Introductory Mathematics

① Definition of a limit

Ideal case
: flat L (actual limit) ,
E -
-
O
,
8=0
Set initial constraints such that

Hex) -

LI LE whenever Ix al - < 8

② Continuous functions
fix) is continuous at x -
a if alinfafcx) -

-
fca) .

Jump discontinuity value

suddenly jumps to value
-
'
new

Removable discontinuity
-

value and then returns to

jumps
original value

③ Derivative
fix) is differentiable at x
-

-
a if the limit

Iim fcat8x)- exists .

8×-70 fx

d " - "

Fc Seca
e -
e

secxtanx Sinha coshx

DI
=
=
-2

⇐ cosecx
= -
cosecxcotx dda coshx =
Sinha e"t
dda Cota =
-
cosec'd

cosh3C -
Sinha =/
I
¥ arcsinx ,
JI x -
-

ddscarccosk = I
Ji
sincix)
-

-
isinhcx)
-
22
Coscia) = cosh c)

# arctanx =
1¥
Sum Rule :

Tex, fix) Fix) f

'

glx) g. Cx)
'
t
-
= -

Product Rule :

Fix) =

fcxlglx) Fix) =
fix, g' Cx) t f- cxiglx)
'

Quotient Rule
fH4gbD-gt)
:

Fox, =
Flex, =

[ 913932
gon

Chain Rule :

Fox ) =
f ( gas ) Fix, =

gtx) f- Igou )

Inverse functions '

( f -7134 =

ffn)
Logarithmic Rule
'
.

fEfcxy9 )
""

In ( Fix, )
=
In

F' Cx) =
Fix) [ g' cash Him) +
goofing ]
Partial derivatives :
differentiate with respect to one with

other variables as constant .

Variables

must be independent

Tataeriatiecsumofndidual , independent effects)

F ( act) )
adf.IT#it3IyadfI
ult) -
-

, yet )
Total Derivative Formula
dx
date de

f
-
-

directly proportional
dy =

date de with constant date ) date

dulse ITT de

J
-

change due
-

Ey dy
-

duly to
Hy
-

du =

dub +
duly =
de
t¥yd#dt
date =
⇐ date t
Ey date
① Split du into x -

y components
② Substitute above proportionality equations to formula
③ Divide by de to
get rate with respect to t
link to
and simultaneous changes due x and
y

Integration
f¥zdx= taarctan ( ka) t C

Jj'¥dx =
ta arcs in (E) +
C

sinxlcosx to remove )
P
change of Variables ( Substitution ) → half -

angle substitution

a- tan LE)
dx -

}d÷ ,
cos x
-

-
II ,
sinx
-

-
IIT

Integration by Parts

ffcxsg '
die =
fix )glx) -

fficxsgcx ) de
Recursive
Integration
Pattern recognition to express Un as a lower

order integral .

Rational Functions
fuel polynomials
ftg'
where
dx , gcx ) are

be found fractions
can
using partial
and the
completing square

sequence
{ Xnjtn # is a finite infinite set of quantities ,

each term is formed

stated in a defini -
and

according to fixed tern

-

Xn =L then
sequence converges

-
For series to for any arbitrary small E> there exists
converge ,
o

a MEN such that I Sn l l l E

-
for
any n > M .

The limit tenting Sn will be simply denoted

by II. an
Convergent
Cauchy criterion

I. Xn
,
for any arbitrary small C- 70
,
there exists

a MEN such that

Isn Sml
- =
III. pal +
2 E

n > m > M

A series cannot be convergent unless life kn -

-
O

Non definitive test to down the

narrow
possibility
-

whether it Sequence doesn't

converges .

converge
series
mean
converges .

Absolute Convergence
E.oxn is
absolutely convergent if the series E. oben) converges
C-1) ntl
C-
g I convergent
is not
absolutely
.

nain

Test
→ not
very useful
Comparison
Let { kn } new and Lyn}neN be two sequences of real numbers ,

MEN
suppose
0Eknkyn for n> M
any

If I,oYn converges , Ewan converges

If Ewan diverges ⇐ Yn diverges as well
,

e.
g .
Eine ,
0k¥, th i .

I ,¥, converges
,
 decreases exponentially
cyheckif sequence
Ratio Test
Let Lan }neM be a
sequence
of real numbers other than zero

if there exists rel and KEN such that

Xml ) Lr for any n> ik
q
then In is
convergent

""H¥
girl
" converge .

Irl > I divergent r=1 divergent

Irl -
-
I non - conclusive
{ ray maybe alternating
series

Integral Test

fix) is a
positive function between land •
.

J ? fix) da life ) ? fix -

-
, da =L ( Ko)
if area under
graph converges
→

seriesconvergesiflimitconuergeareai-fffD.dk
height
{ breadth

does not need to always be

positive
and
decreasing Itis will
converge too

from becomes
1 to
,
as
long as it that in
long run

Alternating Series
"
C- 1) for
% xn
any
n E N
"'

1)
¥I
xn rewritten
it Info
-

, ,

has to real numbers

Xn be
strictly positive , decreasing sequence

n→hhfXn=o,then¥,tDnXnconverg
Power Series
Let Lan} neat be a
sequence of real numbers .

f- Gc) =
⇐ Ankh =
do take adit .
. . tanxnt . . .

In =
Ankh
if series not centered around 2=0 but around x C
power
- -
-

, ,

do
graph transformation Cx -

)
C

Oth L not from l but only for coefficient

test
-

,
similar to ratio
p
hime 19h41
"

Radius of Reno ① Calculate R -

convergence of
-

② Ix Cl LR

t¥
converges
-

he:*: : power
term

to
approximate a function
p in series around a
point ca)
power
a

Taylor's Theorem

fix) -
-

feast f
'

ca) (x a)-
+ t"z Ix -
att . .
.
-1
f"n (x a) ht
-
. ..

+ error term #Xo))

valid around ① Identify x=a to center approximation
-

approximation only a-
② calculate derivatives
③ Apply formula
④ Calculate error term
 do I
°
10 00
Handlingindeterminateh.mil#: 010 o -
o
, , , , , ,

Series Expansions ( Taylor Series)

sink)
lime
x -70
=
8- x
sina.si#=.iimo'a-Lx-x3a.+Es.t .
. .
]
El ¥: -1¥ ]
dim
-

-
-
i
-

.
. .

=
1

I' Hospital Rule

Let f. g : cc , d) → IR be two differentiable functions ,

a c- Gd) such that
f- ca) -

g la)
= O .

Suppose that goes

to for any XE Kid)

it dimatg¥=L,*enfimat¥I →
giger;:L:
for

* only if fca)
-

g ca)
-

-
O
,
so works for indeterminate limits Of
last resort only !
G-raphickepresentationof-Eenctc.co#
① Domain of { x : fix) C- Rt
validity ,

② My intercepts
③ Stationary Points ( 1st derivative table / 2nd derivative test ) inin Max
+

↳ local minimum / maximum / inflexion points ( related to cornet ( concave functions)

with difference lateral
④ Asymptotes difference)
=

(approach from left or

right may have →
difference
no =
absolute
⑤
Monotonicity
:
increasing or
decreasing function ( fix) or facts ) foe)
-
)
fix, -
-

7514=0
Determining Nature of Stationary Point focus on sign Nao) -
-

o
of this -

NpY# NcXD
'
D Ho) Naco)
fix) fhcxj
-

-
=
-

1¥
# e

Finding Oblique Asymptote

① Find
gradient using ¥F±of =
m

② Find
y intercept using Lingo ( fix) ma) =L
-
-

③ Get limit
y=mktc
 I ( calculus Series)
Sylvian 's Mathematics -1
Complex -1

Differentiation
time derivative
Derivative of foe) with
respect tox is fix, defined as q

Iim fCxtSx)-f fax, = # = Df =

'

y
Sx→o Sx

fcxth)-#
Iff =

him h
= f ,

Hythtttgl
¥ =
thing h
=
fy
 Sum rule :
Zaftig) =
fxtg ,
=
It +5£
Product rule :
ffg) =
3¥ g ?fzf t =
fxgtgxf

Quotient rule :
⇐ ( Ig) -

-
FT g Fcf -

= f. g goof
-
-

ga ga
chain rule i Ix ffcgixi )) =
gkxsftgc.ci)

Inverse function rule : IoT f- '

G) =

ff¥µ)
"'

Logarithmic rule : F = [fix ]9 ,

1nF =
glnf
3,5¥ -

# htt III
} =
F [ g' Inf off ] +
'

Total Derivative
f Gue) yet) )
for UK) =
,
phasiccomponent
ally sum

's
up
derivatives
¥ =

3¥ 2¥ +
2¥ 2¥

ddff.az#t:ddIfdxldy
de
proportional to
¥, e
y
x contribution : dux -
-

ITI da
n

y contribution
:
day =
# dy ×

du total =
duet day
-
-

3¥ # de t
Ey dtaedt

¥¥t¥¥%÷÷÷÷: :tE
"

function effect
Parametric Differentiation

express x and in terms of t XH) and

yet )
y
-

,
-

it at) is invertible ( horizontal line test) then t tix) -

-

dfa -
-

date dez .

If (date )
"
=
.

=
dyldt 19¥ to )

Implicit Differentiation
special case of total derivative where ftx , ycx) ) =
0

Total derivative formula : ¥d =

Ita # ¥y date t

Uct) f ( xx) yet) ) t -

- a

¢
-
-
,

ucx) -
-

f Ix you ) ,
date -

-
I

Implicit derivative formula i

¥=¥c+¥yd
-H
If f- (x , you)
=
o ,
d÷= A-
lay

Higher Order Derivatives

XH ) → vet) → act) →
jet)
displacement velocity acceleration jerk

For second or
higher order partial derivatives, the order

of differentiation does not matter as long as both variables

are independent fxy =

fyx ,
commutative
property

Leibniz.sk
Derivative of the product of two functions fg is given by :
, ,
'

(fg) =
fig t g't

Cfg)
Cfg)
"

"
=

=
f' g
'

f-
"'
+

g
t
2f'g' tfg
3f"
g
'
"

+ 3 fig
"
+
fg
.. ,
] -
similar

Pascal 's
to ( att )

Triangle ,
h

Binomial Theorem
 Simply high order differentiation
through pattern recognition

e.g .
¥7 sine
-
-

sinlxtnttz)
(ex)
'm
ex
fix)
g
-
-
e' se =

Goya
'

Ge) = 2x 127
" -

-
2 -0 a 73
, ,
)
fth (x) =
exxrhtnc ex (2x) , t
"
Cze
"
2 t
"
Cz e
"
( o)
=
ex (24^41274+272)
= ex ( x't 2mL non ) ) +
-
t

chap 3
Estimating small changes ( Limits)
-113482€
fix) =

8K

For small there exists 870 that

any arbitrary E>O ,
a such

linear
Approximation
:
( fu, -

[ "tSNj ]
t
ICE if lsxlls
I variable
-

iffy Sy
Linear
Approximation
i Sf =
2¥ Sx +

2- variables

e.g , p= ,
sp = R ( IST ISV) -

Taylor 's Theorem

foe) =
feast f- ca, Galt '
tztftlx a) -
'
t . .

.tt?Ilx-a ,
"
t error term

for two variables :

fix,y) Io 'T Eno ( 7) icy big}I¥yiCa b)

n -

-
-
ex a)
-
-

: ,

basically the
✓
all
permutations
f- Gay) =
fca ,b) t Cx a)-

f. la, b) t
(y -
b) fy la b)
-
of My

I [ Ix fan la b) +2cg b) ex fxyca b) fyyla ,b) )

'
a)
ly b)
'
a)
-

+ ,
- -
t -

,
 Lecture 3 Sylvian

Mean value theorem

If f is continuous and differentiable in the interval [34,763,24224 ,

there exists at least one c in this interval such that

f- Gh) -

fix ) ,
=
f'ccjlxz -
Xi )
based on the
gradient
"' p

yet
^

/
fix) =
fcc) + Cx c)
-
f-
'

CD
"'
fix ) feat
! f-
'
Cx . c) id
-
-
-
.

; #
'
:
y flxz) =
f- Cc ) t (Xz C) f' cc)
-

i i
t
i i
i
.
fcxz) fix )
-

,
-
-

ta xD -
f' a )

c-
Aa
fu, -
-

t"¥¥ LEFT)

Newton Raphson Method

numerical method to solve

-

iteratively an
equation
-

consider an
equation fix) =
0
,
solutions are x -

intercepts

f- ( xn ) fa form of gradient
f- '

Gen) = -

descent )

Xnt¥
 4 variable functions
Lecture Sylvian ,
Max Min 2 -

critical 1 Stationary Point

f- Cc ) f- f-
'

-
if exists and
'
Cc ) -
-
O or k) does not exist
-
for f Cx , y)
,
f la , b) is a
stationary point if f. la ,
b) =

fyla b)
,
=
O

dse%1aIituefif.t
for minimax
Minimum

Maximum :
:
flath
f- Cath btk)
,
,
btk) -

-
flu
flu ,
,
b) 70

b) do
for any
for
any
h, K E C S s

h , k tf S
-

-
,

,
8)
)

Saddle point
:
maximum in one direction
,
minimum in another direction
"
"
curvature of two orthonormal direction is of opposite sign

Discriminant
D=f×jla,b)-fxxla,b)fyylaib
:

Maximum i 020 fax la , b) CO

,

Minimum : O 20
,
fax laid 70

Saddle point i ISO

Steps : ① Calculate foe and f-

y
② Find
any
la , b) that fela b) ,
=

fyla ,b)
-
-
O

③ Calculate fax , fxy fyy for any stationary points

, ,
calculate

discriminant D= fay fxxfyy

'
:
( nothing)
-

④ 020 + fax 20 Imax)

,
040 +
fun> 0 ( min)
,
I> 0 Is addle ) 1=0
,

Changeofvariables
For a function Uls , t ) = f [ xlsitl , ylsit ) )

÷÷÷÷÷÷:÷÷÷÷÷÷÷÷:÷ variable
:÷÷÷i:
3¥ +
Tty -

-
O is a
partial differential equation in 2nd
year

Contour plots :
 Lecture 5 Sylvian :
integration

Integration
derivative) of f
f- is a primitive ( anti - if F is differentiable for
any x

in [ a ,b ] and F' Cx ) -

- fix) .

Iba fix) dx = Fcb) -

Fca) ,
Stix)dx= Ex) te

Integrations anti
fxndx =
Ttc TC
,
X t
-
I f¥dx = lnxtc
,
a >o

Je Taek
"" "
da =
+ C

fsinfkx) dx = -

tacos Ckx) -1C faz dx =

La arctan ( Ea) te

fcosckx) du = Isin Ckx) the fjaTdx =

arcs in Pta) te

change of variables :
f f fun ) , a' cxldx =
Flaim ) + L

use A =
dua → da -
-
Idu to substitute
make sure no x left after substitution

Integration by parts :
I fix)g' in da =
finger -

ft 're > gun dx

Methods :

Change of variables
-

Polynomial division ( to split fraction )

up a

partial fraction expansion

Completing the
square
-

Term term
by integrations
-

Trigonometric Identities

Sinixt Cossa =L

It tansy = Sea x

cos 2x = 2 copy -
I = I -
25in- X =
cos2x -
sink

sin 2x = 2 sinxcosx
Trigonometric Integration
-

integration by substitution

Jsinnxcosxdx I
a = sinx
,
du -

- Cosa dx

f
da -
-

costa du

Sun cosset # du) =

funder

For f sinmxcosnxdx
, depends if n is odd or even

^is° ⇐
press n as 2" "

② sink t ( Osx =L

③ Substitute a- sin "

split this term using

Binomial Theorem
I Sinmxcosncdx = f sinm , cos
2kt I
,cdµ "
=
fsinmx [I -
sinzx ] Cosa da

f or f Mt 2K

fsinaxcosx
m
I
=

da i

this form be solved

↳ can

U= sink substitution
for each term

missin my cosnxdx =
f sin 2kt '
xcosnxdx
"
=

J [I -
cosh] cos nxsinxdx

E tf n -12k
E) cost
n
=
X sink dx
,

mandn
'
use

{goin j .
and sina.su -

sins

to reduce to one of the above scenarios

Trigonometric Functions Alone ( sink
,
cosma )

0ddpow DIE in
da -
-
-
da

six du
Isin ' t' '
x da =
Jsinznxsinxdx =
f [I -
cos 2x ]
"
sink da

I [I
"
= -
u2 ] H) du

↳ binomial theorem to expand

Evenpow p
reduce
so
change of
until odd
power
variables
obtained
will cancel out additional term

Isin Madoc J[t"z ]

"
:
du

fcosroxdk If [ ] Sdk
'

e.g .
=

) [ltcoszzx) da = It coshed

)
t [It 3 30542K) cos3C2x) ] dx
t
cos (2x) t
=

=
t ) It 3 cos czx) t HII da +
sing -

sinful + c

single
)
=

73 +
Lysin (2x) t sinks) -

+ c

µ
Tangent half angle
-

substitution

t -
-
tan (Iz ) ,
data = Echt ) '

l
Sina -

-
12¥ E # t

da de =
o I
( Osx
-

Itt -

For rational function consisting of &

a
polynomial expressions in sink Cosa

1-
I Hcoslxtsinxtdx =/
z

it +7¥ It dt

=
2
dt

=
S # dt

=
In It -111 + C
11
 Volume 1 Solid of Revolution
Area fix) and
bounded by curves
gcx ) between a and b

Iba fix , -

gcx) dx

Solid of revolution

a) ba ( area bounded )
'

✓ fix) '
dx revolved around x axis
gu )
-

= -

that is positive
ensure area
generated

To find volume of revolution about

y
-
axis ,
assume that f- ' exists
,

x -
- f Cy )
-
'

af :[f- up]
'
v
dy
'
-

Complex Numbers

addition , subtraction multiplication operators are all the same

-

at its i Cbc ad )

catiblcc-idl-c.lt
actbd +
-

dividing rationalise the denominator = =

;
-

, d2 CZ f- de

its I ib
complex conjugate i
2- at a
-
-
-
-

modulus of z
p
Im

Argand Diagram atib

121=42+67
arctanlba)
2-
b • =

argz
- - - - -

^
↳ principal
a
µ argument of z

anticlockwise
arglzw) argczltarglw)
.

figure out based on

aryl -2W) =
argue) -

argcw) diagram
lzwl = 1414
Euler 's Formula

' 't ( when G -

- IT Ei't 1=0)
e = Cosa ti sine ,

2- atib
-

z = reit r
-

- 121 -_faFb '

,
f -
-

argcz)
,

of number have but for

Argument a
complex can
many values , answering
the ( O and 2x )
usually between
at
questions ,
look required range
 De Moine 's Theorem

cos ¢tisin¢=ei¢
①
cos Cny) tisincno ) = ein 't =
(eid )
n

c
'

.
coslndltisincnq-leic.TL
When
solving a
complex equation ,
don't forget to add 42nF to
your
initial argument .

} }
( 3t4i) =
( eilarctank ) )
e.g .

's
¥,
=
( g-eilarctan ) }
( geilarctahk )
-12km n O
1,2
-
- -
=
- -

- ,

= 53 e.
i
Cartan +
Zayn J

Fundamental Theorem of Algebra

-

for any nth order polynomial ,

there are n
complex solutions to fcz) =O

Complex Logarithm same as

2nA
from above

z= reit ✓

(n z = Ihr t it t 2kxi
¥+2 " " )
eia e' of
Because =

,
there are
many
values
logarithm to consider

Hyperbolic Functions '

e''
K ex -
e
te
-

cosh x
=

-2 Sinha =
z

""
ee ei
"

cosx =

2
sin , =

zi

cosh- X - Sinha =
I

[ Osx =
Coshcix)

i sink =
sinhcix)
 Lucas of
points in the complex plane
Leia } 42--121=1 }
'

°
Set of e' EE [0,2A
points representing
: : or

Tedomain
n In

expression Gange
define modulus only IR
A r
n.

reit
Circle :
12:12 -
wt -
-
r
} or 12 -

- w +
: Otto ,2a) } ±,
define argument only
T

Half - Line : H -

-
{ ZEE :
arg ( FT) =
'T
J IR

( Fi)
5Th
)
"
argue argltti I
-
=

Arg
- -

zr
define equidistant from
9 two points argz =
5¥
l III I }
IR
Perpendicular : L -

f zee i -

# IR
a
-
-

bisector line
12-11=12-21
( numerator)
nearer to one
point distance of z front =
distance of 2 from 2 in
q
a

Half plane D= f. ZEE 13¥11 IT

¥¥
:
- :
Ir

p -

{ xtiy : - A
2211.5 - A
LYLA }
I
define range of arg ,

range of modulus
or
sectors :
S =
42 E e :
olarg ( ETI) 4¥ and 12 -
I -
it t E }
E Targ ti ) =

-3

÷÷i÷
,
X -

⇐ "' "
is:c:&:: :÷÷
.

Example : Find all 2 which satisfy Im (2+12)>0 and sketch locus

z xtiy
-
-

xt.cz#y-iy-ixz4IytzRelH--x(
¥ ¥iy
2x = at iyt =

in
x¥yz) z÷yz ) It Imcz)
y (
l
-
-
-

Im (2) 70 and 244274

, y> o
T outside and circle
plant
on

upper half
or

In

,µy¥4,µ
and

← , and on any
lower half
plane
 Sylvian Lecture 9

Series
comparison Test : if all terms are smaller than a known converging
series , then it also
converges
Ratio Test :
ntim f}Y i Ll
converges , >I
diverges ,
=/ more
testing .

if ratio = -
l ,
check with alternating series

Integral Test :
fishy ) ! fix) dx =L .
if limit
converges, original series converges
"

Alternating Series :
ignoring signs if
nlimgxn O
NEH ) xn
converges
-
-

, ,

Pattern Recognition : look for terms cancelling out

Power Series

f- Ix) =
Ioana "
=
do tape tape't . . .

f- Gc -
)
c =

⇐ an ex -
c )
"
if centered about x -
-
C

R ,
radius of convergence ,
R
- '
=
my Iaa I
Ix Cl CR -

converge
be d > R -

diverge

Taylor Theorem
fuca ,
fix ) -

-
feast f- '

la) Cx a) - t
2T Cx apt -

t? leap
+
f- n"
No )
( x a)htt
-

¥1 I
'
error I remainder term

if
'
fnt exo) htt
Rna Cape) Ex -
a)
¥1

① Form
equation for Taylor Series

② Form expression for error term

③ Sub value want calculate initial

approximation
in a
you to near
your
④ Calculate maximum error term

⑤ calculate estimation
 →
Taylor polynomial of degree 4 about a =
,

Example Taylor Expansion

'
In Ix ) =

Eno la Dnt
- be y-

;x)=f'7 II
'
ex D
Rs Cl
=
-
=

51×0=1 ]
5

[ gtfo (O ' ' 2)

/%= , ,
¥6510 ' '2)
. ,,
=
[ 2-823×10-6 ,
4.977×10-6 ]
for
look
)
max error

In ( 1.12) 2 Pull ; 1.12)= O - 113324 ( to bound error term

In lltx)
Use lnx to
approximate To Tedx ,

I ly 1)
3
Rs Cl ; y)
Ely D't t
In y ly D t
- -
-
-
- -
. . .

CHIC) 12544 ")

y
-

th thx) =
x -
Ext Eas -

¥# + ¥1 ,

Finding out
accuracy of approximation

fists #
'
'
error term
off o
n" du =
dk

t
=
fo # da

[III: Is
=
=

tf ! "
' '
in . ¥4 da tY¥y Es +

Sylvian Lecture
'°
Taylor / Maclaurin Series

II f'n" if a O Maclaurin series

( x agh
-

,
-

fix) a feast f( x -
a ) t
t"! Cx a)-
2
t . .
.

Geometric
series c ,rn ) -

sum =
Tur where r is common ratio n number of terms
,

f- IT for infinite terms

 Fourier Series
functions of
periodic instead a normal polynomial expansion
-

periodic Function

f- txt 2L) = fix) where 2L is

period of function
Periodic Extension

converts a normal function to periodic function

-

function
even extension : so is
symmetrical about y-axis
-

-
odd extension : so function is mirrored around x AND
y
axis

#
n

1-
even

extension
-

odd

:÷÷ :: : iii.iii.
"
extension

Odd : if ftx) = fix) for

-

all x
,
anise
fix) is od :
:i¥i::i.
Fourier Series
Fix) = Lzao t
(an cos + bn sin " ) , period 2L

J )
n
interval C L L
increasing frequency
-

,
constant term

functions
periodic

:÷÷÷::i:÷m.ax::÷::÷ei
Even -
-
bn -
- O

If (
"
odd
bn = sin ) fix, doc even x odd =

odd x odd =
even
 fix )
x

Fourier Series Example

" ' " to
49
-

fix, , IT IT
a

IKE
-

0 TL

FIX ) =
Zao t
Egan cos HII ) + bnsin ( MIL ) -

genefoarlmuia
do =
If fix) dx

If dx +
Fox dx)
= I
2

an = If cos (TY ) finds bn =

If sin
"
fix, doc

= ¥ ( Ot J! cos lnx) Cx) dx ) = ¥ ( Ot f! sinlnx) Cx) dx

f 'T sin thx) dx ) )

'
=
¥ ( Isin na -
=
E f -

NE cos Cna) t
a sin Ina)

=
¥ (NE sin (na) t
ht cos ( ) ht) htt -

= -
ht cos thx)
'

=
La ( ios Cna) -
l ) =
tint
=
¥ ( C Dh l ) - -

If n is even
,
If n is odd
,

an -

- O
, bn =
-

th an =
-

Fa ,
bn =
th
s
htt

E.it#)coslnx)-n=Fn-sinlnsDj
f 1)-

Fla) =
Iz t

n odd
Fourier Series Half Range
extension to make it
require periodic
-

an

odd
even or then periodic extension
-

even fix)
extension n periodic
2ft fix)dx=2
#
extension
Ao =

-
- -

×
an
-

-
Z ): fun cos MIL da

2ft
I
=
cos lntx) da

odd HK )
periodic
=
0 ( Sinha ) -

-
O )
extension ^

:#
extension

T
-
-

' i
'
l

i odd An O
-

i i -
,

x ,

-
i i bn
-
-

Z) : sin n fix> da
'
=
2) sin Cntlx) da
o

Even Case =
It [ coslnxx) ] ! -

f- (x) -_
Lzao -_tzx2 =L =
Ia [ -
cosine) -11 ]
NIT [ 't
"t
= C- 1) I ]
Odd case n odd → bn -

-
n¥
Fix) =
⇐ bnsihlntsc) n even → bn =
O

4
sin Chan)
-

nodded
=

¥ ( sin Text } sin 13*30 +

¥sin(5xx)t .
- -
)
Fourier differs
series
largely points of discontinuity
-

near

terms added
As
approximation closer but positive overshoot
more
-

of ( Gibbs Phenomenon)
at
points discontinuity
 Fourier
Convergence of Series
Dirichlet Conditions

y
test for fix) defined at finite number of points C-4L)
is
except possibly a
-

fix) with 2L
convergence
is
periodic period
-

fix ) f- )
'
and Gc) continuous in C L L
piecewise
-

are
-

↳ f -
L L) can be broken into small
,

intervals over which f is continuous

If Dirichlet conditions hold ,

how it f fix)
y
it is continuous at
point then Fox)
-
-

a x
-

converges if f is not continuous at x Ex)

converges
to middle of
gap
-

Parseual 's theorem :

if fcx) satisfies Dirichlet conditions

⇐[ COSEY ]
'
Fbc) = Idot an t bn sin n =
foe,

I f !if4x) da =
If }fix) Fix) dx ( since fun =
Fix) )
in continuous
region
=

If !⇐aotn¥ancosfn ) t
Em,bnsinn ) fix ) dx

constant I
=
Lzao 'fIfdxt
s
an
'IIiosnfmdy ,
an

terms independent
of x
do +
Fabrik )! ,
sin
"
fix )dk

#
Lapin
do
=
[ anztbn]

Parseval 's Theorem

IJIfcx5dx=tzao2t⇐,[an4bn2
Links coefficients and integral of
square
of function
↳ extend
existing solution to similar functions !
 Fourier Series Method
① Complete function with
appropriate extension ( if needed)
② Determine if even or odd function or none
,

↳ even : bn -
O

↳ odd :
do =
an =
O

③ Calculate Fourier Series

Fix) =
Zao t
Ioan cos (MTL ) + bnsihln )

Ao
ISIAH du
=

an
If fix) cost ) dx
=

If ! fix> ( II )dx
"
bn =
sin
,

④ Use
integration by parts to solve for remaining coefficients
⑤ Simplify coefficients ,
cos ( na ) =
C -

Dn , Sinha) O =

⑥ Form Fourier Series equation expand to required number of ,

terms

⑦ Apply Parceval 's Theorem to relate to other equations

If !,f4x) dx =

Lzao2tnE [ ,
an't bn '

]
Complex Form of Fourier Series
' "O
O -

Use Euler 's identity e' Cos Qtisino e Cosa isino

-
-
- = -

, ,

Gcx)=Icneim
a

n = - y

" ( be complex)
Lyft
can
Cn
-

-
fine dx
,
I expand using Euler's Rule

Cn -

-
IT f fix, cos ( MT ) -

ifcxssin (MIL ) da

split neo
µ >0
cases n
,

{ HII ) f. NEE )
fan ibn) cos
-

n > 0 cos

y
-

(n ,

Zao n' O
HII ) f-NII )
-

sin -

- -
sin

Ila ntib ) -
-
n
n LO
T a -
n
-

- an

b -
n
= -
bn

"
Ij
"

⇐ Cne
"

Gac) = Cne +
Co t

in ein'LL
I
-

=
C ne
-
+ co + en

=
I Cant ibn) e
-

in +
Iza .
+
I NEE can -
ibn )ein
,

¢ I apply Euler
identify
( anti bn) ( cost MIL ) tisinl NII )
-
-

) an ios ( NII ) + iansin

"

=
( anti bn) ( cos MIL -
is in HII ) -

ibn cos (NII ) + bn Sinha

II
"
=
an cosh -

iansin

0£
t ibn cos n + bnsin (M-F ) imaginary
terms cancel

↳
G- Cx) = AI t TE ,
[an cos (Mt ) tbh sinn) ]

If Fourier coefficients of fix) : Cn and

gcx)
: dn
,

foot gcx) has coefficient fcntdn)

-

fcxsgcx) has coefficients rn

=

II ,
Cedn -
e
 Ordinary Differential Equations
Cx)
a
relationship between independent variable
-

an
,

a dependent variable ( y) and one or more derivatives

of y
with
respect to x

N is the order of the derivative ( highest DIII )

-

linear ODE is linear in the

dependent variable and all its derivatives

general for a
integrating gives solution add constraints
particular solution
-

a ,

1st Order ODES flex) -

- x → fix ) = + C
→
Tip ① Integrating directly
,
roll
→ dyed foggy ) → ⇐ dy =
=
SIT ,
da
② Separating variables
,
constants into
new ones to
③ Homogeneous dfa f- 1¥) → ¥ 5- Wi dfa x # +
→
-
-
a-
.
-
- u

make it
④ General linear
simpler to

manipulate
Summat
dy
da =
fix ) Simplest Form

date =
tingly ) Separable
data -

-
f- Ha ) Homogeneous
date + fix, y -

gtx) General Linear

# = -

fg¥ ,
Eg 3¥ -

-
Exact

off,
=
-

ffY ,
that Inexact

daff t fix, y =
gcx) yk Bernoulli 's Equation
Homogeneous ODES

all in the
' '
can same
express way
-

dfa -
-
f

u
-

-
¥ , y
-
- xu
,
d¥d= x dfa tu

fine
diff =

7L

Example
'

- X
-
¥ txy
-

y
'

¥ the
'

,
=
(¥ )
X day
,
tu tu = U2

I add =
U2 zu -

ax
¥
du He dx
al ⇐u
' -
-

lnxtc
[ In Iu-21 lnlul ]
=

{ -

MILLIE = hate
=
Ax ( A- ee )
J
( B AZ )
-
=
Bx -

u
-

BIZ
Y-
=

y
-
2x =
1372g
I
y 11
=

l -

Baz
General Linear

¥tfmy=
Ibc) ( ffcx) da ) Integrating factor
exp
=

(don't care about arbitrary constant )

① Create
integrating factor ICH -

-
est "'d"

such that Icxsfcx, -

-

daff
② Multiply across
equation to
give you
= It, I Ilxlgcx) doe
•

Example
ddd.ee sexy
-

-
4K

Icsc) =
exp
( f 2x da)
=
exp lxz )

2) x' ( 4K) dx
-

x
y
=

f4x3dx
Z
x
-

=
x
-
z
(x 't t C )
XZ (x 2
-

= +

y lo) O
-

02 C-
O = +

02

Undefined if C is non -
zero
,

C
'

o
'
-

.
.

22
y
=
 this makes it exact
Exact ODES
→ part

dyq=-fg%,¥y=I
I

glx , y) dy
= -

fix , g) doc

glx , y) dy t fix g) ,
dx =
O →
sort of an
equipotential line
consider a separate function Ula , )
y ,

du =

3¥ doc t
¥ydy =
O (no change in u )
T T
fix y> da ,
t
gbl g) dy
,
= 0

By comparison ,

Fa -
-

fix , y)
,
¥y=glx , y)
'

. .
Implicit general solution ,

Ubl
y) C
-

FYI
①
Equation in the form ¥ ,
=
-

goby)
② Check if exact
, ¥y=%z
③ Let 2¥ =
foggy ,
}Iy=glx,y) and solve for U

{ arbitrary constant I
t
ply) u t
gon
-

U= . . .
-
. .
.

⑤ Use constants to make both solutions identical

arbitrary

usually Icsc) or Icy) ,

Inexact ODES f not both variables at once

when 2¥ t IFT ,
add integrating factor Icky) use final result to

Icxipfo I choose Ibc)

↳ = -

Ibby) goby)
Ty (IM .fm/=IxEIixl.gcxD
I'"
id fix,y) da t
Ibgysgcx y) dy o
-
-

"
.
: II -
-

III
① Assume Ibc ) -

Icsc)
,y
-

② Test Iy( Icxsfcx y) ) ,

=
# ( Icxsgbsy))
③ Solve for Icsc) or Icy) . Continue as exact ODE .
 Bernoulli 's Emotion
d¥+fwy=9"
Using change of variables , y
-
- W
,
a- HIT
aua Ide
LI
-

DX

dud
-
l
# t fcxsud -

gu , uh

atgcxyuka
att
¥ fix) a
-

'
ta
-

f a
Fk ka att 0
- =
- -

Linear ODE
dug a '
fix) u a
iglx )
- -
=
+

① Recognise Fdot fogy gcxsyk =

② Calculate D= ¥ ,
Let g-
let

③ Rewrite as Fact a
-
'
fix> u
=
a
-
'
gcx)
④ Solve as a linear ODE in U

⑤ Convert back to
y

Look lecture 4 Real Life

at
example
2nd Order ODES
-

linear with
respect to and derivatives of with constant coefficients
y y

Overall Form :
add÷ztbddItcy=fT
2nd
Homogeneous linear order ODE

ad dgtb%+cy
Assuming the special case
ya,
a date a dd¥
Aed
"
(suggested solution)
ycx) =

µ substitute
y
and derivatives

anted
"
+ batted
"
totem -
-
O

ax
-
tba to =
0 ( characteristic equation )
① Assume
ycx,
a data adf.TT yea,
-
-
Aea
"

② Substitute y ,
dd¥ daft ,
aaztbatc
-
-
O

③ Calculate discriminant
↳ bz 4ac 20 -

two real roots

↳ b -
Hac
'
-
O one real root

conjugate pair of roots

↳ b
'
4ac LO
complex
-

④ Two real roots

( adding
up gives
↳ solve for d and substitute -
y=
felix + Be
tax
most
general solution)
btbtac
di dz
-

x =
R
-

T a
-

, ,

Complex conjugate roots

↳ substitute using d. + idz and X ,

-
idz
'

" till 2) x Cd -
idzlx
Ae
,
Be
'
+
y
-
-

e'
""
( Aeidzsc
idzx
)
-

= + Be

[ (AtB) Hac) CA B) sinldzx))

""
'
=
e cos ti -

=eh"[CcosHzx)tDsinHz
Single real root

↳ a -

-
di =
-

bza , y
-
-
Ae
' '"
,
y
-

-
Bae
"' "

"

⑤ Constrain with two conditions to solve for coefficients

 fix ,
adYfqtbdyztcy=f
When to

homogeneous insolation → particular integral

Full general solution :
y= yn t
Yp
d- ( yhtyp) d lyhtyp)
a ¥
t
td + C (yhtyp) =
fix )

adf.Yh-tbddjfh-tcyhtadd.YI-bdd.PT tcyp -
-

fact

-0adf.LI +
bdd Cyp fix)
-

+ + -

'

solution full ODE

. .

yhtyp is a to

For yn just homogeneous 2nd ODE method

solve
through previous

① Yp trial solution :
same form as fox) on
right hand side

if

f
↳ fix) = x2 , try yp=Ax2 + Bxtc

if em
if this form occurs
fix) =
try
=
Aezx
, yp in
yn , multiply by a
if fog -

sink , try yp = Asin 32 t Bws 3K 2x

Axe
-

2x
→
-

Ae
-

② Substitute form of
and compare coefficients to get general yp
③ Solve
homogeneous equation to
get yh
④ Add
y= yhtyp
⑤ Substitute constraints and solve for unknowns
Mass -

Dashpot -

Spring Example ( Lecture 7)

frumpy ,

md÷ tq date
Ks
-
O
+
-

ma't
get ka Im Iztm 92412mF
-
-
O
,
a =
-

d, =
-

Im ztmtgi-4km.dz
+ Im EmJqkm = -
-

( q2 -
4km > O)
't ht
Aed
'
s = + Be

d ,
=
-

Em ,
de Lm→9T4km ( q2 4km -
do)

5- e
't 't
[ A- Cos ( Azt) t Bsinldzt) ]

-
I
d, =
2M ( q2 -
4km = o)

S =
( At Bt) edit

with a
driving force Flt ) ,

#t )
dats q dat Ks Fct)
µffy¥→
-

m t t -

FH) =
Fo cos cut) ,
s =
Shi sp
Assume form of sp ,

( D sin cwt)
Sp cos cut) t
=

Sp
'
= - wcsinlwt) + Dw cos ( wt)

Cios cut) Dsinlwt)

"

Sp
-
=
-
w -
we

Focoswt
" '

Msp t
q sp
t
k Sp
=

-
Mut Ccoswt - mat D sin wt -

qwcsinwt + qwD cos we + kccoswtt kDsinwt= Focoswt

sin
µ group
compare
,
cos
coefficients
-
must +
qwDt KC =
Fo -
①

KD ②
-
D O
que
=
MW t
-
-
-

'

ITI %I
"
②x -

Ck murk
- + D
-

-
o

Foqw Folk -
mwz)
+ ① D=
-
'
C= -

2)
2
(K -
MW -192W ,
(K -
mw 2)
2
+
WZQZ

S -
-
Sh t
Sp
T I doesn't depend on initial conditions
depends initial
.

on

steady state solution in long run .

conditions . initially
dominates motion
Euler ODES

xzddy-a-axdt-by.IO#
Try Text And because xzdd.LT Xd 2×2 xx
-

= = =

µ substitute trial solution

And
'
Axa-2×2 t b. Axa
-

ALA 1) -

ax X t = 0

a ca -

DA xd x aah xx t based =
O

42 t ca -

1) a +b =
O
→ focus on discriminant

( a -
1) 2- 4b > O two real roots

do
pair of
ca 1) 2 4b roots
complex conjugate
-
-

la D2 Kb O real root
single
-
- -
-

Two real roots

yt-A-xtbxldi.dz are sole to quadratic equation)

Complex conjugate pair of

roots
"" "" " "' ' " " "
y
-
-
Ax + Bx ( di Iida is Sola to quadratic)
x
"'
( Axidz Bsiidz )
y
= +

=
xdi ( A ein
" " 2)
+ Be
- ilnxcdz)
)
= xd "
[( At B) cos ( dslnx) t i CA -

B) sin ( dzlnx) ]

=xdi[Ccos(dz1nx)tDsinldzlh
Single Real Root

y
-

-
Ax
"'
ft ,
is Sola to
quadratic) di -
-

tf
"
find appropriate for 2nd
linearly independent
'

y um x Ucsc) solution
-
.
-

d' l '
xd
-

'
ad , x U ,

y
=
-

't ' -
Z "' -
I "' ' ' 'll
) u 'd , x + U 'd , x U'
'

" =
ud , Cd -
t x t t x
y
.

substitute into original ODE

" '
say t
axy t
by =
O
"' t "' 'll
1) xd
-
Z -
' '
'
u 'd , x + U 'd , x U'
'

ud , Cd .
- t t x

[adic di U' xd J 'll -2

Z -

bux 0
-
'
+ a - t =
 Continuing single real root from Euler 2nd order ODE
"
] [did -17×14-2 ad , x'll -2 bade -23=0
't "' I
[ Hix
-
' -

"
't ' '
tax tu +
U X U , +

Substitute di =
¥ ,
4b -
-
Ca D2 -

't ' '

[ 21,7L aah I
]
-

xd 0
-

' ' =
U' '
t U t

Substitute
p
-
-
U
'
to form first order ODE
"' t
p [2dm
xd 'll I
] O
-
-

tax
P'
'
-

t
-

"' " I di -

II
[ 2,1 ]
'
- -

P' x pa
+a
=
2
-

"' I ← 2A , ta -
-
I
"
-

p' x
'
x p
= -

' -
I
p px
= -

* dat ¥
-
-
-

In th Xtc
p = -

Da ( D= -
ee )
p
-
-

du I
DI
-

U -

-
Dlnlxlt E
Ts similar to Aed '

"
original trial Ux "
:
y
-
-

solution
y=[A+Blnx]