MATHEMATICAL FORMULAE

1 Vector Algebra
a = a1 i + a2 j + a3 k = (a1 , a2 , a3 )

Scalar(Dot) Product a · b = a1 b1 + a2 b2 + a3 b3

Vector (Cross) Product

i j k
a×b= a1 a2 a3 = (a2 b3 − a3 b2 )i + (a3 b1 − a1 b3 )j + (a1 b2 − a2 b1 )k.
b1 b2 b3

Triple vector product a × (b × c) = (a · c)b − (a · b)c

Triple scalar product

a1 a2 a3
a · (b × c) = b · (c × a) = b1 b2 b3 = a1 b2 c3 + a2 b3 c1 + a3 b1 c2 − a1 b3 c2 − a2 b1 c3 − a3 b2 c1
c1 c2 c3

2 Series
n(n − 1) 2 n(n − 1)(n − 2) 3 n(n − 1)(n − 2) · · · (n − r + 1) r
(1+x)n = 1+nx+ x + x +...+ x + . . . (n arbitrary , |x| < 1)
2! 3! r!

x2 xr
ex = 1 + x + + ... + + ... for all x
2! r!
x2 x3 xr
ln(1 + x) = x − + − . . . + (−1)r+1 + ... for − 1 < x ≤ 1
2 3 r
x2 x4 (−1)r x2r
cos x = 1 − + − ... + + ... for all x
2! 4! (2r)!
x3 x5 (−1)r x2r+1
sin x = x − + − ... + + ... for all x
3! 5! (2r + 1)!

3 Trigonometric Identities and Hyperbolic Functions

sin(A + B) = sin A cos B + sin B cos A , cos(A + B) = cos A cos B − sin A sin B

cos(iz) = cosh z , cosh(iz) = cos z , sin(iz) = i sinh(z) , sinh(iz) = i sin z

eix = cos(x) + i sin(x)

1 1
cos(x) cos(y) = cos(x − y) + cos(x + y)
2 2
 
p b
a cos x + b sin(x) = c cos(x + θ) where c= a2 + b2 and θ = tan−1 −
a

1
4 Differential Calculus
1. Leibnitz’ Formula: Dn (f g) =
     
n n n−1 n n−2 2 n
D fg+ D f Dg + D f D g + ··· + Dn−r f Dr g + · · · + f Dn g
1 2 r
 
n n(n − 1)(n − 2) · · · (n − r + 1)
where = .
r r!

2. Taylor expansion of f (x) about the point x = a

f 00 (a) f 000 (a) f (n) (a)

f (x) = f (a) + f 0 (a)(x − a) + (x − a)2 + (x − a)3 + · · · + (x − a)n + Rn (x)
2! 3! n!
where
(x − a)n+1 (n+1)
Rn (x) = f (c), a<c<x
(n + 1)!
Putting x = a + h gives the form

h2 00 h3
f (a + h) = f (a) + hf 0 (a) + f (a) + f 000 (a) + . . .
2! 3!
3. Taylor expansion of f (x, y) about the point (a, b):
   2
1 ∂ ∂ 1 ∂ ∂
f (x, y) = f (a, b) + (x − a) + (y − b) f (a, b) + (x − a) + (y − b) f (a, b) + · · ·
1! ∂x ∂y 2! ∂x ∂y

4. Chain rule for partial derivatives: f = f (x, y)

(i) If x = x(t) and y = y(t) then f = F (t) and
dF ∂f dx ∂f dy
= +
dt ∂x dt ∂y dt

(ii) If x and y are expressed in terms of new variables u and v by x(u, v) and y(u, v) then f = F (u, v) and
∂F ∂f ∂x ∂f ∂y ∂F ∂f ∂x ∂f ∂y
= + , and = +
∂u ∂x ∂u ∂y ∂u ∂v ∂x ∂v ∂y ∂v

(iii) If y = y(x) then f = F (x) and

dF ∂f ∂f dy
= +
dx ∂x ∂y dx
5. Stationary points of f (x, y) occur where fx = 0 and fy = 0. Let (a, b) be a stationary point, and consider
D = fxx (a, b)fyy (a, b) − [fxy (a, b)]2 . Then
(a) If D > 0 and fxx (a, b) < 0, then (a, b) is a maximum;
(b) If D > 0 and fxx (a, b) > 0, then (a, b) is a minimum;
(c) If D < 0 then (a, b) is a saddle point;
(d) if D = 0 , more information is required.
6. Differential Equations
ˆ 
dy
(i) The first order linear equation + p(x)y = r(x) has an integrating factor I(x) = exp p(x) dx which
dx
d
allows one to write the DE in the form (I(x)y) = I(x)r(x).
dx
dy ∂P ∂Q
(ii) The first-order equation P (x, y) + Q(x, y) = 0 is exact if = .
dx ∂x ∂y

2
5 Integral Calculus
1. An important substitution: tan(θ/2) = t ; then

2t 1 − t2 2 dt
sin θ = , cos θ = , dθ = .
1 + t2 1 + t2 1 + t2

2. ˆ
dx −1 x
 
= sin , |x| < a .
(a2 − x2 )1/2 a

3.
ˆ "  2 1/2 #
dx −1 x
  x x
= sinh = ln + +1 .
(a2 + x2 )1/2 a a a2

4.
ˆ "  2 1/2 #
dx −1 x
  x x
= cosh = ln + −1 .
(x2 − a2 )1/2 a a a2

5. ˆ  
dx 1 x
= tan−1 .
a2 + x2 a a

6 Fourier Series
The following formulae assume that f (x) satisfies the Dirichlet conditions and is periodic with period T , i.e.
f (x + T ) = f (x). The general Fourier Series for f (x) is

∞     
1 X 2nπx 2nπx
f (x) = a0 + an cos + bn sin
2 n=1
T T

where
ˆ T /2   ˆ T /2  
2 2nπx 2 2nπx
an = f (x) cos dx , bn = f (x) sin dx , n = 0, 1, 2, 3, . . .
T −T /2 T T −T /2 T

The series converges to f (x) at points of continuity and to the mean value 12 (f (x+ ) + f (x− )) at points where f (x)
is discontinuous.

The complex form of the Fourier series is

∞ ˆ T /2
X 1
f (x) = cn e i2πnx/T
, where cn = f (x)e−i2nπx/T dx for every integer n.
n=−∞
T −T /2

Parseval’s Theorem: If the complex Fourier series of the T -periodic function f (x) has coefficients cn , and the real
Fourier series of f (x) has coefficients an and bn , then

ˆ T /2 ∞ ˆ T /2 ∞
1 X 2 1 2 X 2
f 2 (x) dx = |cn |2 . and f 2 (x) dx = a0 + an + b2n .
T −T /2 n=−∞
T −T /2 2 n=1

3
7 Fourier Transforms
The following formulae assume that g(t) and f (t) are the sum of one or more components that obey the Dirichlet
conditions. The Fourier transform pair is

ˆ ∞ ˆ ∞
−iωt 1
G(ω) = g(t)e dt , ⇐⇒ g(t) = G(ω)eiωt dω ,
−∞ 2π −∞

where G(ω) = F [g(t)] is the Fourier transform of g(t), while g(t) = F −1 [G(ω)] is the inverse Fourier transform of
G(ω).
ˆ ∞ ˆ ∞
The Dirac delta function δ(t) satisfies δ(t)dt = 1, f (t)δ(t − a)dt = f (a)
−∞ −∞

For a periodic function f (t) with angular frequency ω0 , and complex Fourier series as given,

∞
X ∞
X
f (t) = Fn einω0 t =⇒ F [f (t)] = F (ω) = 2π Fn δ(ω − nω0 ) .
n=−∞ n=−∞

Time/Frequency-shift: If F [f (t)] = F (ω) then F[f (t − t0 )] = e−iωt0 F (ω) and F eiω0 t f (t) = F (ω − ω0 ) .
 

Symmetry/Duality property: F [g(t)] = G(ω) ⇐⇒ F [G(t)] = 2πg(−ω)

F [cos(ω0 t)] = π[δ(ω − ω0 ) + δ(ω + ω0 )]

8 Laplace Transforms

f (t) L[f (t)] = f¯(s) f (t) L[f (t)] = f¯(s)

1 1
1 , Re(s) > 0 eat , Re(s) > a
s s−a

n! e−as
tn , n = 1, 2, 3, . . . , Re(s) > 0 H(t − a) , Re(s) > 0
sn+1 s
a s
sin(at) , Re(s) > 0 cos(at) , Re(s) > 0
s2 + a2 s2 + a2

eat f (t) f¯(s − a) f (t − a)H(t − a) e−as f¯(s)

df d2 f df
sf¯(s) − f (0) s2 f¯(s) − sf (0) − (0)
dt dt2 dt
ˆ t
δ(t − a) e−as , a>0 f (u)g(t − u) du f¯(s)ḡ(s)
0