Notes

August 30, 2023

Contents

1 Legendre Equation 2
1.1 Generalized Legendre equation . . . . . . . . . . . . . . . . . . . 2
1.2 Even Numbered Coefficients, l Even . . . . . . . . . . . . . . . . 2

2 Statistics 5
2.1 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.2 Maximum Likelihood Estimator . . . . . . . . . . . . . . . . . . 6
2.2.1 Bayes’s Theorem . . . . . . . . . . . . . . . . . . . . . . 6
2.3 Likelihood . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.4 Ordinary Kriging . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.5 DACE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.6 Log Likelihood . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.6.1 Proof of the eq. (2.49) . . . . . . . . . . . . . . . . . . . 17
2.6.2 First derivative of the Loglikelihood function . . . . . . . 17
2.6.3 Second derivative of the Loglikelihood function . . . . . . 19
2.7 Some Theorems and properties used throughout the derivation . . 25

3 Thermodynamics 26
3.1 Helmholtz Free Energy . . . . . . . . . . . . . . . . . . . . . . . 26

4 Molecular Dynamics 27
4.1 Periodic Boundary Conditions . . . . . . . . . . . . . . . . . . . 27
4.2 Minimum Image Criterion . . . . . . . . . . . . . . . . . . . . . 28
4.3 Potential Truncation and Long-Range Corrections . . . . . . . . . 28

5 Real and Complex Analysis 30

6 System of Coordinates 34
6.1 Spherical Coordinate . . . . . . . . . . . . . . . . . . . . . . . . 34
6.1.1 Laplacian in Spherical coordinate . . . . . . . . . . . . . 34

7 Differential Geometry 40
7.1 Levi-Civita Symbols . . . . . . . . . . . . . . . . . . . . . . . . 40
7.2 Dimension of vector space of tensor . . . . . . . . . . . . . . . . 41

1
Chapter 1

Legendre Equation

1.1 Generalized Legendre equation

The generalized Legendre equation

m2
!
(1 − x )y − 2xy + λ −
2 00 0
y=0 (1.1)
1 − x2
arises when the equation ∆u = f (ρ)u is solved with separation of variables in
spherical coordinates. The function y(cos θ) describes the polar part of the solution
of ∆u = f (ρ)u.
The Legendre equation

(1 − x2 )y00 − 2xy0 + λy = 0 (1.2)

is the special case when m = 0. Because 0 is an ordinary point of the equation, it

is natural to attempt a series solution. We describe the solution of the equation as
+∞
X
y(x) = cn x n (1.3)
n=0

where cn are unknown coefficient to be determined by the boundary conditions.

If we replace eq. (1.3) in eq. (1.2) we obtain
+∞
X +∞
X +∞
X
2
(1 − x ) cn n(n − 1)x n−2
− 2x cn nx n−1
+λ cn x n = 0 (1.4)
n=2 n=1 n=0

1.2 Even Numbered Coefficients, l Even

(l − k)(l + k + 1)
ck+2 = − (1.5)
(k + 2)(k + 1)
The first terms are:

2
CHAPTER 1. LEGENDRE EQUATION 3

l(l + 2 + 1)
c2 = − c0
2
(l − 2)(l + 2 + 1) l(l − 2)(l + 3)(l + 1)
c4 = c2 = − c0
(2 + 2)(2 + 1) 4!
(l − 4)(l + 4 + 1) l(l − 2)(l − 4)(l + 5)(l + 3)(l + 1)
c6 = − c4 = − c0
(4 + 2)(4 + 1) 6!
..
.
l(l − 2) · · · (l − 2(n − 1))(l + 2n + 1)(l + 2n − 3) · · · (l + 1)
c2n = (−1)n − c0
2n!
where we considered k = 2n because k is an even number. From the expanded
coefficient we now derive the closed formula for Legendre Polynomial
l(l − 2) · · · (l − 2(n − 1))(l + 2n + 1)(l + 2n − 3) · · · (l + 1)
c2n = (−1)n − c0
(2n)!
1
 
l
l(l − 2) · · · (l − 2(n − 1))(l + 2n + 1)(l + 2n − 3) · · · (l + 1) 2 2 2
c2n = (−1)n − 1
  c0
(2n)! 2 2 2l !
1
 
l
(l + 2n − 1)(l + 2n − 3) · · · (l + 1) l(l − 2) · · · (l − 2(n − 1)) 2 2 2 !
= (−1)n −  c0
l(l − 2) · · · (l − 2(n − 1)) 2 12 −n l − n !

2n!
2
1
+n 1
   
(l + 2n − 1)(l + 2n − 3) · · · (l + 1) l(l − 2) · · · (l − 2(n − 1)) l! 2 2
l
2 + n ! 2 2
l
2 !
= (−1)n −  c0
l(l − 2) · · · (l − 2(n − 1)) l! 2 12 +n l + n ! 2 12 −n l − n !
  
2n!
2 2
1 1
   
l l
(l + 2n) ! 22 2 ! 22 2 !
= (−1)n −  c0
(2n) ! l! 2 2 +n l + n ! 2 2 −n l − n !
1
  1 
2 2
  2 
l
(l + 2n) ! 2!
= (−1)n −    c0 (1.6)
(2n) ! l! l + n l − n
2 2

Therefore  
l 2

(l + 2n) ! 2 !
c2n = (−1)n −    c0 (1.7)
(2n) ! l! l + n l − n
2 2

Now, for l even, the series terms are non-zero until 2n = l, that is to say that the
in the series the index of the terms assumes all the integeres value betwee 0 and
l/2. Therefore, we can substitute the index 2n with l − 2k, i.e. we are counting the
CHAPTER 1. LEGENDRE EQUATION 4

elements backwards. With this change the eq. (1.7) become

h  i2
l
l−2k (2l − 2k) ! 2 !
cl−2k = (−1) 2    c0
(l − 2k) ! l! l +
l−2k l l−2k
2 2 2 − 2
h  i2
l
l (2l − 2k) ! 2 !
= (−1) (−1)
2 −k
c0
(l − 2k) ! l! (l − k) ! k!
h  i2
l l
(2l − 2k) ! l 2 2 !
= (−1) l
k
(−1) 2 c0 (1.8)
2 (l − 2k) ! (l − k) ! k! l!
By choosing
l l!
c0 = (−1) 2 h i (1.9)
l
2l 2 !
we obtain
l/2
X (2l − 2k) !
Pl (x) = (−1)k xl−2k (1.10)
k=0
2l (l − 2k) ! (l − k) ! k!
Chapter 2

Molecular Dynamics

2.1 Periodic Boundary Conditions

What should we do at the boundaries of our simulated system? One possibility is
doing nothing special: the system simply terminates, and atoms near the boundary
would have less neighbours than atoms inside. In other words, the sample would
be surrounded by surfaces.
Unless we really want to simulate a cluster of atoms, this situation is not realis-
tic. No matter how large the simulated system is, its number of atoms N would be
negligible compared with the number of atoms contained in a macroscopic piece
of matter (of the order of 1023 ), and the ratio between the number of surface atoms
and the total number of atoms would be much larger than in reality, causing surface
effects to be much more important than what they should.
A solution to this problem is to use periodic boundary conditions (PBC). When
using PBC, particles are enclosed in a box, and we can imagine that this box is
replicated to infinity by rigid translation in all the three Cartesian directions, com-
pletely filling the space. In other words, if one of our particles is located at position
r in the box, we assume that this particle really represents an infinite set of particles
located at
r + `a + mb + nc , (`, m, n = −∞, ∞), (2.1)
where `, m, n are integer numbers, and I have indicated with a, b, c the vectors
corresponding to the edges of the box. All these “image” particles move together,
and in fact only one of them is represented in the computer program.
The key point is that now each particle i in the box should be thought as in-
teracting not only with other particles j in the box, but also with their images in
nearby boxes. That is, interactions can “go through” box boundaries. In fact, one
can easily see that

• we have virtually eliminated surface effects from our system

• the position of the box boundaries has no effect (that is, a translation of the
box with respect to the particles leaves the forces unchanged)

5
CHAPTER 2. MOLECULAR DYNAMICS 6

Apparently, the number of interacting pairs increases enormously as an effect

of PBC. In practice, this is not true because potentials usually have a short interac-
tion range. The minimum image criterion discussed next simplifies things further,
reducing to a minimum the level of additional complexity introduced in a program
by the use of PBC.

2.2 Minimum Image Criterion

Let us suppose that we are using a potential with a finite range: when separated by
a distance equal or larger than a cut-off distance Rc , two particles do not interact
with each other. Let us also suppose that we are using a box whose size is larger
than 2Rc along each Cartesian direction.
When these conditions are satisfied, it is obvious that at most one among all
the pairs formed by a particle i in the box and the set of all the periodic images of
another particle j will interact.
To demonstrate this, let us suppose that i interacts with two images j1 and j2
of j. Two images must be separated by the translation vector bringing one box
into another, and whose length is at least 2Rc by hypothesis. In order to interact
with both j1 and j2 , i should be within a distance Rc from each of them, which is
impossible since they are separated by more than 2Rc .
When we are in these conditions, we can safely use is the minimum image
criterion: among all possible images of a particle j, select the closest, and throw
away all the others. In fact only the closest is a candidate to interact; all the others
certainly do not.
This operating conditions greatly simplify the set up of a MD program, and are
commonly used. Of course, one must always make sure that the box size is at least
2Rc along all the directions where PBCs are in effect.

2.3 Potential Truncation and Long-Range Corrections

The Lennard-Jones potential has an infinite range. In practical applications, it is
customary to establish a cutoff radius Rc and disregard the interactions between
atoms separated by more than Rc . This results in simpler programs and enormous
savings of computer resources, because the number of atomic pairs separated by a
distance r grows as r2 and becomes quickly huge.
A simple truncation of the potential creates a new problem though: whenever
a particle pair “crosses” the cut-off distance, the energy makes a little jump. A
large number of these events is likely to spoil energy conservation in a simulation.
To avoid this problem, the potential is often shifted in order to vanish at the cutoff
radius:
φLJ (r) − φ(Rc ) if r ≤ Rc


V(r) = 

(2.2)
0 if r > Rc

CHAPTER 2. MOLECULAR DYNAMICS 7

Physical quantities are of course affected by the potential truncation. The effects of
truncating a full-ranged potential can be approximately estimated by treating the
system as a uniform (constant density) continuum beyond Rc . For a bulk system
(periodic boundary conditions along each direction), this usually amounts to a con-
stant additive correction. For example, the potential tail (attractive) brings a small
additional contribution to the cohesive energy, and to the total pressure. Trunca-
tion effects are not so easy to estimate for geometries with free surfaces, due to the
lower symmetry, and can be rather large for quantities like surface energy.
Commonly used truncation radii for the Lennard-Jones potential are 2.5 σ and
3.2 σ. It should be mentioned that these truncated Lennard-Jones models are so
popular that they acquired a value on their own as reference models for generic
two-body systems (as also discussed at the end of the previous section). In many
cases, there is no interest in evaluating truncation corrections because the truncated
model itself is the subject of the investigation.
Potentials for metals and semiconductors are usually designed from the start
with a cut-off radius in mind, and go usually to zero at Rc together with their first
two derivatives at least. Such potentials do not therefore contain true van der Waals
forces. Since such forces are much weaker than those associated with metallic or
covalent bonding, this is usually not a serious problem except for geometries with
two or more separate bodies.
Chapter 3

Real and Complex Analysis

Ex 1. Let X be a measurable space, f complex measurable function on X,

E = {x ∈ X : f (x) = 0} (3.1)

then E is a measurable set

Proof. Let B 1 (0) = { z ∈ C : d(z, 0) < 1n } open sets of the complex plane. Let us
n
consider the countable intersection of B’s
∞
\
B 1 (0) = 0 (3.2)
n
n=1

Then ∞
\
 ∞
 \  
f (0) = f  B 1 (0) = B 1 (0) = E
−1

−1 
 −1
  f (3.3)
n n
n=1 n=1
which is measurable because f is measurable (then inverse of an open set in a
measurable space is measurable) and from 1.6(c) 

Theorem 2 (Monotone Convergence Theorem). If fn : X → [0, ∞] is a monotone

increasing sequence of measurable functions with pointwise limit f , then
Z Z
f dµ = lim fn dµ (3.4)
X n→∞ X

Proof. From fn ≤ fn+1 we have fn (x) ≤ limn→∞ fn (x) = f (x) for each n. Hence
Z Z
fn dµ ≤ f dµ (3.5)
X X
R R
for each n. Also X fn dµ ≤ X fn+1 dµ and so the sequence of integrals is monotone
R
increasing. That means limn→∞ X fn dµ makes sense in [0, ∞]. We have
Z Z Z
lim fn dµ = sup fn dµ ≤ f dµ (3.6)
n→∞ X n≥1 X X

8
CHAPTER 3. REAL AND COMPLEX ANALYSIS 9

It remains to prove the reverse inequality. Fix a Rsimple function

R s : X → R with
s(x) ≤ f (x) for all x ∈ X. We will show limn→∞ X fn dµ ≥ X sdµ and that will be
enough because X sdµ = sup X sdµ. To show this, fix c ∈ (0, 1) and consider
R R

En,c = {x ∈ X : fn (x) ≥ cs(x)} (3.7)

Notice that Z Z Z
csdµ ≤ fn dµ ≤ fn dµ (3.8)
En,c En,c X
Because fn+1 ≥ fn we know En,c ⊂ En+1,c . For s(x) = 0, x ∈ En,c and for s(x) > 0,
limn→∞ fn (x) = f (x) ≥ s(x) > cs(x) implies x ∈ En,c when n is large enough. So
n=1 E n,c = X. We can write
S∞

Z ∞  Z
[
csdµ = φ(X) = φ  En,c  = lim φ(En,c ) ≤ lim

fn dµ (3.9)
X n→∞ n→∞ X
n=1

That gives us Z Z Z
c sdµ = csdµ ≤ lim fn dµ (3.10)
X X n→∞ X
R R
And that is true for each c ∈ (0, 1), it follows that X sdµ ≤ limn→∞ X fn dµ and so
Z Z ! Z
f dµ = sup sdµ : simple measurable s ≤ f ≤ lim fn dµ (3.11)
X X n→∞ X


Theorem 3 (Fatou’s Lemma). If fn : X → [0, ∞] is measurable for each positive

integer n, then Z   Z
lim inf fn dµ ≤ lim inf fn dµ (3.12)
X n→∞ n→∞ X
Proof. Let f denote the limit inferior of fn . For every k ∈ N define pointwise the
function
gk = inf fn (3.13)
n≥k
Then, the sequence {gm } is increasing and converges pointwise to f . For k ≤ n, we
have gk ≤ fn so that Z Z
gk dµ ≤ fn dµ (3.14)
X X
hence Z Z
gk dµ ≤ inf fn dµ (3.15)
X n≥k X
Using the Monotone Converge Theorem, the last inequality and the definition of
the lim inf, it follows that
Z Z Z Z
lim inf fn dµ = lim gk dµ ≤ lim inf fn dµ = lim inf fn dµ (3.16)
X n→∞ n→∞ X n→∞ n≥k X n→∞ X

CHAPTER 3. REAL AND COMPLEX ANALYSIS 10

Theorem 4. if E ∈ M and E has σ-finite measure, then E is inner regular

Proof. Let E = ∪∞ n=1 E n , where the E n can be taken, without loss of generality, to be
pairwise disjoint and µ(En ) < ∞. Then by Theorem 2.14, µ(En ) = sup{µ(K)|K ⊂
En , Kcompact}.
Let  > 0 and choose Kn ⊂ En compact so that µ(En ) ≤ µ(Kn ) + 2·2 n . Then

we have µ(E) = ∞ n=1 µ(E n ) ≤ n=1 µ(Kn ) + 2 . (Note that since Kn ⊂ E n , we have
P P∞

n=1 µ(Kn ) ≤P µ(E).)

P∞
Suppose ∞ µ(Kn ) = ∞. Then let C N = ∪n=1 N K ⊂ E. C is compact,
n N
PN n=1
µ(Cn ) = n=1 µ(Kn ), and µ(C N ) → ∞ which gives µ(E) = sup{µ(K)|K ⊂ E, Kcompact}.
If ∞ n=1 µ(Kn ) < ∞, we have µ(Kn ) → ∞ n=1 µ(Kn ), we can choose N
P PN P
PN n=1
sufficiently large so that µ(E) ≤ n=1 µ(Kn ) + . As above, let C N = ∪n=1 N K ⊂ E.
n
Then µ(E) ≤ µ(C N ) + . Again, this gives µ(E) = sup{µ(K)|K ⊂ E, Kcompact}.


Theorem 5. Let C = C[0, 1] be the space of all continuous functions on [0, 1].
Define k f k= max | f (x)|. We want to show that C is a Banach space.

Proof. We start by showing that C is a complete normed space. Clearly, k f k> 0

and k f k= 0 ⇔ f = 0. kc f k= max |c f (x)|= |c|max| f (x)|= |c|·k f k. k f + gk=
max | f (x) + g(x)|≤ max | f (x)|+ max |g(x)|= k f k+kgk. So C is a normed space.
Suppose { fn } is Cauchy in C[0, 1]. We must show that fn converges in the
C[0, 1] norm to an f in C[0, 1].
We first identify the ”natural candidate” for f :
Since { fn } is Cauchy in C[0, 1], it follows that { fn (x)} is Cauchy in R for each
x ∈ [0, 1]. This observation, together with the fact that R is complete, gives us the
well-defined function f : [0, 1] → R whose rule is f (x) = lim fn (x).
Since the terms of { fn } get uniformly close to each other, we expect f to be
uniformly close to fm for large m:
Now let  > 0 and choose M so that k fn − fm kC[0,1] <  for n, m ≥ M. Then for
each m > M and for any x ∈ [0, 1]:

| f (x) − fm (x)|= lim | fn (x) − fm (x)|≤ lim k fm − fn kC[0,1] ≤ . (3.17)

n→∞ n→∞

And, we finish up with some hand waving that should not seem arcane to some-
one studying Banach spaces:
From eq. (5.17), it follows that fn converges uniformly to f on [0, 1]. From this,
it follows that f ∈ C[0, 1] (a uniform limit of continuous functions is continuous)
and that fn converges to f in C[0, 1]. 

One remark
f is indeed continuous: Given x ∈ [0, 1] and  > 0, choose m so that || fn −
f ||C[0,1] < 3 for n ≥ m and choose δ > 0 such that | fm (x) − fm (y)|≤ 3 for all y. Then
if |x − y|< δ:
CHAPTER 3. REAL AND COMPLEX ANALYSIS 11

| f (x) − f (y)|≤ | f (x) − fm (x)|+| fm (x) − fm (y)|+| fm (y) − f (y)|< . (3.18)

Chapter 4

System of Coordinates

4.1 Spherical Coordinate

Some primitive definitions

x = r sin θ cos φ
y = r sin θ sin φ
z = r sin θ (4.1)

and their inverses

q
r= x2 + y2 + z2
 
z  
z
θ = cos −1 = cos  q
−1   

r  x +y +z 
2 2 2

z
φ = tan 1 (4.2)
r

4.1.1 Laplacian in Spherical coordinate

The differential, using the chain rule can be written as

∂ ∂r ∂ ∂θ ∂ ∂φ ∂
! ! ! ! ! !
= + +
∂x ∂x y,z ∂r θ,φ ∂x y,z ∂θ r,φ ∂x y,z ∂φ θ,r
∂ ∂r ∂ ∂θ ∂ ∂φ ∂
! ! ! ! ! !
= + +
∂y ∂y x,z ∂r θ,φ ∂y x,z ∂θ r,φ ∂y x,z ∂φ θ,r
∂ ∂r ∂ ∂θ ∂ ∂φ ∂
! ! ! ! ! !
= + + (4.3)
∂z ∂z x,y ∂r θ,φ ∂z x,y ∂θ r,φ ∂z x,y ∂φ θ,r

12
CHAPTER 4. SYSTEM OF COORDINATES 13

The needed partial derivatives in eq. (6.3) are:

∂r
!
1 2x
= q = sin θ cos φ
∂x y,z 2
x2 + y2 + z2
∂r
!
1 2y
= q = sin θ sin φ
∂y x,z 2
x2 + y2 + z2
∂r
!
1 2z
= q = cos φ (4.4)
∂z x,y 2
x2 + y2 + z2

For the θ terms we use as a starting point

! !
dz 1 dz 1 dz z 1
d cos θ = − sin θdθ = +zd = − 2 dr = − 2 (xdx+ydy+zdz) (4.5)
z r z r z r r
When dy = dz = 0 then the eq. (6.5) become
z x r cos θ
− sin θdθ = − 2
dx = − 2 sin θ cos φdx (4.6)
r r r
so that
∂θ cos θ cos φ
!
= (4.7)
∂x y,z r
again for y. We obtain
∂θ cos θ sin φ
!
= (4.8)
∂y y,z r
For z we have
dz z z
− sin θdθ = − 2 dz
z r r
1 z2 r2 − z2 r2 sin2 θ
!
= − 3 dz = dz = (4.9)
r r r3 r3
therefore,
∂θ sin θ
!
=− (4.10)
∂z x,z r
Next, we have
sin φ y
tan φ = = (4.11)
cos φ x
taking the partial derivatives we obtain
1 sin φ
d tan φ = d sin φ − =
cos φ cos2 φ
sin2 φ
! !
1 dy y
=d 1+ dφ = dφ = − 2 dx (4.12)
cos φ
2 cos φ
2 x x
CHAPTER 4. SYSTEM OF COORDINATES 14

Then, we obtain:

∂φ sin φ
!
=−
∂x y,z r sin θ
∂φ cos φ
!
=
∂y x,z r sin θ
∂φ
!
=0
∂z y,z

The first partial derivative terms are

∂ ∂  cos θ cos φ  ∂ sin φ ∂

!
= sin θ cos φ + − (4.13)
∂x ∂r r ∂θ r sin θ ∂φ
∂ ∂ cos θ sin φ ∂  cos φ  ∂
!
= sin θ sin φ + + (4.14)
∂y ∂r r ∂θ r sin θ ∂φ
∂ ∂  cos θ ∂

= cos θ − (4.15)
∂z ∂r r ∂θ
Taking the second derivatives of eqs. (6.13) to (6.15) we obtain respectively:
 cos θ cos φ   sin φ  i
∂ ∂ ∂
h
∂ 2 ∂ sin θ cos φ ∂r + r ∂θ − r sin θ ∂φ
= sin θ cos φ
∂x2 ∂r
 cos θ cos φ  ∂ sin θ cos φ ∂ + cos θ cos φ ∂ − sin φ ∂
h    i
∂r r ∂θ r sin θ ∂φ
+
r ∂θ
! ∂ hsin θ cos φ ∂ +  cos θ cos φ  ∂ −  sin φ  ∂ i
sin φ ∂r r ∂θ r sin θ ∂φ
− (4.16)
r sin θ ∂φ

+ cos θrsin φ ∂θ
 φ i
∂ ∂ ∂
h  
∂2 ∂ sin θ sin φ ∂r − rcos
sin θ ∂φ
= sin θ sin φ
∂y2 ∂r
! ∂ hsin θ sin φ ∂ +  cos θ sin φ  ∂ −  cos φ  ∂ i
cos θ sin φ ∂r r ∂θ r sin θ ∂φ
+
r ∂θ
 cos θ sin φ   cos φ 
 cos φ  ∂ sin θ sin φ ∂ + ∂ ∂
h i
∂r r ∂θ − r sin θ ∂φ
+ (4.17)
r sin θ ∂φ
and
∂
− sinr θ ∂θ
∂ ∂ sin θ ∂
h   i ! h   i
∂2 ∂ cos θ ∂r sin θ ∂ cos θ ∂r − r ∂θ
= cos θ − (4.18)
∂z2 ∂r r ∂θ
CHAPTER 4. SYSTEM OF COORDINATES 15

Expanding, we have
∂2 ∂2
= (sin θ cos φ)(sin θ cos φ) (4.19)
∂x2 ∂r2
cos θ cos φ  ∂  cos θ cos φ  ∂2
"  #
+ (sin θ cos φ) − + (4.20)
r2 ∂θ r ∂θ∂r
sin φ ∂ sin φ ∂
" ! ! 2 #
− (sin θ cos φ) − 2 + (4.21)
r sin θ ∂φ r sin θ ∂φ∂r
 cos θ cos φ  " ∂ ∂2
#
+ cos θ cos φ + sin θ cos φ (4.22)
r ∂r ∂r∂θ
 cos θ cos φ  " sin θ cos φ ! ∂  cos θ cos φ  ∂2 #
+ − + (4.23)
r r ∂θ r ∂θ2
 cos θ cos φ  " sin θ ∂ sin φ ∂
! 2 #
− − (4.24)
r r sin θ ∂φ
2 r sin θ ∂φ∂θ
sin φ ∂ ∂2
!" #
− sin θ sin φ + sin θ sin φ (4.25)
r sin θ ∂r ∂r∂φ
sin φ cos θ sin φ ∂ cos θ cos φ  ∂2
!" !  #
− − + (4.26)
r sin θ r ∂r r ∂θ∂φ
sin φ cos φ ∂ sin φ ∂
!"   ! 2 #
− − − (4.27)
r sin θ r sin θ ∂φ r sin θ ∂φ2
and
∂2 ∂2
= (sin θ sin φ)(sin θ sin φ) (4.28)
∂y2 ∂r2
cos θ sin φ ∂ cos θ sin φ ∂2
" ! ! #
+ (sin θ sin φ) + (4.29)
r2 ∂θ r ∂θ∂r
cos φ ∂ cos φ ∂ 2
"     #
+ (sin θ sin φ) − 2 + (4.30)
r sin θ ∂φ r sin θ ∂φ∂r
cos θ sin φ ∂ ∂2
!" #
+ cos θ sin φ + sin θ sin φ (4.31)
r ∂r ∂r∂θ
cos θ sin φ sin θ sin φ ∂ cos θ sin φ ∂2
!" ! ! #
+ − + (4.32)
r r ∂θ r ∂θ2
cos θ sin φ cos θ cos φ ∂ cos φ ∂2
!"     #
+ − + (4.33)
r r sin 2 θ ∂φ r sin θ ∂φ∂θ
 cos φ  " ∂ ∂2
#
+ sin θ cos φ + sin θ sin φ (4.34)
r sin θ ∂r ∂r∂φ
 cos φ  "  cos θ cos φ  ∂ cos θ sin φ ∂2
! #
+ + + (4.35)
r sin θ r ∂r r ∂θ∂φ
 cos φ  "  cos φ  ∂  cos φ  ∂2 #
+ − + (4.36)
r sin θ r sin θ ∂φ r sin θ ∂φ2
CHAPTER 4. SYSTEM OF COORDINATES 16

∂2 2 ∂
2 cos θ sin θ ∂2 sin θ cos θ ∂2
= cos + −
∂z2 ∂r2 r2 ∂θ2 r ∂r∂θ
!2
sin θ ∂ ∂ sin θ cos θ ∂ sin θ ∂2
! !
+ sin θ + cos θ − + (4.37)
r ∂r ∂θ 2 ∂θ r ∂θ2

Now we can expand completely each of three terms

∂2 2 ∂
2 sin θ cos θ cos 2 φ ∂ sin θ cos θ cos 2 φ ∂2
! !
= sin θ cos φ 2 −
2
+
∂x2 ∂r r2 ∂θ r ∂θ∂r
cos φ sin φ ∂ sin φ cos φ ∂ cos θ cos ∂
! ! 2 2 2
!
+ − +
r 2 ∂φ r ∂φ∂r r ∂r
sin θ cos θ cos φ ∂
2 sin θ cos θ cos φ ∂ cos 2 θ cos 2 φ ∂2
! 2 2
! !
+ − +
r ∂θ∂r r2 ∂θ r2 ∂θ2
 cos θ cos φ  cos φ sin θ ∂ !
sin φ cos φ cos θ ∂
! 2
+ −
r r sin θ ∂φ r2 sin θ ∂θ∂φ

∂2 2 ∂
2 sin θ cos θ sin 2 φ ∂ sin θ cos θ sin 2 φ ∂2
! !
= sin θ sin φ 2 +
2
+
∂y2 ∂r r2 ∂θ r ∂θ∂r
cos φ sin φ ∂ sin φ cos φ ∂ cos θ sin ∂
! ! 2 2 2
!
− + +
r 2 ∂φ r ∂φ∂r r ∂r
sin θ cos θ sin 2 φ ∂2 sin θ cos θ sin 2 φ ∂ cos 2 θ sin 2 φ ∂2
! ! !
+ − +
r ∂θ∂r r2 ∂θ r2 ∂θ2
cos θ cos φ sin φ ∂
2 cos θ cos φ sin φ ∂ cos φ ∂
! ! 2 2
!
− + +
r sin θ
2 ∂φ r sin θ
2 ∂φ∂θ r ∂r
cos φ sin φ ∂ cos φ cos θ ∂
! 2 2
!
+ +
r ∂r∂φ r2 sin θ ∂θ
sin φ cos φ cos θ ∂ cos φ sin φ ∂ cos 2 φ ∂2
! 2 2
! !
− − + 2
r2 sin θ ∂θ∂φ r sin 2 θ ∂φ r sin 2 ∂φ2

∂2 2 ∂
2 cos θ sin θ ∂ sin θ cos θ ∂2
= cos θ + −
∂z2 ∂r2 r2 ∂θ r ∂r∂θ
!2
sin θ cos θ ∂ sin θ cos θ ∂ sin θ ∂2
! 2
+ + +
r ∂r∂θ r2 ∂θ r ∂θ2

Gathering terms as coefficients of partial derivatives, we obtain

∂2 ∂2
(cos 2
θ + sin 2
θ sin 2
φ + sin 2
θ cos 2
φ) →
∂r2 ∂r2
∂ sin 2 θ cos 2 θ sin 2 φ cos 2 φ cos 2 θ cos 2 φ sin 2 φ 2 ∂2
!
+ + + − →
∂r r r r r2 r r ∂θ2
CHAPTER 4. SYSTEM OF COORDINATES 17

∂ cos θ sin θ cos θ sin θ cos θ sin θ sin 2 cos θ sin θ sin 2 φ cos θ cos φ2
+ − − +
∂θ r2 r2 r2 r2 r2 sin θ
sin θ cos θ cos 2 sin θ cos θ cos 2 φ cos θ sin 2 φ cos θ ∂
!
− − + → 2
r 2 r 2 r sin θ
2 r sin θ ∂θ

∂2 sin 2 θ cos 2 θ sin 2 φ sin 2 θ cos 2 φ 1 ∂2

!
+ + →
∂θ2 r2 r2 r2 r2 ∂θ2
∂2 cos 2 φ sin 2 φ ∂2
!
1
+ →
∂φ2 r2 sin 2 θ r2 sin 2 θ r2 sin 2 ∂φ2

∂ sin φ cos φ cos 2 θ cos φ sin φ cos 2 θ cos φ sin φ cos φ sin φ cos θ cos φ
− − − − +
∂φ r2 r2 sin 2 r2 sin 2 θ r2 r
cos 2 φ cos θ sin φ sin φ cos φ
!
+ + 2 →0
r2 sin θ r sin 2 θ

∂2 cos φ sin φ cos φ sin φ cos φ sin φ cos φ sin φ

!
+ − − →0
∂φ∂r r r r r

∂2 sin θ cos θ sin θ cos θ sin θ cos θ sin 2 φ sin θ cos θ sin θ cos θ
− − − + +
∂θ∂r r r r r r
sin θ cos θ cos φ sin θ cos θ sin φ sin θ cos θ cos φ
2 2 2
!
+ + + →0
r r r

∂2 cos θ cos φ cos φ sin φ cos φ cos φ cos φ cos θ cos φ cos φ
!
+ 2 − 2 − →0
∂θ∂φ r2 sin 2 θ r sin 2 θ r sin 2 θ r2 sin 2 θ

Gathering together the non-vanishing terms, we obtain

∂2 2 ∂ 1 ∂2 cos θ ∂ 1 ∂2
+ + + + (4.38)
∂r2 r ∂r r2 ∂θ2 r2 sin θ ∂θ r2 sin 2 θ ∂φ2

which is one of the two classic form for ∇2 . The other is

1 ∂ 2∂ ∂ ∂ ∂2
! " ! #
1
r + 2 sin θ sin θ + 2 (4.39)
r2 ∂r ∂r r sin 2 θ ∂θ ∂θ ∂φ
Chapter 5

Differential Geometry

5.1 Levi-Civita Symbols

Some properties of the Levi-Civita simbols

p q q p
i jk  pqk = δi δ j − δi δ j (5.1)

One way to see this is to consider the fact that the vector space of rank (3,3)
completely antisymmetric tensors (A33 (R3 )) has dimension one. Then define the
tensor:
1 X
Milmn
jk = δ[l m n]
δ
i j kδ = sgn(σ) δσ(l)
i δσ(m)
j δσ(n)
k (5.2)
3! σ∈S
3

where we are summing over all the permutations of three numbers σ, and
sgn(σ) denotes the sign of the permutation. It’s worthy to note that

 δ δi δi 
 l m n 
1  li m
Milmn = δ δ δnj  (5.3)
jk
3!  lj mj
δk δk δnk 

by the Leibniz formula of the determinant. So we have M ∈ Λ33 (R3 ). Since

M 6= 0, M is a basis for the space Λ33 (R3 ). Now consider the tensor

i jk  lmn = Blmn
i jk (5.4)

Since B ∈ Λ33 (R3 ) and M is a basis, there exists a constant k such that

i jk = k Mi jk =⇒ i jk 
Blmn lmn lmn
= k δ[li δmj δn]
k (5.5)

Now to determine k contract lmn on both sides and use the fact that lmn  lmn =
3! (since you sum 3! terms equal to one)

18
CHAPTER 5. DIFFERENTIAL GEOMETRY 19

i jk  lmn lmn = 3! i jk = k δ[li δmj δn]k lmn = k δi δ j δk [lmn] = k δi δ j δk lmn = k i jk

l m n l m n

(5.6)
So we finally get k = 3! and

 δi δi δi 
 l m n 

i jk  = δlj δmj δnj 

lmn
(5.7)
δk δk δk
 l m n 

And you can get the identity you want by contracting. The same argument could
be used in any dimension to show that
 j1 j 
δi1 . . . δi1n 
i1 ,...,in  j1 ,..., jn =  ... .. 

.  (5.8)

δ j 1 j 
. . . δinn 
in

5.2 Dimension of vector space of tensor

If V has dimension d and a basis {ei } we can set up bases for S n (V) and An (V). Now
let’s count how many vectors are in these bases and determine the dimensions of
these spaces.
Anti-Symmetric case:
Every basic antisymmetric tensor is given by antisymmetrizing an n-tuple