometry of surfaces.
Exercise with tensors: Geodesics on surfaces of revolution
Normal curvature and principal curvatures (surfaces in 3 dimensions)
Gauss Curvature and proof of Gauss Theorema Egregium
Principal curvatures of a surface of rotation
By the end of this section, students will apply tensors and the action principle to derive key equations in the theory of elasticity, including strain tensors and stress analysis in various frames
Derivation of the strain tensor from the theory of elasticity
Classical Theory of Thin Plates derived from the Action Principle
Derivation of the strain tensor in spherical coordinates
Gradient in spherical coordinates (using tensors and matrices)
Laplacian in Spherical Coordinates (using tensors and matrices)
In this section, students will understand relativistic field theory and apply functional derivatives to derive Euler-Lagrange equations for fields, solving key problems in theoretical physics.
Relativistic Hamilton Jacobi equation
Review of Classical Field Theory
Functional derivative and Euler Lagrange equations in Classical Field Theory
Application of the functional derivative
Minimal surfaces in Calculus of Variations
Exercise on the variation of the determinant of the metric tensor
Trace of the logarithm of a matrix and the determinant
Proof of the Jacobi identity
Neumann series
Physics of thin plates derived from the variational principle
Heuristic derivation of the path integral from the classical theory of fields
From the Hamilton Jacobi equation to the Schrodinger equation
Functional derivatives and generalization of Euler Lagrange equations in QFT
This section aims to gradually build the concept of residue and to cast light on how the Fourier series and Transforms arise from the principles of Complex Calculus.
Functions of a complex variable part 1
Functions of a complex variable part 2
Introducing the derivative in complex calculus
Introducing integrals of complex functions and Cauchy theorem
Extension of Cauchy theorem
Cauchy integral formula part 1
Cauchy integral formula part 2
Laurent series
Laurent Series in compact form
Fourier series derivation from Laurent series
Fourier series generalization to any generic period T
Taylor series derivation from Laurent series
Concept of Residue
Residue Theorem
Calculation of residues and coefficients of the Laurent series
Evaluation of a real integral using complex integration
representation of the Dirac delta
Another integral representation of the Dirac Delta
Evaluation of complex Gaussian integrals
By the end of this section, students will apply Fourier series and transforms (in original and "unconventional" ways) to tackle problems involving periodic functions and signal processing.
Fourier Series and Fourier Transform
Notation for the Fourier Transform

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Activities

Be better prepared before your course. Deepen your understanding during and after it. Supplement your coursework and achieve mastery of the topics covered in Master Variational Calculus & Advanced Mathematical Methods with these activities:
Review Undergraduate Calculus and Linear Algebra
Strengthen your foundational knowledge of calculus and linear algebra to better understand the mathematical concepts used throughout the course.
Browse courses on Multivariable Calculus
Show steps
  • Review key concepts like derivatives, integrals, and matrix operations.
  • Work through practice problems from a standard calculus textbook.
Read 'Mathematical Methods for Physicists' by Arfken and Weber
Supplement your understanding of the course material with a widely respected textbook that covers mathematical methods in detail.
Show steps
  • Read the chapters relevant to the current course topics.
  • Work through the example problems in the book.
Solve Differential Equations
Sharpen your skills in solving differential equations, which are essential for understanding the Euler-Lagrange equations and other concepts in the course.
Show steps
  • Practice solving various types of differential equations.
  • Focus on techniques relevant to the course material.
Four other activities
Expand to see all activities and additional details
Show all seven activities
Write a Report on Applications of Integral Transforms
Solidify your understanding of integral transforms by writing a report that explores their applications in various fields, such as signal processing and image analysis.
Show steps
  • Research applications of Fourier and Laplace transforms.
  • Write a report summarizing your findings.
  • Include examples and case studies.
Create a Presentation on Tensor Analysis
Deepen your understanding of tensor analysis by creating a presentation that explains the concepts and applications of tensors.
Show steps
  • Research tensor analysis and its applications.
  • Prepare slides explaining the key concepts.
  • Present the material to a study group or online forum.
Model a Physical System Using Variational Calculus
Apply your knowledge of variational calculus to model a real-world physical system, such as the motion of a projectile or the shape of a hanging cable.
Show steps
  • Choose a physical system to model.
  • Derive the Euler-Lagrange equations for the system.
  • Solve the equations and analyze the results.
Read 'Tensors, Differential Forms, and Variational Principles' by David Lovelock and Hanno Rund
Expand your knowledge of tensors and variational principles with a more advanced and theoretical text.
Show steps
  • Read the chapters on tensors and variational principles.
  • Work through the exercises in the book.

Career center

Learners who complete Master Variational Calculus & Advanced Mathematical Methods will develop knowledge and skills that may be useful to these careers:
Theoretical Physicist
A theoretical physicist develops and tests theories about the fundamental laws of nature. This often involves advanced mathematical techniques. A course covering calculus of variations, tensor analysis, and complex analysis may provide you with the mathematical tools necessary for formulating and solving complex equations in theoretical physics. For example, understanding tensor analysis is crucial for working with general relativity, and the course covers Einstein's derivation of field equations. Furthermore, the analysis of the Lorentz group, Lie algebra, and spinors, recently added to the course, is directly relevant to theoretical physics, especially quantum field theory.
Applied Mathematician
Applied mathematicians use mathematical theories and techniques to solve practical problems in various fields, including engineering, physics, and computer science. The career often involves developing mathematical models, performing simulations, and analyzing data. A course concentrating on calculus of variations, tensor analysis, and integral transforms may provide the theoretical foundations and practical techniques necessary to tackle those various interdisciplinary problems. The course's comprehensive structure, variety of topics, and emphasis on real-world applications furnish them with the breadth and depth needed for this role.
Research Scientist
Research scientists conduct experiments and analyze data to advance knowledge in a specific field, often requiring a doctoral degree. A strong foundation in advanced mathematical methods is essential for developing new theories, modeling complex phenomena, and analyzing experimental results. A course dedicated to calculus of variations, tensor analysis, and integral transforms may equip them with the necessary tools to tackle cutting-edge research problems. The course's detailed focus on key concepts and engagement through problem-solving may help them develop the analytical rigor needed for scientific discovery.
Aerospace Engineer
Aerospace engineers design, develop, and test aircraft and spacecraft. These professionals require a strong understanding of advanced mathematical techniques to model and analyze complex systems. Variational calculus, integral transforms, and tensor analysis, as mentioned in the course description, may be applied to optimize aerodynamic designs, analyze structural stresses using the theory of elasticity, and solve trajectory optimization problems. A solid grasp of tensor analysis, as covered in the course, is essential for understanding stress tensors in aircraft structures. The course's exploration of variational principles and optimization problems directly translates to the challenges faced in aerospace engineering.
Mechanical Engineer
Mechanical engineers design, develop, and test mechanical and thermal devices, including tools, engines, and machines. These engineers need a firm grasp of advanced mathematical concepts to model and analyze complex systems, optimizing their designs for performance and efficiency. Calculus of variations, tensor analysis, and integral transforms, as covered in this course, may be used to solve problems related to structural mechanics, heat transfer, and fluid dynamics. For instance, the derivation of the strain tensor, covered in the course, helps them to understand the behavior of materials under stress.
Robotics Engineer
Robotics engineers design, build, and program robots for various applications. A solid foundation in advanced mathematical methods is essential for modeling robot dynamics, designing control systems, and implementing motion planning algorithms. A course covering calculus of variations, integral transforms, and tensor analysis may provide them with the mathematical tools to solve complex problems in robotics. For instance, calculus of variations can be used to optimize robot trajectories, while tensor analysis helps in understanding the robot's kinematics and dynamics. Furthermore, understanding of tensors can enhance the development of sophisticated control algorithms.
Signal Processing Engineer
Signal processing engineers develop algorithms and systems for processing and analyzing signals, such as audio, image, and video signals. These engineers work in various industries, including telecommunications, multimedia, and medical imaging. A strong background in integral transforms and complex analysis is essential for designing and implementing signal processing algorithms. This course, with its focus on Fourier and Laplace transforms, may provide the precise mathematical skills for success in the field. By building a concept of residue, and Fourier series and transforms, the course may help to tackle problems involving periodic functions and signal processing.
Financial Engineer
Financial engineers, also known as quantitative analysts or quants, develop and implement mathematical models for pricing derivatives, managing risk, and optimizing investment strategies. This work requires a strong background in advanced mathematics and numerical methods. This course covering integral transforms, constrained optimization, and complex analysis may be useful in developing and implementing sophisticated models for financial markets. For instance, integral transforms are used in option pricing models, and constrained optimization is used in portfolio optimization. The treatment of constrained optimization problems in the course may furnish them with the tools needed to tackle portfolio optimization.
Control Systems Engineer
Control systems engineers design and implement systems that automatically regulate and control the behavior of dynamic systems, such as robots, aircraft, and industrial processes. These engineers need a solid foundation in advanced mathematical methods to model and analyze system dynamics, design control algorithms, and ensure system stability. A course covering calculus of variations, integral transforms, and complex analysis may be valuable in developing and implementing sophisticated control systems. The course's theoretical depth and practical applications may enable them to tackle complex control problems.
Data Scientist
Data scientists analyze large datasets to extract meaningful insights and develop predictive models. While data science heavily relies on statistical methods and machine learning, advanced mathematical techniques can be valuable for developing custom algorithms and understanding the underlying mathematical principles. A course covering integral transforms and optimization may provide the mathematical tools needed to optimize machine learning algorithms and analyze complex datasets. The proficiency in integral transforms, such as Fourier and Laplace transforms, furnished by the course, may improve the understanding and manipulation of data.
Geophysicist
Geophysicists study the Earth's physical properties and processes, using mathematical and computational techniques to analyze data from seismic surveys, electromagnetic measurements, and other sources. A sound grasp of advanced mathematical methods is essential for modeling the Earth's interior, processing geophysical data, and interpreting geological structures. A course dedicated to tensor analysis and integral transforms may provide the advanced skills needed to tackle complex problems in geophysics. The ability to apply tensors to real-world scenarios, such as understanding curvature, as covered in the course, is valuable in geological applications.
Image Processing Specialist
An image processing specialist develops and implements algorithms to analyze, enhance, and manipulate digital images. This field requires a solid foundation in mathematics, particularly in areas like Fourier analysis and transforms. As the course includes complex analysis, residue theorems, and the application of Fourier series and transforms, it may be beneficial to someone looking to enhance their image processing skills. The course emphasizes how the Fourier series and transforms arise from the principles of complex calculus. This provides valuable groundwork for developing and applying image processing techniques.
Game Developer
Game developers create video games for various platforms, requiring a diverse skill set including programming, art, and mathematics. While not always explicitly required, advanced mathematical knowledge can be extremely valuable for creating realistic physics simulations, optimizing game performance, and developing advanced rendering techniques. A course covering calculus of variations and tensor analysis may aid in realistic physics simulations, and the knowledge of transforms may prove useful in game development. This course may lead to the development of more realistic and efficient game mechanics.
Patent Attorney
Patent attorneys help inventors and companies protect their intellectual property by preparing and prosecuting patent applications. While a legal background is primary, understanding the technical aspects of inventions is crucial. The course's detailed examination of mathematical concepts, specifically in areas like tensor analysis and calculus of variations, may equip a patent attorney with the technical knowledge to understand and explain complex inventions related to physics or engineering. This understanding can be invaluable in arguing the novelty and non-obviousness of an invention.
Technical Writer
Technical writers create documentation for complex products and technologies. This requires a strong understanding of technical concepts and the ability to explain them clearly and concisely to a target audience. While not directly applicable, a course providing a deep dive into advanced mathematical methods may help a technical writer to better understand complex engineering or physics-related products. This may improve their ability to produce accurate and informative documentation.

Reading list

We've selected two books that we think will supplement your learning. Use these to develop background knowledge, enrich your coursework, and gain a deeper understanding of the topics covered in Master Variational Calculus & Advanced Mathematical Methods.
Provides a comprehensive overview of mathematical methods commonly used in physics, including calculus of variations, tensor analysis, and complex analysis. It serves as an excellent reference for the theoretical concepts covered in the course. It offers a more in-depth treatment of these topics than what is typically found in standard textbooks. This book is commonly used as a textbook at academic institutions.
Provides a rigorous treatment of tensors, differential forms, and variational principles, which are essential for understanding general relativity and other advanced topics. It offers a more abstract and mathematical perspective on these topics. This book is more valuable as additional reading than it is as a current reference. It adds more depth to the existing course.

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