KF

Math 513 Formulas

Laplace Transform Fourier Transform
∞ ∞
L{ f (t )} = ∫ f (t ) e − st dt
0
F { f (t )} = ∫
−∞
f (t ) e − iωt dt = F (ω )
−1 ∞
L{1} = s , L{t } = n! / s
n n+1
1
∫ F (ω ) e
iω t
−1 F {F (ω )} =
−1
dω = f (t )
L{e } = (s − a)
at
2π −∞
2 −1
L{sin kt} = k ( s + k )
2

2 −1
F {e iω t } = 2πδ (ω − ω 0 )
0

L{cos kt} = s (s + k )
2

2 −1
F {δ (t )} = 1
L{sinh kt} = k ( s − k )
2

2 −1 ⎧2 /(iω ), ω≠0
L{cosh kt} = s ( s − k )
2
F {sgn(t )} = ⎨
L { f ( t )} = F (s ) ⎩0, ω=0
L{e f ( t )} = F (s − a)
at 1
F {H (t )} = πδ (ω ) +
L{ f (t − a) H (t − a)} = e − as F ( s ) iω
− iωτ
F { f (t − τ )} = e F (ω )
L{ f (t ) H (t − a)} = e − as L{ f (t + a )}
L{t f (t )} = ( −1) F (s )
n n (n ) F { f (t )e iω t } = F (ω − ω 0 )
0

L{ f ( n ) ( t )} = s n F ( s ) − s n−1 f (0 ) − F { f n ( x)} = (iω ) n F (ω )

∞
s n− 2 f ′ (0 ) − L − f ( n−1 )

∫
( 0) f (t ) ∗ g (t ) = f ( x) g (t − x) dx
t
−∞
f ∗ g = ∫ f ( x) g (t − x) dx Parseval's Inequality
0 ∞ ∞
1
L{ f ∗ g} = L{ f }L{g}
∫−∞ ∫ F (ω ) dω
2 2
f (t ) dt =
⎧t ⎫ 2π −∞
L ⎨ ∫ f ( τ )dτ ⎬ = F ( s ) / s Fourier-Bessel coefficients:
⎩0 ⎭ L
1
C k ∫0
Ak = x f ( x) J n ( μ k x) dx .
T
1
− sT ∫
L{ f ( t )} = e − st f (t )dt , Period T.
1−e 0
1 2 2
L{δ (t − t 0 } = e − st 0 If J n ( μ k L) = 0 , C k = L J n +1 ( μ k L)
2
⎧ ⎛ a ⎞⎫ e − a s
L ⎨erfc⎜⎜ ⎟⎟⎬ = If μ k J n' ( μ k L) + h J n ( μ k L) i = 0 ,
⎩ ⎝ 2 t ⎠⎭ s
μ k2 L2 − n 2 + h 2 L2 2
Fourier series expansion Ck = J n ( μ k L)
2μ k2
a0 ∞ ⎡ nπt nπt ⎤
+ ∑ ⎢a n cos + bn sin
L ⎥⎦
Fourier-Legendre coefficients
2 n =1 ⎣ L
2n + 1
1

2 −∫1
1
r +2L
1
r +2L
nπ t cn = f ( x) Pn ( x) dx
a0 =
L ∫ f (t ) dt , an =
L ∫ f (t ) cos L
dt
r r Bessel and Legendre Equations
r +2L
∞
1 nπ x 2 y ′′ + xy ′ + ( μ 2 x 2 − n 2 ) y = 0
∑c e ω ,n
i t
cn = ∫ f (t )e
− iω n t
dt , ωn = .
n = −∞ 2L r
L (1 − x 2 ) y ′′ − 2 x y ′ + n( n + 1) y = 0
Laplacian
Δu = u rr + r −1u r + r −2 uθθ + u zz
(x n J n ( x))′ = x n J n−1 ( x)
Δu = u rr + 2r −1u r + (r sin θ ) −2 uφφ + r −2 uθθ (x −n J n ( x))′ = − x n J n+1 ( x)
1
+ r − 2 cot θ uθ P0 ( x) = 1 , P1 ( x) = x , P2 ( x) = (3 x 2 − 1) ,
2
Integral Formulas
1
e at P3 ( x) = (5 x 3 − 3x)
∫ = (at − 1)
at
t e dt 2
a2
1
e at 2 2 P4 ( x) = (35 x 4 − 30 x 2 + 3)
∫ = (a t − 2at + 2)
2 at
t e dt 8
a2 D’Alembert’s Formula
sin at − at cos at
∫ t sin at dt =
x + ct
f ( x + ct ) + f ( x − ct ) 1
2c x −∫ct
a2 u ( x, t ) = + g (τ ) dτ
2
cos at + at sin at
∫ t cos at dt = a2