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Mathematical Formula Handbook

Contents
Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
Bibliography; Physical Constants
1. Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
Arithmetic and Geometric progressions; Convergence of series: the ratio test;
Convergence of series: the comparison test; Binomial expansion; Taylor and Maclaurin Series;
Power series with real variables; Integer series; Plane wave expansion
2. Vector Algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Scalar product; Equation of a line; Equation of a plane; Vector product; Scalar triple product;
Vector triple product; Non-orthogonal basis; Summation convention
3. Matrix Algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
Unit matrices; Products; Transpose matrices; Inverse matrices; Determinants; 2×2 matrices;
Product rules; Orthogonal matrices; Solving sets of linear simultaneous equations; Hermitian matrices;
Eigenvalues and eigenvectors; Commutators; Hermitian algebra; Pauli spin matrices
4. Vector Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
Notation; Identities; Grad, Div, Curl and the Laplacian; Transformation of integrals
5. Complex Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
Complex numbers; De Moivre’s theorem; Power series for complex variables.
6. Trigonometric Formulae . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
Relations between sides and angles of any plane triangle;
Relations between sides and angles of any spherical triangle
7. Hyperbolic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
Relations of the functions; Inverse functions
8. Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
9. Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
10. Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
Standard forms; Standard substitutions; Integration by parts; Differentiation of an integral;
Dirac δ-‘function’; Reduction formulae
11. Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
Diffusion (conduction) equation; Wave equation; Legendre’s equation; Bessel’s equation;
Laplace’s equation; Spherical harmonics
12. Calculus of Variations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
13. Functions of Several Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
Taylor series for two variables; Stationary points; Changing variables: the chain rule;
Changing variables in surface and volume integrals – Jacobians
14. Fourier Series and Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
Fourier series; Fourier series for other ranges; Fourier series for odd and even functions;
Complex form of Fourier series; Discrete Fourier series; Fourier transforms; Convolution theorem;
Parseval’s theorem; Fourier transforms in two dimensions; Fourier transforms in three dimensions
15. Laplace Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
16. Numerical Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
Finding the zeros of equations; Numerical integration of differential equations;
Central difference notation; Approximating to derivatives; Interpolation: Everett’s formula;
Numerical evaluation of definite integrals
17. Treatment of Random Errors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
Range method; Combination of errors
18. Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
Mean and Variance; Probability distributions; Weighted sums of random variables;
Statistics of a data sample x 1 , . . . , xn ; Regression (least squares fitting)
Introduction

This Mathematical Formaulae handbook has been prepared in response to a request from the Physics Consultative
Committee, with the hope that it will be useful to those studying physics. It is to some extent modelled on a similar
document issued by the Department of Engineering, but obviously reflects the particular interests of physicists.
There was discussion as to whether it should also include physical formulae such as Maxwell’s equations, etc., but
a decision was taken against this, partly on the grounds that the book would become unduly bulky, but mainly
because, in its present form, clean copies can be made available to candidates in exams.
There has been wide consultation among the staff about the contents of this document, but inevitably some users
will seek in vain for a formula they feel strongly should be included. Please send suggestions for amendments to
the Secretary of the Teaching Committee, and they will be considered for incorporation in the next edition. The
Secretary will also be grateful to be informed of any (equally inevitable) errors which are found.
This book was compiled by Dr John Shakeshaft and typeset originally by Fergus Gallagher, and currently by
Dr Dave Green, using the TEX typesetting package.
Version 1.5 December 2005.

Bibliography
Abramowitz, M. & Stegun, I.A., Handbook of Mathematical Functions, Dover, 1965.
Gradshteyn, I.S. & Ryzhik, I.M., Table of Integrals, Series and Products, Academic Press, 1980.
Jahnke, E. & Emde, F., Tables of Functions, Dover, 1986.
Nordling, C. & Österman, J., Physics Handbook, Chartwell-Bratt, Bromley, 1980.
Speigel, M.R., Mathematical Handbook of Formulas and Tables.
(Schaum’s Outline Series, McGraw-Hill, 1968).

Physical Constants
Based on the “Review of Particle Properties”, Barnett et al., 1996, Physics Review D, 54, p1, and “The Fundamental
Physical Constants”, Cohen & Taylor, 1997, Physics Today, BG7. (The figures in parentheses give the 1-standard-
deviation uncertainties in the last digits.)

speed of light in a vacuum c 2·997 924 58 × 10 8 m s−1 (by definition)


permeability of a vacuum µ0 4π × 10−7 H m−1 (by definition)
permittivity of a vacuum 0 1/µ0 c2 = 8·854 187 817 . . . × 10 −12 F m−1
elementary charge e 1·602 177 33(49) × 10 −19 C
Planck constant h 6·626 075 5(40) × 10 −34 J s
h/2π ¯h̄ 1·054 572 66(63) × 10 −34 J s
Avogadro constant NA 6·022 136 7(36) × 10 23 mol−1
unified atomic mass constant mu 1·660 540 2(10) × 10 −27 kg
mass of electron me 9·109 389 7(54) × 10 −31 kg
mass of proton mp 1·672 623 1(10) × 10 −27 kg
Bohr magneton eh/4πme µB 9·274 015 4(31) × 10 −24 J T−1
molar gas constant R 8·314 510(70) J K −1 mol−1
Boltzmann constant kB 1·380 658(12) × 10 −23 J K−1
Stefan–Boltzmann constant σ 5·670 51(19) × 10 −8 W m−2 K−4
gravitational constant G 6·672 59(85) × 10 −11 N m2 kg−2
Other data
acceleration of free fall g 9·806 65 m s −2 (standard value at sea level)

1
1. Series

Arithmetic and Geometric progressions


n
A.P. Sn = a + ( a + d) + ( a + 2d) + · · · + [ a + (n − 1)d] = [2a + (n − 1)d]
2  
2 n−1 1 − rn a
G.P. Sn = a + ar + ar + · · · + ar =a , S∞ = for |r| < 1
1−r 1−r
(These results also hold for complex series.)

Convergence of series: the ratio test



un+1
Sn = u1 + u2 + u3 + · · · + un converges as n→∞ if lim <1
n→∞ un

Convergence of series: the comparison test


If each term in a series of positive terms is less than the corresponding term in a series known to be convergent,
then the given series is also convergent.

Binomial expansion
n(n − 1) 2 n(n − 1)(n − 2) 3
(1 + x)n = 1 + nx + x + x + ···
2! 3!
n
If n is a positive integer the series terminates and is valid for all x: the term in x r is n Cr xr or where n Cr ≡
n! r
is the number of different ways in which an unordered sample of r objects can be selected from a set of
r!(n − r)!
n objects without replacement. When n is not a positive integer, the series does not terminate: the infinite series is
convergent for | x| < 1.

Taylor and Maclaurin Series


If y( x) is well-behaved in the vicinity of x = a then it has a Taylor series,
dy u2 d2 y u3 d3 y
y( x) = y( a + u) = y( a) + u + + + ···
dx 2! dx2 3! dx3
where u = x − a and the differential coefficients are evaluated at x = a. A Maclaurin series is a Taylor series with
a = 0,
dy x2 d2 y x3 d3 y
y( x) = y(0) + x + 2
+ +···
dx 2! dx 3! dx3

Power series with real variables


x2 xn
ex =1+x+ + ···+ +··· valid for all x
2! n!
2 3
x x xn
ln(1 + x) = x− + + · · · + (−1)n+1 + · · · valid for −1 < x ≤ 1
2 3 n
eix + e−ix x2 x4 x6
cos x = = 1− + − + ··· valid for all values of x
2 2! 4! 6!
eix − e−ix x3 x5
sin x = = x− + + ··· valid for all values of x
2i 3! 5!
1 2 5 π π
tan x = x + x3 + x +··· valid for − <x<
3 15 2 2
x3 x5
tan−1 x = x− + − ··· valid for −1 ≤ x ≤ 1
3 5
1 x3 1.3 x5
sin−1 x = x+ + + ··· valid for −1 < x < 1
2 3 2.4 5

2
Integer series
N
N ( N + 1)
∑n = 1+ 2+ 3+ ···+ N =
2
1
N
N ( N + 1)(2N + 1)
∑ n2 = 12 + 22 + 32 + · · · + N 2 = 6
1
N
N 2 ( N + 1)2
∑ n3 = 13 + 23 + 33 + · · · + N 3 = [1 + 2 + 3 + · · · N ] 2 = 4
1


(−1)n+1 1 1 1
∑ n
= 1 − + − + · · · = ln 2
2 3 4
[see expansion of ln (1 + x)]
1

(−1)n+1 1 1 1 π
∑ 2n − 1
= 1− + − + ··· =
3 5 7 4
[see expansion of tan−1 x]
1

1 1 1 1 π2
∑ n2 =1+
4
+ +
9 16
+··· =
6
1
N
N ( N + 1)( N + 2)( N + 3)
∑ n(n + 1)(n + 2) = 1.2.3 + 2.3.4 + · · · + N ( N + 1)( N + 2) = 4
1

This last result is a special case of the more general formula,


N
N ( N + 1)( N + 2) . . . ( N + r)( N + r + 1)
∑ n(n + 1)(n + 2) . . . (n + r) = r+2
.
1

Plane wave expansion



exp(ikz) = exp(ikr cos θ ) = ∑ (2l + 1)il jl (kr) Pl (cos θ),
l =0

where Pl (cos θ ) are Legendre polynomials (see section 11) and j l (kr) are spherical Bessel functions, defined by
r
π
jl (ρ) = J 1 (ρ), with Jl ( x) the Bessel function of order l (see section 11).
2ρ l + /2

2. Vector Algebra

2
If i, j, k are orthonormal vectors and A = A x i + A y j + A z k then | A| = A2x + A2y + A2z . [Orthonormal vectors ≡
orthogonal unit vectors.]

Scalar product

A · B = | A| | B| cos θ where θ is the angle between the vectors


 
Bx
= A x Bx + A y B y + A z Bz = [ A x A y A z ]  B y 
Bz

Scalar multiplication is commutative: A · B = B · A.

Equation of a line
A point r ≡ ( x, y, z) lies on a line passing through a point a and parallel to vector b if
r = a + λb
with λ a real number.

3
Equation of a plane
A point r ≡ ( x, y, z) is on a plane if either
(a) r · b
d = |d|, where d is the normal from the origin to the plane, or
x y z
(b) + + = 1 where X, Y, Z are the intercepts on the axes.
X Y Z

Vector product
A × B = n | A| | B| sin θ, where θ is the angle between the vectors and n is a unit vector normal to the plane containing
A and B in the direction for which A, B, n form a right-handed set of axes.

A × B in determinant form A × B in matrix form


  
i j k 0 − Az A y Bx

Ax A y Az  Az 0 − Ax   By 

Bx B y Bz − A y Ax 0 Bz

Vector multiplication is not commutative: A × B = − B × A.

Scalar triple product



Ax Ay A z

A × B · C = A · B × C = Bx By Bz = − A × C · B, etc.
Cx Cy Cz

Vector triple product

A × ( B × C ) = ( A · C ) B − ( A · B)C, ( A × B) × C = ( A · C ) B − ( B · C ) A

Non-orthogonal basis

A = A1 e1 + A2 e2 + A3 e3
e2 × e3
A1 = 0 · A where 0 =
e1 · (e2 × e3 )
Similarly for A2 and A3 .

Summation convention
a = ai ei implies summation over i = 1 . . . 3
a·b = ai bi
( a × b)i = εi jk a j bk where ε123 = 1; εi jk = −εik j
εi jkεklm = δil δ jm − δimδ jl

4
3. Matrix Algebra

Unit matrices
The unit matrix I of order n is a square matrix with all diagonal elements equal to one and all off-diagonal elements
zero, i.e., ( I ) i j = δi j . If A is a square matrix of order n, then AI = I A = A. Also I = I −1 .
I is sometimes written as In if the order needs to be stated explicitly.

Products
If A is a (n × l ) matrix and B is a (l × m) then the product AB is defined by
l
( AB)i j = ∑ Aik Bk j
k=1

In general AB 6= BA.

Transpose matrices
If A is a matrix, then transpose matrix A T is such that ( A T )i j = ( A) ji .

Inverse matrices
If A is a square matrix with non-zero determinant, then its inverse A −1 is such that AA−1 = A−1 A = I.
transpose of cofactor of A i j
( A−1 )i j =
| A|
where the cofactor of A i j is (−1)i+ j times the determinant of the matrix A with the j-th row and i-th column deleted.

Determinants
If A is a square matrix then the determinant of A, | A| (≡ det A) is defined by
| A| = ∑ i jk... A1i A2 j A3k . . .
i, j,k,...

where the number of the suffixes is equal to the order of the matrix.

2×2 matrices
 
a b
If A = then,
c d
   
a c 1 d −b
| A| = ad − bc AT = A−1 =
b d | A| −c a

Product rules
( AB . . . N ) T = N T . . . B T A T
( AB . . . N )−1 = N −1 . . . B−1 A−1 (if individual inverses exist)
| AB . . . N | = | A| | B| . . . | N | (if individual matrices are square)

Orthogonal matrices
An orthogonal matrix Q is a square matrix whose columns q i form a set of orthonormal vectors. For any orthogonal
matrix Q,
Q−1 = Q T , | Q| = ±1, Q T is also orthogonal.

5
Solving sets of linear simultaneous equations
If A is square then Ax = b has a unique solution x = A −1 b if A−1 exists, i.e., if | A| 6= 0.
If A is square then Ax = 0 has a non-trivial solution if and only if | A| = 0.
An over-constrained set of equations Ax = b is one in which A has m rows and n columns, where m (the number
of equations) is greater than n (the number of variables). The best solution x (in the sense that it minimizes the
error | Ax − b|) is the solution of the n equations A T Ax = A T b. If the columns of A are orthonormal vectors then
x = A T b.

Hermitian matrices
The Hermitian conjugate of A is A † = ( A∗ ) T , where A∗ is a matrix each of whose components is the complex
conjugate of the corresponding components of A. If A = A † then A is called a Hermitian matrix.

Eigenvalues and eigenvectors


The n eigenvalues λ i and eigenvectors u i of an n × n matrix A are the solutions of the equation Au = λ u. The
eigenvalues are the zeros of the polynomial of degree n, Pn (λ ) = | A − λ I |. If A is Hermitian then the eigenvalues
λi are real and the eigenvectors u i are mutually orthogonal. | A − λ I | = 0 is called the characteristic equation of the
matrix A.
Tr A = ∑ λi , also | A| = ∏ λi .
i i

If S is a symmetric matrix, Λ is the diagonal matrix whose diagonal elements are the eigenvalues of S, and U is the
matrix whose columns are the normalized eigenvectors of A, then
U T SU = Λ and S = UΛU T.
If x is an approximation to an eigenvector of A then x T Ax/( x T x) (Rayleigh’s quotient) is an approximation to the
corresponding eigenvalue.

Commutators
[ A, B] ≡ AB − BA
[ A, B] = −[ B, A]
[ A, B]† = [ B† , A† ]
[ A + B, C ] = [ A, C ] + [ B, C ]
[ AB, C ] = A[ B, C ] + [ A, C ] B
[ A, [ B, C ]] + [ B, [C, A]] + [C, [ A, B]] = 0

Hermitian algebra

b† = (b∗1 , b∗2 , . . .)

Matrix form Operator form Bra-ket form


Z Z
Hermiticity b∗ · A · c = ( A · b)∗ · c ψ∗ Oφ = (Oψ)∗φ hψ|O|φi

Eigenvalues, λ real Au i = λ(i) ui Oψi = λ(i)ψi O |i i = λ i | i i


Z
Orthogonality ui · u j = 0 ψ∗i ψ j = 0 hi | j i = 0 (i 6 = j )
Z 
Completeness b = ∑ ui (ui · b) φ = ∑ ψi ψ∗i φ φ = ∑ |i i hi |φi
i i i

Rayleigh–Ritz
Z
b∗ · A · b ψ∗ Oψ hψ|O|ψi
Lowest eigenvalue λ0 ≤ λ0 ≤ Z
b∗ · b ψ ψ ∗ hψ|ψi

6
Pauli spin matrices
     
0 1 0 −i 1 0
σx = , σy = , σz =
1 0 i 0 0 −1
σ xσ y = iσ z , σ yσ z = iσ x , σ zσ x = iσ y , σ xσ x = σ yσ y = σ zσ z = I

4. Vector Calculus

Notation
φ is a scalar function of a set of position coordinates. In Cartesian coordinates
φ = φ( x, y, z); in cylindrical polar coordinates φ = φ(ρ, ϕ, z); in spherical
polar coordinates φ = φ(r, θ , ϕ); in cases with radial symmetry φ = φ(r).
A is a vector function whose components are scalar functions of the position
coordinates: in Cartesian coordinates A = iA x + jA y + kA z , where A x , A y , A z
are independent functions of x, y, z.
 

 ∂x 
 
∂ ∂ ∂  ∂ 
 
In Cartesian coordinates ∇ (‘del’) ≡ i + j +k ≡ 
∂x ∂y ∂z  ∂y 
 
 ∂ 
∂z
grad φ = ∇φ, div A = ∇ · A, curl A = ∇ × A

Identities
grad(φ1 + φ2 ) ≡ grad φ1 + grad φ2 div( A1 + A2 ) ≡ div A1 + div A2
grad(φ1φ2 ) ≡ φ1 grad φ2 + φ2 grad φ1
curl( A + A ) ≡ curl A1 + curl A2
div(φ A) ≡ φ div A + (grad φ) · A, curl(φ A) ≡ φ curl A + (grad φ) × A

div( A1 × A2 ) ≡ A2 · curl A1 − A1 · curl A2


curl( A1 × A2 ) ≡ A1 div A2 − A2 div A1 + ( A2 · grad) A1 − ( A1 · grad) A2
div(curl A) ≡ 0, curl(grad φ) ≡ 0
curl(curl A) ≡ grad(div A) − div(grad A) ≡ grad(div A) − ∇ 2 A

grad( A1 · A2 ) ≡ A1 × (curl A2 ) + ( A1 · grad) A2 + A2 × (curl A1 ) + ( A2 · grad) A1

7
Grad, Div, Curl and the Laplacian

Cartesian Coordinates Cylindrical Coordinates Spherical Coordinates

Conversion to
x = r cos ϕ sin θ y = r sin ϕ sin θ
Cartesian x = ρ cos ϕ y = ρ sin ϕ z=z
z = r cos θ
Coordinates
Vector A Axi + A y j + Az k Aρ ρ
b + Aϕϕ
b + Azb
z b + Aϕϕ
Arbr + Aθθ b
∂φ ∂φ ∂φ ∂φ 1 ∂φ ∂φ ∂φ 1 ∂φ b 1 ∂φ
Gradient ∇φ i+ j+ k b+
ρ b+
ϕ z
b br + θ+ b
ϕ
∂x ∂y ∂z ∂ρ ρ ∂ϕ ∂z ∂r r ∂θ r sin θ ∂ϕ

1 ∂ (r 2 Ar ) 1 ∂Aθ sin θ
Divergence ∂A x ∂A y ∂A z 1 ∂(ρ Aρ ) 1 ∂Aϕ ∂A z +
+ + + + r 2 ∂r r sin θ ∂θ
∇·A ∂x ∂y ∂z ρ ∂ρ ρ ∂ϕ ∂z 1 ∂Aϕ
+
r sin θ ∂ϕ

1 1 1 1 b 1
i j k ρb ϕb z
b 2 br θ b
ϕ
ρ ρ r sin θ r sin θ r
∂ ∂ ∂

Curl ∇ × A ∂ ∂ ∂ ∂ ∂ ∂
∂x ∂y ∂z
∂ρ ∂ϕ ∂z ∂r ∂θ ∂ϕ
Ax A y Az
Aρ ρ Aϕ A z Ar rAθ rAϕ sin θ
   
1 ∂ 2 ∂φ 1 ∂ ∂φ
  r + 2 sin θ
Laplacian ∂ 2φ ∂2φ ∂2φ 1 ∂ ∂φ 1 ∂2φ ∂ 2φ r2 ∂r ∂r r sin θ ∂θ ∂θ
+ 2 + 2 ρ + 2 2+ 2
∇2φ ∂x 2
∂y ∂z ρ ∂ρ ∂ρ ρ ∂ϕ ∂z 1 ∂ 2φ
+
r sin θ ∂ϕ2
2 2

Transformation of integrals

L = the distance along some curve ‘C’ in space and is measured from some fixed point.
S = a surface area
τ = a volume contained by a specified surface
bt = the unit tangent to C at the point P

n = the unit outward pointing normal


b
A = some vector function
dL = the vector element of curve (= bt dL)
dS = the vector element of surface (= b
n dS)
Z Z
Then A · bt dL = A · dL
C C
and when A = ∇φ
Z Z
(∇φ) · dL = dφ
C C

Gauss’s Theorem (Divergence Theorem)

When S defines a closed region having a volume τ


Z Z Z
(∇ · A) dτ = n) dS =
(A · b A · dS
τ S S
also
Z Z Z Z
(∇φ) dτ = φ dS (∇ × A) dτ = n × A) dS
(b
τ S τ S

8
Stokes’s Theorem

When C is closed and bounds the open surface S,


Z Z
(∇ × A) · dS = A · dL
S C
also
Z Z
n × ∇φ) dS =
(b φ dL
S C

Green’s Theorem
Z Z
ψ∇φ · dS = ∇ · (ψ∇φ) dτ
S
Zτ  
= ψ∇2φ + (∇ψ) · (∇φ) dτ
τ

Green’s Second Theorem


Z Z
(ψ∇2φ − φ∇2 ψ) dτ = [ψ(∇φ) − φ(∇ψ)] · dS
τ S

5. Complex Variables

Complex numbers
The complex number z = x + iy = r(cos θ + i sin θ ) = r ei(θ +2nπ), where i2 = −1 and n is an arbitrary integer. The
real quantity r is the modulus of z and the angle θ is the argument of z. The complex conjugate of z is z ∗ = x − iy =
2
r(cos θ − i sin θ ) = r e−iθ ; zz∗ = | z| = x2 + y2

De Moivre’s theorem
(cos θ + i sin θ )n = einθ = cos nθ + i sin nθ

Power series for complex variables.


z2 zn
ez =1+z+ + ···+ + ··· convergent for all finite z
2! n!
z3 z5
sin z =z− + −··· convergent for all finite z
3! 5!
z2 z4
cos z =1− + − ··· convergent for all finite z
2! 4!
z2 z3
ln(1 + z) = z − + −··· principal value of ln (1 + z)
2 3
This last series converges both on and within the circle | z| = 1 except at the point z = −1.

z3 z5
tan−1 z =z− + −···
3 5
This last series converges both on and within the circle | z| = 1 except at the points z = ±i.
n(n − 1) 2 n(n − 1)(n − 2) 3
(1 + z)n = 1 + nz + z + z + ···
2! 3!
This last series converges both on and within the circle | z| = 1 except at the point z = −1.

9
6. Trigonometric Formulae

cos2 A + sin 2 A = 1 sec2 A − tan2 A = 1 cosec2 A − cot2 A = 1


2 tan A
sin 2A = 2 sin A cos A cos 2A = cos 2 A − sin 2 A tan 2A = .
1 − tan2 A

cos( A + B) + cos( A − B)
sin ( A ± B) = sin A cos B ± cos A sin B cos A cos B =
2

cos( A − B) − cos( A + B)
cos( A ± B) = cos A cos B ∓ sin A sin B sin A sin B =
2

tan A ± tan B sin( A + B) + sin ( A − B)


tan( A ± B) = sin A cos B =
1 ∓ tan A tan B 2

A+B A−B 1 + cos 2A


sin A + sin B = 2 sin cos cos2 A =
2 2 2
A+B A−B 1 − cos 2A
sin A − sin B = 2 cos sin sin 2 A =
2 2 2
A+B A−B 3 cos A + cos 3A
cos A + cos B = 2 cos cos cos3 A =
2 2 4
A+B A−B 3 sin A − sin 3A
cos A − cos B = −2 sin sin sin 3 A =
2 2 4

Relations between sides and angles of any plane triangle


In a plane triangle with angles A, B, and C and sides opposite a, b, and c respectively,
a b c
= = = diameter of circumscribed circle.
sin A sin B sin C
a2 = b2 + c2 − 2bc cos A
a = b cos C + c cos B
b2 + c2 − a2
cos A =
2bc
A−B a−b C
tan = cot
2 a+b 2
q
1 1 1 1
area = ab sin C = bc sin A = ca sin B = s(s − a)(s − b)(s − c), where s = ( a + b + c)
2 2 2 2

Relations between sides and angles of any spherical triangle


In a spherical triangle with angles A, B, and C and sides opposite a, b, and c respectively,
sin a sin b sin c
= =
sin A sin B sin C
cos a = cos b cos c + sin b sin c cos A
cos A = − cos B cos C + sin B sin C cos a

10
7. Hyperbolic Functions

1 x x2 x4
cosh x = ( e + e− x ) = 1 + + + ··· valid for all x
2 2! 4!
1 x3 x5
sinh x = ( ex − e− x ) = x + + + ··· valid for all x
2 3! 5!
cosh ix = cos x cos ix = cosh x
sinh ix = i sin x sin ix = i sinh x
sinh x 1
tanh x = sech x =
cosh x cosh x
cosh x 1
coth x = cosech x =
sinh x sinh x
cosh 2 x − sinh 2 x = 1

For large positive x:


ex
cosh x ≈ sinh x →
2
tanh x → 1
For large negative x:
e− x
cosh x ≈ − sinh x →
2
tanh x → −1

Relations of the functions


sinh x = − sinh (− x) sech x = sech(− x)
cosh x = cosh (− x) cosech x = − cosech(− x)

tanh x = − tanh(− x) coth x = − coth (− x)

2 tanh ( x/2) tanh x 1 + tanh2 ( x/2) 1


sinh x = 2
=q cosh x = 2
= q
1 − tanh ( x/2) 1 − tanh ( x/2)
1 − tanh2 x 1 − tanh2 x
q q
2
tanh x = 1 − sech x sech x = 1 − tanh2 x
q q
coth x = cosech 2 x + 1 cosech x = coth 2 x − 1
r r
cosh x − 1 cosh x + 1
sinh ( x/2) = cosh ( x/2) =
2 2
cosh x − 1 sinh x
tanh( x/2) = =
sinh x cosh x + 1
2 tanh x
sinh (2x) = 2 sinh x cosh x tanh(2x) =
1 + tanh 2 x
cosh (2x) = cosh 2 x + sinh 2 x = 2 cosh2 x − 1 = 1 + 2 sinh 2 x

sinh (3x) = 3 sinh x + 4 sinh 3 x cosh 3x = 4 cosh 3 x − 3 cosh x


3 tanh x + tanh3 x
tanh(3x) =
1 + 3 tanh2 x

11
sinh ( x ± y) = sinh x cosh y ± cosh x sinh y

cosh( x ± y) = cosh x cosh y ± sinh x sinh y


tanh x ± tanh y
tanh( x ± y) =
1 ± tanh x tanh y
1 1 1 1
sinh x + sinh y = 2 sinh ( x + y) cosh ( x − y) cosh x + cosh y = 2 cosh ( x + y) cosh ( x − y)
2 2 2 2
1 1 1 1
sinh x − sinh y = 2 cosh ( x + y) sinh ( x − y) cosh x − cosh y = 2 sinh ( x + y) sinh ( x − y)
2 2 2 2
1 ± tanh ( x/2)
sinh x ± cosh x = = e± x
1 ∓ tanh( x/2)
sinh ( x ± y)
tanh x ± tanh y =
cosh x cosh y
sinh ( x ± y)
coth x ± coth y = ±
sinh x sinh y

Inverse functions
p !
−1 x x+ x2 + a2
sinh = ln for −∞ < x < ∞
a a
p !
−1 x x + x2 − a2
cosh = ln for x ≥ a
a a
 
−1 x 1 a+x
tanh = ln for x2 < a2
a 2 a−x
 
−1 x 1 x +a
coth = ln for x2 > a2
a 2 x−a
 s 
2
x a a
sech−1 = ln  + − 1 for 0 < x ≤ a
a x x2
 s 
2
x a a
cosech−1 = ln  + + 1 for x 6= 0
a x x2

8. Limits

nc xn → 0 as n → ∞ if | x| < 1 (any fixed c)

xn /n! → 0 as n → ∞ (any fixed x)

(1 + x/n)n → ex as n → ∞, x ln x → 0 as x → 0
f ( x) f 0 ( a)
If f ( a) = g( a) = 0 then lim = 0 (l’Hôpital’s rule)
x→ a g( x) g ( a)

12
9. Differentiation
 u 0 u0 v − uv0
(uv)0 = u0 v + uv0 , =
v v2

(uv)(n) = u(n) v + nu(n−1) v(1) + · · · + n Cr u(n−r) v(r) + · · · + uv(n) Leibniz Theorem


 
n n n!
where Cr ≡ =
r r!(n − r)!

d d
(sin x) = cos x (sinh x) = cosh x
dx dx
d d
(cos x) = − sin x (cosh x) = sinh x
dx dx
d d
(tan x) = sec2 x (tanh x) = sech2 x
dx dx
d d
(sec x) = sec x tan x (sech x) = − sech x tanh x
dx dx
d d
(cot x) = − cosec2 x (coth x) = − cosech2 x
dx dx
d d
(cosec x) = − cosec x cot x (cosech x) = − cosech x coth x
dx dx

10. Integration

Standard forms
xn+1
Z
xn dx = +c for n 6= −1
n+1
1
Z Z
dx = ln x + c ln x dx = x(ln x − 1) + c
x  
1 ax x 1
Z Z
eax dx = e +c ax
x e dx = e ax
− 2 +c
a a a
 
x2 1
Z
x ln x dx = ln x − +c
2 2
Z
1 1 x
2 2
dx = tan−1 +c
a +x a a
   
1 1 −1 x 1 a+x
Z
dx = tanh + c = ln +c for x2 < a2
a2 − x2 a a 2a a−x
   
1 1 −1 x 1 x−a
Z
dx = − coth +c= ln +c for x2 > a2
x2 − a2 a a 2a x+a
x −1 1
Z
dx = +c for n 6= 1
( x2 ± a2 )n 2(n − 1) ( x2 ± a2 )n−1
x 1
Z
dx = ln( x2 ± a2 ) + c
x2 ± a2 2
Z
1 x
p dx = sin−1 +c
a2 − x2 a
Z
1  p 
p dx = ln x + x2 ± a2 + c
x2 ± a2
Z
x p
p dx = x2 ± a2 + c
x2 ± a2
p 1h p 2  x i
Z
a2 − x2 dx = x a − x2 + a2 sin −1 +c
2 a

13
∞ 1
Z
dx = π cosec pπ for p < 1
0 (1 + x) x p
r
∞ ∞ 1 π
Z Z
2 2
cos( x ) dx = sin ( x ) dx =
0 0 2 2
Z ∞ √
exp(− x2 /2σ 2 ) dx = σ 2π
−∞
 √
Z ∞  1 × 3 × 5 × · · · (n − 1)σ n+1 2π for n ≥ 2 and even
n 2 2
x exp(− x /2σ ) dx =
−∞ 
0 for n ≥ 1 and odd
Z Z
sin x dx = − cos x + c sinh x dx = cosh x + c
Z Z
cos x dx = sin x + c cosh x dx = sinh x + c
Z Z
tan x dx = − ln(cos x) + c tanh x dx = ln(cosh x) + c
Z Z
cosec x dx = ln(cosec x − cot x) + c cosech x dx = ln [tanh( x/2)] + c
Z Z
sec x dx = ln(sec x + tan x) + c sech x dx = 2 tan−1 ( ex ) + c
Z Z
cot x dx = ln(sin x) + c coth x dx = ln(sinh x) + c

sin (m − n) x sin (m + n) x
Z
sin mx sin nx dx = − +c if m2 6= n2
2(m − n) 2(m + n)
sin (m − n) x sin (m + n) x
Z
cos mx cos nx dx = + +c if m2 6= n2
2(m − n) 2(m + n)

Standard substitutions
If the integrand is a function of: substitute:
p
( a2 − x2 ) or a2 − x2 x = a sin θ or x = a cos θ
p
( x2 + a2 ) or x2 + a2 x = a tan θ or x = a sinh θ
p
( x2 − a2 ) or x2 − a2 x = a sec θ or x = a cosh θ

If the integrand is a rational function of sin x or cos x or both, substitute t = tan( x/2) and use the results:
2t 1 − t2 2 dt
sin x = cos x = dx = .
1 + t2 1 + t2 1 + t2

If the integrand is of the form: substitute:

dx
Z
p px + q = u2
( ax + b) px + q

dx 1
Z
q ax + b = .
( ax + b) px2 + qx + r u

14
Integration by parts
b
b Z b
Z
u dv = uv − v du
a a a

Differentiation of an integral
If f ( x, α ) is a function of x containing a parameter α and the limits of integration a and b are functions of α then

Z b(α ) Z b(α )
d db da
f ( x, α ) dx = f (b, α ) − f ( a, α ) + f ( x, α ) dx.
dα a (α ) dα dα a (α ) ∂α
Special case,
d
Z x
f ( y) dy = f ( x).
dx a

Dirac δ-‘function’
1 ∞
Z
δ (t − τ ) = exp[iω(t − τ )] dω.
2π −∞
Z ∞
If f (t) is an arbitrary function of t then δ (t − τ ) f (t) dt = f (τ ).
−∞
Z ∞
δ (t) = 0 if t 6= 0, also δ (t) dt = 1
−∞

Reduction formulae

Factorials

n! = n(n − 1)(n − 2) . . . 1, 0! = 1.
Stirling’s formula for large n: ln(n!) ≈ n ln n − n.
Z ∞ Z ∞ √ √
For any p > −1, x p e− x dx = p x p−1 e− x dx = p!. (− 1/2)! = π, ( 1/2)! = π/ ,
2 etc.
0 0
Z 1 p!q!
For any p, q > −1, x p (1 − x)q dx = .
0 ( p + q + 1)!

Trigonometrical

If m, n are integers,
Z π/ 2
m − 1 π/ 2 n − 1 π/ 2
Z Z
sin m θ cos n θ dθ =sin m−2 θ cosn θ dθ = sin m θ cosn−2 θ dθ
0 m+n 0 m+n 0
and can therefore be reduced eventually to one of the following integrals
Z π/ 2 Z π/ 2 Z π/ 2 Z π/ 2
1 π
sin θ cos θ dθ = , sin θ dθ = 1, cos θ dθ = 1, dθ = .
0 2 0 0 0 2

Other

r
∞ (n − 1) 1 π 1
Z
If In = xn exp(−α x2 ) dx then In = In − 2 , I0 = , I1 = .
0 2α 2 α 2α

15
11. Differential Equations

Diffusion (conduction) equation


∂ψ
= κ ∇2ψ
∂t

Wave equation
1 ∂2ψ
∇2ψ =
c2 ∂t2

Legendre’s equation
d2 y dy
(1 − x2 ) − 2x + l (l + 1) y = 0,
dx2 dx
 l
1 d l
solutions of which are Legendre polynomials Pl ( x), where Pl ( x) = l x2 − 1 , Rodrigues’ formula so
2 l! dx
1 2
P0 ( x) = 1, P1 ( x) = x, P2 ( x) = (3x − 1) etc.
2

Recursion relation

1
Pl ( x) = [(2l − 1) xPl −1 ( x) − (l − 1) Pl −2( x)]
l

Orthogonality

Z 1 2
Pl ( x) Pl 0 ( x) dx = δll 0
−1 2l + 1

Bessel’s equation
d2 y dy
x2 +x + ( x2 − m2 ) y = 0,
dx2 dx
solutions of which are Bessel functions Jm ( x) of order m.

Series form of Bessel functions of the first kind


(−1)k ( x/2)m+2k
Jm ( x ) = ∑ k!(m + k)!
(integer m).
k=0

The same general form holds for non-integer m > 0.

16
Laplace’s equation

∇2 u = 0
If expressed in two-dimensional polar coordinates (see section 4), a solution is
  
u(ρ, ϕ) = Aρn + Bρ−n C exp(inϕ) + D exp(−inϕ)
where A, B, C, D are constants and n is a real integer.

If expressed in three-dimensional polar coordinates (see section 4) a solution is


   
u(r, θ , ϕ) = Arl + Br−(l +1) Plm C sin mϕ + D cos mϕ
where l and m are integers with l ≥ |m| ≥ 0; A, B, C, D are constants;
 | m |
d
Plm (cos θ ) = sin|m| θ Pl (cos θ )
d(cos θ )
is the associated Legendre polynomial.

Pl0 (1) = 1.

If expressed in cylindrical polar coordinates (see section 4), a solution is


  
u(ρ, ϕ, z) = Jm (nρ) A cos mϕ + B sin mϕ C exp(nz) + D exp(−nz)
where m and n are integers; A, B, C, D are constants.

Spherical harmonics
The normalized solutions Ylm (θ , ϕ) of the equation
   
1 ∂ ∂ 1 ∂2
sin θ + Ylm + l (l + 1)Ylm = 0
sin θ ∂θ ∂θ sin2 θ ∂ϕ2
are called spherical harmonics, and have values given by
s 
2l + 1 (l − |m|)! m m
m
Yl (θ , ϕ) = Pl (cos θ ) e imϕ
× (−1) for m ≥ 0
4π (l + |m|)! 1 for m < 0
r r r
0 1 0 3 ±1 3
i.e., Y0 = , Y1 = cos θ, Y1 = ∓ sin θ e±iϕ , etc.
4π 4π 8π

Orthogonality
Z
Yl∗m Ylm0 dΩ = δll 0 δmm0
0

12. Calculus of Variations


 
b ∂F d ∂F dy
Z
The condition for I = F ( y, y0, x) dx to have a stationary value is = 0
0 , where y = . This is the
a ∂y dx ∂y dx
Euler–Lagrange equation.

17
13. Functions of Several Variables

∂φ
If φ = f ( x, y, z, . . .) then implies differentiation with respect to x keeping y, z, . . . constant.
∂x
∂φ ∂φ ∂φ ∂φ ∂φ ∂φ
dφ = dx + dy + dz + · · · and δφ ≈ δx + δy + δz + · · ·
∂x ∂y ∂z ∂x ∂y ∂z
 
∂φ ∂φ ∂φ
where x, y, z, . . . are independent variables. is also written as or when the variables kept
∂x ∂x ∂x
y,... y,...
constant need to be stated explicitly.
∂ 2φ ∂2φ
If φ is a well-behaved function then = etc.
∂x ∂y ∂y ∂x
If φ = f ( x, y),
       
∂φ 1 ∂φ ∂x ∂y
=   , = −1.
∂x y ∂x ∂x y ∂y φ ∂φ x
∂φ y

Taylor series for two variables


If φ( x, y) is well-behaved in the vicinity of x = a, y = b then it has a Taylor series
 2 2 
∂φ ∂φ 1 2∂ φ ∂2φ 2∂ φ
φ( x, y) = φ( a + u, b + v) = φ( a, b) + u +v + u + 2uv +v +···
∂x ∂y 2! ∂x2 ∂x ∂y ∂y2
where x = a + u, y = b + v and the differential coefficients are evaluated at x = a, y=b

Stationary points
∂φ ∂φ ∂2φ ∂2φ ∂2φ
A function φ = f ( x, y) has a stationary point when = = 0. Unless 2 = = = 0, the following
∂x ∂y ∂x ∂y 2 ∂x ∂y
conditions determine whether it is a minimum, a maximum or a saddle point.

∂2φ ∂2φ 
Minimum: > 0, or > 0, 

  2 2
∂x2 ∂y2 ∂2φ ∂2φ ∂φ
2 2 and >
∂φ ∂φ  2
∂x ∂y 2 ∂x ∂y
Maximum: 2
< 0, or 2
< 0, 


∂x ∂y
 2
∂2φ ∂2φ ∂2φ
Saddle point: <
∂x2 ∂y2 ∂x ∂y
∂2φ ∂2φ ∂2φ
If = = = 0 the character of the turning point is determined by the next higher derivative.
∂x2 ∂y2 ∂x ∂y

Changing variables: the chain rule


If φ = f ( x, y, . . .) and the variables x, y, . . . are functions of independent variables u, v, . . . then

∂φ ∂φ ∂x ∂φ ∂y
= + + ···
∂u ∂x ∂u ∂y ∂u
∂φ ∂φ ∂x ∂φ ∂y
= + + ···
∂v ∂x ∂v ∂y ∂v
etc.

18
Changing variables in surface and volume integrals – Jacobians
If an area A in the x, y plane maps into an area A 0 in the u, v plane then

∂x ∂x

Z Z ∂u ∂v
f ( x, y) dx dy = f (u, v) J du dv where J =

A A0 ∂y ∂y

∂u ∂v
∂( x, y)
The Jacobian J is also written as . The corresponding formula for volume integrals is
∂(u, v)

∂x ∂x ∂x

∂u ∂v ∂w

Z Z ∂y ∂y ∂y
f ( x, y, z) dx dy dz = f (u, v, w) J du dv dw where now J =

V V0 ∂u ∂v ∂w

∂z ∂z ∂z

∂u ∂v ∂w

14. Fourier Series and Transforms

Fourier series
If y( x) is a function defined in the range −π ≤ x ≤ π then
M M0
y( x) ≈ c0 + ∑ cm cos mx + ∑ sm sin mx
m=1 m=1

where the coefficients are


1
Z π
c0 = y( x) dx
2π −π
1
Z π
cm = y( x) cos mx dx (m = 1, . . . , M)
π −π
1
Z π
sm = y( x) sin mx dx (m = 1, . . . , M 0 )
π −π
with convergence to y( x) as M, M 0 → ∞ for all points where y( x) is continuous.

Fourier series for other ranges


Variable t, range 0 ≤ t ≤ T, (i.e., a periodic function of time with period T, frequency ω = 2π/ T).
y(t) ≈ c0 + ∑ cm cos mωt + ∑ sm sin mωt
where
ω T ω T ω T
Z Z Z
c0 = y(t) dt, cm = y(t) cos mωt dt, sm = y(t) sin mωt dt.
2π 0 π 0 π 0
Variable x, range 0 ≤ x ≤ L,
2mπx 2mπx
y( x) ≈ c0 + ∑ cm cos + ∑ sm sin
L L
where
1 L 2 L 2mπx 2 L 2mπx
Z Z Z
c0 = y( x) dx, cm = y( x) cos dx, sm = y( x) sin dx.
L 0 L 0 L L 0 L

19
Fourier series for odd and even functions
If y( x) is an odd (anti-symmetric) function [i.e., y(− x) = − y( x)] defined in the range −π ≤ x ≤ π, then only
2 π
Z
sines are required in the Fourier series and s m = y( x) sin mx dx. If, in addition, y( x) is symmetric about
π 0
4 π/ 2
Z
x = π/2, then the coefficients s m are given by sm = 0 (for m even), s m = y( x) sin mx dx (for m odd). If
π 0
y( x) is an even (symmetric) function [i.e., y(− x) = y( x)] defined in the range −π ≤ x ≤ π, then only constant
1 π 2 π
Z Z
and cosine terms are required in the Fourier series and c 0 = y( x) dx, cm = y( x) cos mx dx. If, in
π 0 π 0
π
addition, y( x) is anti-symmetric about x = , then c0 = 0 and the coefficients c m are given by cm = 0 (for m even),
2
4 π/ 2
Z
cm = y( x) cos mx dx (for m odd).
π 0
[These results also apply to Fourier series with more general ranges provided appropriate changes are made to the
limits of integration.]

Complex form of Fourier series


If y( x) is a function defined in the range −π ≤ x ≤ π then
M
1 π
Z
y( x) ≈ ∑ Cm eimx , Cm =
2π −π
y( x) e−imx dx
−M

with m taking all integer values in the range ± M. This approximation converges to y( x) as M → ∞ under the same
conditions as the real form.
For other ranges the formulae are:
Variable t, range 0 ≤ t ≤ T, frequency ω = 2π/ T,

ω
Z T
y(t) = ∑ Cm e imω t
, Cm =
2π 0
y(t) e−imωt dt.
−∞

Variable x0 , range 0 ≤ x0 ≤ L,

1
Z L
∑ Cm e i2mπx0 / L
y( x0 ) e−i2mπx / L dx0 .
0 0
y( x ) = , Cm =
−∞ L 0

Discrete Fourier series


If y( x) is a function defined in the range −π ≤ x ≤ π which is sampled in the 2N equally spaced points x n =
nx/ N [n = −( N − 1) . . . N ], then
y( xn ) = c0 + c1 cos xn + c2 cos 2xn + · · · + c N −1 cos( N − 1) xn + c N cos Nxn
+ s1 sin xn + s2 sin 2xn + · · · + s N −1 sin ( N − 1) xn + s N sin Nxn
where the coefficients are
1
2N ∑
c0 = y( xn )
1
N∑
cm = y( xn ) cos mxn (m = 1, . . . , N − 1)
1
2N ∑
cN = y( xn ) cos Nxn
1
N∑
sm = y( xn ) sin mxn (m = 1, . . . , N − 1)
1
2N ∑
sN = y( xn ) sin Nxn

each summation being over the 2N sampling points x n .

20
Fourier transforms
If y( x) is a function defined in the range −∞ ≤ x ≤ ∞ then the Fourier transform b
y(ω) is defined by the equations
1
Z ∞ Z ∞
y(t) = y(ω) eiωt dω,
b by(ω) = y(t) e−iωt dt.
2π −∞ −∞
If ω is replaced by 2π f , where f is the frequency, this relationship becomes
Z ∞ Z ∞
y(t) = by( f ) ei2π f t d f , by( f ) = y(t) e−i2π f t dt.
−∞ −∞
If y(t) is symmetric about t = 0 then
1 ∞
Z Z ∞
y(t) = by(ω) cos ωt dω, by(ω) = 2 y(t) cos ωt dt.
π 0 0
If y(t) is anti-symmetric about t = 0 then
1 ∞
Z Z ∞
y(t) = by(ω) sin ωt dω, by(ω) = 2 y(t) sin ωt dt.
π 0 0

Specific cases


y(t) = a, |t| ≤ τ sin ωτ
(‘Top Hat’), by(ω) = 2a ≡ 2aτ sinc (ωτ )
= 0, |t| > τ ω
sin ( x)
where sinc( x) =
x

  
y(t) = a(1 − |t|/τ ), |t| ≤ τ 2a 2 ωτ
(‘Saw-tooth’), by(ω) = ( 1 − cos ωτ ) = aτ sinc
= 0, |t| > τ ω2 τ 2

√ 
y(t) = exp(−t2 /t20 ) (Gaussian), by(ω) = t0 π exp −ω2 t20 /4

y(t) = f (t) eiω0 t (modulated function), by(ω) = bf (ω − ω0 )


∞ ∞
y(t) = ∑ δ (t − mτ ) (sampling function) by(ω) = ∑ δ (ω − 2πn/τ )
m =− ∞ n =− ∞

21
Convolution theorem
Z ∞ Z ∞
If z(t) = x(τ ) y(t − τ ) dτ = x(t − τ ) y(τ ) dτ ≡ x(t) ∗ y(t) then x(ω) by(ω).
bz (ω) = b
−∞ −∞

Conversely, xcy = b
x ∗ by.

Parseval’s theorem
∞ 1 ∞
Z Z
y∗ (t) y(t) dt = by∗ (ω) by(ω) dω (if b
y is normalised as on page 21)
−∞ 2π −∞

Fourier transforms in two dimensions


Z
b (k) =
V V (r ) e−ik·r d2 r
Z ∞
= 2πrV (r) J0 (kr) dr if azimuthally symmetric
0

Examples
Fourier transforms in three dimensions
Z V (r ) b (k)
V
b (k) =
V V (r ) e−ik·r d3 r
1 1
4π ∞ 4πr k2
Z
= V (r) r sin kr dr if spherically symmetric
k 0 e− λ r 1
1 4πr k + λ2
2
Z
V (r ) = b (k) eik·r d3 k
V
(2π)3 ∇V (r ) ikVb (k)
∇ 2 V (r ) −k2 Vb (k)

22
15. Laplace Transforms

If y(t) is a function defined for t ≥ 0, the Laplace transform y(s) is defined by the equation
Z ∞
y(s) = L{ y(t)} = e−st y(t) dt
0

Function y(t) (t > 0) Transform y(s)

δ (t) 1 Delta function


1
θ (t) Unit step function
s
n!
tn
sn+1
r
1 1 π
t /2
2 s3
r
1 π
t− /2
s
1
e− at
(s + a)
ω
sin ωt
(s2 + ω2
s
cos ωt
(s2 + ω2 )
ω
sinh ωt
(s2 − ω2 )
s
cosh ωt
(s2 − ω2 )
e− at y(t) y( s + a )
y(t − τ ) θ (t − τ ) e − sτ y ( s )
dy
ty(t) −
ds
dy
sy(s) − y(0)
dt
   
dn y n n−1 n−2 dy dn−1 y
s y( s ) − s y(0) − s ···−
dtn dt 0 dtn−1 0
Z t y( s )
y(τ ) dτ
0 s

t

Z
x(τ ) y(t − τ ) dτ 


0
x ( s ) y( s ) Convolution theorem
Z t 

x(t − τ ) y(τ ) dτ 

0

[Note that if y(t) = 0 for t < 0 then the Fourier transform of y(t) is by(ω) = y(iω).]

23
16. Numerical Analysis

Finding the zeros of equations


If the equation is y = f ( x) and x n is an approximation to the root then either
f ( xn )
xn+1 = xn − 0 . (Newton)
f ( xn )
xn − xn−1
or, xn+1 = xn − f ( xn ) (Linear interpolation)
f ( xn ) − f ( xn−1 )
are, in general, better approximations.

Numerical integration of differential equations


dy
If = f ( x, y) then
dx
yn+1 = yn + h f ( xn , yn ) where h = xn+1 − xn (Euler method)

Putting y∗n+1 = yn + h f ( xn , yn ) (improved Euler method)


h[ f ( xn , yn ) + f ( xn+1 , y∗n+1 )]
then yn+1 = yn +
2

Central difference notation


If y( x) is tabulated at equal intervals of x, where h is the interval, then δy n+1/2 = yn+1 − yn and
δ2 yn = δyn+1/2 − δyn−1/2

Approximating to derivatives
 
dy yn+1 − yn yn − yn−1 δy 1 + δyn− 1/2
≈ ≈ ≈ n+ /2 where h = xn+1 − xn
dx n h h 2h
 
d2 y yn+1 − 2yn + yn−1 δ2 y n
≈ =
dx2 n h2 h2

Interpolation: Everett’s formula


1 2 1
y( x) = y( x0 + θ h) ≈ θ y0 + θ y1 + θ (θ − 1)δ2 y0 + θ (θ 2 − 1)δ2 y1 + · · ·
3! 3!
where θ is the fraction of the interval h (= x n+1 − xn ) between the sampling points and θ = 1 − θ. The first two
terms represent linear interpolation.

Numerical evaluation of definite integrals

Trapezoidal rule

The interval of integration is divided into n equal sub-intervals, each of width h; then
Z b  
1 1
f ( x) dx ≈ h c f ( a) + f ( x1 ) + · · · + f ( x j ) + · · · + f (b)
a 2 2
where h = (b − a)/n and x j = a + jh.

Simpson’s rule

The interval of integration is divided into an even number (say 2n) of equal sub-intervals, each of width h =
(b − a)/2n; then
Z b
h 
f ( x) dx ≈ f ( a) + 4 f ( x1 ) + 2 f ( x2 ) + 4 f ( x3 ) + · · · + 2 f ( x2n−2 ) + 4 f ( x2n−1 ) + f (b)
a 3

24
Gauss’s integration formulae

Z 1 n
These have the general form y( x) dx ≈ ∑ ci y( xi )
−1 1
For n = 2 : xi = ±0·5773; c i = 1, 1 (exact for any cubic).
For n = 3 : xi = −0·7746, 0·0, 0·7746; c i = 0·555, 0·888, 0·555 (exact for any quintic).

17. Treatment of Random Errors


1
Sample mean x= ( x1 + x2 + · · · xn )
n
Residual: d=x−x
1
Standard deviation of sample: s = √ (d21 + d22 + · · · d2n )1/2
n
1
Standard deviation of distribution: σ ≈ √ (d21 + d22 + · · · d2n )1/2
n−1
σ 1
Standard deviation of mean: σm = √ = q (d21 + d22 + · · · d2n )1/2
n n ( n − 1)
 1 / 2
1 1 2
=q ∑ x2i −
n ∑ xi
n ( n − 1)

Result of n measurements is quoted as x ± σ m .

Range method
A quick but crude method of estimating σ is to find the range r of a set of n readings, i.e., the difference between
the largest and smallest values, then
r
σ≈ √ .
n
This is usually adequate for n less than about 12.

Combination of errors
If Z = Z ( A, B, . . .) (with A, B, etc. independent) then
 2  2
∂Z ∂Z
(σ Z )2 = σA + σB + · · ·
∂A ∂B
So if
(i) Z = A ± B ± C, (σ Z )2 = (σ A )2 + (σ B )2 + (σC )2
 σ 2  σ  2  σ  2
Z A B
(ii) Z = AB or A/ B, = +
Z A B
σZ σ
(iii) Z = Am , =m A
Z A
σA
(iv) Z = ln A, σZ =
A
σZ
(v) Z = exp A, = σA
Z

25
18. Statistics

Mean and Variance


A random variable X has a distribution over some subset x of the real numbers. When the distribution of X is
discrete, the probability that X = x i is Pi . When the distribution is continuous, the probability that X lies in an
interval δx is f ( x)δx, where f ( x) is the probability density function.
Z
Mean µ = E( X ) = ∑ Pi xi or x f ( x) dx.
Z
Variance σ 2 = V ( X ) = E[( X − µ )2 ] = ∑ Pi (xi − µ )2 or ( x − µ )2 f ( x) dx.

Probability distributions
2 x Z
2
Error function: erf( x) = √ e− y dy
π 0
 
n x n− x
Binomial: f ( x) = p q where q = (1 − p), µ = np, σ 2 = npq, p < 1.
x
µ x −µ
Poisson: f ( x) = e , and σ 2 = µ
x!
 
1 ( x − µ )2
Normal: f ( x) = √ exp −
σ 2π 2σ 2

Weighted sums of random variables


If W = aX + bY then E(W ) = aE( X ) + bE(Y ). If X and Y are independent then V (W ) = a 2 V ( X ) + b2 V (Y ).

Statistics of a data sample x 1 , . . . , xn


1
Sample mean x =
n ∑ xi
 
1 1
Sample variance s =
n
2
∑( x i − x ) 2
=
n∑ i
x2 − x2 = E( x2 ) − [E( x)]2

Regression (least squares fitting)


To fit a straight line by least squares to n pairs of points ( x i , yi ), model the observations by y i = α + β( xi − x) + i ,
where the i are independent samples of a random variable with zero mean and variance σ 2 .
1 1 1
Sample statistics: s 2x =
n ∑( x i − x ) 2 , s2y =
n ∑ ( y i − y) 2 , s2xy =
n ∑(xi − x)( yi − y).
s2xy n
Estimators: α b=
b = y, β ; E(Y at x) = α b ( x − x); σb 2 =
b+β (residual variance),
s2x n−2
1 s4
where residual variance = ∑{ yi − α b ( xi − x)}2 = s2 − xy .
b −β y
n s2x

b2
b are σ σb 2
b and β
Estimates for the variances of α and 2 .
n ns x

s2xy
Correlation coefficient: ρ
b=r= .
sx s y

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