From random walk to Brownian motion with drift

Suppose we divide a time interval of length into steps. Let be a random variable with initial value . At the first step, the value of the random variable can go up by or down by with probability and respectively. (This is a Bernoulli trial with probability of success ). Then at the first stepContinue reading “From random walk to Brownian motion with drift”

Approximating logarithms of large numbers

I recently needed to approximate a logarithm of the form where is some large number. It was not possible to use the usual Maclaurin series approximation for because this only holds for . However, the following is a useful trick. We have Therefore, suppose we replace with , where is any large number. Then TheContinue reading “Approximating logarithms of large numbers”

A simple Yule-Simon process and Zipf’s law

Zipf’s law refers to the phenomenon that many data sets in social and exact sciences are observed to obey a power law of the form with the exponent approximately equal to 2. In the present note I want to set out a simple Yule-Simon process (similar to one first discussed in Simon, H, 1955, OnContinue reading “A simple Yule-Simon process and Zipf’s law”

A scale-free probability distribution must be a power law

When the parameters of some physical systems are precisely tuned, the systems can enter a phase transition in which the behaviour of observables changes dramatically. In particular, the systems can become scale-free in the sense of losing any relationship to scales of measurement, i.e., the systems suddenly switch to behaving the same irrespective of theContinue reading “A scale-free probability distribution must be a power law”

Classical and quantum harmonic oscillators

When you think of the classical harmonic oscillator, think of a mass connected to a spring oscillating at a natural frequency which is independent of the initial position or velocity of the mass. The natural frequency will depend only on the stiffness of the spring and the size of the mass. When you think ofContinue reading “Classical and quantum harmonic oscillators”

Decomposition of Lorentz transformations using orthogonal matrices

In the present note I want to explore the decomposition of an arbitrary Lorentz transformation in the form , where and are orthogonal Lorentz matrices and is a simple Lorentz matrix (to be defined below). We will use throughout a metric tensor of the form .  Any matrix that preserves the quadratic form is calledContinue reading “Decomposition of Lorentz transformations using orthogonal matrices”

Proving the relativistic rotation paradox

An apparent paradox in Einstein’s Special Theory of Relativity, known as a Thomas precession rotation in atomic physics, has been verified experimentally in a number of ways. However, somewhat surprisingly, it has not yet been demonstrated algebraically in a straightforward manner using Lorentz-matrix-algebra. Authors in the past have resorted instead to computer verifications, or toContinue reading “Proving the relativistic rotation paradox”

Solving Schrödinger’s equation by B-spline collocation

B-splines and collocation techniques have been applied to the solution of Schrödinger’s equation in quantum mechanics since the early 1970s, but one aspect that is noticeably missing from this literature is the use of Gaussian points (i.e., the zeros of Legendre polynomials) as the collocation points, which can significantly reduce approximation errors. Authors in theContinue reading “Solving Schrödinger’s equation by B-spline collocation”

Overview of the Lie theory of rotations

A Lie group is a group which is also a smooth differentiable manifold. Every Lie group has an associated tangent space called a Lie algebra. As a vector space, the Lie algebra is often easier to study than the associated Lie group and can reveal most of what we need to know about the group.Continue reading “Overview of the Lie theory of rotations”

Dirichlet character tables up to mod 11

Certain arithmetical functions, known as Dirichlet characters mod , are used extensively in analytic number theory. Given an arbitrary group , a character of is generally a complex-valued function with domain such that has the multiplicative property for all , and such that for some . Dirichlet characters mod are certain characters defined for aContinue reading “Dirichlet character tables up to mod 11”