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    Mathematics

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    Shreyas Tambat

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    3/26 Mathematics Data Book for Part I of the Engineering Tripos Cambridge University Engineering Department 1. Complex Variables General g=xtiy =r (cos@ + isind) = re where -l and-n< O<0 Real part Re(z) =x Imaginary part Im(2) For integer n , enn = | z= relO-+2an) z@ = r® expl ioe (8 + 2nm)] Inr+i (6 + 2nm) In Complex conjugate Zax-iysret z =e? which is purely real (z* also used to denote complex conjugate) (a) 4 le) % De Moivre's Theorem (cos 0+ isin Oy" = ei” = cos nO+isin nO 2. Limits mx' > 0 as n—> © if |x{<1 forany real value of s ~50as n>© n (142) 5 ef as nom (on xtInx > 0 as x9 0 where s > 0. 3. Trigonometric Func! sinx 2i sin (A£B) = sinAcosB + cos AsinB tan A+ tan B tan(A +B) 1FtanAtanB +B A-B sinA +sinB =2sin cos ——— 2 A-B cosA +cos B =2cos cos sinA sinB = Floos (A~B)~cos (A+B)] sin A cos B= 5 isin (A+B)+sin(A-B)) sin’ = > [1 —cos 2x] Ble Nig simty = —[3 sin x —sin 3x] 4. Hyperbolic Functions ete cosh xy = © +8 2 cosh ix = cosx sinh ix = isinx cosh (x= = cosh x cosh y + sinh.x sinh y sinh (x+y) = sinh.x cosh y + cosh x sinh y cosh (x £iy) = coshx cos y + isinh xsin y sinh (x4 iy) = sinh.x cos y + icoshxsin y 5. Error Function (Gaussian Integral) 2 px efx = = Galo x Oe 25 caro) 7) 1 erfx exe oy) gil C7K ForA>0, fy exp(-Au?)du = [Z } i e* +e 2 cos (A £B) = cos A cos B ¥ sinA sinB cosx = A+B. A-B sin sinA -sinB = 2cos a A-B B cosA —cosB = -2sin sin cosA cos B= F {cos (A+B) +005 (AB) costx = zt +008 2] cose = 70 cos.x + cos 3x) sinh x 2 cos ix = cosh x sin ix = isinhx exp(—u?) due 1250 15 2 © 923 966.9951 J Dexa?) du = Fal al 6. Series Arithmetic S, =a + (atd) + (42d) +... + (a+ (n-I)d) = Sl2a+ (n-ld] Geometric on Sp=atartar+..¢arel = a“ i) =r Sco provided |r| <1 Binomial expansion n(n=1 n(n —1)(n 2) (layne tenes AD 2, MOD) ay 2 3 If n isa positive integer the series terminates and is valid for all x. The general term is then "C,.x" , n) n ] x", where "C,= r also written. rin y When 1 is not a positive integer, the series does not terminate; the resulting infinite series is convergent for |x/<1 Taylor series For a function of a single variable (real or complex) 2 a fGen) =f) + hf) + oro+ +f a+. (When x= 0 this is often called a McLaurin series) For two variables [53 2 2 Posh yeh) =peoyy + [AL ra] PS sone fl, . ae" ay |" Dt)" ae? dy ay in which subsequent square brackets involve the binomial coefficients (1,3,3,1), (1,4,6,4,1), ete and all the derivatives are evaluated at (x,y). Integer series N Din = 142434..4N= " 2 eo 2,32 1 Yin? 517427437 NPS NHN) T N(N+1) wv 34234334 .0.4.N3= [l42434+..4N = Ntaven? T NOV ¢D(N +2)..(N EAN +741) (r+2) Yas ynt2).ntn) = (See expansion of In (142) ) ( See expansion of tan-!z) convergent for all convergent for all z convergent for all z convergent for all z convergent for all z x convergent for [e|< convergent for |z| < 1 convergent both on and within circle lel = 1 except at the point z =4i Principal Value of In (1 + z) converges both on and within circle |z|=1 except at the point z=-I 7. ferentiation For vectors and scalars which are functions of a single variable (wy = vue ( “y : v (aby = ab+ab’ (axby = a'xb+axb’ (ua) = v’a+ua’ Leibniz Theorem (vy) = WO + nUODY + Lo MC, OPO) + + ule) where " 8. Partial Differentiation Stationary points A funetion (43) hasa stationary point when 9% = I Provided A is non-zero ata stationary point, where A = 2-8 29. | 99) ye ax? dy? [dxdy | following conditions on the second derivatives there determine whether it is a maximum, a minimum or a saddle point, a a Maximum: A>0, 2%<0, and “2c ax ay? 2, 2, Minimum: A>0, 2850, and 2% 0 Ox? ay? Saddle point: all other cases for which A is non-zero. The case A = 0 canbe amaximum, a minimum, a saddle point, or none of these. Total differential theorem For a function 9 (x,y,z...) ao ag ao do = Pas Say + Sa b= ae t Ht et Bey in which eam ee (ie. with y, z... kept constant). ax ax ye Chain rule When x,y,z... are functions of uv, .. (2 = 26/d) By), 20/8 8 Jaw Br 3e lon By (Ou Jaw. BEL BU J \ 9. Different Integrating factor | Equations A first order o.d.e. of the form ad 2+ pay = aa) dx can be integrated using the integrating factor exp( J P dx ), so that the equation takes the form 4p exp({ Pdx')] = Q(x) exp( f P dx’) Particular integrals For linear differential equations with constant coefficients: Right-hand side constant x"(n integer ) ee x eke ax eke sin px| cos px} e® sin px e* cos px For the special case when the Trial P-L a ax +bxel +, ack (ax+b) ek (ax +b xt +...) eb asin px +b cos px e* (a sin px + b cos px) ght hand side has an exponential or trigonometric factor which is also a solution of the differential equation: Complementary Function eke elt sin px cos px e* sin px | e* cos px| Right-hand side Trial P.t. ee axel xt ohx (axl +b x04...) eke sin px| x (asin px +b cos px) x et (a sin px + b cos px) 10. Integration Standard indefinite integrals Integrand Integral sin x ~cos x cos x sinx tanx = In(cos x) cosec x In( tan ~) 2 sec x In( tan x+ secx) cotx In¢ sin.x) sec’x tanx tan x see x secx cotx coseex — — cose x a} sinn-1(2 \@ cosh! () a) dant (2 } a (a Standard substitutions If the integrand is a function of: (@—x?) or (@+x) or 2) or 1 or of the form: ———___ (ax+b)px+q (ax+b)\ px? +gx+r or a rational function of sin.x and/or cos x 2 sinx=— let [ whence cos x= Integrand sinh.x cosh x tanh x cosech x sech x coth x sech2x tanh x sech x coth x cosech x or ~cos-t (3) a) Intagral cosh x sinh x In( cosh x ) x In(tanh * ( 3 ) 2 tan Wier) In( sinh x ) tanh x ~sech x ech x or In(x+ yx? +a?) or In(x+ ¥x?-a?) Substitute: x=a sind x=a tanO x=a seco petg=ue ax+b= u or x= cos or -x=a sinh® or x=a cosh Integration by parts b (du ia 1 Stem tw wl ~ f( Sea adr} a (de Differentiation of an integral be) i flaydy= fb) B- pxa) & aa ee f we Day be ais) a Change of variable in surface and volume integration Surface: Wl fosyy axdy = Sl, Fu») [a] dudy where u(x.y) and v(x,y) are the new variables or ax du ov and where | =22) = is the Jacobian. (u,v) ay a au av! For surface integrals involving vector normals or. or 5G, dade and the sign is chosen to preserve the sense of the normal. ndA = ndxdy Volume IN, Faye) dedyde = My Four) [| dudvadw jag ozs av aw ay ay ov ow a de ae Ju ay dw Note a J 11. Vector Products ‘Scalar Product a.b = {al {bj cos 8 (where 6 is the angle between the vectors) = atb = b.a= bla = ab,+a,b,+a.b, = (a, ay @,] [b, |6, Lb. Vector Product axb lal |b]sin On (where @ is the angle between the vectors, and n is a unit vector normal to the plane containing a and b such that a,b ,m form a right-handed set ) ij axb =a, ay by by Scalar Triple Product a, ay a,| fay by Cy a.(bxe) = |by by b,|= ay by cy Kea Ga) es a, b.(exa) = ¢.(axb) -a.(exb) = -c.(bxa) = -b.(axc) The notation [ a,b, ¢ ] is also used for a. (b xe). Vector Triple Product ax (bxe) = (a.e)b-(a.b)e (axb)xe (a.c)b-(b.c)a 9 12. Matrices and Linear Algebra (AB.AN)E = NLA where (.)t denotes the transpose (ABN)! = NOL.BIAcT (if individual inverses exist) det (AB...N) detA detB..detN (if individual matrices are square) If A is square andif Ac! exists (ie. ifdet A #0), then Ax=Db_ has a unique solution x=Atb If A is square then Ax =0 has a non-trivial solution if and only if det A =0. For an orthogonal matrix Q!=Q, dtQ=tl. Qt is also orthogonal. If detQ =+1 then Q describes a rotation without reflection. Eigenvalues and Eigenvectors If A isannxn_ matrix, its eigenvalues J. and corresponding eigenvectors u satisfy Au = iu. ‘There are in general n eigenvalues A; and corresponding eigenvectors uj . ‘The eigenvalues are the roots of the n'th order polynomial equation det (A AI) =0 where I is the identity matrix. If A is real and symmetric the eigenvalues are real and the eigenvectors corresponding to different eigenvalues are orthogonal, For repeated eigenvalues, the corresponding eigenvectors can be chosen to be orthogonal. Furthermore, UIAU =A and A=UAUt where A is the diagonal matrix whose elements are the eigenvalues of A and U is the orthogonal matrix whose columns are the normalized eigenvectors of A. Rayleigh's quotient x'Ax If x is an approximation to an eigenvector of A then ~*~ is a good approximation to the x'x corresponding eigenvalue. 10 Material relevant to IB Linear Algebra Rank ‘The rank, r, of a matrix is the number of independent rows, or columns. Fundamental Subspaces of an m x n matrix A The column space is the space spanned by the columns. It has dimension equal to the rank, r, and is a subspace of R”". ‘The mullspace is the space spanned by the solutions x of the equation Ax = 0. The nullspace has dimension n - rand is a subspace of R”. The row space is the space spanned by the rows of A. It has dimension equal to r and is a subspace of R". The left-nullspace is the space spanned by the solutions y of the equation yt A= 0. It has dimension m —r, and is a subspace of R”. ‘The nullspace is the orthogonal complement of the row space in R” . ‘The left-nullspace is the orthogonal complement of the column space in R”” For Ax=b to have a solution, b must lie in the column space, i.e. yb =0 for any y such that At y = 0, Decompositions of an m xn matrix A LU Decomposition PA = LU, where P is a permutation matrix, L a lower triangular matrix and U an m Xn echelon matri; QR Decomposition A= QR, where the columns of Q are orthonormal, and R is upper-triangular and vertible. When m= and so all matrices are square, Q is an orthogonal matrix. Eigenvalue Decomposition (only for m = n) Provided that A has n linearly independent eigenvectors, A=S AS~', where S has the eigenvectors of A as its columns, and A. is a diagonal matrix with eigenvalues along the diagonal If A is real and symmetric, see under Eigenvalues and Eigenvectors above. Singular Value Decomposition A=Q1EQ5_ (orthogonal x diagonal x orthogonal) The columns of Qy (en Xm) are the eigenvectors of A At ‘The columns of Qy (nxn) are the eigenvectors of A'A The r singular values, arranged in descending order on the diagonal of E (m xn) are the square roots of the non-zero eigenvalues of both AA‘ and A‘A. ris the rank of the matrix. Basis of column space: first r columns of Qy Basis of left nullspace: last m ~ r columns of Qy Basis of row space: first r columns of Qz Basis of nullspace: last n — columns of Qz. General solution of Ax =b by Gaussian Elimination L Transform Ax=b into Ux=¢ Set all free variables to zero and find a particular solution xp Set the RHS to zero, give each free variable in turn the value | while the others are zero, and solve to find a set of vectors which span the nullspace of A. Arrange these vectors as the columns of a matrix X . ‘The general solution is xq + Xo, where oc is arbitrary. squares solution of Ax=b using QR Solve RX = Q'b by back-substitution. 12 13. Vector Calculus @ is.ascalar function of position and u a vector function, Cartesian coordinates x,y,z; u=u,ituyj+uk 20, 5 2, ad 9 = grad @ ar 7 ay dz div u 0 -a/az Alay fu aaz 0 -a/ax| fu afay alax 0 |[u curl u (the Laplacian operator) Cylindrical polar coordinates r,0,z ; w=u,€,+Ugey+ Ue, (e,, egand wre unit radial, tangential and axial vectors respectively) a d= VO = 6,4 B, 6 grad 6 = VO =e cP Hh ho 1 (ru,)1du9 , au, r a "rd0” a& divu =Viu cep ee ja/dr 2/80 /ae| eee era) 13 Spherical polar coordinates r, 0, y ; U=u,€,+ugeg+uyey where00 1 = 5(@,ti,) — forn <0 = $4 for n =0 Ifthe function f(O) is periodic, of period 2n, then these relationships are valid for all 8. ‘The integrals may then be taken over any range of 2, Half range If a Fourier series representation of f (0) is required to be valid only in 0< 0 <7, then it need contain cither the sine terms alone or the cosine terms alone. For example snd f= 4+ > 2 nel where a, = f f(0)cosnoaa mo General Range 0 dy cos att by | nak r r where a, = 7) fom a, Dy z]r0 sin 2 r Equivalently f() = Sycne*™!T where cy, = FI) fe i2mntiT ay 0 ~ r ie. FO = Dene where cy, = 2 fre ime! dp n= o The (scientific) fundamental frequency is «) = Zana the (scientific) n'th harmonic is na Examples Some specific complex Fourier series are shown overleaf. Examples of specific real Fourier series can be found in the Electrical Data Book. 15. Fourier Transforms Ho)=[" yet" at Caution- (a) Fourier transforms are sometimes written in terms of frequency f'= @ /2 (b) Some books handle the 21 factor differently and define transforms with differences in signs of the exponent 7 ' Half-wave rectified cosine wave: 1 ios 4 1 gio 1 FP ayer + = elf 4 = elo! 5 £1) 4 4 z,> ye 1 s ne0 signs alternate, + for n =2 p-phase rectified cosine wave (p22): Pot e fo) =P sin 1+ ca) np > nt} nmultiple | of P signs alternate, + for n = p Square wave: inn n odd ‘Triangular wave: nose eins f= signs alternate, + for n= 1 Saw-tooth wave: fo = — ¥ eu Pulse wave: f() = 7 1+ Sy —F_ einwot 0 18 Discrete Fourier Transform The DFT of a sequence (x), n= 0, 1, ...,.N-1) is defined by Nel Xp =D x, eri N for OSk +e of s X(s) is finite, then x(0*) = lim sX(s) so te Final Value Theorem: Providing x(1) tends to a limit as + o° then Table of Laplace Transforms NN.B. All functions in Laplace transform theory are zero for 1 <0. Funetion (for 12 0) ex) x(t—t) H(t-9 dx(t) dt x0 2 d x0 = dt axe a" ' J, x(r)dt 2x) [ s@xe-nae 0 wx) 1 = HG) = ule) da) He) o-a Function (for 2 0) sin wt sin ot tsin ot sinh wt Transform Remarks x(s+a) Shift in s oe X(s) Shiftinr 7>0 s(s)— x0) Differentiation 57(3)~ sx(0) -x(0) s°X(s)— s™ 1x0) — 5"? XO) —.— sx") (0) — x (0) s1 Xs) Integration H (8) Hs) Convolution ad. - Lx) a st Heaviside step function 1 Dirac delta function let 720 es 720 Transform Function (for 0) Transform se ” nism (s+ay! mem = cos wt +07 e e cos wt (sa)? +07 : oS feos wt (+07)? cosh wt 20 17. Numerical Analysis Finding roots of equations Simple iteration A method which sometimes works for an equation of the form x = f(x) is to iterate Xe = fn) Newton-Raphson Ifthe equation is y = f(x) andx,, isan approximation to a root then a usually better approximation x,,; is given by ~ FQ) F' Cn) Numerical evaluation of Integrals ‘Trapezium Rule avn h [Py ae = Fb@H +9101 ‘Thus, if the interval (a,b) is divided using n equal intervals each of length h, b A fy = Flt 2Or ty tt yet) +9) Simpson's Rule a*2h h fo yar = 3 LM@t2h) +4 y(aeh) + a) ] ‘Thus if the interval (a,b) is divided using n equal intervals, each of length h , with n even b h Jive = glyot AC +93 +t Int) + 202 494+ Ina) +90] 21 Finite differences One-sided: Centred: Integration of the generic ODE "Forward Euler" “Predictor-Corrector Method” @ ut = ut + Atf(ut”) (ii vet ws peat es fe") “Fourth-order Runge Kutta method" wel = ne bk + 2ky + 2k + ky) where ky = Afr) ( ky = Aaffut +B ng At \ 2 ( ky = Arf u" oA pn At Nee ka = Atf(u" + ky," +A0) 22 Least-squares curve fitting an+b> x, =D; Straight line: y = a + bx Sate Sono, an+byix+cyx7 = 3, Quadratic: y = a + bx tex? aS) x; 46D x) tex = xy; +b xp +eDxf = Da? y; The cubic Ferguson Curve rt) = po) {1-32 +27 f+ pay far? -20? + pOfe-2? +2 fr pL? +0} The cubic Bezier Curve r() = (1=1)°p(0) + 3¢(1—1)p(1) + 34° = 1) (2) + 1 3p(3) 23 18. Probability and Statistics Discrete Random Variables ‘The probability that a random variable X takes the value r is denoted PC The ‘mean, or expected value, of X is denoted E[X] and its variance Var[X]. The function g(z) is said to be a generating function for X if, s@= Dpz! ar With this definition: F[X] = p = g'(1) Var[X] = 6? = E[X?]~p? = g"(1) +g'(1) ~ '(? Distribution Parameters P(X=r) = p, a) E[X] | Var[X] @=1-p) Bernoulli O0 a a Continuous Random Variables ‘The probability that a random variable X takes a value in the range (x, x +dz) is denoted f(x) dx. The cumulative probability function P(X

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