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Contents

Introduction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

Bibliography; Physical Constants

1. Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2

Arithmetic and Geometric progressions; Convergence of series: the ratio test;

Convergence of series: the comparison test; Binomial expansion; Taylor and Maclaurin Series;

Power series with real variables; Integer series; Plane wave expansion

2. Vector Algebra. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

Scalar product; Equation of a line; Equation of a plane; Vector product; Scalar triple product;

Vector triple product; Non-orthogonal basis; Summation convention

3. Matrix Algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

Unit matrices; Products; Transpose matrices; Inverse matrices; Determinants; 22 matrices;

Product rules; Orthogonal matrices; Solving sets of linear simultaneous equations; Hermitian matrices;

Eigenvalues and eigenvectors; Commutators; Hermitian algebra; Pauli spin matrices

4. Vector Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

Notation; Identities; Grad, Div, Curl and the Laplacian; Transformation of integrals

5. Complex Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

Complex numbers; De Moivres theorem; Power series for complex variables.

6. Trigonometric Formulae . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

Relations between sides and angles of any plane triangle;

Relations between sides and angles of any spherical triangle

7. Hyperbolic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

Relations of the functions; Inverse functions

8. Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12

9. Differentiation. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13

10. Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13

Standard forms; Standard substitutions; Integration by parts; Differentiation of an integral;

Dirac -function; Reduction formulae

11. Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

Diffusion (conduction) equation; Wave equation; Legendres equation; Bessels equation;

Laplaces equation; Spherical harmonics

12. Calculus of Variations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

13. Functions of Several Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

Taylor series for two variables; Stationary points; Changing variables: the chain rule;

Changing variables in surface and volume integrals Jacobians

14. Fourier Series and Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

Fourier series; Fourier series for other ranges; Fourier series for odd and even functions;

Complex form of Fourier series; Discrete Fourier series; Fourier transforms; Convolution theorem;

Parsevals theorem; Fourier transforms in two dimensions; Fourier transforms in three dimensions

15. Laplace Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

16. Numerical Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

Finding the zeros of equations; Numerical integration of differential equations;

Central difference notation; Approximating to derivatives; Interpolation: Everetts formula;

Numerical evaluation of denite integrals

17. Treatment of Random Errors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25

Range method; Combination of errors

18. Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26

Mean and Variance; Probability distributions; Weighted sums of random variables;

Statistics of a data sample x

1

, . . . , x

n

; Regression (least squares tting)

Introduction

This Mathematical Formaulae handbook has been prepared in response to a request from the Physics Consultative

Committee, with the hope that it will be useful to those studying physics. It is to some extent modelled on a similar

document issued by the Department of Engineering, but obviously reects the particular interests of physicists.

There was discussion as to whether it should also include physical formulae such as Maxwells equations, etc., but

a decision was taken against this, partly on the grounds that the book would become unduly bulky, but mainly

because, in its present form, clean copies can be made available to candidates in exams.

There has been wide consultation among the staff about the contents of this document, but inevitably some users

will seek in vain for a formula they feel strongly should be included. Please send suggestions for amendments to

the Secretary of the Teaching Committee, and they will be considered for incorporation in the next edition. The

Secretary will also be grateful to be informed of any (equally inevitable) errors which are found.

This book was compiled by Dr John Shakeshaft and typeset originally by Fergus Gallagher, and currently by

Dr Dave Green, using the T

E

X typesetting package.

Version 1.5 December 2005.

Bibliography

Abramowitz, M. & Stegun, I.A., Handbook of Mathematical Functions, Dover, 1965.

Gradshteyn, I.S. & Ryzhik, I.M., Table of Integrals, Series and Products, Academic Press, 1980.

Jahnke, E. & Emde, F., Tables of Functions, Dover, 1986.

Nordling, C. &

Osterman, J., Physics Handbook, Chartwell-Bratt, Bromley, 1980.

Speigel, M.R., Mathematical Handbook of Formulas and Tables.

(Schaums Outline Series, McGraw-Hill, 1968).

Physical Constants

Based on the Review of Particle Properties, Barnett et al., 1996, Physics Review D, 54, p1, and The Fundamental

Physical Constants, Cohen & Taylor, 1997, Physics Today, BG7. (The gures in parentheses give the 1-standard-

deviation uncertainties in the last digits.)

speed of light in a vacuum c 2997 924 58 10

8

m s

1

(by denition)

permeability of a vacuum

0

4 10

7

H m

1

(by denition)

permittivity of a vacuum

0

1/

0

c

2

= 8854 187 817 . . . 10

12

F m

1

elementary charge e 1602 177 33(49) 10

19

C

Planck constant h 6626 075 5(40) 10

34

J s

h/2 h 1054 572 66(63) 10

34

J s

Avogadro constant N

A

6022 136 7(36) 10

23

mol

1

unied atomic mass constant m

u

1660 540 2(10) 10

27

kg

mass of electron m

e

9109 389 7(54) 10

31

kg

mass of proton m

p

1672 623 1(10) 10

27

kg

Bohr magneton eh/4m

e

B

9274 015 4(31) 10

24

J T

1

molar gas constant R 8314 510(70) J K

1

mol

1

Boltzmann constant k

B

1380 658(12) 10

23

J K

1

StefanBoltzmann constant 5670 51(19) 10

8

W m

2

K

4

gravitational constant G 6672 59(85) 10

11

N m

2

kg

2

Other data

acceleration of free fall g 9806 65 m s

2

(standard value at sea level)

1

1. Series

Arithmetic and Geometric progressions

A.P. S

n

= a + (a + d) + (a + 2d) + + [a + (n 1)d] =

n

2

[2a + (n 1)d]

G.P. S

n

= a + ar + ar

2

+ + ar

n1

= a

1 r

n

1 r

,

_

S

=

a

1 r

for [r[ < 1

_

(These results also hold for complex series.)

Convergence of series: the ratio test

S

n

= u

1

+ u

2

+ u

3

+ + u

n

converges as n if lim

n

u

n+1

u

n

< 1

Convergence of series: the comparison test

If each term in a series of positive terms is less than the corresponding term in a series known to be convergent,

then the given series is also convergent.

Binomial expansion

(1 + x)

n

= 1 + nx +

n(n 1)

2!

x

2

+

n(n 1)(n 2)

3!

x

3

+

If n is a positive integer the series terminates and is valid for all x: the term in x

r

is

n

C

r

x

r

or

_

n

r

_

where

n

C

r

n!

r!(n r)!

is the number of different ways in which an unordered sample of r objects can be selected from a set of

n objects without replacement. When n is not a positive integer, the series does not terminate: the innite series is

convergent for [x[ < 1.

Taylor and Maclaurin Series

If y(x) is well-behaved in the vicinity of x = a then it has a Taylor series,

y(x) = y(a + u) = y(a) + u

dy

dx

+

u

2

2!

d

2

y

dx

2

+

u

3

3!

d

3

y

dx

3

+

where u = x a and the differential coefcients are evaluated at x = a. A Maclaurin series is a Taylor series with

a = 0,

y(x) = y(0) + x

dy

dx

+

x

2

2!

d

2

y

dx

2

+

x

3

3!

d

3

y

dx

3

+

Power series with real variables

e

x

= 1 + x +

x

2

2!

+ +

x

n

n!

+ valid for all x

ln(1 + x) = x

x

2

2

+

x

3

3

+ + (1)

n+1

x

n

n

+ valid for 1 < x 1

cos x =

e

ix

+ e

ix

2

= 1

x

2

2!

+

x

4

4!

x

6

6!

+ valid for all values of x

sin x =

e

ix

e

ix

2i

= x

x

3

3!

+

x

5

5!

+ valid for all values of x

tan x = x +

1

3

x

3

+

2

15

x

5

+ valid for

2

< x <

2

tan

1

x = x

x

3

3

+

x

5

5

valid for 1 x 1

sin

1

x = x +

1

2

x

3

3

+

1.3

2.4

x

5

5

+ valid for 1 < x < 1

2

Integer series

N

1

n = 1 + 2 + 3 + + N =

N(N + 1)

2

N

1

n

2

= 1

2

+ 2

2

+ 3

2

+ + N

2

=

N(N + 1)(2N + 1)

6

N

1

n

3

= 1

3

+ 2

3

+ 3

3

+ + N

3

= [1 + 2 + 3 + N]

2

=

N

2

(N + 1)

2

4

1

(1)

n+1

n

= 1

1

2

+

1

3

1

4

+ = ln 2 [see expansion of ln(1 + x)]

1

(1)

n+1

2n 1

= 1

1

3

+

1

5

1

7

+ =

4

[see expansion of tan

1

x]

1

1

n

2

= 1 +

1

4

+

1

9

+

1

16

+ =

2

6

N

1

n(n + 1)(n + 2) = 1.2.3 + 2.3.4 + + N(N + 1)(N + 2) =

N(N + 1)(N + 2)(N + 3)

4

This last result is a special case of the more general formula,

N

1

n(n + 1)(n + 2) . . . (n + r) =

N(N + 1)(N + 2) . . . (N + r)(N + r + 1)

r + 2

.

Plane wave expansion

exp(ikz) = exp(ikr cos) =

l=0

(2l + 1)i

l

j

l

(kr)P

l

(cos),

where P

l

(cos) are Legendre polynomials (see section 11) and j

l

(kr) are spherical Bessel functions, dened by

j

l

() =

_

2

J

l+

1

/

2

(), with J

l

(x) the Bessel function of order l (see section 11).

2. Vector Algebra

If i, j, k are orthonormal vectors and A = A

x

i + A

y

j + A

z

k then [A[

2

= A

2

x

+ A

2

y

+ A

2

z

. [Orthonormal vectors

orthogonal unit vectors.]

Scalar product

A B = [A[ [B[ cos where is the angle between the vectors

= A

x

B

x

+ A

y

B

y

+ A

z

B

z

= [ A

x

A

y

A

z ]

_

_

B

x

B

y

B

z

_

_

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 + b

with a real number.

3

Equation of a plane

A point r (x, y, z) is on a plane if either

(a) r

(b)

x

X

+

y

Y

+

z

Z

= 1 where X, Y, Z are the intercepts on the axes.

Vector product

AB = n [A[ [B[ sin, where 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, B, n form a right-handed set of axes.

A B in determinant form

i j k

A

x

A

y

A

z

B

x

B

y

B

z

A B in matrix form

_

_

0 A

z

A

y

A

z

0 A

x

A

y

A

x

0

_

_

_

_

B

x

B

y

B

z

_

_

Vector multiplication is not commutative: A B = B A.

Scalar triple product

A B C = A B C =

A

x

A

y

A

z

B

x

B

y

B

z

C

x

C

y

C

z

= A C B, etc.

Vector triple product

A (B C) = (A C)B (A B)C, (A B) C = (A C)B (B C)A

Non-orthogonal basis

A = A

1

e

1

+ A

2

e

2

+ A

3

e

3

A

1

=

A where

=

e

2

e

3

e

1

(e

2

e

3

)

Similarly for A

2

and A

3

.

Summation convention

a = a

i

e

i

implies summation over i = 1 . . . 3

a b = a

i

b

i

(a b)

i

=

i jk

a

j

b

k

where

123

= 1;

i jk

=

ik j

i jk

klm

=

il

jm

im

jl

4

3. 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, i.e., (I)

i j

=

i j

. If A is a square matrix of order n, then AI = I A = A. Also I = I

1

.

I is sometimes written as I

n

if the order needs to be stated explicitly.

Products

If A is a (n l) matrix and B is a (l m) then the product AB is dened by

(AB)

i j

=

l

k=1

A

ik

B

k j

In general AB ,= BA.

Transpose matrices

If A is a matrix, then transpose matrix A

T

is such that (A

T

)

i j

= (A)

ji

.

Inverse matrices

If A is a square matrix with non-zero determinant, then its inverse A

1

is such that AA

1

= A

1

A = I.

(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.

Determinants

If A is a square matrix then the determinant of A, [A[ ( det A) is dened by

[A[ =

i, j,k,...

i jk...

A

1i

A

2j

A

3k

. . .

where the number of the sufxes is equal to the order of the matrix.

22 matrices

If A =

_

a b

c d

_

then,

[A[ = ad bc A

T

=

_

a c

b d

_

A

1

=

1

[A[

_

d b

c a

_

Product rules

(AB . . . N)

T

= N

T

. . . B

T

A

T

(AB . . . N)

1

= N

1

. . . B

1

A

1

(if individual inverses exist)

[AB . . . N[ = [A[ [B[ . . . [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. For any orthogonal

matrix Q,

Q

1

= Q

T

, [Q[ = 1, Q

T

is also orthogonal.

5

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, i.e., if [A[ ,= 0.

If A is square then Ax = 0 has a non-trivial solution if and only if [A[ = 0.

An over-constrained set of equations Ax = b is one in which A has m rows and n columns, where m (the number

of equations) is greater than n (the number of variables). 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. If the columns of A are orthonormal vectors then

x = A

T

b.

Hermitian matrices

The Hermitian conjugate of A is A

= (A

)

T

, where A

conjugate of the corresponding components of A. If A = A

Eigenvalues and eigenvectors

The n eigenvalues

i

and eigenvectors u

i

of an n n matrix A are the solutions of the equation Au = u. The

eigenvalues are the zeros of the polynomial of degree n, P

n

() = [A I[. If A is Hermitian then the eigenvalues

i

are real and the eigenvectors u

i

are mutually orthogonal. [A I[ = 0 is called the characteristic equation of the

matrix A.

Tr A =

i

, also [A[ =

i

.

If S is a symmetric matrix, is the diagonal matrix whose diagonal elements are the eigenvalues of S, and U is the

matrix whose columns are the normalized eigenvectors of A, then

U

T

SU = and S = UU

T

.

If x is an approximation to an eigenvector of A then x

T

Ax/(x

T

x) (Rayleighs quotient) is an approximation to the

corresponding eigenvalue.

Commutators

[A, B] AB BA

[A, B] = [B, A]

[A, B]

= [B

, A

]

[A + B, C] = [A, C] + [B, C]

[AB, C] = A[B, C] + [A, C]B

[A, [B, C]] + [B, [C, A]] + [C, [A, B]] = 0

Hermitian algebra

b

= (b

1

, b

2

, . . .)

Matrix form Operator form Bra-ket form

Hermiticity b

A c = (A b)

c

Z

O =

Z

(O)

[O[)

Eigenvalues, real Au

i

=

(i)

u

i

O

i

=

(i)

i

O[i) =

i

[i)

Orthogonality u

i

u

j

= 0

Z

j

= 0 i[ j) = 0 (i ,= j)

Completeness b =

i

u

i

(u

i

b) =

i

_

Z

_

=

i

[i) i[)

RayleighRitz

Lowest eigenvalue

0

b

A b

b

b

0

Z

O

Z

[O[)

[)

6

Pauli spin matrices

x

=

_

0 1

1 0

_

,

y

=

_

0 i

i 0

_

,

z

=

_

1 0

0 1

_

y

= i

z

,

y

z

= i

x

,

z

x

= i

y

,

x

x

=

y

y

=

z

z

= I

4. Vector Calculus

Notation

is a scalar function of a set of position coordinates. In Cartesian coordinates

= (x, y, z); in cylindrical polar coordinates = (, , z); in spherical

polar coordinates = (r, , ); in cases with radial symmetry = (r).

A is a vector function whose components are scalar functions of the position

coordinates: in Cartesian coordinates A = iA

x

+ jA

y

+kA

z

, where A

x

, A

y

, A

z

are independent functions of x, y, z.

In Cartesian coordinates (del) i

x

+ j

y

+ k

z

_

z

_

_

grad = , div A = A, curl A = A

Identities

grad(

1

+

2

) grad

1

+ grad

2

div(A

1

+ A

2

) div A

1

+ div A

2

grad(

1

2

)

1

grad

2

+

2

grad

1

curl(A

+ A

) curl A

1

+ curl A

2

div(A) div A + (grad) A, curl(A) curl A + (grad) A

div(A

1

A

2

) A

2

curl A

1

A

1

curl A

2

curl(A

1

A

2

) A

1

div A

2

A

2

div A

1

+ (A

2

grad)A

1

(A

1

grad)A

2

div(curl A) 0, curl(grad) 0

curl(curl A) grad(div A) div(grad A) grad(div A)

2

A

grad(A

1

A

2

) A

1

(curl A

2

) + (A

1

grad)A

2

+ A

2

(curl A

1

) + (A

2

grad)A

1

7

Grad, Div, Curl and the Laplacian

Cartesian Coordinates Cylindrical Coordinates Spherical Coordinates

Conversion to

Cartesian

Coordinates

x = cos y = sin z = z

x = r cos sin y = r sinsin

z = r cos

Vector A A

x

i + A

y

j + A

z

k A

+ A

+ A

z

z A

r

r + A

+ A

Gradient

x

i +

y

j +

z

k

+

1

+

z

z

r

r +

1

r

+

1

r sin

Divergence

A

A

x

x

+

A

y

y

+

A

z

z

1

(A

+

1

+

A

z

z

1

r

2

(r

2

A

r

)

r

+

1

r sin

A

sin

+

1

r sin

A

Curl A

i j k

z

A

x

A

y

A

z

z

A

A

z

1

r

2

sin

r

1

r sin

1

r

A

r

rA

rA

sin

Laplacian

x

2

+

2

y

2

+

2

z

2

1

_

+

1

2

+

2

z

2

1

r

2

r

_

r

2

r

_

+

1

r

2

sin

_

sin

_

+

1

r

2

sin

2

2

Transformation of integrals

L = the distance along some curve C in space and is measured from some xed point.

S = a surface area

= a volume contained by a specied surface

n = the unit outward pointing normal

A = some vector function

dL = the vector element of curve (=

t dL)

dS = the vector element of surface (= n dS)

Then

Z

C

A

t dL =

Z

C

A dL

and when A =

Z

C

() dL =

Z

C

d

Gausss Theorem (Divergence Theorem)

When S denes a closed region having a volume

Z

( A) d =

Z

S

(A n) dS =

Z

S

A dS

also

Z

() d =

Z

S

dS

Z

( A) d =

Z

S

(n A) dS

8

Stokess Theorem

When C is closed and bounds the open surface S,

Z

S

( A) dS =

Z

C

A dL

also

Z

S

(n ) dS =

Z

C

dL

Greens Theorem

Z

S

dS =

Z

() d

=

Z

2

+ () ()

d

Greens Second Theorem

Z

(

2

2

) d =

Z

S

[() ()] dS

5. Complex Variables

Complex numbers

The complex number z = x + iy = r(cos + i sin) = r e

i(+2n)

, where i

2

= 1 and n is an arbitrary integer. The

real quantity r is the modulus of z and the angle is the argument of z. The complex conjugate of z is z

= x iy =

r(cos i sin) = r e

i

; zz

= [z[

2

= x

2

+ y

2

De Moivres theorem

(cos + i sin)

n

= e

in

= cos n + i sin n

Power series for complex variables.

e

z

= 1 + z +

z

2

2!

+ +

z

n

n!

+ convergent for all nite z

sin z = z

z

3

3!

+

z

5

5!

convergent for all nite z

cos z = 1

z

2

2!

+

z

4

4!

convergent for all nite z

ln(1 + z) = z

z

2

2

+

z

3

3

principal value of ln(1 + z)

This last series converges both on and within the circle [z[ = 1 except at the point z = 1.

tan

1

z = z

z

3

3

+

z

5

5

This last series converges both on and within the circle [z[ = 1 except at the points z = i.

(1 + z)

n

= 1 + nz +

n(n 1)

2!

z

2

+

n(n 1)(n 2)

3!

z

3

+

This last series converges both on and within the circle [z[ = 1 except at the point z = 1.

9

6. Trigonometric Formulae

cos

2

A + sin

2

A = 1 sec

2

A tan

2

A = 1 cosec

2

A cot

2

A = 1

sin 2A = 2 sin Acos A cos 2A = cos

2

A sin

2

A tan 2A =

2 tan A

1 tan

2

A

.

sin(A B) = sin Acos B cos Asin B cos Acos B =

cos(A + B) + cos(A B)

2

cos(A B) = cos Acos B sin Asin B sin Asin B =

cos(A B) cos(A + B)

2

tan(A B) =

tan A tan B

1 tan Atan B

sin Acos B =

sin(A + B) + sin(A B)

2

sin A + sin B = 2 sin

A + B

2

cos

A B

2

sin A sin B = 2 cos

A + B

2

sin

A B

2

cos A + cos B = 2 cos

A + B

2

cos

A B

2

cos A cos B = 2 sin

A + B

2

sin

A B

2

cos

2

A =

1 + cos 2A

2

sin

2

A =

1 cos 2A

2

cos

3

A =

3 cos A + cos 3A

4

sin

3

A =

3 sin A sin 3A

4

Relations between sides and angles of any plane triangle

In a plane triangle with angles A, B, and C and sides opposite a, b, and c respectively,

a

sin A

=

b

sin B

=

c

sin C

= diameter of circumscribed circle.

a

2

= b

2

+ c

2

2bc cos A

a = b cos C + c cos B

cos A =

b

2

+ c

2

a

2

2bc

tan

A B

2

=

a b

a + b

cot

C

2

area =

1

2

ab sin C =

1

2

bc sin A =

1

2

ca sin B =

_

s(s a)(s b)(s c), where s =

1

2

(a + b + c)

Relations between sides and angles of any spherical triangle

In a spherical triangle with angles A, B, and C and sides opposite a, b, and c respectively,

sin a

sin A

=

sin b

sin B

=

sin c

sin C

cos a = cos b cos c + sin b sin c cos A

cos A = cos B cos C + sin B sin Ccos a

10

7. Hyperbolic Functions

cosh x =

1

2

( e

x

+ e

x

) = 1 +

x

2

2!

+

x

4

4!

+ valid for all x

sinh x =

1

2

( e

x

e

x

) = x +

x

3

3!

+

x

5

5!

+ valid for all x

cosh ix = cos x cos ix = cosh x

sinh ix = i sin x sin ix = i sinh x

tanh x =

sinh x

cosh x

sech x =

1

cosh x

coth x =

cosh x

sinh x

cosech x =

1

sinh x

cosh

2

x sinh

2

x = 1

For large positive x:

cosh x sinh x

e

x

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 = sech(x)

cosh x = cosh(x) cosech x = cosech(x)

tanh x = tanh(x) coth x = coth(x)

sinh x =

2 tanh (x/2)

1 tanh

2

(x/2)

=

tanh x

_

1 tanh

2

x

cosh x =

1 + tanh

2

(x/2)

1 tanh

2

(x/2)

=

1

_

1 tanh

2

x

tanh x =

_

1 sech

2

x sech x =

_

1 tanh

2

x

coth x =

_

cosech

2

x + 1 cosech x =

_

coth

2

x 1

sinh(x/2) =

_

cosh x 1

2

cosh(x/2) =

_

cosh x + 1

2

tanh(x/2) =

cosh x 1

sinh x

=

sinh x

cosh x + 1

sinh(2x) = 2 sinh x cosh x tanh(2x) =

2 tanh x

1 + tanh

2

x

cosh(2x) = cosh

2

x + sinh

2

x = 2 cosh

2

x 1 = 1 + 2 sinh

2

x

sinh(3x) = 3 sinh x + 4 sinh

3

x cosh 3x = 4 cosh

3

x 3 cosh x

tanh(3x) =

3 tanh x + tanh

3

x

1 + 3 tanh

2

x

11

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

sinh x + sinh y = 2 sinh

1

2

(x + y) cosh

1

2

(x y) cosh x + cosh y = 2 cosh

1

2

(x + y) cosh

1

2

(x y)

sinh x sinh y = 2 cosh

1

2

(x + y) sinh

1

2

(x y) cosh x cosh y = 2 sinh

1

2

(x + y) sinh

1

2

(x y)

sinh x cosh x =

1 tanh (x/2)

1 tanh(x/2)

= e

x

tanh x tanh y =

sinh(x y)

cosh x cosh y

coth x coth y =

sinh(x y)

sinh x sinh y

Inverse functions

sinh

1

x

a

= ln

_

x +

_

x

2

+ a

2

a

_

for < x <

cosh

1

x

a

= ln

_

x +

_

x

2

a

2

a

_

for x a

tanh

1

x

a

=

1

2

ln

_

a + x

a x

_

for x

2

< a

2

coth

1

x

a

=

1

2

ln

_

x + a

x a

_

for x

2

> a

2

sech

1

x

a

= ln

_

_

a

x

+

a

2

x

2

1

_

_

for 0 < x a

cosech

1

x

a

= ln

_

_

a

x

+

a

2

x

2

+ 1

_

_

for x ,= 0

8. Limits

n

c

x

n

0 as n if [x[ < 1 (any xed c)

x

n

/n! 0 as n (any xed x)

(1 + x/n)

n

e

x

as n , x ln x 0 as x 0

If f (a) = g(a) = 0 then lim

xa

f (x)

g(x)

=

f

(a)

g

(a)

(lH opitals rule)

12

9. Differentiation

(uv)

= u

v + uv

,

_

u

v

_

=

u

v uv

v

2

(uv)

(n)

= u

(n)

v + nu

(n1)

v

(1)

+ +

n

C

r

u

(nr)

v

(r)

+ + uv

(n)

Leibniz Theorem

where

n

C

r

_

n

r

_

=

n!

r!(n r)!

d

dx

(sin x) = cos x

d

dx

(sinh x) = cosh x

d

dx

(cos x) = sin x

d

dx

(cosh x) = sinh x

d

dx

(tan x) = sec

2

x

d

dx

(tanh x) = sech

2

x

d

dx

(sec x) = sec x tan x

d

dx

(sech x) = sech x tanh x

d

dx

(cot x) = cosec

2

x

d

dx

(coth x) = cosech

2

x

d

dx

(cosec x) = cosec x cot x

d

dx

(cosech x) = cosech x coth x

10. Integration

Standard forms

Z

x

n

dx =

x

n+1

n + 1

+ c for n ,= 1

Z

1

x

dx = ln x + c

Z

ln x dx = x(ln x 1) + c

Z

e

ax

dx =

1

a

e

ax

+ c

Z

x e

ax

dx = e

ax

_

x

a

1

a

2

_

+ c

Z

x ln x dx =

x

2

2

_

ln x

1

2

_

+ c

Z

1

a

2

+ x

2

dx =

1

a

tan

1

_

x

a

_

+ c

Z

1

a

2

x

2

dx =

1

a

tanh

1

_

x

a

_

+ c =

1

2a

ln

_

a + x

a x

_

+ c for x

2

< a

2

Z

1

x

2

a

2

dx =

1

a

coth

1

_

x

a

_

+ c =

1

2a

ln

_

x a

x + a

_

+ c for x

2

> a

2

Z

x

(x

2

a

2

)

n

dx =

1

2(n 1)

1

(x

2

a

2

)

n1

+ c for n ,= 1

Z

x

x

2

a

2

dx =

1

2

ln(x

2

a

2

) + c

Z

1

_

a

2

x

2

dx = sin

1

_

x

a

_

+ c

Z

1

_

x

2

a

2

dx = ln

_

x +

_

x

2

a

2

_

+ c

Z

x

_

x

2

a

2

dx =

_

x

2

a

2

+ c

Z

_

a

2

x

2

dx =

1

2

_

x

_

a

2

x

2

+ a

2

sin

1

_

x

a

__

+ c

13

Z

0

1

(1 + x)x

p

dx = cosec p for p < 1

Z

0

cos(x

2

) dx =

Z

0

sin(x

2

) dx =

1

2

_

2

Z

exp(x

2

/2

2

) dx =

2

Z

x

n

exp(x

2

/2

2

) dx =

_

_

_

1 3 5 (n 1)

n+1

2

0

for n 2 and even

for n 1 and odd

Z

sin x dx = cos x + c

Z

sinh x dx = cosh x + c

Z

cos x dx = sin x + c

Z

cosh x dx = sinh x + c

Z

tan x dx = ln(cos x) + c

Z

tanh x dx = ln(cosh x) + c

Z

cosec x dx = ln(cosec x cot x) + c

Z

cosech x dx = ln [tanh(x/2)] + c

Z

sec x dx = ln(sec x + tan x) + c

Z

sech x dx = 2 tan

1

( e

x

) + c

Z

cot x dx = ln(sin x) + c

Z

coth x dx = ln(sinh x) + c

Z

sin mx sin nx dx =

sin(m n)x

2(m n)

sin(m + n)x

2(m + n)

+ c if m

2

,= n

2

Z

cos mx cos nx dx =

sin(m n)x

2(m n)

+

sin(m + n)x

2(m + n)

+ c if m

2

,= n

2

Standard substitutions

If the integrand is a function of: substitute:

(a

2

x

2

) or

_

a

2

x

2

x = a sin or x = a cos

(x

2

+ a

2

) or

_

x

2

+ a

2

x = a tan or x = a sinh

(x

2

a

2

) or

_

x

2

a

2

x = a sec or x = a cosh

If the integrand is a rational function of sin x or cos x or both, substitute t = tan(x/2) and use the results:

sin x =

2t

1 + t

2

cos x =

1 t

2

1 + t

2

dx =

2 dt

1 + t

2

.

If the integrand is of the form: substitute:

Z

dx

(ax + b)

_

px + q

px + q = u

2

Z

dx

(ax + b)

_

px

2

+ qx + r

ax + b =

1

u

.

14

Integration by parts

Z

b

a

u dv = uv

b

a

Z

b

a

v du

Differentiation of an integral

If f (x, ) is a function of x containing a parameter and the limits of integration a and b are functions of then

d

d

Z

b()

a()

f (x, ) dx = f (b, )

db

d

f (a, )

da

d

+

Z

b()

a()

f (x, ) dx.

Special case,

d

dx

Z

x

a

f (y) dy = f (x).

Dirac -function

(t ) =

1

2

Z

exp[i(t )] d.

If f (t) is an arbitrary function of t then

Z

(t ) f (t) dt = f ().

(t) = 0 if t ,= 0, also

Z

(t) dt = 1

Reduction formulae

Factorials

n! = n(n 1)(n 2) . . . 1, 0! = 1.

Stirlings formula for large n: ln(n!) n ln n n.

For any p > 1,

Z

0

x

p

e

x

dx = p

Z

0

x

p1

e

x

dx = p!. (

1

/

2

)! =

, (

1

/

2

)! =

/

2

, etc.

For any p, q > 1,

Z

1

0

x

p

(1 x)

q

dx =

p!q!

(p + q + 1)!

.

Trigonometrical

If m, n are integers,

Z

/2

0

sin

m

cos

n

d =

m 1

m + n

Z

/2

0

sin

m2

cos

n

d =

n 1

m + n

Z

/2

0

sin

m

cos

n2

d

and can therefore be reduced eventually to one of the following integrals

Z

/2

0

sin cos d =

1

2

,

Z

/2

0

sin d = 1,

Z

/2

0

cos d = 1,

Z

/2

0

d =

2

.

Other

If I

n

=

Z

0

x

n

exp(x

2

) dx then I

n

=

(n 1)

2

I

n2

, I

0

=

1

2

_

, I

1

=

1

2

.

15

11. Differential Equations

Diffusion (conduction) equation

t

=

2

Wave equation

2

=

1

c

2

t

2

Legendres equation

(1 x

2

)

d

2

y

dx

2

2x

dy

dx

+ l(l + 1)y = 0,

solutions of which are Legendre polynomials P

l

(x), where P

l

(x) =

1

2

l

l!

_

d

dx

_

l

_

x

2

1

_

l

, Rodrigues formula so

P

0

(x) = 1, P

1

(x) = x, P

2

(x) =

1

2

(3x

2

1) etc.

Recursion relation

P

l

(x) =

1

l

[(2l 1)xP

l1

(x) (l 1)P

l2

(x)]

Orthogonality

Z

1

1

P

l

(x)P

l

(x) dx =

2

2l + 1

ll

Bessels equation

x

2

d

2

y

dx

2

+ x

dy

dx

+ (x

2

m

2

)y = 0,

solutions of which are Bessel functions J

m

(x) of order m.

Series form of Bessel functions of the rst kind

J

m

(x) =

k=0

(1)

k

(x/2)

m+2k

k!(m + k)!

(integer m).

The same general form holds for non-integer m > 0.

16

Laplaces equation

2

u = 0

If expressed in two-dimensional polar coordinates (see section 4), a solution is

u(, ) =

_

A

n

+ B

n

_

Cexp(in) + Dexp(in)

If expressed in three-dimensional polar coordinates (see section 4) a solution is

u(r, , ) =

_

Ar

l

+ Br

(l+1)

P

m

l

_

Csin m + Dcos m

P

m

l

(cos) = sin

|m|

_

d

d(cos)

_

|m|

P

l

(cos)

is the associated Legendre polynomial.

P

0

l

(1) = 1.

If expressed in cylindrical polar coordinates (see section 4), a solution is

u(, , z) = J

m

(n)

_

Acos m + B sin m

_

Cexp(nz) + Dexp(nz)

Spherical harmonics

The normalized solutions Y

m

l

(, ) of the equation

_

1

sin

_

sin

_

+

1

sin

2

2

_

Y

m

l

+ l(l + 1)Y

m

l

= 0

are called spherical harmonics, and have values given by

Y

m

l

(, ) =

2l + 1

4

(l [m[)!

(l + [m[)!

P

m

l

(cos) e

im

_

(1)

m

for m 0

1 for m < 0

i.e., Y

0

0

=

_

1

4

, Y

0

1

=

_

3

4

cos, Y

1

1

=

_

3

8

sin e

i

, etc.

Orthogonality

Z

4

Y

m

l

Y

m

l

d =

ll

mm

The condition for I =

Z

b

a

F(y, y

F

y

=

d

dx

_

F

y

_

, where y

=

dy

dx

. This is the

EulerLagrange equation.

17

13. Functions of Several Variables

If = f (x, y, z, . . .) then

x

implies differentiation with respect to x keeping y, z, . . . constant.

d =

x

dx +

y

dy +

z

dz + and

x

x +

y

y +

z

z +

where x, y, z, . . . are independent variables.

x

is also written as

_

x

_

y,...

or

x

y,...

when the variables kept

constant need to be stated explicitly.

If is a well-behaved function then

2

x y

=

2

y x

etc.

If = f (x, y),

_

x

_

y

=

1

_

x

_

y

,

_

x

_

y

_

x

y

_

_

y

_

x

= 1.

Taylor series for two variables

If (x, y) is well-behaved in the vicinity of x = a, y = b then it has a Taylor series

(x, y) = (a + u, b + v) = (a, b) + u

x

+ v

y

+

1

2!

_

u

2

x

2

+ 2uv

2

x y

+ v

2

y

2

_

+

where x = a + u, y = b + v and the differential coefcients are evaluated at x = a, y = b

Stationary points

A function = f (x, y) has a stationary point when

x

=

y

= 0. Unless

2

x

2

=

2

y

2

=

2

x y

= 0, the following

conditions determine whether it is a minimum, a maximum or a saddle point.

Minimum:

2

x

2

> 0, or

2

y

2

> 0,

Maximum:

2

x

2

< 0, or

2

y

2

< 0,

_

_

and

2

x

2

y

2

>

_

2

x y

_

2

Saddle point:

2

x

2

y

2

<

_

2

x y

_

2

If

2

x

2

=

2

y

2

=

2

x y

= 0 the character of the turning point is determined by the next higher derivative.

Changing variables: the chain rule

If = f (x, y, . . .) and the variables x, y, . . . are functions of independent variables u, v, . . . then

u

=

x

x

u

+

y

y

u

+

v

=

x

x

v

+

y

y

v

+

etc.

18

Changing variables in surface and volume integrals Jacobians

If an area A in the x, y plane maps into an area A

Z

A

f (x, y) dx dy =

Z

A

x

u

x

v

y

u

y

v

(x, y)

(u, v)

. The corresponding formula for volume integrals is

Z

V

f (x, y, z) dx dy dz =

Z

V

x

u

x

v

x

w

y

u

y

v

y

w

z

u

z

v

z

w

Fourier series

If y(x) is a function dened in the range x then

y(x) c

0

+

M

m=1

c

m

cos mx +

M

m=1

s

m

sin mx

where the coefcients are

c

0

=

1

2

Z

y(x) dx

c

m

=

1

y(x) cos mx dx (m = 1, . . . , M)

s

m

=

1

y(x) sinmx dx (m = 1, . . . , M

)

with convergence to y(x) as M, M

Fourier series for other ranges

Variable t, range 0 t T, (i.e., a periodic function of time with period T, frequency = 2/T).

y(t) c

0

+

c

m

cos mt +

s

m

sin mt

where

c

0

=

2

Z

T

0

y(t) dt, c

m

=

Z

T

0

y(t) cos mt dt, s

m

=

Z

T

0

y(t) sinmt dt.

Variable x, range 0 x L,

y(x) c

0

+

c

m

cos

2mx

L

+

s

m

sin

2mx

L

where

c

0

=

1

L

Z

L

0

y(x) dx, c

m

=

2

L

Z

L

0

y(x) cos

2mx

L

dx, s

m

=

2

L

Z

L

0

y(x) sin

2mx

L

dx.

19

Fourier series for odd and even functions

If y(x) is an odd (anti-symmetric) function [i.e., y(x) = y(x)] dened in the range x , then only

sines are required in the Fourier series and s

m

=

2

Z

0

y(x) sinmx dx. If, in addition, y(x) is symmetric about

x = /2, then the coefcients s

m

are given by s

m

= 0 (for m even), s

m

=

4

Z

/2

0

y(x) sin mx dx (for m odd). If

y(x) is an even (symmetric) function [i.e., y(x) = y(x)] dened in the range x , then only constant

and cosine terms are required in the Fourier series and c

0

=

1

Z

0

y(x) dx, c

m

=

2

Z

0

y(x) cos mx dx. If, in

addition, y(x) is anti-symmetric about x =

2

, then c

0

= 0 and the coefcients c

m

are given by c

m

= 0 (for m even),

c

m

=

4

Z

/2

0

y(x) cos mx dx (for m odd).

[These results also apply to Fourier series with more general ranges provided appropriate changes are made to the

limits of integration.]

Complex form of Fourier series

If y(x) is a function dened in the range x then

y(x)

M

M

C

m

e

imx

, C

m

=

1

2

Z

y(x) e

imx

dx

with m taking all integer values in the range M. This approximation converges to y(x) as M under the same

conditions as the real form.

For other ranges the formulae are:

Variable t, range 0 t T, frequency = 2/T,

y(t) =

C

m

e

imt

, C

m

=

2

Z

T

0

y(t) e

imt

dt.

Variable x

, range 0 x

L,

y(x

) =

C

m

e

i2mx

/L

, C

m

=

1

L

Z

L

0

y(x

) e

i2mx

/L

dx

.

Discrete Fourier series

If y(x) is a function dened in the range x which is sampled in the 2N equally spaced points x

n

=

nx/N [n = (N 1) . . . N], then

y(x

n

) = c

0

+ c

1

cos x

n

+ c

2

cos 2x

n

+ + c

N1

cos(N 1)x

n

+ c

N

cos Nx

n

+ s

1

sin x

n

+ s

2

sin 2x

n

+ + s

N1

sin(N 1)x

n

+ s

N

sin Nx

n

where the coefcients are

c

0

=

1

2N

y(x

n

)

c

m

=

1

N

y(x

n

) cos mx

n

(m = 1, . . . , N 1)

c

N

=

1

2N

y(x

n

) cos Nx

n

s

m

=

1

N

y(x

n

) sin mx

n

(m = 1, . . . , N 1)

s

N

=

1

2N

y(x

n

) sin Nx

n

each summation being over the 2N sampling points x

n

.

20

Fourier transforms

If y(x) is a function dened in the range x then the Fourier transformy() is dened by the equations

y(t) =

1

2

Z

y() e

it

d, y() =

Z

y(t) e

it

dt.

If is replaced by 2f , where f is the frequency, this relationship becomes

y(t) =

Z

y( f ) e

i2f t

df , y( f ) =

Z

y(t) e

i2f t

dt.

If y(t) is symmetric about t = 0 then

y(t) =

1

Z

0

y() cos t d, y() = 2

Z

0

y(t) cost dt.

If y(t) is anti-symmetric about t = 0 then

y(t) =

1

Z

0

y() sint d, y() = 2

Z

0

y(t) sint dt.

Specic cases

y(t) = a, [t[

= 0, [t[ >

_

(Top Hat), y() = 2a

sin

2a sinc()

where sinc(x) =

sin(x)

x

y(t) = a(1 [t[/), [t[

= 0, [t[ >

_

(Saw-tooth), y() =

2a

(1 cos ) = a sinc

2

_

2

_

y(t) = exp(t

2

/t

2

0

) (Gaussian), y() = t

0

exp

_

2

t

2

0

/4

_

y(t) = f (t) e

i

0

t

(modulated function), y() =

f (

0

)

y(t) =

m=

(t m) (sampling function) y() =

n=

( 2n/)

21

Convolution theorem

If z(t) =

Z

x()y(t ) d =

Z

Conversely, xy = x y.

Parsevals theorem

Z

(t) y(t) dt =

1

2

Z

Fourier transforms in two dimensions

V(k) =

Z

V(r) e

ikr

d

2

r

=

Z

0

2rV(r)J

0

(kr) dr if azimuthally symmetric

Fourier transforms in three dimensions

Examples

V(r)

V(k)

1

4r

1

k

2

e

r

4r

1

k

2

+

2

V(r) ik

V(k)

2

V(r) k

2

V(k)

V(k) =

Z

V(r) e

ikr

d

3

r

=

4

k

Z

0

V(r) r sin kr dr if spherically symmetric

V(r) =

1

(2)

3

Z

V(k) e

ikr

d

3

k

22

15. Laplace Transforms

If y(t) is a function dened for t 0, the Laplace transform y(s) is dened by the equation

y(s) = Ly(t) =

Z

0

e

st

y(t) dt

Function y(t) (t > 0) Transform y(s)

(t) 1 Delta function

(t)

1

s

Unit step function

t

n

n!

s

n+1

t

1

/

2

1

2

_

s

3

t

1

/

2

_

s

e

at

1

(s + a)

sint

(s

2

+

2

cos t

s

(s

2

+

2

)

sinht

(s

2

2

)

cosht

s

(s

2

2

)

e

at

y(t) y(s + a)

y(t ) (t ) e

s

y(s)

ty(t)

dy

ds

dy

dt

sy(s) y(0)

d

n

y

dt

n

s

n

y(s) s

n1

y(0) s

n2

_

dy

dt

_

0

_

d

n1

y

dt

n1

_

0

Z

t

0

y() d

y(s)

s

Z

t

0

x() y(t ) d

Z

t

0

x(t ) y() d

_

_

x(s) y(s) Convolution theorem

[Note that if y(t) = 0 for t < 0 then the Fourier transform of y(t) is y() = y(i).]

23

16. 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

x

n+1

= x

n

f (x

n

)

f

(x

n

)

. (Newton)

or, x

n+1

= x

n

x

n

x

n1

f (x

n

) f (x

n1

)

f (x

n

) (Linear interpolation)

are, in general, better approximations.

Numerical integration of differential equations

If

dy

dx

= f (x, y) then

y

n+1

= y

n

+ h f (x

n

, y

n

) where h = x

n+1

x

n

(Euler method)

Putting y

n+1

= y

n

+ h f (x

n

, y

n

) (improved Euler method)

then y

n+1

= y

n

+

h[ f (x

n

, y

n

) + f (x

n+1

, y

n+1

)]

2

Central difference notation

If y(x) is tabulated at equal intervals of x, where h is the interval, then y

n+1/2

= y

n+1

y

n

and

2

y

n

= y

n+1/2

y

n1/2

Approximating to derivatives

_

dy

dx

_

n

y

n+1

y

n

h

y

n

y

n1

h

y

n+

1

/

2

+ y

n

1

/

2

2h

where h = x

n+1

x

n

_

d

2

y

dx

2

_

n

y

n+1

2y

n

+ y

n1

h

2

=

2

y

n

h

2

Interpolation: Everetts formula

y(x) = y(x

0

+h) y

0

+y

1

+

1

3!

(

2

1)

2

y

0

+

1

3!

(

2

1)

2

y

1

+

where is the fraction of the interval h (= x

n+1

x

n

) between the sampling points and = 1 . The rst two

terms represent linear interpolation.

Numerical evaluation of denite integrals

Trapezoidal rule

The interval of integration is divided into n equal sub-intervals, each of width h; then

Z

b

a

f (x) dx h

_

c

1

2

f (a) + f (x

1

) + + f (x

j

) + +

1

2

f (b)

_

where h = (b a)/n and x

j

= a + jh.

Simpsons rule

The interval of integration is divided into an even number (say 2n) of equal sub-intervals, each of width h =

(b a)/2n; then

Z

b

a

f (x) dx

h

3

_

f (a) + 4 f (x

1

) + 2 f (x

2

) + 4 f (x

3

) + + 2 f (x

2n2

) + 4 f (x

2n1

) + f (b)

24

Gausss integration formulae

These have the general form

Z

1

1

y(x) dx

n

1

c

i

y(x

i

)

For n = 2 : x

i

= 05773; c

i

= 1, 1 (exact for any cubic).

For n = 3 : x

i

= 07746, 00, 07746; c

i

= 0555, 0888, 0555 (exact for any quintic).

17. Treatment of Random Errors

Sample mean x =

1

n

(x

1

+ x

2

+ x

n

)

Residual: d = x x

Standard deviation of sample: s =

1

n

(d

2

1

+ d

2

2

+ d

2

n

)

1/2

Standard deviation of distribution:

1

n 1

(d

2

1

+ d

2

2

+ d

2

n

)

1/2

Standard deviation of mean:

m

=

n

=

1

_

n(n 1)

(d

2

1

+ d

2

2

+ d

2

n

)

1/2

=

1

_

n(n 1)

_

x

2

i

1

n

_

x

i

_

2

_

1/2

Result of n measurements is quoted as x

m

.

Range method

A quick but crude method of estimating is to nd the range r of a set of n readings, i.e., the difference between

the largest and smallest values, then

r

n

.

This is usually adequate for n less than about 12.

Combination of errors

If Z = Z(A, B, . . .) (with A, B, etc. independent) then

(

Z

)

2

=

_

Z

A

A

_

2

+

_

Z

B

B

_

2

+

So if

(i) Z = A B C, (

Z

)

2

= (

A

)

2

+ (

B

)

2

+ (

C

)

2

(ii) Z = AB or A/B,

_

Z

Z

_

2

=

_

A

A

_

2

+

_

B

B

_

2

(iii) Z = A

m

,

Z

Z

= m

A

A

(iv) Z = ln A,

Z

=

A

A

(v) Z = exp A,

Z

Z

=

A

25

18. Statistics

Mean and Variance

A random variable X has a distribution over some subset x of the real numbers. When the distribution of X is

discrete, the probability that X = x

i

is P

i

. When the distribution is continuous, the probability that X lies in an

interval x is f (x)x, where f (x) is the probability density function.

Mean = E(X) =

P

i

x

i

or

Z

x f (x) dx.

Variance

2

= V(X) = E[(X )

2

] =

P

i

(x

i

)

2

or

Z

(x )

2

f (x) dx.

Probability distributions

Error function: erf(x) =

2

Z

x

0

e

y

2

dy

Binomial: f (x) =

_

n

x

_

p

x

q

nx

where q = (1 p), = np,

2

= npq, p < 1.

Poisson: f (x) =

x

x!

e

, and

2

=

Normal: f (x) =

1

2

exp

_

(x )

2

2

2

_

Weighted sums of random variables

If W = aX + bY then E(W) = aE(X) + bE(Y). If X and Y are independent then V(W) = a

2

V(X) + b

2

V(Y).

Statistics of a data sample x

1

, . . . , x

n

Sample mean x =

1

n

x

i

Sample variance s

2

=

1

n

(x

i

x)

2

=

_

1

n

x

2

i

_

x

2

= E(x

2

) [E(x)]

2

Regression (least squares tting)

To t a straight line by least squares to n pairs of points (x

i

, y

i

), model the observations by y

i

= +(x

i

x) +

i

,

where the

i

are independent samples of a random variable with zero mean and variance

2

.

Sample statistics: s

2

x

=

1

n

(x

i

x)

2

, s

2

y

=

1

n

(y

i

y)

2

, s

2

xy

=

1

n

(x

i

x)(y

i

y).

Estimators: = y,

=

s

2

xy

s

2

x

; E(Y at x) = +

(x x);

2

=

n

n 2

(residual variance),

where residual variance =

1

n

y

i

(x

i

x)

2

= s

2

y

s

4

xy

s

2

x

.

Estimates for the variances of and

are

2

n

and

2

ns

2

x

.

Correlation coefcient: = r =

s

2

xy

s

x

s

y

.

26

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