Professional Documents
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MMA I & II
SERIES....................................................................................................................................................... 25
TRANSFORMS ....................................................................................................................................... 27
Page 2 of 38
STANDARD SI UNITS AND ABBREVIATIONS
Derived Units
Acceleration, linear metre/second2 m s-2
Acceleration, angular radian/second2 rad s−2
Area metre2 m2
Density kilogram/metre3 kg m-3
Force newton N (= kg m s−2 )
Frequency Hertz (Hz = s−1 )
Impulse, linear newton-second Ns
Impulse, angular newton-metre-second Nms
Moment of force newton-metre Nm
Second moment of area metre4 m4
Moment of inertia kilogram-metre2 kg m2
Momentum, linear kilogram-metre/second kg m s−1
Momentum, angular kilogram-metre2/second kg m2 s−1
Power Watt W (= J s−1 = N m s−1 )
Pressure, stress Pascal Pa (= N m−2 )
Stiffness (linear), spring constant newton/metre N m−1
Velocity, linear metre/second m s−1
Velocity, angular radian/second rad s−1
Volume metre3 m 3
Page 3 of 38
Quantity Unit Unit Symbol
Electrical Units
Potential volt V (= W A−1)
Resistance ohm Ω (= V A−1 )
Charge coulomb C (= A s)
Capacitance farad F (= A s V−1 )
Electric field strength volt/metre V m−1
Electric flux density coulomb/metre2 C m−2
Magnetic units
Magnetic flux weber Wb (= V s)
Inductance henry H (= V s A−1 )
Magnetic field strength - A m−1
Magnetic flux density - Wb m−2
Page 4 of 38
INDICES AND LOGARITHMS
I. Indices
𝑥 𝑚 × 𝑥 𝑛 = 𝑥 𝑚+𝑛 𝑥 𝑚⁄ 𝑛 = 𝑥 𝑚−𝑛
𝑥
(𝑥 𝑚 )𝑛 = 𝑥 𝑚𝑛 (𝑥𝑦)𝑚 = 𝑥 𝑚 𝑦 𝑚
𝑥 𝑚 𝑥𝑚 𝑥0 = 1
( ) = 𝑚
𝑦 𝑦
1 𝑚⁄ 1⁄ 𝑚 𝑛 𝑚
𝑥 −𝑚 = 𝑥 𝑛 = (𝑥 𝑛) = ( √𝑥 )
𝑥𝑚
II. Logarithms
If 𝑎𝑏 = 𝑐 then log 𝑎 𝑐 = 𝑏
log 𝑎 𝑎 = 1 log 𝑎 1 = 0
QUADRATIC EQUATIONS
If 𝑎𝑥 2 + 𝑏𝑥 + 𝑐 = 0, then
−𝑏 ± √𝑏 2 − 4𝑎𝑐
𝑥=
2𝑎
and (𝑏 2 > 4𝑎𝑐) for real roots.
Page 5 of 38
TRIGONOMETRIC IDENTITIES
I. Reciprocal identities
1 1 1
sin 𝑥 = cos 𝑥 = tan 𝑥 =
csc 𝑥 sec 𝑥 cot 𝑥
1 1 1
csc 𝑥 = sec 𝑥 = cot 𝑥 =
sin 𝑥 cos 𝑥 tan 𝑥
sin 𝑥 cos 𝑥
tan 𝑥 = cot 𝑥 =
cos 𝑥 sin 𝑥
𝜋 𝜋 𝜋
sin ( − 𝑥) = cos 𝑥 cos ( − 𝑥) = sin 𝑥 tan ( − 𝑥) = cot 𝑥
2 2 2
𝜋 𝜋 𝜋
csc ( − 𝑥) = sec 𝑥 sec ( − 𝑥) = csc 𝑥 cot ( − 𝑥) = tan 𝑥
2 2 2
Page 6 of 38
VI. Sum-Difference Formulas
sin(𝑢 + 𝑣) = sin 𝑢 cos 𝑣 + cos 𝑢 sin 𝑣 sin(𝑢 − 𝑣) = sin 𝑢 cos 𝑣 − cos 𝑢 sin 𝑣
cos(𝑢 + 𝑣) = cos 𝑢 cos 𝑣 − sin 𝑢 sin 𝑣 cos(𝑢 − 𝑣) = cos 𝑢 cos 𝑣 + sin 𝑢 sin 𝑣
(𝑢 + 𝑣) (𝑢 − 𝑣) (𝑢 + 𝑣) (𝑢 − 𝑣)
sin 𝑢 + sin 𝑣 = 2 sin cos sin 𝑢 − sin 𝑣 = 2 cos sin
2 2 2 2
(𝑢 + 𝑣) (𝑢 − 𝑣) (𝑢 + 𝑣) (𝑢 − 𝑣)
cos 𝑢 + cos 𝑣 = 2 cos cos cos 𝑢 − cos 𝑣 = −2 sin sin
2 2 2 2
X. Product-to-Sum Formulas
1 1
sin 𝑢 sin 𝑣 = [cos(𝑢 − 𝑣) − cos(𝑢 + 𝑣)] cos 𝑢 cos 𝑣 = [cos(𝑢 − 𝑣) + cos(𝑢 + 𝑣)]
2 2
1 1
sin 𝑢 cos 𝑣 = [sin(𝑢 + 𝑣) + sin(𝑢 − 𝑣)] cos 𝑢 sin 𝑣 = [sin(𝑢 + 𝑣) − sin(𝑢 − 𝑣)]
2 2
Page 7 of 38
HYPERBOLIC TRIGONOMETRIC IDENTITIES
I. Hyperbolic Definitions
(𝑒 𝑥 − 𝑒 −𝑥 ) 2
sinh 𝑥 = csch 𝑥 = 1⁄sinh 𝑥 =
2 (𝑒 𝑥 − 𝑒 −𝑥 )
(𝑒 𝑥 + 𝑒 −𝑥 ) 2
cosh 𝑥 = sech 𝑥 = 1⁄cosh 𝑥 =
2 (𝑒 𝑥 + 𝑒 −𝑥 )
𝑒 𝑥 − 𝑒 −𝑥 𝑒 𝑥 + 𝑒 −𝑥
tanh 𝑥 = sinh 𝑥⁄cosh 𝑥 = coth 𝑥 = cosh 𝑥⁄sinh 𝑥 =
𝑒 𝑥 + 𝑒 −𝑥 𝑒 𝑥 − 𝑒 −𝑥
sinh(𝑥 + 𝑦) = sinh 𝑥 cosh 𝑦 + cosh 𝑥 sinh 𝑦 sinh(𝑥 − 𝑦) = sinh 𝑥 cosh 𝑦 − cosh 𝑥 sinh 𝑦
cosh(𝑥 + 𝑦) = cosh 𝑥 cosh 𝑦 + sinh 𝑥 sinh 𝑦 cosh(𝑥 − 𝑦) = cosh 𝑥 cosh 𝑦 − sinh 𝑥 sinh 𝑦
arcsinh 𝑥 = ln (𝑥 + √𝑥 2 + 1) arccosh 𝑥 = ln (𝑥 + √𝑥 2 − 1)
1 1+𝑥 1 𝑥+1
arctanh 𝑥 = ln arccoth 𝑥 = ln
2 1−𝑥 2 𝑥−1
1 + √1 − 𝑥 2 1 + √1 + 𝑥 2
arcsech 𝑥 = ln arccsch 𝑥 = ln
𝑥 𝑥
Page 8 of 38
MATRICES AND VECTORS
I. Matrices
Hermitian matrix
A Hermitian matrix is a square matrix with complex entries such that the
element in the ith row and jth column is equal to the complex conjugate of
the element in the jth row and ith column, for all indices i and j. NB the
diagonal elements must be real, as they must be their own complex
conjugate. A Hermitian matrix is equal to its own conjugate transpose.
Matrix inverse:
If A is a square matrix with non-zero determinant, then its inverse𝐴−1 is
such that 𝐴𝐴−1 = 𝐼
𝑎 𝑏 𝑎 𝑏 −1 1 𝑑 −𝑏
For a 2 × 2 matrix [ ], if 𝑎𝑑 − 𝑏𝑐 ≠ 0 then [ ] = 𝑎𝑑−𝑏𝑐 [ ]
𝑐 𝑑 𝑐 𝑑 −𝑐 𝑎
Determinants
𝑎11 𝑎12 𝑎11 𝑎12
𝑑𝑒𝑡 [𝑎 𝑎22 ] = |𝑎21 𝑎22 | = 𝑎11 𝑎22 − 𝑎12 𝑎21
21
II. Vectors
Page 9 of 38
Given a vector 𝒂, the corresponding unit vector with the same direction as
𝒂
𝒂 is 𝒂
̂ = ‖𝒂‖.
Page 10 of 38
VECTOR CALCULUS
Nabla operator (∇):
𝜕 𝜕 𝜕
∇= 𝑖̂ + 𝑗̂ + 𝑘̂
𝜕𝑥 𝜕𝑦 𝜕𝑧
The Laplacian
The Laplacian of a function φ is written as ∇2 𝜑 and is defined as:
Laplacian 𝜑 = div grad 𝜑 , i.e.
∇2 𝜑 = ∇ ∙ ∇𝜑
𝜕𝜑 𝜕𝜑 𝜕𝜑 𝜕 2𝜑 𝜕 2𝜑 𝜕 2𝜑
= ∇ ∙ (𝑖̂ + 𝑗̂ + 𝑘̂ )= + +
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧 2
Page 11 of 38
𝑑𝑖𝑣 (∅𝐴) = ∅ 𝑑𝑖𝑣 𝑨 + (𝑔𝑟𝑎𝑑 ∅) ∙ 𝑨
∇ ∙ (∅𝐴) = ∅ (∇ ∙ 𝑨) + (∇ ∅) ∙ 𝑨
Note:
1. 𝒅𝑺 is a vector perpendicular to the surface 𝑺 and 𝒅𝒓 is the line element
along the contour C.
2. Both sides of the equation are scalars
Note:
1. 𝒅𝑺 is a vector perpendicular to the surface 𝑺 and 𝑑𝑣 is the differential
volume element.
2. Both sides of the equation are scalars
Page 12 of 38
PROBABILITY DISTRIBUTIONS
Complementation rule:
P(E) = 1 - P(EC)
Multiplication rule:
P(A B) = P(A)P(B A) = P(B)P(A B) ,
Page 13 of 38
FX (a ) P ( X a ) p X ( x) .
x a
The cumulative distribution function (cdf) for continuous random variable X is:
a
FX ( a ) P ( X a ) f X ( x)dx .
f X ( x)dx P(a X b) ,
a
Expectation
The expected value (denoted by E(X) ) of a discrete random variable X is:
E ( X ) xp X ( x)
x
The expected value (denoted by E(X) ) of a continuous random variable X is:
E( X ) xf X ( x)dx
NB: Sometimes the expected value is also denoted by X .
Variance and standard deviation
For a discrete random variable, the variance with respect to its mean is calculated
as:
2X E[ X E ( X )] 2 ( x X ) 2 p X ( x) E ( X 2 ) X2
x
For a continuous random variable, the variance with respect to its mean is
calculated as:
2X E[ X E ( X )] (x X ) f X ( x)dx E ( X 2 ) X2
2 2
The standard deviation is the square root of the variance: X 2X .
Page 14 of 38
The standard deviation of sample 𝑠:
𝑛 0.5
1
𝑠=[ ∑ 𝑓𝑖 (𝑥𝑖 − 𝑥̅ )2 ]
𝑁−1
𝑖=1
where 𝑥̅ is the sample mean, and 𝑛 is the number in the sample.
Uniform distribution
The uniform distribution over a given interval (say, from a to b):
1
if a x b
f X ( x) b a
0 otherwise
Bernoulli distribution
If p is the probability of getting a “true” outcome, then:
Page 15 of 38
Binomial Distribution
The probability mass function (pmf) of a binomial distribution is:
n! r n r
p X (r ) = nCr p r .q n r p .q
r! n-r !
where
p is the probability of a “true” outcome, and q = (1-p) is the
probability of a “false” outcome
𝑛! 𝑛 × (𝑛 − 1) × (𝑛 − 2) × ⋯ × (𝑛 − 𝑟 + 1) 𝑛𝑃𝑟
𝑛𝐶𝑟 = = =
𝑟! (𝑛 − 𝑟)! 𝑟 × (𝑟 − 1) × (𝑟 − 2) ⋯ 3 × 2 × 1 𝑟!
𝑛!
𝑛𝑃𝑟 = = 𝑛 × (𝑛 − 1) × (𝑛 − 2) × ⋯ × (𝑛 − 𝑟 + 1)
(𝑛 − 𝑟)!
Geometric Distribution
The probability mass function (pmf) of a geometric distribution is:
pT (t ) P(T t ) p(1 p) t 1 ,
where t is number of time intervals (or trials), and it is a positive integer.
Page 16 of 38
The Poisson Distribution
The probability mass function (pmf) of the Poisson distribution is:
a
p X (a) e
a!
where is the expected number of ‘true’ values observed
Page 17 of 38
The Normal (or Gaussian) Distribution
The probability distribution function (pdf) of the normal distribution is:
1 1 a 2
f (a) N ( , ) exp ,
2 2
where
x ;
and are the expected value (mean) and the standard deviation
of the distribution respectively.
For a normal distribution, P(a X b) given a pair of real numbers a, b, with a<b
is:
b
1 1 x 2
P ( a X b) exp dx
a 2
2
Page 18 of 38
The Standard normal distribution N(0,1) is:
1 1
( z ) exp z 2 ,
2 2
Where z is a random variable following a standard normal distribution.
Area =
(z) F(zi)
z
0 zi
Figure 2 Standard normal distribution
Approximations to Distributions
The Normal approximation to the Binomial distribution
p X (r ) = nCr p r .q n r Pr- 12 x r 1
2
where X N(np, npq)
Page 19 of 38
LEAST SQUARES REGRESSION
For a set of n pairs of values (𝑥𝑖 , 𝑦𝑖 ) to which you want to fit a straight line given
by: 𝑦 = 𝑎 + 𝑏𝑥:
The intercept (𝑎), the gradient (𝑏) and their uncertainties (𝜎𝑎 , 𝜎𝑏 ) can be
computed as follows:
1⁄
𝜎(∑𝑛𝑖=1 𝑥𝑖2 ) 2
𝜎𝑎 = 1⁄
(𝑛 ∑𝑛𝑖=1 𝑥𝑖2 − (∑𝑛𝑖=1 𝑥𝑖 )2 ) 2
1⁄
𝜎𝑛 2
𝜎𝑏 = 1⁄
(𝑛 ∑𝑛𝑖=1 𝑥𝑖2 − (∑𝑛𝑖=1 𝑥𝑖 )2 ) 2
where
𝑦̂ = 𝑚𝑜𝑑𝑒𝑙𝑙𝑒𝑑 𝑣𝑎𝑙𝑢𝑒 𝑜𝑓 𝑦
1⁄
1 2
𝜎=[ ∑(𝑦𝑖 − ŷ)2 ]
𝑛−2
Page 20 of 38
COMPLEX NUMBERS
Euler’s formula
𝑒 𝑗𝜃 = cos 𝜃 + 𝑗 sin 𝜃
(𝑒 𝑗𝜃 − 𝑒 −𝑗𝜃 )
sin 𝜃 =
2𝑗
(𝑒 𝑗𝜃 + 𝑒 −𝑗𝜃 )
cos 𝜃 =
2
Page 21 of 38
Division of polar complex numbers: If 𝑧1 = 𝑅1 𝑒 𝑗𝜃1 and 𝑧2 = 𝑅2 𝑒 𝑗𝜃2 then:
𝑅1 𝑗(𝜃 −𝜃 )
𝑧1 ÷ 𝑧2 = 𝑒 1 2
𝑅2
Page 22 of 38
NUMERICAL METHODS AND MULTIVARIATE CALCULUS
Euler Method:
𝑑𝑦
If = 𝑦 ′ = 𝑓(𝑥, 𝑦) then
𝑑𝑥
𝑦(𝑥𝑛+1 ) = 𝑦(𝑥𝑛 ) + ∆ℎ𝑦 ′ (𝑥𝑛 ) + 𝑂(∆ℎ2 )
where ∆ℎ = 𝑥𝑛+1 − 𝑥𝑛 .
Page 23 of 38
Higher Order Partial Derivatives
𝜕 𝜕𝑓 𝜕 2𝑓 𝜕 𝜕𝑓 𝜕 2𝑓
𝑓𝑥𝑥 = ( )= 2 𝑓𝑥𝑦 = ( )=
𝜕𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑥𝜕𝑦
𝜕 𝜕𝑓 𝜕 2𝑓 𝜕 𝜕𝑓 𝜕 2𝑓
𝑓𝑦𝑦 = ( )= 2 𝑓𝑦𝑥 = ( )=
𝜕𝑦 𝜕𝑦 𝜕𝑦 𝜕𝑦 𝜕𝑥 𝜕𝑦𝜕𝑥
Total differential
Total differential of a function (𝑓𝑥, 𝑦):
𝜕𝑓 𝜕𝑓
𝑑𝑓 = 𝑓(𝑥 + 𝑑𝑥, 𝑦 + 𝑑𝑦) − 𝑓(𝑥, 𝑦) = 𝑑𝑥 + 𝑑𝑦
𝜕𝑥 𝜕𝑦
Stationary Points
A necessary condition for a function 𝑓(𝑥, 𝑦) to have a stationary point at (𝑥0 , 𝑦0 )
is: 𝑓𝑥 = 0 and 𝑓𝑦 = 0.
The discriminator (or determinant) is: ∆= (𝑓𝑥𝑥 𝑓𝑦𝑦 − (𝑓𝑥𝑦 )2 )(𝑥
0 ,𝑦0 )
No information if ∆ = 0
Page 24 of 38
SERIES
Arithmetic series:
𝑎 + (𝑎 + 𝑑) + (𝑎 + 2𝑑) + (𝑎 + 3𝑑) ⋯ + (𝑎 + [𝑛 − 1]𝑑)
Sum of n terms:
𝑛
𝑆𝑛 = 2 [2𝑎 + (𝑛 − 1)𝑑]
Geometric Series:
𝑎 + 𝑎𝑟 + 𝑎𝑟 2 + 𝑎𝑟 3 + ⋯ + 𝑎𝑟 𝑛−1
Sum of n terms:
𝑎(1 − 𝑟 𝑛 )
𝑆𝑛 =
1−𝑟
Taylor Series
The Taylor Series expansion of a function about the point 𝑥 = 𝑥0 :
∆ℎ2 ′′ ∆ℎ3 ′′′ ∆ℎ4 𝑖𝑣
𝑓(𝑥) = 𝑓(𝑥0 ) + ∆ℎ𝑓 ′ (𝑥0 ) + 𝑓 (𝑥0 ) + 𝑓 (𝑥0 ) + 𝑓 (𝑥0 ) + ⋯
2! 3! 4!
where ∆ℎ = 𝑥 − 𝑥0
Maclaurin Series
The Maclaurin series is the Taylor series expansion of a function about the point
𝑥 = 𝑥0 = 0:
𝑥 2 ′′′ (0)
𝑥 3 ′′′ 𝑥 4 𝑖𝑣 𝑥𝑛 𝑛
𝑓(𝑥) = 𝑓(0) + 𝑥𝑓 + 𝑓 (𝑥 )
0 + 𝑓 (𝑥 )
0 + 𝑓 (𝑥 )
0 + ⋯+ 𝑓 (𝑥0 )
2! 3! 4! 𝑛!
Some Common Maclaurin Series:
𝑥2 𝑥3 𝑥4 𝑥𝑛
𝑒𝑥 = 1 + 𝑥 + + + + ⋯ +
2! 3! 4! 𝑛!
1
𝑛=0 𝑥 for −1 < 𝑥 ≤ 1
= 1 + 𝑥 + 𝑥 2 + 𝑥 3 + 𝑥 4 + ⋯ + 𝑥 𝑛 = ∑∞ 𝑛
1−𝑥
𝑥2 𝑥3 𝑥4 (−1)𝑛 𝑥 𝑛+1
ln(1 + 𝑥) = 𝑥 − + − + ⋯+
2 3 4 𝑛+1
𝑥3 𝑥5 𝑥 2𝑛−1
sin 𝑥 = 𝑥 − + + ⋯ + (−1)𝑛+1 (2𝑛−1)!
3! 5!
𝑥2 𝑥4 𝑥 2𝑛
cos 𝑥 = 1 − + + ⋯ + (−1)𝑛 (2𝑛)!
2! 4!
Page 25 of 38
Binomial Theorem
For the particular case when 𝑎 = 1 and 𝑏 = 𝑥 the binomial expansion becomes:
𝑛
𝑛(𝑛 − 1) 𝑛(𝑛 − 1)(𝑛 − 2) 𝑛
(1 + 𝑥)𝑛 = 1 + 𝑛𝑥 + 𝑥2 + 𝑥3 + ⋯ + 𝑥𝑛 = ∑ ( ) 𝑥𝑖
2! 3! 𝑖
𝑖=0
L'Hospital's Rule
𝑓(𝑥) 𝑓 ′ (𝑥)
lim = lim ′
𝑥→𝑎 𝑔(𝑥) 𝑥→𝑎 𝑔 (𝑥)
𝑓 ′ (𝑥)
when 𝑓(𝑎) and 𝑔(𝑎) are both zero, and approaches a limit or tends
𝑔′ (𝑥)
towards infinity as 𝑥 → 𝑎.
𝑓(𝑥) = ∑ 𝑐𝑛 𝑒 𝑗𝑛𝑥 𝑑𝑥
−∞
where all the coefficients, including 𝑛 = 0, are as follows:
1 𝜋
𝑐𝑛 = ∫ 𝑓(𝑥)𝑒 −𝑗𝑛𝑥 𝑑𝑥
2𝜋 −𝜋
Page 26 of 38
TRANSFORMS
Fourier Transform:
∞
𝐹(𝑢) = 𝐹𝑇[𝑓(𝑥)] = ∫ 𝑓(𝑥)𝑒 −2𝜋𝑗𝑢𝑥 𝑑𝑥
−∞
Convolution Theorem
The Fourier Transform of the convolution of two functions is equivalent to the
product of the Fourier Transforms of the two functions.
Laplace Transform
The Laplace Transform 𝑌(𝑠) of a function of time 𝑦(𝑡) is:
∞
𝑌(𝑠) = 𝛤[𝑦(𝑡)] = ∫ 𝑒 −𝑠𝑡 𝑦(𝑡) 𝑑𝑡
0
Page 27 of 38
COMMON FOURIER TRANSFORM PROPERTIES
Function Transform
+∞ +∞
𝑓(𝑡) = 𝐹 −1 {𝐹(𝑓)} = ∫ 𝐹(𝑓)𝑒 𝑗2𝜋𝑓𝑡 𝑑𝑓 𝐹(𝑓) = 𝐹{𝑓(𝑡)} = ∫ 𝑓(𝑡)𝑒 −𝑗2𝜋𝑓𝑡 𝑑𝑡
−∞ −∞
transform 𝐹(𝑓)
𝑓(𝑡)
time reversal frequency reversal
𝑓(−𝑡) 𝐹(−𝑓)
complex conjugation reversed conjugation
𝑓 ∗ (𝑡) 𝐹 ∗ (−𝑓)
time scaling 1 𝑓
𝐹( )
𝑓(𝑎𝑡) |𝑎| 𝑎
1 𝑡 frequency scaling
𝑓( )
|𝑎| 𝑎 𝐹(𝑎𝑓)
delta function 1
𝛿(𝑡)
shifted delta function 𝑒 −𝑗2𝜋𝑓𝑡0
𝛿(𝑡 − 𝑡0 )
1 delta function
𝛿(𝑓)
Page 28 of 38
Sine 𝑗 −𝑗∅
[𝑒 𝛿(𝑓 + 𝑓0 ) − 𝑒 𝑗∅ 𝛿(𝑓 − 𝑓0 )]
sin(2𝜋𝑓0 𝑡 + ∅) 2
cosine 1 −𝑗∅
[𝑒 𝛿(𝑓 + 𝑓0 ) + 𝑒 𝑗∅ 𝛿(𝑓 − 𝑓0 )]
cos(2𝜋𝑓0 𝑡 + ∅) 2
sine modulation 𝑗
[𝐹(𝑓 + 𝑓0 ) − 𝐹(𝑓 − 𝑓0 )]
𝑓(𝑡) sin(2𝜋𝑓0 𝑡) 2
cosine modulation 1
[𝐹(𝑓 + 𝑓0 ) + 𝐹(𝑓 − 𝑓0 )]
𝑓(𝑡) cos(2𝜋𝑓0 𝑡) 2
squared sine 1 1 1
[2 𝛿(𝑓) − 𝛿 (𝑓 − ) − 𝛿 (𝑓 + )]
sin2 (𝑡) 4 𝜋 𝜋
squared cosine 1 1 1
[2 𝛿(𝑓) + 𝛿 (𝑓 − ) + 𝛿 (𝑓 + )]
cos 2 (𝑡) 4 𝜋 𝜋
rectangular 𝑇 𝑠𝑖𝑛𝑐 (𝑇𝑓)
𝑇
𝑡 1 |𝑡| ≤
𝑟𝑒𝑐𝑡 ( ) = { 2
𝑇 𝑇
0 |𝑡| >
2
triangular 𝑇 𝑠𝑖𝑛𝑐 2 (𝑇𝑓)
|𝑡|
𝑡 |𝑡| ≤ 𝑇
𝑡𝑟𝑖𝑎𝑛𝑔 ( ) = {1 − 𝑇
𝑇
0 |𝑡| > 𝑇
step 1
1 𝑡≥0 + 𝛿(𝑓)
𝑢(𝑡) = 1[0,+∞] (𝑡) = { 𝑗2𝜋𝑓
0 𝑡<0
signum 1
1 𝑡≥0 𝑗2𝜋𝑓
𝑠𝑔𝑛(𝑡) = {
−1 𝑡<0
Sinc 1 𝑓 1
𝑟𝑒𝑐𝑡 ( ) = 1[−𝐵,+𝐵 ] (𝑓)
𝑠𝑖𝑛𝑐 (𝐵𝑡) 𝐵 𝐵 𝐵 2 2
squared sinc 1 𝑓
𝑡𝑟𝑖𝑎𝑛𝑔 ( )
𝑠𝑖𝑛𝑐 2 (𝐵𝑡) 𝐵 𝐵
n-th time derivative (𝑗2𝜋𝑓)𝑛 𝐹(𝑓)
𝑑𝑛
𝑓(𝑡)
𝑑𝑡 𝑛
n-th frequency derivative 1 𝑑𝑛
𝑡 𝑛 𝑓(𝑡) 𝐹(𝑓)
(−𝑗2𝜋)𝑛 𝑑𝑓 𝑛
1 𝜋𝑒 −2𝜋|𝑓|
1 + 𝑡2
Page 29 of 38
COMMON LAPLACE TRANSFORM PROPERTIES
Function Transform
𝑑𝑓(𝑡)
𝑑𝑡
𝑑 2 𝑓(𝑡)
𝑑𝑡 2
𝑛
nth Derivative
𝑠 ∅(𝑠) − ∑ 𝑠 𝑛−𝑘 𝑓 𝑘−1 (0)
𝑛
𝑘=1
𝑑 𝑛 𝑓(𝑡)
𝑑𝑡 𝑛
Time scaling 1 𝑠
∅( )
𝑎 𝑎
𝑓(𝑎𝑡)
𝑒 𝑎𝑡 𝑓(𝑡)
𝑓(𝑡 − 𝑎)
Convolution ∅(𝑠)𝐺(𝑠)
𝑓(𝑡) ∗ 𝑔(𝑡)
Page 30 of 38
Integration 1
∅(𝑠)
𝑠
𝑡
∫ 𝑓(𝜏) 𝑑𝜏
𝜏=0
∞
Frequency Domain Integration ∫ ∅(𝜎) 𝑑𝜎
𝑠
1
𝑓(𝑡)
𝑡
lim 𝑓(𝑡)
𝑠→0
lim 𝑓(𝑡)
𝑠→∞
1 1
𝑠
𝑒 𝑎𝑡 1
(𝑠 > 𝑎)
𝑠−𝑎
1 1
(𝑒 −𝑏𝑡 − 𝑒 −𝑎𝑡 )
𝑎−𝑏 (𝑠 + 𝑎)(𝑠 + 𝑏)
1 𝑠
(𝑏𝑒 −𝑏𝑡 − 𝑎𝑒 −𝑎𝑡 ) (𝑠 + 𝑎)(𝑠 + 𝑏)
𝑏−𝑎
sin 𝑎𝑡 𝑎
𝑠 + 𝑎2
2
cos 𝑎𝑡 𝑠
𝑠2 + 𝑎2
sinh 𝑎𝑡 𝑎
(𝑠 > 𝑎)
𝑠2 − 𝑎2
cosh 𝑎𝑡 𝑠
(𝑠 > 𝑎)
𝑠 2 − 𝑎2
𝑡 sin 𝑎𝑡 2𝑎𝑠
(𝑠 2 + 𝑎 2 )2
𝑡 cos 𝑎𝑡 𝑠 2 − 𝑎2
(𝑠 2 + 𝑎2 )2
𝑡 sinh 𝑎𝑡 2𝑎𝑠
(𝑠 > 𝑎)
(𝑠 2 − 𝑎2 )2
𝑡 cosh 𝑎𝑡 𝑠 2 + 𝑎2
(𝑠 > 𝑎)
(𝑠 2 − 𝑎2 )2
𝑎𝑡 cosh 𝑎𝑡 − sinh 𝑎𝑡 2𝑎3
(𝑠 > 𝑎)
(𝑠 2 − 𝑎2 )2
Page 31 of 38
𝑒 −𝑏𝑡 sin 𝑎𝑡 𝑎
(𝑠 + 𝑏)2 + 𝑎2
𝑒 −𝑏𝑡 cos 𝑎𝑡 𝑠+𝑏
(𝑠 + 𝑏)2 + 𝑎2
sin 𝑎𝑡 cosh 𝑎𝑡 − cos 𝑎𝑡 sinh 𝑎𝑡 4𝑎3
𝑠 4 + 4𝑎4
sin 𝑎𝑡 sinh 𝑎𝑡 2𝑎2 𝑠
𝑠 4 + 4𝑎4
sinh 𝑎𝑡 − sin 𝑎𝑡 2𝑎3 𝑠
𝑠 4 − 4𝑎4
𝑈(𝑡 − 𝑎) 𝑒 −𝑠𝑎
𝑠
𝛿(𝑡) 1
𝛿(𝑡 − 𝑡1 ) 𝑒 −𝑠𝑡1
𝑡𝑛 𝑛!
𝑠 𝑛+1
𝑡 𝑛 𝑒 −𝑎𝑡 𝑛!
(𝑠 + 𝑎)𝑛+1
𝑛 − 𝑎𝑡 𝑛−1 −𝑎𝑡 𝑠
𝑡 𝑒
𝑛! (𝑠 + 𝑎)𝑛+1
𝐽0 (𝑡) 1
√𝑠 2 + 1
Triangular wave 1 𝑘𝑠
𝑡 ⁄𝑘 , 0≤𝑡≤𝑘 2
tanh ( )
𝑓(𝑡) = { 𝑘𝑠 2
(2𝑘 − 𝑡)⁄𝑘, 𝑘 ≤ 𝑡 ≤ 2𝑘
with 𝑓(𝑡 + 2𝑘) = 𝑓(𝑡)
Square wave 1 𝑘𝑠
1, 0≤𝑡≤𝑘 tanh( )
𝑓(𝑡) = { 𝑠 2
−1, 𝑘 ≤ 𝑡 ≤ 2𝑘
with 𝑓(𝑡 + 2𝑘) = 𝑓(𝑡)
Page 32 of 38
Step 1
𝑛 + 1, 𝑘𝑛 ≤ 𝑡 < 𝑘(𝑛 + 1) 𝑠(1 − 𝑒 −𝑘𝑠 )
𝑓(𝑡) =
𝑛 = 0,1,2, ⋯
erf(√𝑘𝑡) √𝑘
𝑠√𝑠 + 𝑘
2 ⁄4𝑡
𝑒 −𝑘 𝑒−𝑘√𝑠
√𝑘𝑡 √𝑠
erf(𝑘⁄2√𝑡) 1 − 𝑒−𝑘√𝑠
𝑠
𝑛⁄2
𝑡 𝑒−𝑎⁄𝑠
( ) 𝐽𝑛 (2√𝑎𝑡) , 𝑛 > −1
𝑎 𝑠𝑛+1
∞
𝑥 2 (−1)𝑛 𝑛𝜋𝑡 𝑛𝜋𝑥 sinh(𝑥𝑠)
+ ∑ cos ( ) sin ( ) 𝑠 sinh 𝑎𝑠
𝑎 𝜋 𝑛 𝑎 𝑎
𝑛=1
∞
𝑡 2 (−1)𝑛 𝑛𝜋𝑥 𝑛𝜋𝑡 cosh(𝑥𝑠)
+ ∑ cos ( ) sin ( ) 𝑠 sinh 𝑎𝑠
𝑎 𝜋 𝑛 𝑎 𝑎
𝑛=1
∞
4 (−1)𝑛 (2𝑛 − 1)𝜋𝑡 (2𝑛 − 1)𝜋𝑥 cosh(𝑥𝑠)
1+ ∑ cos ( ) cos ( ) 𝑠 cosh 𝑎𝑠
𝜋 2𝑛 − 1 2𝑎 2𝑎
𝑛=1
∞
4 (−1)𝑛 (2𝑛 − 1)𝜋𝑡 (2𝑛 − 1)𝜋𝑥 sinh(𝑥𝑠)
∑ sin ( ) sin ( ) 𝑠 cosh 𝑎𝑠
𝜋 2𝑛 − 1 2𝑎 2𝑎
𝑛=1
∞
2𝜋 2 𝜋2 𝑡⁄𝑎2 𝑛𝜋𝑥 sinh(𝑥√𝑠)
2
∑(−1)𝑛 𝑛𝑒−𝑛 sin ( )
𝑎 𝑎 sinh(𝑎√𝑠)
𝑛=1
∞
1 2 2 2 2 𝑛𝜋𝑥 cosh(𝑥√𝑠)
+ ∑(−1)𝑛 𝑒 −𝑛 𝜋 𝑡⁄𝑎 cos ( )
𝑎 𝑎 𝑎 √a sinh(𝑎√𝑠)
𝑛=1
Page 33 of 38
NUMERICAL METHODS
Newton's Method
f ( xn )
x n 1 x n
f ( x n )
yi na0 a1 xi
i 1 i 1
n n n
where n is the number of data points
x y
i 1
i i a0 xi a1 x
i 1 i 1
2
i
Trapezoidal Rule
b
f ( x) dx h
a
1
2 f ( x 0 ) f ( x1 ) f ( x 2 ) f ( x n 1 ) 21 f ( x n )
Simpson's Rule
f ( x) dx 3 f ( x
b
h
0 ) 4 f ( x1 ) 2 f ( x 2 ) 4 f ( x 3 ) 2 f ( x 2 n 2 ) 4 f ( x 2 n 1 ) f ( x 2 n )
a
Page 34 of 38
STANDARD CALCULUS FORMULAE
t 1 dx 1
If t = tan(x) then: sin x , cos x and
1 t 2
1 t 2
dt 1 t 2
2t 1 t2 2t dx 2
If t tan 2 then: sin x
x
2 , cos x 2 , tan x 2 and
1 t 1 t 1 t dt 1 t 2
x n 1
x nx n 1
d n
dx x ndx n 1
C for n 1
d 1 1
ln x x dx ln x C
dx x
f ( x ) f ( x )
ln f ( x )
d
dx f ( x) f ( x)
dx ln f ( x ) C
e ae ax
eax
d ax
dx eaxdx a
C
d
sin x cos x cos x dx sin x C
dx
d
cos x sin x sin x dx cos x C
dx
d
tan x sec 2 x
sec 2 x dx tan x C
dx
d
dx
sinh x cosh x cosh x dx sinh x C
d
cosh x sinh x sinh x dx cosh x C
dx
d 1 x 1
sin 1 x
dx a a2 x2 a x2
dx sin 1 C
2 a
d 1 x a
tan 2 a x
dx a a x2 a 2 x 2 dx tan 1 a C
where a and C are constants
If 𝑢 and 𝑣 are functions of 𝑥 and 𝑦 is a function of 𝑢
𝑑 𝑑𝑣 𝑑𝑢 𝑑𝑣 𝑑𝑢
(𝑢 ∙ 𝑣) = 𝑢 +𝑣 ∫𝑢 𝑑𝑥 = 𝑢𝑣 − ∫ 𝑣 𝑑𝑥
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑𝑢 𝑑𝑣 𝑑𝑦 𝑑𝑦 𝑑𝑢
𝑑 𝑢 𝑣 −𝑢 = ∙
( )= 𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑢 𝑑𝑥
𝑑𝑥 𝑣 𝑣 2
Page 35 of 38
THE NORMAL PROBABILITY INTEGRAL
x 2 z2 x
F z
1 1 z
x
exp
2
dx
2 2
exp
2
dz 0
2
where z
Page 36 of 38
t-DISTRIBUTION TABLE
Page 37 of 38
CHI-SQUARE DISTRIBUTION TABLE
Page 38 of 38