Appendix c

Mathematical Topics
1 Some ordinary differential equations and their solutions
5C.2 Expansions of functions in Taylor series
5C.3 Differentiation of integrals (the Leibniz formula)
3C.4 The gamma function
92.5 The hyperbolic functions
5C.6 The error function

In this appendix we summarize information on mathematical topics (other than vectors

and tensors) that are useful in the study of transport phenomena.'

1 SOME ORDINARY DIFFERENTIAL EQUATIONS

AND THEIR SOLUTIONS
We assemble here a short list of differential equations that arise frequently in transport
phenomena. The reader is assumed to be familiar with these equations and how to solve
them. The quantities a, b, and c are real constants and f and g are functions of x.

Equation Solution

y = C1 cosh ax + C2 sinh ax or

Some useful reference books on applied mathematics are: M. Abramowitz and I. A. Stegun,
Handbook of Mathematical Functions, Dover, New York, 9thprinting (1973); G. M. Murphy, Ordinary
Differential Equations and Their Solutions, Van Nostrand, Princeton, N.J. (1960);J. J. Tuma, Engineering
Mathematics Handbook, 3rd edition, McGraw-Hill, New York (1987).
 5C.2 Expansions of Functions in Taylor Series 853

((2.1-6a)

(C.l-6b)

Solve the equation n2 + an + b = 0, and

get the roots n= n+ and n = n-. Then (a) if
n+ and n- are real and unequal,
y = Clexp(n+x)+ C2exp(n-x) (C.1-7a)
(b) if n+ and n- are real and equal to n,
y = enx(Clx+ C2) (C.l-7b)
(c) if n+ and n are complex: ni =p t iq,
y = ePx(C,cos qx + C2sin qx) (C.1- 7 ~ )

(C.1-8)

(C.l-9)

(C.1-10)

(C.1-11)

(C.1-12)

(C.1-13)

(C.1-14)
y = C,x"l + C2xn2 + C3xn3,where the n, are the roots of
the equation n(n - l)(n - 2) + an(n - 1) + bn + c = 0,
provided that all roots are distinct.
Notes:
" In Eqs. C.l-4 and C.l-6 the decisions as to whether to use the exponential forms or the trigonometric (or
hyperbolic) functions are usually made on the basis of the boundary conditions on the problem or the
symmetry properties of the solution.
Equations C.l-5 and C.l-6 are solved by making the substitution y(x) = u ( x ) / x and then solving the
resulting equation for u(x).
In Eqs. C.1-8 to C.1-13, it may be convenient or necessary to change the lower limits of the integrals to
some value other than zero.

5C.2 EXPANSIONS OF FUNCTIONS IN TAYLOR SERIES

In physical problems we often need to describe a function y(x) in the neighborhood of
some point x = x,. Then we expand the function y(x) in a "Taylor series about the point
x = xo":
854 Appendix C Mathematical Topics

The first term gives the value of the function at x = x,. The first two terms give a straight-
line fit of the curve at x = x,. The first three terms give a parabolic fit of the curve at
x = x, and so on. The Taylor series is often used when only the first several terms are
needed to describe the function adequately.
Here are a few Taylor series expansions of standard functions about the point x = 0:

e i x = l t - + -x+ - + x2
I ! 2! - 3!
X3 ... (C.2-2)

l n ( l + x ) = x - x2
- + - x3
- - + x4
.ee (C.2.3)
2 3 4
erfx=p
VG
2x (
1 - - x2 + . . .x6
+ - - -x4
1!3 2!5 3!7
(C.2-4)

1 - x 1-. 1x
V " F i = l +
2 2.4
2
+ 21 .' 41 .' 63 x 3 - . . . (C.2-5)

Further examples may be found in calculus textbooks and handbooks. Taylor series can
also be written for functions of two or more variables.

5C.3 DIFFERENTIATION OF INTEGRALS

(THE LEIBNIZ FORMULA)
Suppose we have a function f (x, t ) that depends on a space variable x and the time t .
Then we can form the integral

I(t) = I P(t)

dt)
f(x, t ) dx (C.3-1)

which is a function of t [see Fig. C.3-l(a)].If we want to differentiate this function with
respect to t without evaluating the integral, we can use the Leibniz formula

Figure C.3-l(b)shows the meanings of the operations performed here: the first term on
the right side gives the change in the integral because the function itself is changing with

a ( t ) a ( t + At) P(t) P(t + At)

Fig. C.3-1. (a) The shaded area represents I(t) = J f (x, t)dx at an
df)
instant t (Eq.C.3-1).( b )To get dI/dt, we form the difference
I(t + At) - I(t),divide b y At, and then let At + 0. The three shaded
areas correspond to the three terms on the right side of Eq. C.3-2.
 sC.4 The Gamma Function 855

time; the second term accounts for the gain in area as the upper limit is moved to the
right; and the third term shows the loss in area as the lower limit is moved to the right.
This formula finds many uses in science and engineering. The three-dimensional analog
is given in Eq. A.5-5.

5C.4 THE GAMMA FUNCTION

The gamma function appears frequently as the result of integrations:

Several formulas for gamma functions are important:

T(n + 1) = nT(n) (used to define T(n) for negative n)
T(n) = (n - l)!' (when n is an integer greater than 0)

The gamma function is displayed in Fig. C.4-1.

+
4 n

Fig. C.4-1. The gamma function.

856 Appendix C Mathematical Topics

Unit circle Unit hyperbola

x2 + Y2 = 1 *2-$= 1

6 = 2 x shaded area
= L POQ
I c1 -- --
tan e = PQIOQ 19 = 2 x shaded area tanh 9 = pQ/OQ
c o t e = l/tanO coth I9 = l/coth I9
sec 6 = l/cos 6 sech I9 = I /cosh 0
csc 19 = l/sin I9 csch 8 = l/sinh I9

Fig. C.5-1. Comparison of circular and hyperbolic functions.

5C.5 THE HYPERBOLIC FUNCTIONS .

The hyperbolic sine (sinh x), the hyperbolic cosine (cosh x), and the hyperbolic tangent
(tanh x) arise frequently in science and engineering problems. They are related to the hy-
perbola in very much the same way that the circular functions are related to the circle
(see Fig. C.5-1). The circular functions (sin x and cos x) are periodic, oscillating functions,
whereas their hyperbolic analogs are not (see Fig. C.5-2).
The hyperbolic functions are related to the exponential function as follows:
cosh x = :(e" + e-"); sinh x = $(ex- e-"1 (C.5-1,2)
The corresponding relations for the circular functions are:

One can derive a variety of standard relations for the hyperbolic functions, such as
cosh2x - sinh2x = 1
*
cosh(x y) = cosh x cosh y 2 sinh x sinh y
sinh(x ? y) = sinh x cosh y 2 cosh x sinh y

Fig. C.5-2. Comparison of the shapes of the hyperbolic

functions.
 5C.6 The Error Function 857

cosh ix = cos x; sinh ix = i sin x (C.5-8,9)

J cosh x dx = sinh x; J sinh x dx = cosh x (C.5-12,13)

It should be kept in mind that cosh x and cos x are both even functions of x, whereas
sinh x and sin x are odd functions of x.

5C.6 THE ERROR FUNCTION

The error function is defined as

This function, which arises naturally in numerous transport problems, is monotone in-
creasing, going from erf 0 = 0 to erf = 1, and has the value of 0.99 at about x = 2. The
Taylor series expansion for the error function about x = 0 is given in Eq. C.2-4. It is also
worth noting that erf ( - x ) = -erf x, and that

by applying the Leibniz formula to Eq. C.6-1.

The closely related function erfc x = 1 - erf x is called the "complementary error
function.''