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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
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.
Page 1 of 24
Equation of a plane
A point r ( x, y, z) is on a plane if either
(a) r b
d = |d|, where d is the normal from the origin to the plane, or
x y z
(b) + + = 1 where X, Y, Z are the intercepts on the axes.
X Y Z
Vector product
A B = 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 C ) = ( A C ) B ( A B)C, ( A B) C = ( A C ) B ( B C ) A
Non-orthogonal basis
A = A1 e1 + A2 e2 + A3 e3
e2 e3
A1 = 0 A where 0 =
e1 (e2 e3 )
Similarly for A2 and A3 .
Summation convention
a = ai ei implies summation over i = 1 . . . 3
ab = ai bi
( a b)i = i jk a j bk where 123 = 1; i jk = ik j
i jkklm = il jm im jl
Page 2 of 24
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 In 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 defined by
l
( AB)i j = Aik Bk j
k=1
In general AB 6= 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 AA1 = A1 A = I.
transpose of cofactor of A i j
( A1 )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 defined by
| A| = i jk... A1i A2 j A3k . . .
i, j,k,...
where the number of the suffixes is equal to the order of the matrix.
22 matrices
a b
If A = then,
c d
a c 1 d b
| A| = ad bc AT = A1 =
b d | A| c a
Product rules
( AB . . . N ) T = N T . . . B T A T
( AB . . . N )1 = N 1 . . . B1 A1 (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,
Q1 = Q T , | Q| = 1, Q T is also orthogonal.
Page 3 of 24
Solving sets of linear simultaneous equations
If A is square then Ax = b has a unique solution x = A 1 b if A1 exists, i.e., if | A| 6= 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 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 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 = (b1 , b2 , . . .)
RayleighRitz
Z
b A b O h|O|i
Lowest eigenvalue 0 0 Z
b b h|i
Page 4 of 24
Pauli spin matrices
0 1 0 i 1 0
x = , y = , z =
1 0 i 0 0 1
x y = i z , y z = i x , z x = i y , x x = y y = z z = I
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.
x
In Cartesian coordinates (del) i + j +k
x y z y
z
grad = , div A = A, curl A = A
Identities
grad(1 + 2 ) grad 1 + grad 2 div( A1 + A2 ) div A1 + div A2
grad(12 ) 1 grad 2 + 2 grad 1
curl( A + A ) curl A1 + curl A2
div( A) div A + (grad ) A, curl( A) curl A + (grad ) A
Page 5 of 24
Grad, Div, Curl and the Laplacian
Conversion to
x = r cos sin y = r sin sin
Cartesian x = cos y = sin z=z
z = r cos
Coordinates
Vector A Axi + A y j + Az k A
b + A
b + Azb
z b + A
Arbr + A b
1 1 b 1
Gradient i+ j+ k b+
b+
z
b br + + b
x y z z r r r sin
1 (r 2 Ar ) 1 A sin
Divergence A x A y A z 1 ( A ) 1 A A z +
+ + + + r 2 r r sin
A x y z z 1 A
+
r sin
1 1 1 1 b 1
i j k b b z
b 2 br b
r sin r sin r
Curl A
x y z
z r
Ax A y Az
A A A z Ar rA rA sin
1 2 1
r + 2 sin
Laplacian 2 2 2 1 1 2 2 r2 r r r sin
+ 2 + 2 + 2 2+ 2
2 x 2
y z z 1 2
+
r sin 2
2 2
Transformation of integrals
L = the distance along some curve C in space and is measured from some fixed point.
S = a surface area
= a volume contained by a specified surface
bt = the unit tangent to C at the point P
Page 6 of 24
Stokess Theorem
Greens Theorem
Z Z
dS = () d
S
Z
= 2 + () () d
Complex Variables
Complex numbers
The complex number z = x + iy = r(cos + i sin ) = r ei( +2n), where i2 = 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 =
2
r(cos i sin ) = r ei ; zz = | z| = x2 + y2
De Moivres theorem
(cos + i sin )n = ein = cos n + i sin n
z3 z5
tan1 z =z +
3 5
This last series converges both on and within the circle | z| = 1 except at the points z = i.
n(n 1) 2 n(n 1)(n 2) 3
(1 + z)n = 1 + nz + z + z +
2! 3!
This last series converges both on and within the circle | z| = 1 except at the point z = 1.
Page 7 of 24
Trigonometric Formulae
cos( A + B) + cos( A B)
sin ( A B) = sin A cos B cos A sin B cos A cos B =
2
cos( A B) cos( A + B)
cos( A B) = cos A cos B sin A sin B sin A sin B =
2
A+B AB 1 + cos 2A
sin A + sin B = 2 sin cos cos2 A =
2 2 2
A+B AB 1 cos 2A
sin A sin B = 2 cos sin sin 2 A =
2 2 2
A+B AB 3 cos A + cos 3A
cos A + cos B = 2 cos cos cos3 A =
2 2 4
A+B AB 3 sin A sin 3A
cos A cos B = 2 sin sin sin 3 A =
2 2 4
Page 8 of 24
Hyperbolic Functions
1 x x2 x4
cosh x = ( e + e x ) = 1 + + + valid for all x
2 2! 4!
1 x3 x5
sinh x = ( ex e x ) = x + + + valid for all x
2 3! 5!
cosh ix = cos x cos ix = cosh x
sinh ix = i sin x sin ix = i sinh x
sinh x 1
tanh x = sech x =
cosh x cosh x
cosh x 1
coth x = cosech x =
sinh x sinh x
cosh 2 x sinh 2 x = 1
Page 9 of 24
sinh ( x y) = sinh x cosh y cosh x sinh y
Inverse functions
p !
1 x x+ x2 + a2
sinh = ln for < x <
a a
p !
1 x x + x2 a2
cosh = ln for x a
a a
1 x 1 a+x
tanh = ln for x2 < a2
a 2 ax
1 x 1 x +a
coth = ln for x2 > a2
a 2 xa
s
2
x a a
sech1 = ln + 1 for 0 < x a
a x x2
s
2
x a a
cosech1 = ln + + 1 for x 6= 0
a x x2
Limits
(1 + x/n)n ex as n , x ln x 0 as x 0
f ( x) f 0 ( a)
If f ( a) = g( a) = 0 then lim = 0 (lHopitals rule)
x a g( x) g ( a)
12
Page 10 of 24
Differentiation
u 0 u0 v uv0
(uv)0 = u0 v + uv0 , =
v v2
d d
(sin x) = cos x (sinh x) = cosh x
dx dx
d d
(cos x) = sin x (cosh x) = sinh x
dx dx
d d
(tan x) = sec2 x (tanh x) = sech2 x
dx dx
d d
(sec x) = sec x tan x (sech x) = sech x tanh x
dx dx
d d
(cot x) = cosec2 x (coth x) = cosech2 x
dx dx
d d
(cosec x) = cosec x cot x (cosech x) = cosech x coth x
dx dx
Integration
Standard forms
xn+1
Z
xn dx = +c for n 6= 1
n+1
1
Z Z
dx = ln x + c ln x dx = x(ln x 1) + c
x
1 ax x 1
Z Z
eax dx = e +c ax
x e dx = e ax
2 +c
a a a
x2 1
Z
x ln x dx = ln x +c
2 2
Z
1 1 x
2 2
dx = tan1 +c
a +x a a
1 1 1 x 1 a+x
Z
dx = tanh + c = ln +c for x2 < a2
a2 x2 a a 2a ax
1 1 1 x 1 xa
Z
dx = coth +c= ln +c for x2 > a2
x2 a2 a a 2a x+a
x 1 1
Z
dx = +c for n 6= 1
( x2 a2 )n 2(n 1) ( x2 a2 )n1
x 1
Z
dx = ln( x2 a2 ) + c
x2 a2 2
Z
1 x
p dx = sin1 +c
a2 x2 a
Z
1 p
p dx = ln x + x2 a2 + c
x2 a2
Z
x p
p dx = x2 a2 + c
x2 a2
p 1h p 2 x i
Z
a2 x2 dx = x a x2 + a2 sin 1 +c
2 a
Page 11 of 24
1
Z
dx = cosec p for p < 1
0 (1 + x) x p
r
1
Z Z
2 2
cos( x ) dx = sin ( x ) dx =
0 0 2 2
Z
exp( x2 /2 2 ) dx = 2
Z 1 3 5 (n 1) n+1 2 for n 2 and even
n 2 2
x exp( x /2 ) dx =
0 for n 1 and odd
Z Z
sin x dx = cos x + c sinh x dx = cosh x + c
Z Z
cos x dx = sin x + c cosh x dx = sinh x + c
Z Z
tan x dx = ln(cos x) + c tanh x dx = ln(cosh x) + c
Z Z
cosec x dx = ln(cosec x cot x) + c cosech x dx = ln [tanh( x/2)] + c
Z Z
sec x dx = ln(sec x + tan x) + c sech x dx = 2 tan1 ( ex ) + c
Z Z
cot x dx = ln(sin x) + c coth x dx = ln(sinh x) + c
sin (m n) x sin (m + n) x
Z
sin mx sin nx dx = +c if m2 6= n2
2(m n) 2(m + n)
sin (m n) x sin (m + n) x
Z
cos mx cos nx dx = + +c if m2 6= n2
2(m n) 2(m + n)
Standard substitutions
If the integrand is a function of: substitute:
p
( a2 x2 ) or a2 x2 x = a sin or x = a cos
p
( x2 + a2 ) or x2 + a2 x = a tan or x = a sinh
p
( x2 a2 ) or x2 a2 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:
2t 1 t2 2 dt
sin x = cos x = dx = .
1 + t2 1 + t2 1 + t2
dx
Z
p px + q = u2
( ax + b) px + q
dx 1
Z
q ax + b = .
( ax + b) px2 + qx + r u
Page 12 of 24
Integration by parts
b
b Z b
Z
u dv = uv v du
a a a
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
Z b( ) Z b( )
d db da
f ( x, ) dx = f (b, ) f ( a, ) + f ( x, ) dx.
d a ( ) d d a ( )
Special case,
d
Z x
f ( y) dy = f ( x).
dx a
Dirac -function
1
Z
(t ) = exp[i(t )] d.
2
Z
If f (t) is an arbitrary function of t then (t ) f (t) dt = f ( ).
Z
(t) = 0 if t 6= 0, also (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.
Z Z
For any p > 1, x p e x dx = p x p1 e x dx = p!. ( 1/2)! = , ( 1/2)! = / ,
2 etc.
0 0
Z 1 p!q!
For any p, q > 1, x p (1 x)q dx = .
0 ( p + q + 1)!
Trigonometrical
If m, n are integers,
Z / 2
m 1 / 2 n 1 / 2
Z Z
sin m cos n d =sin m2 cosn d = sin m cosn2 d
0 m+n 0 m+n 0
and can therefore be reduced eventually to one of the following integrals
Z / 2 Z / 2 Z / 2 Z / 2
1
sin cos d = , sin d = 1, cos d = 1, d = .
0 2 0 0 0 2
Other
r
(n 1) 1 1
Z
If In = xn exp( x2 ) dx then In = In 2 , I0 = , I1 = .
0 2 2 2
Page 13 of 24
Differential Equations
Wave equation
1 2
2 =
c2 t2
Legendres equation
d2 y dy
(1 x2 ) 2x + l (l + 1) y = 0,
dx2 dx
l
1 d l
solutions of which are Legendre polynomials Pl ( x), where Pl ( x) = l x2 1 , Rodrigues formula so
2 l! dx
1 2
P0 ( x) = 1, P1 ( x) = x, P2 ( x) = (3x 1) etc.
2
Recursion relation
1
Pl ( x) = [(2l 1) xPl 1 ( x) (l 1) Pl 2( x)]
l
Orthogonality
Z 1 2
Pl ( x) Pl 0 ( x) dx = ll 0
1 2l + 1
Bessels equation
d2 y dy
x2 +x + ( x2 m2 ) y = 0,
dx2 dx
solutions of which are Bessel functions Jm ( x) of order m.
(1)k ( x/2)m+2k
Jm ( x ) = k!(m + k)!
(integer m).
k=0
Page 14 of 24
Laplaces equation
2 u = 0
If expressed in two-dimensional polar coordinates (see section 4), a solution is
u(, ) = An + Bn C exp(in) + D exp(in)
where A, B, C, D are constants and n is a real integer.
Pl0 (1) = 1.
Spherical harmonics
The normalized solutions Ylm ( , ) of the equation
1 1 2
sin + Ylm + l (l + 1)Ylm = 0
sin sin2 2
are called spherical harmonics, and have values given by
s
2l + 1 (l |m|)! m m
m
Yl ( , ) = Pl (cos ) e im
(1) for m 0
4 (l + |m|)! 1 for m < 0
r r r
0 1 0 3 1 3
i.e., Y0 = , Y1 = cos , Y1 = sin ei , etc.
4 4 8
Orthogonality
Z
Ylm Ylm0 d = ll 0 mm0
0
Calculus of Variations
b F d F dy
Z
The condition for I = F ( y, y0, x) dx to have a stationary value is = 0
0 , where y = . This is the
a y dx y dx
EulerLagrange equation.
Page 15 of 24
Functions of Several Variables
If = f ( x, y, z, . . .) then implies differentiation with respect to x keeping y, z, . . . constant.
x
d = dx + dy + dz + and x + y + z +
x y z x y z
where x, y, z, . . . are independent variables. is also written as or when the variables kept
x x x
y,... y,...
constant need to be stated explicitly.
2 2
If is a well-behaved function then = etc.
x y y x
If = f ( x, y),
1 x y
= , = 1.
x y x x y y x
y
Stationary points
2 2 2
A function = f ( x, y) has a stationary point when = = 0. Unless 2 = = = 0, the following
x y x y 2 x y
conditions determine whether it is a minimum, a maximum or a saddle point.
2 2
Minimum: > 0, or > 0,
2 2
x2 y2 2 2
2 2 and >
2
x y 2 x y
Maximum: 2
< 0, or 2
< 0,
x y
2
2 2 2
Saddle point: <
x2 y2 x y
2 2 2
If = = = 0 the character of the turning point is determined by the next higher derivative.
x2 y2 x y
x y
= + +
u x u y u
x y
= + +
v x v y v
etc.
Page 16 of 24
Changing variables in surface and volume integrals Jacobians
If an area A in the x, y plane maps into an area A 0 in the u, 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
u v
( x, y)
The Jacobian J is also written as . The corresponding formula for volume integrals is
(u, v)
x x x
u v w
Z Z y y y
f ( x, y, z) dx dy dz = f (u, v, w) J du dv dw where now J =
V V0 u v w
z z z
u v w
Fourier series
If y( x) is a function defined in the range x then
M M0
y( x) c0 + cm cos mx + sm sin mx
m=1 m=1
Page 17 of 24
Fourier series for odd and even functions
If y( x) is an odd (anti-symmetric) function [i.e., y( x) = y( x)] defined in the range x , then only
2
Z
sines are required in the Fourier series and s m = y( x) sin mx dx. If, in addition, y( x) is symmetric about
0
4 / 2
Z
x = /2, then the coefficients s m are given by sm = 0 (for m even), s m = y( x) sin mx dx (for m odd). If
0
y( x) is an even (symmetric) function [i.e., y( x) = y( x)] defined in the range x , then only constant
1 2
Z Z
and cosine terms are required in the Fourier series and c 0 = y( x) dx, cm = y( x) cos mx dx. If, in
0 0
addition, y( x) is anti-symmetric about x = , then c0 = 0 and the coefficients c m are given by cm = 0 (for m even),
2
4 / 2
Z
cm = y( x) cos mx dx (for m odd).
0
[These results also apply to Fourier series with more general ranges provided appropriate changes are made to the
limits of integration.]
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,
Z T
y(t) = Cm e im t
, Cm =
2 0
y(t) eimt dt.
Variable x0 , range 0 x0 L,
1
Z L
Cm e i2mx0 / L
y( x0 ) ei2mx / L dx0 .
0 0
y( x ) = , Cm =
L 0
Page 18 of 24
Fourier transforms
If y( x) is a function defined in the range x then the Fourier transform b
y() is defined by the equations
1
Z Z
y(t) = y() eit d,
b by() = y(t) eit dt.
2
If is replaced by 2 f , where f is the frequency, this relationship becomes
Z Z
y(t) = by( f ) ei2 f t d f , by( f ) = y(t) ei2 f t dt.
If y(t) is symmetric about t = 0 then
1
Z Z
y(t) = by() cos t d, by() = 2 y(t) cos t dt.
0 0
If y(t) is anti-symmetric about t = 0 then
1
Z Z
y(t) = by() sin t d, by() = 2 y(t) sin t dt.
0 0
Specific cases
y(t) = a, |t| sin
(Top Hat), by() = 2a 2a sinc ( )
= 0, |t| >
sin ( x)
where sinc( x) =
x
y(t) = a(1 |t|/ ), |t| 2a 2
(Saw-tooth), by() = ( 1 cos ) = a sinc
= 0, |t| > 2 2
y(t) = exp(t2 /t20 ) (Gaussian), by() = t0 exp 2 t20 /4
Page 19 of 24
Convolution theorem
Z Z
If z(t) = x( ) y(t ) d = x(t ) y( ) d x(t) y(t) then x() by().
bz () = b
Conversely, xcy = b
x by.
Parsevals theorem
1
Z Z
y (t) y(t) dt = by () by() d (if b
y is normalised as on page 21)
2
Examples
Fourier transforms in three dimensions
Z V (r ) b (k)
V
b (k) =
V V (r ) eikr d3 r
1 1
4 4r k2
Z
= V (r) r sin kr dr if spherically symmetric
k 0 e r 1
1 4r k + 2
2
Z
V (r ) = b (k) eikr d3 k
V
(2)3 V (r ) ikVb (k)
2 V (r ) k2 Vb (k)
Page 20 of 24
Laplace Transforms
If y(t) is a function defined for t 0, the Laplace transform y(s) is defined by the equation
Z
y(s) = L{ y(t)} = est y(t) dt
0
[Note that if y(t) = 0 for t < 0 then the Fourier transform of y(t) is by() = y(i).]
Page 21 of 24
Numerical Analysis
Approximating to derivatives
dy yn+1 yn yn yn1 y 1 + yn 1/2
n+ /2 where h = xn+1 xn
dx n h h 2h
d2 y yn+1 2yn + yn1 2 y n
=
dx2 n h2 h2
Trapezoidal rule
The interval of integration is divided into n equal sub-intervals, each of width h; then
Z b
1 1
f ( x) dx h c f ( a) + f ( x1 ) + + f ( x j ) + + f (b)
a 2 2
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
h
f ( x) dx f ( a) + 4 f ( x1 ) + 2 f ( x2 ) + 4 f ( x3 ) + + 2 f ( x2n2 ) + 4 f ( x2n1 ) + f (b)
a 3
Page 22 of 24
Gausss integration formulae
Z 1 n
These have the general form y( x) dx ci y( xi )
1 1
For n = 2 : xi = 05773; c i = 1, 1 (exact for any cubic).
For n = 3 : xi = 07746, 00, 07746; c i = 0555, 0888, 0555 (exact for any quintic).
Range method
A quick but crude method of estimating is to find 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
2 2
Z Z
( Z )2 = A + B +
A B
So if
(i) Z = A B C, ( Z )2 = ( A )2 + ( B )2 + (C )2
2 2 2
Z A B
(ii) Z = AB or A/ B, = +
Z A B
Z
(iii) Z = Am , =m A
Z A
A
(iv) Z = ln A, Z =
A
Z
(v) Z = exp A, = A
Z
Page 23 of 24
Statistics
Probability distributions
2 x Z
2
Error function: erf( x) = e y dy
0
n x n x
Binomial: f ( x) = p q where q = (1 p), = np, 2 = npq, p < 1.
x
x
Poisson: f ( x) = e , and 2 =
x!
1 ( x )2
Normal: f ( x) = exp
2 2 2
b2
b are b 2
b and
Estimates for the variances of and 2 .
n ns x
s2xy
Correlation coefficient:
b=r= .
sx s y
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