ENGINEERING
MATHEMATICS FORMULAS &
SHORT NOTES HANDBOOK

Vector Algebra
2

If i, j, k are orthonormal vectors and A = A x i + A y j + A z k then | A| = A2x + A2y + A2z . [Orthonormal vectors ≡
orthogonal unit vectors.]

Scalar product
A · B = | A| | B| cos θ

where θ is the angle between the vectors

Bx
= A x Bx + A y B y + A z Bz = [ A x A y A z ]  B y 
Bz

Scalar multiplication is commutative: A · B = B · A.

Equation of a line
A point r ≡ ( x, y, z) lies on a line passing through a point a and parallel to vector b if
r = a + λb

with λ a real number.

Page 1 of 24

z) is on a plane if either (a) r · b d = |d|. where d is the normal from the origin to the plane. n form a right-handed set of axes.Equation of a plane A point r ≡ ( x. Y. where θ is the angle between the vectors and n is a unit vector normal to the plane containing A and B in the direction for which A. A × B in determinant form . y. or y z x (b) + + = 1 where X. B. Z are the intercepts on the axes. X Y Z Vector product A × B = n | A| | B| sin θ.

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i j k .

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Ax A y Az .

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Bx B y Bz .

Scalar triple product . A × B in matrix form    0 − Az A y Bx  Az 0 − Ax   By  − A y Ax 0 Bz Vector multiplication is not commutative: A × B = − B × A.

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Ax .

A × B · C = A · B × C = .

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Bx .

Cx Ay By Cy Vector triple product .

A z .

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Bz .

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Cz . = − A × C · B.

etc. A × ( B × C ) = ( A · C ) B − ( A · B)C. . 3 where ε123 = 1. e2 × e3 e1 · (e2 × e3 ) Summation convention a = ai ei a·b = ai bi implies summation over i = 1 . ( A × B) × C = ( A · C ) B − ( B · C ) A Non-orthogonal basis A = A1 e1 + A2 e2 + A3 e3 A1 = 0 · A where 0 = Similarly for A2 and A3 . . ( a × b)i = εi jk a j bk εi jkεklm = δil δ jm − δimδ jl Page 2 of 24 εi jk = −εik j .

k. N | = | A| | B| . For any orthogonal matrix Q.. then AI = I A = A. N )−1 = N −1 . Determinants If A is a square matrix then the determinant of A. . ( A−1 )i j = transpose of cofactor of A i j | A| where the cofactor of A i j is (−1)i+ j times the determinant of the matrix A with the j-th row and i-th column deleted. . Page 3 of 24 . 2×2 matrices If A =  a c b d  then.. . then transpose matrix A T is such that ( A T )i j = ( A) ji . i. . . then its inverse A −1 is such that AA−1 = A−1 A = I. ( I ) i j = δi j .. B−1 A−1 (if individual inverses exist) | AB . A1i A2 j A3k .Matrix Algebra Unit matrices The unit matrix I of order n is a square matrix with all diagonal elements equal to one and all off-diagonal elements zero. . . . Q−1 = Q T . .. B T A T ( AB . j. | A| = ad − bc AT =  a b c d  A−1 = 1 | A|  d −c −b a  Product rules ( AB .. . . Also I = I −1 . Products If A is a (n × l ) matrix and B is a (l × m) then the product AB is defined by l ∑ Aik Bk j ( AB)i j = k=1 In general AB 6= BA..e. where the number of the suffixes is equal to the order of the matrix. i. . . Inverse matrices If A is a square matrix with non-zero determinant. | Q| = ±1. If A is a square matrix of order n. | A| (≡ det A) is defined by | A| = ∑ i jk. Q T is also orthogonal. I is sometimes written as In if the order needs to be stated explicitly. | N | (if individual matrices are square) Orthogonal matrices An orthogonal matrix Q is a square matrix whose columns q i form a set of orthonormal vectors. N ) T = N T . Transpose matrices If A is a matrix. .

b∗2 . If A is Hermitian then the eigenvalues λi are real and the eigenvectors u i are mutually orthogonal. where A∗ is a matrix each of whose components is the complex conjugate of the corresponding components of A. If A = A † then A is called a Hermitian matrix. if | A| 6= 0. B] [ A. Eigenvalues and eigenvectors The n eigenvalues λ i and eigenvectors u i of an n × n matrix A are the solutions of the equation Au = λ u. . i. A]] + [C. Pn (λ ) = | A − λ I |. Tr A = ∑ λi . C ] = A[ B.) Matrix form Hermiticity b∗ · A · c = ( A · b)∗ · c Eigenvalues. If x is an approximation to an eigenvector of A then x T Ax/( x T x) (Rayleigh’s quotient) is an approximation to the corresponding eigenvalue. Commutators [ A. B] [ A. The best solution x (in the sense that it minimizes the error | Ax − b|) is the solution of the n equations A T Ax = A T b. i If S is a symmetric matrix. B]] = 0 Hermitian algebra b† = (b∗1 . A† ] [ A + B. then U T SU = Λ and S = UΛU T. C ] B [ A. Λ is the diagonal matrix whose diagonal elements are the eigenvalues of S. [ B. An over-constrained set of equations Ax = b is one in which A has m rows and n columns. [C. The eigenvalues are the zeros of the polynomial of degree n. C ] [ AB. Hermitian matrices The Hermitian conjugate of A is A † = ( A∗ ) T .e. λ real Au i = λ(i) ui Orthogonality Completeness Operator form Z ψ∗ Oφ = Bra-ket form (Oψ)∗φ ui · u j = 0 b = ∑ ui (ui · b) φ = ∑ ψi ψ∗i ψ j = 0 i Z ψ∗i φ hψ|O|φi O |i i = λ i | i i Oψi = λ(i)ψi Z i Z  hi | j i = 0 φ = ∑ |i i hi |φi i Rayleigh–Ritz Lowest eigenvalue b∗ · A · b λ0 ≤ b∗ · b Z λ0 ≤ Z Page 4 of 24 ψ∗ Oψ ∗ ψ ψ hψ|O|ψi hψ|ψi (i 6 = j ) . C ] = [ A. If the columns of A are orthonormal vectors then x = A T b. C ] + [ A. C ]] + [ B.Solving sets of linear simultaneous equations If A is square then Ax = b has a unique solution x = A −1 b if A−1 exists. If A is square then Ax = 0 has a non-trivial solution if and only if | A| = 0. B]† ≡ AB − BA = −[ B. and U is the matrix whose columns are the normalized eigenvectors of A. . C ] + [ B. where m (the number of equations) is greater than n (the number of variables). [ A.. A] = [ B† . | A − λ I | = 0 is called the characteristic equation of the matrix A. i also | A| = ∏ λi . .

0 σz = σ zσ x = iσ y . z). ϕ.Pauli spin matrices σx =  0 1  1 . curl A = ∇ × A Identities grad(φ1 + φ2 ) ≡ grad φ1 + grad φ2 grad(φ1φ2 ) ≡ φ1 grad φ2 + φ2 grad φ1 curl( A + A ) ≡ curl A1 + curl A2 div(φ A) ≡ φ div A + (grad φ) · A.   ∂  ∂x     ∂  ∂ ∂ ∂   + j +k ≡ In Cartesian coordinates ∇ (‘del’) ≡ i   ∂y  ∂x ∂y ∂z    ∂  ∂z grad φ = ∇φ. in cylindrical polar coordinates φ = φ(ρ. curl(grad φ) ≡ 0 curl(curl A) ≡ grad(div A) − div(grad A) ≡ grad(div A) − ∇ 2 A grad( A1 · A2 ) ≡ A1 × (curl A2 ) + ( A1 · grad) A2 + A2 × (curl A1 ) + ( A2 · grad) A1 Page 5 of 24 .  −i . div A = ∇ · A. θ . in cases with radial symmetry φ = φ(r). y. z. ϕ). In Cartesian coordinates φ = φ( x. 0 σ xσ y = iσ z . z). y. σy =  0 i σ yσ z = iσ x . A is a vector function whose components are scalar functions of the position coordinates: in Cartesian coordinates A = iA x + jA y + kA z . in spherical polar coordinates φ = φ(r.  1 0 0 −1  σ xσ x = σ yσ y = σ zσ z = I Vector Calculus Notation φ is a scalar function of a set of position coordinates. A z are independent functions of x. A y . div( A1 + A2 ) ≡ div A1 + div A2 curl(φ A) ≡ φ curl A + (grad φ) × A div( A1 × A2 ) ≡ A2 · curl A1 − A1 · curl A2 curl( A1 × A2 ) ≡ A1 div A2 − A2 div A1 + ( A2 · grad) A1 − ( A1 · grad) A2 div(curl A) ≡ 0. where A x .

Grad. Curl and the Laplacian Cartesian Coordinates Conversion to Cartesian Coordinates Cylindrical Coordinates x = ρ cos ϕ Vector A Axi + A y j + Az k Gradient ∇φ ∂φ ∂φ ∂φ i+ j+ k ∂x ∂y ∂z Divergence ∇·A y = ρ sin ϕ 1 ∂φ ∂φ ∂φ b+ b+ b ρ ϕ z ∂ρ ρ ∂ϕ ∂z . Div.

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i j k .

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∂ ∂ ∂ .

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∂x ∂y ∂z .

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Ax A y Az .

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1 1 .

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ρ b b b ϕ z .

ρ ρ .

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∂ ∂ .

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∂ .

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∂ρ ∂ϕ ∂z .

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Aρ ρ Aϕ A z .

∂ 2φ ∂2φ ∂2φ + 2 + 2 2 ∂x ∂y ∂z ∇2φ b + Aϕϕ b Arbr + Aθθ b + Aϕϕ b + Azb Aρ ρ z 1 ∂Aϕ ∂A z 1 ∂(ρ Aρ ) + + ρ ∂ρ ρ ∂ϕ ∂z Laplacian x = r cos ϕ sin θ y = r sin ϕ sin θ z = r cos θ z=z ∂A y ∂A z ∂A x + + ∂x ∂y ∂z Curl ∇ × A Spherical Coordinates 1 ∂ ρ ∂ρ 1 ∂φ 1 ∂φ b ∂φ b br + θ+ ϕ ∂r r ∂θ r sin θ ∂ϕ 1 ∂Aθ sin θ 1 ∂ (r 2 Ar ) + 2 ∂r r sin θ ∂θ r 1 ∂Aϕ + r sin θ ∂ϕ .

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1 1 b 1 .

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2 br θ ϕ .

r sin θ r sin θ .

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∂ ∂ ∂ .

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∂r ∂θ ∂ϕ .

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Ar rAθ rAϕ sin θ .

S = a surface area τ = a volume contained by a specified surface bt = the unit tangent to C at the point P b n = the unit outward pointing normal A = some vector function dL = the vector element of curve (= bt dL) dS = the vector element of surface (= b n dS) Z Then C A · bt dL = and when A = ∇φ Z C Z Z (∇φ) · dL = C C A · dL dφ Gauss’s Theorem (Divergence Theorem) When S defines a closed region having a volume τ also Z (∇ · A) dτ = Z (∇φ) dτ = τ τ Z Z S S (A · b n) dS = φ dS Z S A · dS Z τ (∇ × A) dτ = Page 6 of 24 Z S (b n × A) dS ∂ 2φ 1 2 r sin θ ∂ϕ2 2 .     1 1 ∂ ∂ ∂φ 2 ∂φ r + 2 sin θ ∂r ∂θ r2 ∂r r sin θ ∂θ   ∂φ 1 ∂2φ ∂ 2φ ρ + 2 2+ 2 ∂ρ ρ ∂ϕ ∂z + Transformation of integrals L = the distance along some curve ‘C’ in space and is measured from some fixed point.

(1 + z)n = 1 + nz + Page 7 of 24 . tan−1 z =z− n(n − 1) 2 n(n − 1)(n − 2) 3 z + z + ··· 2! 3! This last series converges both on and within the circle | z| = 1 except at the point z = −1. ez z3 3! z2 cos z =1− 2! z2 ln(1 + z) = z − 2 sin z z2 zn + ···+ + ··· 2! n! z5 + −··· 5! z4 + − ··· 4! z3 + −··· 3 =1+z+ =z− convergent for all finite z convergent for all finite z convergent for all finite z principal value of ln (1 + z) This last series converges both on and within the circle | z| = 1 except at the point z = −1. The real quantity r is the modulus of z and the angle θ is the argument of z. z3 z5 + −··· 3 5 This last series converges both on and within the circle | z| = 1 except at the points z = ±i. Z also Z S S (∇ × A) · dS = Z C (b n × ∇φ) dS = Z C A · dL φ dL Green’s Theorem Z ψ∇φ · dS = S = Z ∇ · (ψ∇φ) dτ Zτ  τ Green’s Second Theorem Z τ  ψ∇2φ + (∇ψ) · (∇φ) dτ (ψ∇2φ − φ∇2 ψ) dτ = Z S [ψ(∇φ) − φ(∇ψ)] · dS Complex Variables Complex numbers The complex number z = x + iy = r(cos θ + i sin θ ) = r ei(θ +2nπ). where i2 = −1 and n is an arbitrary integer.Stokes’s Theorem When C is closed and bounds the open surface S. zz∗ = | z| = x2 + y2 De Moivre’s theorem (cos θ + i sin θ )n = einθ = cos nθ + i sin nθ Power series for complex variables. The complex conjugate of z is z ∗ = x − iy = 2 r(cos θ − i sin θ ) = r e−iθ .

b. 2 2 2 cos A = where s = Relations between sides and angles of any spherical triangle In a spherical triangle with angles A. a b c = = = diameter of circumscribed circle. and c respectively. and C and sides opposite a. b. and c respectively. sin A sin B sin C a2 = b2 + c2 − 2bc cos A a = b cos C + c cos B b2 + c2 − a2 2bc a−b C A−B = cot tan 2 a+b 2 q 1 1 1 area = ab sin C = bc sin A = ca sin B = s(s − a)(s − b)(s − c).Trigonometric Formulae cos2 A + sin 2 A = 1 sec2 A − tan2 A = 1 cos 2A = cos 2 A − sin 2 A sin 2A = 2 sin A cos A cosec2 A − cot2 A = 1 2 tan A tan 2A = . 1 − tan2 A sin ( A ± B) = sin A cos B ± cos A sin B cos A cos B = cos( A + B) + cos( A − B) 2 cos( A ± B) = cos A cos B ∓ sin A sin B sin A sin B = cos( A − B) − cos( A + B) 2 sin A cos B = sin( A + B) + sin ( A − B) 2 tan( A ± B) = tan A ± tan B 1 ∓ tan A tan B sin A + sin B = 2 sin A+B A−B cos 2 2 cos2 A = 1 + cos 2A 2 sin A − sin B = 2 cos A+B A−B sin 2 2 sin 2 A = 1 − cos 2A 2 cos A + cos B = 2 cos A+B A−B cos 2 2 cos3 A = 3 cos A + cos 3A 4 sin 3 A = 3 sin A − sin 3A 4 cos A − cos B = −2 sin A−B A+B sin 2 2 Relations between sides and angles of any plane triangle In a plane triangle with angles A. sin a sin b sin c = = sin A sin B sin C cos a = cos b cos c + sin b sin c cos A cos A = − cos B cos C + sin B sin C cos a Page 8 of 24 1 ( a + b + c) 2 . B. and C and sides opposite a. B.

Hyperbolic Functions x2 x4 1 x ( e + e− x ) = 1 + + + ··· 2 2! 4! 1 x3 x5 sinh x = ( ex − e− x ) = x + + + ··· 2 3! 5! valid for all x cosh x = valid for all x cosh ix = cos x cos ix = cosh x sinh ix = i sin x sinh x tanh x = cosh x cosh x coth x = sinh x sin ix = i sinh x 1 sech x = cosh x 1 cosech x = sinh x cosh 2 x − sinh 2 x = 1 For large positive x: cosh x ≈ sinh x → ex 2 tanh x → 1 For large negative x: cosh x ≈ − sinh x → e− x 2 tanh x → −1 Relations of the functions sinh x = − sinh (− x) sech x cosh x = cosh (− x) cosech x = − cosech(− x) tanh x = − tanh(− x) coth x sinh x = tanh x 2 tanh ( x/2) 2 1 − tanh ( x/2) = q q 2 =q tanh x 1 − tanh2 x 1 − sech x cosh x = sech x = sech(− x) = − coth (− x) 1 + tanh2 ( x/2) 2 1 − tanh ( x/2) = cosech 2 x + 1 r cosh x − 1 sinh ( x/2) = 2 cosh x − 1 sinh x tanh( x/2) = = sinh x cosh x + 1 cosech x = sinh (2x) = 2 sinh x cosh x tanh(2x) = coth x = q q 1 − tanh2 x = q coth 2 x − 1 r cosh x + 1 cosh ( x/2) = 2 2 tanh x 1 + tanh 2 x cosh (2x) = cosh 2 x + sinh 2 x = 2 cosh2 x − 1 = 1 + 2 sinh 2 x sinh (3x) = 3 sinh x + 4 sinh 3 x tanh(3x) = 3 tanh x + tanh3 x cosh 3x = 4 cosh 3 x − 3 cosh x 1 + 3 tanh2 x Page 9 of 24 1 1 − tanh2 x .

x ln x → 0 as x → 0 If f ( a) = g( a) = 0 12 then lim x→ a f 0 ( a) f ( x) = 0 g( x) g ( a) (l’Hopital’s ˆ rule) Page 10 of 24 .sinh ( x ± y) = sinh x cosh y ± cosh x sinh y cosh( x ± y) = cosh x cosh y ± sinh x sinh y tanh( x ± y) = tanh x ± tanh y 1 ± tanh x tanh y 1 sinh x + sinh y = 2 sinh ( x + y) cosh 2 1 sinh x − sinh y = 2 cosh ( x + y) sinh 2 sinh x ± cosh x = tanh x ± tanh y = 1 ( x − y) 2 1 ( x − y) 2 1 ± tanh ( x/2) = e± x 1 ∓ tanh( x/2) sinh ( x ± y) cosh x cosh y coth x ± coth y = ± Inverse functions sinh ( x ± y) sinh x sinh y ! x2 + a2 sinh a ! p x + x2 − a2 −1 x cosh = ln a a   1 a+x −1 x tanh = ln a 2 a−x   x 1 x +a −1 coth = ln a 2 x−a   s 2 x a a sech−1 = ln  + − 1 a x x2   s 2 a a x + 1 cosech−1 = ln  + a x x2 −1 x = ln a 1 1 cosh x + cosh y = 2 cosh ( x + y) cosh ( x − y) 2 2 1 1 cosh x − cosh y = 2 sinh ( x + y) sinh ( x − y) 2 2 x+ p for −∞ < x < ∞ for x ≥ a for x2 < a2 for x2 > a2 for 0 < x ≤ a for x 6= 0 Limits nc xn → 0 as n → ∞ if | x| < 1 (any fixed c) xn /n! → 0 as n → ∞ (any fixed x) (1 + x/n)n → ex as n → ∞.

Differentiation (uv)0 = u0 v + uv0 .  u 0 v = u0 v − uv0 v2 (uv)(n) = u(n) v + nu(n−1) v(1) + · · · + n Cr u(n−r) v(r) + · · · + uv(n)   n! n n = where Cr ≡ r!(n − r)! r d (sin x) = cos x dx d (cos x) = − sin x dx d (tan x) = sec2 x dx d (sec x) = sec x tan x dx d (cot x) = − cosec2 x dx d (cosec x) = − cosec x cot x dx d (sinh x) dx d (cosh x) dx d (tanh x) dx d (sech x) dx d (coth x) dx d (cosech x) dx Leibniz Theorem = cosh x = sinh x = sech2 x = − sech x tanh x = − cosech2 x = − cosech x coth x Integration Standard forms Z xn dx = 1 dx x Z eax dx Z Z Z Z Z Z Z Z Z Z Z xn+1 +c n+1 = ln x + c for n 6= −1 Z ln x dx = x(ln x − 1) + c   1 x ax ax x e dx = e − 2 +c a a 1 ax e +c a   x2 1 x ln x dx = ln x − +c 2 2 x 1 1 dx = tan−1 +c 2 2 a a a +x     a+x 1 1 1 −1 x tanh ln dx = + c = +c a a 2a a−x a2 − x2     1 1 1 x−a −1 x dx = − coth +c= +c ln a a 2a x+a x2 − a2 x −1 1 dx = +c 2(n − 1) ( x2 ± a2 )n−1 ( x2 ± a2 )n x 1 dx = ln( x2 ± a2 ) + c 2 x2 ± a2 x 1 p dx = sin−1 +c a a2 − x2   p 1 p dx = ln x + x2 ± a2 + c x2 ± a2 p x p dx = x2 ± a2 + c x2 ± a2  x i p 1h p 2 a2 − x2 dx = x a − x2 + a2 sin −1 +c 2 a = Z Page 11 of 24 for x2 < a2 for x2 > a2 for n 6= 1 .

substitute t = tan( x/2) and use the results: sin x = 2t 1 + t2 cos x = 1 − t2 1 + t2 If the integrand is of the form: Z Z dx p ( ax + b) px + q dx q ( ax + b) px2 + qx + r dx = 2 dt .Z Z ∞ 0 1 dx = π cosec pπ (1 + x) x p ∞ 2 cos( x ) dx = 0 Z ∞ 0 for p < 1 1 sin ( x ) dx = 2 2 r π 2 √ exp(− x2 /2σ 2 ) dx = σ 2π −∞  √ Z ∞  1 × 3 × 5 × · · · (n − 1)σ n+1 2π n 2 2 x exp(− x /2σ ) dx =  −∞ 0 Z Z Z Z Z Z Z ∞ sin x dx cos x dx tan x dx cot x dx for n ≥ 1 and odd Z sinh x dx = cosh x + c = sin x + c Z cosh x dx = sinh x + c = − ln(cos x) + c Z tanh x dx = ln(cosh x) + c Z cosech x dx = ln [tanh( x/2)] + c = ln(sec x + tan x) + c Z sech x dx = 2 tan−1 ( ex ) + c = ln(sin x) + c Z coth x dx = ln(sinh x) + c = − cos x + c cosec x dx = ln(cosec x − cot x) + c sec x dx for n ≥ 2 and even sin (m + n) x sin (m − n) x − +c 2(m − n) 2(m + n) Z sin (m + n) x sin (m − n) x + +c cos mx cos nx dx = 2(m − n) 2(m + n) Z sin mx sin nx dx = if m2 6= n2 if m2 6= n2 Standard substitutions If the integrand is a function of: p ( a2 − x2 ) or a2 − x2 p ( x2 + a2 ) or x2 + a2 p ( x2 − a2 ) or x2 − a2 substitute: x = a sin θ or x = a cos θ x = a tan θ or x = a sinh θ x = a sec θ or x = a cosh θ If the integrand is a rational function of sin x or cos x or both. 1 + t2 substitute: px + q = u2 ax + b = 1 . u Page 12 of 24 .

Integration by parts Z b a .

b Z b .

u dv = uv.

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. 2 Z Z Z π/ 2 0 sin θ dθ = 1. q > −1. − v du a a Differentiation of an integral If f ( x. 2α dθ = π . ( p + q + 1)! Trigonometrical If m. α ) is a function of x containing a parameter α and the limits of integration a and b are functions of α then Z b(α ) d dα a (α ) f ( x. Z π/ 2 0 cos θ dθ = 1. Stirling’s formula for large n: For any p > −1. (− 1/2)! = √ π. α ) db da − f ( a. α ) dx. Z ∞ 0 For any p. . Z π/ 2 0 Other If In = Z ∞ 0 xn exp(−α x2 ) dx then In = (n − 1) In − 2 . δ (t) dt = 1 Reduction formulae Factorials n! = n(n − 1)(n − 2) . ( 1/2)! = √ π/ . α ) + dα dα Z b(α ) ∂ f ( x. 2α I0 = Page 13 of 24 1 2 r π . If f (t) is an arbitrary function of t then δ (t) = 0 if t 6= 0. α ) dx = f (b. d dx Z x a f ( y) dy = f ( x). α I1 = 1 . 0! = 1. 1. Z ∞ 0 x p (1 − x)q dx = x p−1 e− x dx = p!. Dirac δ-‘function’ 1 δ (t − τ ) = 2π Z ∞ −∞ exp[iω(t − τ )] dω. n are integers. 2 etc. . Z x p e− x dx = p 1 0 ln(n!) ≈ n ln n − n. m − 1 π/ 2 n − 1 π/ 2 sin m−2 θ cosn θ dθ = sin m θ cosn−2 θ dθ m+n 0 m+n 0 0 and can therefore be reduced eventually to one of the following integrals Z π/ 2 sin m θ cos n θ dθ = Z π/ 2 sin θ cos θ dθ = 0 1 . also Z ∞ −∞ Z ∞ −∞ δ (t − τ ) f (t) dt = f (τ ). ∂α a (α ) Special case. 2 p!q! .

2 Recursion relation Pl ( x) = 1 [(2l − 1) xPl −1 ( x) − (l − 1) Pl −2( x)] l Orthogonality Z 1 −1 Pl ( x) Pl 0 ( x) dx = 2 δll 0 2l + 1 Bessel’s equation x2 d2 y dy +x + ( x2 − m2 ) y = 0. where Pl ( x) = l 2 l! 1 2 P0 ( x) = 1. Series form of Bessel functions of the first kind (−1)k ( x/2)m+2k k!(m + k)! k=0 ∞ Jm ( x ) = ∑ (integer m). Page 14 of 24  d dx l l x2 − 1 . Rodrigues’ formula so . dx2 dx solutions of which are Bessel functions Jm ( x) of order m. P1 ( x) = x.Differential Equations Diffusion (conduction) equation ∂ψ = κ ∇2ψ ∂t Wave equation ∇2ψ = 1 ∂2ψ c2 ∂t2 Legendre’s equation (1 − x2 ) dy d2 y − 2x + l (l + 1) y = 0. The same general form holds for non-integer m > 0. P2 ( x) = (3x − 1) etc. dx2 dx 1 solutions of which are Legendre polynomials Pl ( x).

where y = dx ∂y . D are constants. B. C. ϕ) = Aρn + Bρ−n C exp(inϕ) + D exp(−inϕ) where A.e. A. ϕ) = × (−1) Pl (cos θ ) e 4π (l + |m|)! 1 for m < 0 r r r 1 3 3 0 ±1 0 i.  | m | d Plm (cos θ ) = sin|m| θ Pl (cos θ ) d(cos θ ) is the associated Legendre polynomial.. If expressed in cylindrical polar coordinates (see section 4). A. Page 15 of 24 ∂F d = ∂y dx   dy ∂F 0 . D are constants and n is a real integer. z) = Jm (nρ) A cos mϕ + B sin mϕ C exp(nz) + D exp(−nz) where m and n are integers. x) dx to have a stationary value is Euler–Lagrange equation. Pl0 (1) = 1. y0.Laplace’s equation ∇2 u = 0 If expressed in two-dimensional polar coordinates (see section 4). a solution is    u(ρ. B. and have values given by s  m 2l + 1 (l − |m|)! m for m ≥ 0 m imϕ Yl (θ . ϕ) = Arl + Br−(l +1) Plm C sin mϕ + D cos mϕ where l and m are integers with l ≥ |m| ≥ 0. C. Spherical harmonics The normalized solutions Ylm (θ . etc. ϕ. Y0 = . Y1 = cos θ. 4π 4π 8π Orthogonality Z Yl∗m Ylm0 dΩ = δll 0 δmm0 0 4π Calculus of Variations The condition for I = Z b a F ( y. θ . B. C. ϕ) of the equation     1 ∂ ∂ ∂2 1 sin θ + Ylm + l (l + 1)Ylm = 0 sin θ ∂θ ∂θ sin2 θ ∂ϕ2 are called spherical harmonics. a solution is    u(ρ. If expressed in three-dimensional polar coordinates (see section 4) a solution is     u(r. Y1 = ∓ sin θ e±iϕ . D are constants. This is the 0 .

constant. .Functions of Several Variables ∂φ implies differentiation with respect to x keeping y. . ∂x ∂φ ∂φ ∂φ ∂φ ∂φ ∂φ dφ = dx + dy + dz + · · · and δφ ≈ δx + δy + δz + · · · ∂x ∂y ∂z ∂x ∂y ∂z . z. .

  ∂φ ∂φ ∂φ .

.

. or ∂x ∂x ∂x . are independent variables. is also written as when the variables kept where x. . z. y. .

Unless 2 = = 0. are functions of independent variables u. . . . b + v) = φ( a.) and the variables x. .. .) then y. ∂x ∂x y ∂φ y  ∂φ ∂x y. .  ∂2φ ∂2φ   > 0. y. the following 2 ∂x ∂y ∂x ∂y ∂x ∂y conditions determine whether it is a minimum. constant need to be stated explicitly. y) = φ( a + u. y = b then it has a Taylor series  2 2  ∂φ ∂2φ ∂φ 1 2∂ φ 2∂ φ +··· φ( x.. . If φ = f ( x.   ∂φ 1 =   . v. . or < 0.. . ∂x ∂y ∂x2 ∂y2 Changing variables: the chain rule If φ = f ( x. If φ is a well-behaved function then If φ = f ( x. Taylor series for two variables If φ( x.   2 2 ∂x ∂y  2 ∂2φ ∂2φ ∂2φ Saddle point: < ∂x ∂y ∂x2 ∂y2 A function φ = f ( x. Page 16 of 24 . . y. y) has a stationary point when If ∂2φ ∂2φ ∂2φ = = = 0 the character of the turning point is determined by the next higher derivative. then ∂φ ∂φ ∂x ∂φ ∂y = + + ··· ∂u ∂x ∂u ∂y ∂u ∂φ ∂x ∂φ ∂y ∂φ = + + ··· ∂v ∂x ∂v ∂y ∂v etc. . y). a maximum or a saddle point. ∂2φ ∂ 2φ = etc. or > 0.. y=b Stationary points ∂2φ ∂2φ ∂φ ∂φ ∂2φ = = = 0. y. z.. b) + u u + 2uv +v + +v ∂x ∂y 2! ∂x ∂y ∂x2 ∂y2 where x = a + u. .   2 2 Minimum:  ∂2φ ∂2φ ∂φ ∂x2 ∂y2 and > 2 2 2 2  ∂x ∂y ∂φ ∂φ ∂x ∂y  Maximum: < 0. y = b + v and the differential coefficients are evaluated at x = a.. y) is well-behaved in the vicinity of x = a. ∂x ∂y ∂y ∂x   y ∂x ∂y   φ ∂y ∂φ  x = −1.

y plane maps into an area A 0 in the u.Changing variables in surface and volume integrals – Jacobians If an area A in the x. v plane then .

.

.

∂x ∂x .

.

.

Z Z .

∂u ∂v .

.

.

f ( x. y) dx dy = f (u. v) J du dv where J = .

.

A A0 .

∂y ∂y .

.

.

y) The Jacobian J is also written as . v) . The corresponding formula for volume integrals is ∂(u. ∂u ∂v ∂( x.

.

.

∂x ∂x ∂x .

.

.

.

∂u ∂v ∂w .

.

.

Z Z .

∂y ∂y ∂y .

.

f ( x. v. z) dx dy dz = f (u. y. w) J du dv dw where now J = .

.

.

V V0 .

∂u ∂v ∂w .

.

.

.

∂z ∂z ∂z .

.

.

. range 0 ≤ t ≤ T.e. Fourier series for other ranges Variable t. cm = y(t) cos mωt dt. M 0 ) with convergence to y( x) as M. a periodic function of time with period T. cm = y( x) cos y( x) sin L 0 L 0 L L 0 L c0 = Z Z Z Page 17 of 24 . . 2mπx 2mπx y( x) ≈ c0 + ∑ cm cos + ∑ sm sin L L where Z Z Z 2 L 1 L 2 L 2mπx 2mπx dx. ∂u ∂v ∂w Fourier Series and Transforms Fourier series If y( x) is a function defined in the range −π ≤ x ≤ π then y( x) ≈ c0 + M ∑ cm cos mx + m=1 M0 ∑ sm sin mx m=1 where the coefficients are Z π 1 y( x) dx c0 = 2π −π Z π 1 cm = y( x) cos mx dx π −π Z π 1 sm = y( x) sin mx dx π −π (m = 1. sm = y(t) sin mωt dt. . . . y(t) ≈ c0 + ∑ cm cos mωt + ∑ sm sin mωt where ω T ω T ω T y(t) dt. (i. M 0 → ∞ for all points where y( x) is continuous. . range 0 ≤ x ≤ L. . M) (m = 1. . c0 = y( x) dx. frequency ω = 2π/ T). 2π 0 π 0 π 0 Variable x. . sm = dx.

Fourier series for odd and even functions If y( x) is an odd (anti-symmetric) function [i. y(− x) = − y( x)] defined in the range −π ≤ x ≤ π. 2 Z 4 π/ 2 cm = y( x) cos mx dx (for m odd). range 0 ≤ t ≤ T. .. y( x) is anti-symmetric about x = . N ]. This approximation converges to y( x) as M → ∞ under the same conditions as the real form. cm = y( x) cos mx dx. ∞ 0 y( x ) = ∑ Cm e i2mπx0 / L . then y( xn ) = c0 + c1 cos xn + c2 cos 2xn + · · · + c N −1 cos( N − 1) xn + c N cos Nxn + s1 sin xn + s2 sin 2xn + · · · + s N −1 sin ( N − 1) xn + s N sin Nxn where the coefficients are 1 y( xn ) c0 = 2N ∑ 1 cm = y( xn ) cos mxn N∑ 1 cN = y( xn ) cos Nxn 2N ∑ 1 sm = y( xn ) sin mxn N∑ 1 y( xn ) sin Nxn sN = 2N ∑ each summation being over the 2N sampling points x n . . frequency ω = 2π/ T. y(− x) = y( x)] defined in the range −π ≤ x ≤ π.] Complex form of Fourier series If y( x) is a function defined in the range −π ≤ x ≤ π then M ∑ y( x) ≈ −M Cm eimx . . . Z L 0 y( x0 ) e−i2mπx / L dx0 . N − 1) (m = 1. s m = π 0 y( x) is an even (symmetric) function [i. in and cosine terms are required in the Fourier series and c 0 = π 0 π 0 π addition. If.e. then only Z 2 π sines are required in the Fourier series and s m = y( x) sin mx dx. π 0 [These results also apply to Fourier series with more general ranges provided appropriate changes are made to the limits of integration. If. ∞ y(t) = ∑ Cm e imω t −∞ . N − 1) .e. ω Cm = 2π Variable x0 . then only constant Z Z 2 π 1 π y( x) dx. . −∞ Z T 0 1 Cm = L y(t) e−imωt dt. range 0 ≤ x0 ≤ L.. . Page 18 of 24 (m = 1. in addition. 0 Discrete Fourier series If y( x) is a function defined in the range −π ≤ x ≤ π which is sampled in the 2N equally spaced points x n = nx/ N [n = −( N − 1) . If x = π/2. . . Cm = 1 2π Z π y( x) e−imx dx −π with m taking all integer values in the range ± M. . then the coefficients s m are given by sm = 0 (for m even). . For other ranges the formulae are: Variable t. y( x) is symmetric about π 0 Z 4 π/ 2 y( x) sin mx dx (for m odd). then c0 = 0 and the coefficients c m are given by cm = 0 (for m even).

by(ω) = 2 y(t) sin ωt dt. ∑ m =− ∞ where (modulated function). ∞ y(t) = by(ω) = sin ωτ ≡ 2aτ sinc (ωτ ) ω ∑ n =− ∞ δ (ω − 2πn/τ ) sin ( x) x . y(t) = exp(−t2 /t20 ) y(t) = f (t) eiω0 t by(ω) = 2a (‘Top Hat’). by(ω) = bf (ω − ω0 ) ∞ δ (t − mτ ) (sampling function) by(ω) = Page 19 of 24 sinc( x) =   2a 2 ωτ ( 1 − cos ωτ ) = a τ sinc 2 ω2 τ √  by(ω) = t0 π exp −ω2 t20 /4 (Gaussian). π 0 0 If y(t) is anti-symmetric about t = 0 then Z Z ∞ 1 ∞ by(ω) sin ωt dω. this relationship becomes y(t) = Z ∞ −∞ by( f ) ei2π f t d f . If y(t) is symmetric about t = 0 then Z Z ∞ 1 ∞ by(ω) cos ωt dω. y(t) = 2π −∞ −∞ If ω is replaced by 2π f . by( f ) = Z ∞ −∞ y(t) e−i2π f t dt. = 0. by(ω) = 2 y(t) = y(t) cos ωt dt. where f is the frequency. |t| ≤ τ |t| > τ  (‘Saw-tooth’).Fourier transforms If y( x) is a function defined in the range −∞ ≤ x ≤ ∞ then the Fourier transform b y(ω) is defined by the equations Z ∞ Z ∞ 1 b by(ω) = y(ω) eiωt dω. y(t) e−iωt dt. |t| ≤ τ |t| > τ  y(t) = a(1 − |t|/τ ). y(t) = π 0 0 Specific cases y(t) = a. = 0.

xcy = b x ∗ by.Convolution theorem If z(t) = Z ∞ −∞ x(τ ) y(t − τ ) dτ = Z ∞ −∞ x(t − τ ) y(τ ) dτ ≡ x(t) ∗ y(t) then Conversely. Parseval’s theorem Z ∞ −∞ y∗ (t) y(t) dt = 1 2π Z ∞ −∞ by∗ (ω) by(ω) dω (if b y is normalised as on page 21) Fourier transforms in two dimensions b (k) = V = Z V (r ) e−ik·r d2 r Z ∞ 0 2πrV (r) J0 (kr) dr if azimuthally symmetric Examples Fourier transforms in three dimensions b (k) = V Z V (r ) V (r ) e−ik·r d3 r 4π ∞ = V (r) r sin kr dr k 0 Z 1 b (k) eik·r d3 k V (r ) = V (2π)3 Z if spherically symmetric 1 4πr e− λ r 4πr ∇V (r ) ∇ 2 V (r ) Page 20 of 24 b (k) V 1 k2 1 2 k + λ2 b (k) ikV b (k) −k2 V . bz (ω) = b x(ω) by(ω).

Laplace Transforms If y(t) is a function defined for t ≥ 0.] Page 21 of 24 Convolution theorem . the Laplace transform y(s) is defined by the equation y(s) = L{ y(t)} = Z ∞ 0 e−st y(t) dt Function y(t) (t > 0) Transform y(s) δ (t) 1 Delta function θ (t) 1 s Unit step function n! sn+1 r 1 π 2 s3 r π s tn 1 t /2 1 t− /2 1 (s + a) e− at sin ωt (s2 s (s2 + ω2 ) ω (s2 − ω2 ) s (s2 − ω2 ) cos ωt sinh ωt cosh ωt e− at y(t) y( s + a ) e − sτ y ( s ) y(t − τ ) θ (t − τ ) ty(t) − dy dt dn y dtn Z Z Z t 0 t 0 t 0 y(τ ) dτ    x(τ ) y(t − τ ) dτ      x(t − τ ) y(τ ) dτ  ω + ω2 dy ds s y( s ) − y ( 0 ) n s y( s ) − s n−1 y(0) − s n−2  dy dt   dn−1 y ···− dtn−1 0  0 y( s ) s x ( s ) y( s ) [Note that if y(t) = 0 for t < 0 then the Fourier transform of y(t) is by(ω) = y(iω).

then δy n+1/2 = yn+1 − yn and δ2 yn = δyn+1/2 − δyn−1/2 Approximating to derivatives   dy dx  d2 y dx2 n  ≈ n ≈ δy 1 + δyn− 1/2 yn+1 − yn yn − yn−1 ≈ ≈ n+ /2 h h 2h where h = xn+1 − xn δ2 y n yn+1 − 2yn + yn−1 = h2 h2 Interpolation: Everett’s formula y( x) = y( x0 + θ h) ≈ θ y0 + θ y1 + 1 1 2 θ (θ − 1)δ2 y0 + θ (θ 2 − 1)δ2 y1 + · · · 3! 3! where θ is the fraction of the interval h (= x n+1 − xn ) between the sampling points and θ = 1 − θ. Simpson’s rule The interval of integration is divided into an even number (say 2n) of equal sub-intervals. xn+1 = xn − f ( xn ) f ( xn ) − f ( xn−1 ) (Newton) (Linear interpolation) are. y) then dx yn+1 = yn + h f ( xn . y∗n+1 )] yn+1 = yn + 2 Putting then (improved Euler method) Central difference notation If y( x) is tabulated at equal intervals of x. in general.Numerical Analysis Finding the zeros of equations If the equation is y = f ( x) and x n is an approximation to the root then either f ( xn ) . xn+1 = xn − 0 f ( xn ) xn − xn−1 or. Numerical evaluation of definite integrals Trapezoidal rule The interval of integration is divided into n equal sub-intervals. yn ) h[ f ( xn . each of width h = (b − a)/2n. yn ) + f ( xn+1 . The first two terms represent linear interpolation. Numerical integration of differential equations If dy = f ( x. where h is the interval. each of width h. better approximations. then   Z b 1 1 f ( x) dx ≈ h c f ( a) + f ( x1 ) + · · · + f ( x j ) + · · · + f (b) 2 2 a where h = (b − a)/n and x j = a + jh. yn ) where h = xn+1 − xn (Euler method) y∗n+1 = yn + h f ( xn . then Z b  h f ( a) + 4 f ( x1 ) + 2 f ( x2 ) + 4 f ( x3 ) + · · · + 2 f ( x2n−2 ) + 4 f ( x2n−1 ) + f (b) f ( x) dx ≈ 3 a Page 22 of 24 .

the difference between the largest and smallest values. i. 1 (exact for any cubic). 0·888. xi = −0·7746. Z 1 −1 n y( x) dx ≈ ∑ ci y( xi ) 1 c i = 1. 0·7746. . (iii) Z = Am . n This is usually adequate for n less than about 12. .Gauss’s integration formulae These have the general form For n = 2 : For n = 3 : xi = ±0·5773. Combination of errors If Z = Z ( A. 0·555 (exact for any quintic). . Treatment of Random Errors Sample mean x= 1 ( x1 + x2 + · · · xn ) n Residual: d=x−x 1 Standard deviation of sample: s = √ (d21 + d22 + · · · d2n )1/2 n 1 Standard deviation of distribution: σ ≈ √ (d21 + d22 + · · · d2n )1/2 n−1 σ 1 σm = √ = q (d21 + d22 + · · · d2n )1/2 Standard deviation of mean: n n ( n − 1) Result of n measurements is quoted as x ± σ m . B.. 0·0. c i = 0·555. then r σ≈ √ . B. etc.e. (ii) Z = AB or A/ B. (iv) Z = ln A.) (with A. (v) Z = exp A. (σ Z )2 = (σ A )2 + (σ B )2 + (σC )2  σ 2  σ  2  σ  2 Z B A = + Z A B σZ σ =m A Z A σA σZ = A σZ = σA Z Page 23 of 24 . =q 1 n ( n − 1)  ∑ x2i 1 − n ∑ xi 2 1 / 2 Range method A quick but crude method of estimating σ is to find the range r of a set of n readings. independent) then  2  2 ∂Z ∂Z σA + σB + · · · (σ Z )2 = ∂A ∂B So if (i) Z = A ± B ± C.

yi ). Sample statistics: s 2x = 1 n ∑( x i − x ) 2 . p < 1. E(Y at x) = α b2 σb 2 b are σ b and β Estimates for the variances of α and 2 . s2xy = 1 n ∑(xi − x)( yi − y). n (residual variance). Probability distributions Error function: Binomial: Poisson: Normal: x 2 2 e− y dy erf( x) = √ π 0   n x n− x f ( x) = p q where q = (1 − p). .Statistics Mean and Variance A random variable X has a distribution over some subset x of the real numbers. When the distribution is continuous. xn 1 n Sample mean x = ∑ xi 1 Sample variance s = n 2 ∑( x i − x ) 2 =  1 x2 n∑ i  − x2 = E( x2 ) − [E( x)]2 Regression (least squares fitting) To fit a straight line by least squares to n pairs of points ( x i . Mean µ = E( X ) = ∑ Pi xi or Z x f ( x) dx. σb 2 = b+β . b −β where residual variance = ∑{ yi − α y n s2x b= b = y. If X and Y are independent then V (W ) = a 2 V ( X ) + b2 V (Y ). s2xy s2y = 1 n ∑ ( y i − y) 2 . Statistics of a data sample x 1 . the probability that X = x i is Pi . β Estimators: α s2x b ( x − x). . Variance σ 2 = V ( X ) = E[( X − µ )2 ] = ∑ Pi (xi − µ )2 or Z ( x − µ )2 f ( x) dx. where f ( x) is the probability density function. the probability that X lies in an interval δx is f ( x)δx. x Z µ = np. Page 24 of 24 . µ x −µ e . model the observations by y i = α + β( xi − x) + i . n−2 s4 1 b ( xi − x)}2 = s2 − xy . . where the i are independent samples of a random variable with zero mean and variance σ 2 . When the distribution of X is discrete. and σ 2 = µ x!   1 ( x − µ )2 f ( x) = √ exp − 2σ 2 σ 2π f ( x) = Weighted sums of random variables If W = aX + bY then E(W ) = aE( X ) + bE(Y ). . σ 2 = npq. n ns x b=r= Correlation coefficient: ρ s2xy sx s y .

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