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(nπx/L) + bn sin(nπ/L))
2 n=1
1 L 1 L
Z Z
where an = f(x) cos(nπx/L)dx, bn = f(x) sin(nπx/L)dx.
L −L L −L
∞
1 2 L
X Z
Fourier cosine series (x ∈ [0, L]): a0 + an cos(nπx/L) where an = f(x) cos(nπx/L)dx.
2 n=1
L 0
∞
2 L
X Z
Fourier sine series (x ∈ [0, L]): bn sin(nπx/L) where bn = f(x) sin(nπx/L)dx.
n=1
L 0
Differentiation of a parameter in an integral
Z β(t)
dI ∂f
= (x, t)dx + f(β(t), t)β 0(t) − f(α(t), t)α0 (t).
dt α(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) = [φ(x + ct) + φ(x − ct)] + ψ(s)ds + f
2 2c x−ct 2c ∆(x,t)
where φ(x) = u(x, 0), ψ(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) = ~
φ(ξ)dσ + ~
ψ(ξ)dσ where St is a sphere of radius ct.
4πc2 ∂t t St 4πc 2t
St
"Z Z #
1 ∂ φ(ξ, η)
In 2D: u(x, y, t) = dξdη
2πc ∂t
p
Dt (ct)2 − (ξ − x)2 − (η − y)2
1 ψ(ξ, η)
ZZ
+ dξdη where Dt is a disk of radius ct.
2πc Dt (ct)2 − (ξ − x)2 − (η − 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)φ(y)dy + S(x − y, t − s)f(y, s)dyds (t > 0)
−∞ 0 −∞
1 2
where S(x, t) = √ e−x /4kt and φ(x) = u(x, 0).
4πkt
Z x
2 2
The error function: Erf (x ) = √ e −p dp; Erf (∞) = 1 .
π 0

1
 ∂2 1 ∂ 1 ∂2
∆ in polar coordinates: ∆= + +
∂r2 r ∂r r2 ∂θ2
∂2 2 ∂ 1 ∂ ∂ 1 ∂2
∆ in spherical coordinates: ∆ = + + sin θ +
∂r2 r ∂r r2 sin θ ∂θ ∂θ r2 sin2 θ ∂φ2
1 a2 − |x|2
Z
Poisson’s formula for harmonic function in a disk: u(x) = u(x0) ds0 , or
2πa |x0 |=a |x − x0|2
Z 2π
1 a2 − r 2
u(r, θ) = h(φ)dφ where h(φ) is the value of u on the circle r = a.
2π 0 a2 − 2ar cos(θ − φ) + r2
∂u
ZZ ZZZ ZZZ
Green’s first identity: v dS = ∇v · ∇u dV + v∆u dV
∂n
∂D D D
ZZ  
∂v ∂u
ZZZ
Green’s second identity: (u∆v − v∆u)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/(4π|x − x0 |) for R3.
∂n ∂n
∂D

Solution of the Dirichlet problem for ∆u = f using Green’s 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
Bessel’s differential equation of order s: u + u + (1 − )u = 0
dr2 r dr r2
Solutions of Bessel’s equation
For a non-integer s, the two independent solutions are
∞ Z ∞
X (−1)j  r ±s+2j
J±s (r) = where Γ(s) = e−t ts−1 dt is the Γ function.
j=0
Γ(j + 1)Γ(±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
n−1  n−2j ∞
2 r (1 − δn0 ) X (n − j − 1)! 2 1 X (−1)j (Hj + Hn+j )  r n+2j
Yn (r) = γ + ln Jn (r)− −
π 2 π j=0
j! r π j=0 j!(n + j)! 2
r r
2 2
Bessel functions of order s = ±1/2: J1/2(r) = sin r J−1/2 (r) = cos r
πr πr
For βsm a, βsm0 a being roots of the Bessel function Js
Z a
1 1
Js (βsm r)Js (βsm0 r)rdr = δmm0 a2[Js0 (βsm a)]2 = δmm0 a2[Js±1 (βsm a)]2
0 2 2
|m|
Spherical harmonics: Ylm (θ, φ) = Pl (cos θ) · eimφ
Z 2πZ π
4π (l + m)!
Ylm (θ, φ)Ylm
0
0 (θ, φ) sin θdθdφ = δll0 δmm0
0 0 2l + 1 (l − m)!