Formulas

Trigonometric formulas
1 1
sin a sin b = 2 sin (a b) cos (a b)
2 2
1 1 1 1
cos a + cos b = 2 cos (a + b) cos (a b) cos a cos b = 2 sin (a + b) sin (b a)
2 2 2 2
1
sin a cos b = (sin(a b) + sin(a + b))
2
1 1
sin a sin b = (cos(a b) cos(a + b)) cos a cos b = (cos(a b) + cos(a + b))
2 2
sin(a b) = sin a cos b cos a sin b cos(a b) = cos a cos b sin a sin b
Fourier series

1 X
Fourier series of f(x) defined on [L, L]: a0 + (an cos(nx/L) + bn sin(n/L))
2 n=1
1 L 1 L
Z Z
where an = f(x) cos(nx/L)dx, bn = f(x) sin(nx/L)dx.
L L L L

1 2 L
X Z
Fourier cosine series (x [0, L]): a0 + an cos(nx/L) where an = f(x) cos(nx/L)dx.
2 n=1
L 0

2 L
X Z
Fourier sine series (x [0, L]): bn sin(nx/L) where bn = f(x) sin(nx/L)dx.
n=1
L 0
Differentiation of a parameter in an integral
Z (t)
dI f
= (x, t)dx + f((t), t) 0(t) f((t), t)0 (t).
dt (t) t
Solution for wave equation with a source on R utt c2 uxx = f
1 1 x+ct 1
Z ZZ
u(x, t) = [(x + ct) + (x ct)] + (s)ds + f
2 2c xct 2c (x,t)
where (x) = u(x, 0), (x) = ut (x, 0), and (x,t) is the characteristic triangle for (x, t).
The Kirchhoff-Poisson solution for wave equation utt c2 u = 0
 ZZ 
1 1 1
ZZ
In 3D: u(~x, t) = ~
()d + ~
()d where St is a sphere of radius ct.
4c2 t t St 4c 2t
St
"Z Z #
1 (, )
In 2D: u(x, y, t) = dd
2c t
p
Dt (ct)2 ( x)2 ( y)2
1 (, )
ZZ
+ dd where Dt is a disk of radius ct.
2c Dt (ct)2 ( x)2 ( y)2
p

Solution for the diffusion equation with a source on R ut kuxx = f(x, t) (t > 0)
Z Z tZ
u(x, t) = S(x y, t)(y)dy + S(x y, t s)f(y, s)dyds (t > 0)
0
1 2
where S(x, t) = ex /4kt and (x) = u(x, 0).
4kt
Z x
2 2
The error function: Erf (x ) = e p dp; Erf () = 1 .
0

1
 2 1 1 2
in polar coordinates: = + +
r2 r r r2 2
2 2 1 1 2
in spherical coordinates: = + + sin +
r2 r r r2 sin r2 sin2 2
1 a2 |x|2
Z
Poissons formula for harmonic function in a disk: u(x) = u(x0) ds0 , or
2a |x0 |=a |x x0|2
Z 2
1 a2 r 2
u(r, ) = h()d where h() is the value of u on the circle r = a.
2 0 a2 2ar cos( ) + r2
u
ZZ ZZZ ZZZ
Greens first identity: v dS = v u dV + vu dV
n
D D D
ZZ  
v u
ZZZ
Greens second identity: (uv vu)dV = u v dS
n n
D D

Representation formula for a harmonic function u

ZZ  
u
u(x0 ) = u(x) K(x, x0) K(x, x0 ) dS where K(x, x0 ) 1/(4|x x0 |) for R3.
n n
D

Solution of the Dirichlet problem for u = f using Greens function

G(x, x0 )
ZZ ZZZ
u(x0 ) = u(x) dS + f(x)G(x, x0 ) dV.
n
D D
On the plane, dS and dV are replaced by dl (length element) and dA (area element), respectively.
d2 1 d s2
Bessels differential equation of order s: u + u + (1 )u = 0
dr2 r dr r2
Solutions of Bessels equation
For a non-integer s, the two independent solutions are
Z
X (1)j  r s+2j
Js (r) = where (s) = et ts1 dt is the function.
j=0
(j + 1)(s + j + 1) 2 0

For s = n, a non-negative integer, the solutions are

X (1)j  r n+2j
Jn (r) =
j=0
j!(n + j)! 2
n1  n2j
2 r (1 n0 ) X (n j 1)! 2 1 X (1)j (Hj + Hn+j )  r n+2j
Yn (r) = + ln Jn (r)
2 j=0
j! r j=0 j!(n + j)! 2
r r
2 2
Bessel functions of order s = 1/2: J1/2(r) = sin r J1/2 (r) = cos r
r r
For sm a, sm0 a being roots of the Bessel function Js
Z a
1 1
Js (sm r)Js (sm0 r)rdr = mm0 a2[Js0 (sm a)]2 = mm0 a2[Js1 (sm a)]2
0 2 2
|m|
Spherical harmonics: Ylm (, ) = Pl (cos ) eim
Z 2Z
4 (l + m)!
Ylm (, )Ylm
0
0 (, ) sin dd = ll0 mm0
0 0 2l + 1 (l m)!