Processing math: 28%
The primitive function F(x) of f(x) obeys the rule F′(x)=f(x). With
F(x) the primitive of f(x) holds for the definite integral
b∫af(x)dx=F(b)−F(a)
If u=f(x) holds:
b∫ag(f(x))df(x)=f(b)∫f(a)g(u)du
Partial integration: with F and G the primitives of f and g
holds:
∫f(x)⋅g(x)dx=f(x)G(x)−∫G(x)df(x)dxdx
A derivative can be brought under the intergral sign (see section 1.8.3 for the required conditions):
ddy[x=h(y)∫x=g(y)f(x,y)dx]=x=h(y)∫x=g(y)∂f(x,y)∂ydx−f(g(y),y)dg(y)dy+f(h(y),y)dh(y)dy
The arc length ℓ of a curve y(x) is given by:
ℓ=∫√1+(dy(x)dx)2dx
The arc length ℓ of a parameter curve F(→x(t)) is:
ℓ=∫Fds=∫F(→x(t))|˙→x(t)|dt
with
→t=d→xds=˙→x(t)|˙→x(t)| , |→t |=1
∫(→v,→t)ds=∫(→v,˙→t(t))dt=∫(v1dx+v2dy+v3dz)
The surface A of a solid of revolution is:
A=2π∫y√1+(dy(x)dx)2dx
The volume V of a solid of revolution is:
V=π∫f2(x)dx
Every rational function P(x)/Q(x) where P and Q are polynomials can be
written as a linear combination of functions of the type (x−a)k with
k∈Z, and of functions of the type
px+q((x−a)2+b2)n
with b>0 and n∈IN. So:
p(x)(x−a)n=n∑k=1Ak(x−a)k , p(x)((x−b)2+c2)n=n∑k=1Akx+B((x−b)2+c2)k
Recurrent relation: for n≠0 holds:
∫dx(x2+1)n+1=12nx(x2+1)n+2n−12n∫dx(x2+1)n
Elliptic functions can be written as a power series as follows:
√1−k2sin2(x)=1−∞∑n=1(2n−1)!!(2n)!!(2n−1)k2nsin2n(x)
1√1−k2sin2(x)=1+∞∑n=1(2n−1)!!(2n)!!k2nsin2n(x)
with n!!=n(n−2)!!.
The gamma function Γ(y) is defined by:
Γ(y)=∞∫0e−xxy−1dx
One can derive that Γ(y+1)=yΓ(y)=y!. This is a way to define
faculties for non-integers. Further one can derive that
Γ(n+12)=√π2n(2n−1)!! and Γ(n)(y)=∞∫0e−xxy−1lnn(x)dx
The betafunction β(p,q) is defined by:
β(p,q)=1∫0xp−1(1−x)q−1dx
with p and q >0. The beta and gamma functions are related by the
following equation:
β(p,q)=Γ(p)Γ(q)Γ(p+q)
The delta function δ(x) is an infinitely thin peak function with
surface 1. It can be defined by:
δ(x)=lim
Some properties are:
\int\limits_{-\infty}^\infty\delta(x)dx=1~~,~~~
\int\limits_{-\infty}^\infty F(x)\delta(x)dx=F(0)
When solving goniometric integrals it can be useful to change variables. The
following holds if one defines \tan(\frac{1}{2}x):=t:
dx=\frac{2dt}{1+t^2}~,~~\cos(x)=\frac{1-t^2}{1+t^2}~,~~\sin(x)=\frac{2t}{1+t^2}
Each integral of the type \int R(x,\sqrt{ax^2+bx+c})dx can be converted into
one of the types that were treated in section 3.1.3.
After this conversion one can substitute in the integrals of the type:
\begin{eqnarray*}
\int R(x,\sqrt{x^2+1})dx&~:~~&x=\tan(\varphi) ~,dx=\frac{d\varphi}{\cos(\varphi)} ~~\mbox{or}~~\sqrt{x^2+1}=t+x\\
\int R(x,\sqrt{1-x^2})dx&~:~~&x=\sin(\varphi) ~,dx=\cos(\varphi)d\varphi ~~\mbox{or}~~\sqrt{1-x^2}=1-tx\\
\int R(x,\sqrt{x^2-1})dx&~:~~&x=\frac{1}{\cos(\varphi)}~,dx=\frac{\sin(\varphi)}{\cos^2(\varphi)}d\varphi~~\mbox{or}~~\sqrt{x^2-1}=x-t
\end{eqnarray*}
These definite integrals are easily solved:
\int\limits_0^{\pi/2}\cos^n(x)\sin^m(x)dx=\frac{(n-1)!!(m-1)!!}{(m+n)!!}\cdot
\left\{\begin{array}{l}
\pi/2\;\;\mbox{when $m$ and $n$ are both even}\\
1\;\;\;\;\mbox{in all other cases}
\end{array}\right.
Some important integrals are:
\int\limits_0^\infty\frac{xdx}{{\rm e}^{ax}+1}=\frac{\pi^2}{12a^2}~~,~~
\int\limits_{-\infty}^\infty\frac{x^2dx}{({\rm e}^x+1)^2}=\frac{\pi^2}{3}~~,~~
\int\limits_0^\infty\frac{x^3dx}{{\rm e}^x-1}=\frac{\pi^4}{15}
The partial derivative with respect to x of a function f(x,y) is defined by:
\left(\frac{\partial f}{\partial x}\right)_{x_0}=\lim_{h\rightarrow0}\frac{f(x_0+h,y_0)-f(x_0,y_0)}{h}
The directional derivative in the direction of \alpha is defined by:
\frac{\partial f}{\partial\alpha}=\lim_{r\downarrow0}\frac{f(x_0+r\cos(\alpha),y_0+r\sin(\alpha))-f(x_0,y_0)}{r}=
(\vec{\nabla}f,(\sin\alpha,\cos\alpha))=\frac{\nabla f\cdot\vec{v}}{|\vec{v}|}
When one changes to coordinates f(x(u,v),y(u,v)) holds:
\frac{\partial f}{\partial u}=\frac{\partial f}{\partial x}\frac{\partial x}{\partial u}+\frac{\partial f}{\partial y}\frac{\partial y}{\partial u}
If x(t) and y(t) depend only on one parameter t holds:
\frac{\partial f}{\partial t}=\frac{\partial f}{\partial x}\frac{dx}{dt}+\frac{\partial f}{\partial y}\frac{dy}{dt}
The total differential df of a function of 3 variables is given by:
df=\frac{\partial f}{\partial x}dx+\frac{\partial f}{\partial y}dy+\frac{\partial f}{\partial z}dz
So
\frac{df}{dx}=\frac{\partial f}{\partial x}+\frac{\partial f}{\partial y}\frac{dy}{dx}+\frac{\partial f}{\partial z}\frac{dz}{dx}
The tangent in point \vec{x}_0 at the surface f(x,y)=0 is given by
the equation f_x(\vec{x}_0)(x-x_0)+f_y(\vec{x}_0)(y-y_0)=0.
The tangent plane in \vec{x}_0 is given by:
f_x(\vec{x}_0)(x-x_0)+f_y(\vec{x}_0)(y-y_0)=z-f(\vec{x}_0).
A function of two variables can be expanded as follows in a Taylor series:
f(x_0+h,y_0+k)=\sum\limits_{p=0}^n \frac{1}{p!}
\left(h\frac{\partial^p}{\partial x^p}+k\frac{\partial^p}{\partial y^p}\right)f(x_0,y_0)+R(n)
with R(n) the residual error and
\left(h\frac{\partial^p}{\partial x^p}+k\frac{\partial^p}{\partial y^p}\right)f(a,b)=\sum\limits_{m=0}^p{p\choose m}
h^mk^{p-m}\frac{\partial^pf(a,b)}{\partial x^m\partial y^{p-m}}
When f is continuous on a compact boundary V there exists a global
maximum and a global minumum for f on this boundary. A boundary is called
compact if it is limited and closed.
Possible extrema of f(x,y) on a boundary V\in I\hspace{-1mm}R^2 are:
- Points on V where f(x,y) is not differentiable,
- Points where \vec{\nabla}f=\vec{0},
- If the boundary V is given by \varphi(x,y)=0, than all points where
\vec{\nabla}f(x,y)+\lambda\vec{\nabla}\varphi(x,y)=0 are possible
for extrema. This is the multiplicator method of Lagrange, \lambda
is called a multiplicator.
The same as in I\hspace{-1mm}R^2 holds in I\hspace{-1mm}R^3 when the area to be searched is
constrained by a compact V, and V is defined by \varphi_1(x,y,z)=0 and
\varphi_2(x,y,z)=0 for extrema of f(x,y,z) for points (1) and (2).
Point (3) is rewritten as follows: possible extrema are points where
\vec{\nabla}f(x,y,z)+\lambda_1\vec{\nabla}\varphi_1(x,y,z)+\lambda_2\vec{\nabla}\varphi_2(x,y,z)=0.
In cartesian coordinates (x,y,z) holds:
\begin{eqnarray*}
\vec{\nabla} &=&\frac{\partial}{\partial x}\vec{e}_{x}+\frac{\partial}{\partial y}\vec{e}_{y}+\frac{\partial}{\partial z}\vec{e}_{z}\\
{\rm grad}f &=&\frac{\partial f}{\partial x}\vec{e}_{x}+\frac{\partial f}{\partial y}\vec{e}_{y}+\frac{\partial f}{\partial z}\vec{e}_{z}\\
{\rm div}~\vec{a}&=&\frac{\partial a_x}{\partial x}+\frac{\partial a_y}{\partial y}+\frac{\partial a_z}{\partial z}\\
{\rm curl}~\vec{a}&=&\left(\frac{\partial a_z}{\partial y}-\frac{\partial a_y}{\partial z}\right)\vec{e}_{x}+
\left(\frac{\partial a_x}{\partial z}-\frac{\partial a_z}{\partial x}\right)\vec{e}_{y}+
\left(\frac{\partial a_y}{\partial x}-\frac{\partial a_x}{\partial y}\right)\vec{e}_{z}\\
\nabla^2 f &=&\frac{\partial^2f}{\partial x^2}+\frac{\partial^2f}{\partial y^2}+\frac{\partial^2f}{\partial z^2}
\end{eqnarray*}
In cylindrical coordinates (r,\varphi,z) holds:
\begin{eqnarray*}
\vec{\nabla} &=&\frac{\partial}{\partial r}\vec{e}_{r}+\frac{1}{r}\frac{\partial}{\partial\varphi}\vec{e}_{\varphi}+\frac{\partial}{\partial z}\vec{e}_{z}\\
{\rm grad}f &=&\frac{\partial f}{\partial r}\vec{e}_{r}+\frac{1}{r}\frac{\partial f}{\partial\varphi}\vec{e}_{\varphi}+\frac{\partial f}{\partial z}\vec{e}_{z}\\
{\rm div}~\vec{a}&=&\frac{\partial a_r}{\partial r}+\frac{a_r}{r}+\frac{1}{r}\frac{\partial a_\varphi}{\partial\varphi}+\frac{\partial a_z}{\partial z}\\
{\rm curl}~\vec{a}&=&\left(\frac{1}{r}\frac{\partial a_z}{\partial\varphi}-\frac{\partial a_\varphi}{\partial z}\right)\vec{e}_{r}+
\left(\frac{\partial a_r}{\partial z}-\frac{\partial a_z}{\partial r}\right)\vec{e}_{\varphi}+
\left(\frac{\partial a_\varphi}{\partial r}+\frac{a_\varphi}{r}-\frac{1}{r}\frac{\partial a_r}{\partial\varphi}\right)\vec{e}_{z}\\
\nabla^2 f &=&\frac{\partial^2f}{\partial r^2}+\frac{1}{r}\frac{\partial f}{\partial r}+\frac{1}{r^2}\frac{\partial^2f}{\partial\varphi^2}+\frac{\partial^2f}{\partial z^2}
\end{eqnarray*}
In spherical coordinates (r,\theta,\varphi) holds:
\begin{eqnarray*}
\vec{\nabla} &=&\frac{}\partial{\partial r}\vec{e}_{r}+\frac{1}{r}\frac{\partial}{\partial\theta}\vec{e}_{\theta}+\frac{1}{r\sin\theta}\frac{\partial}{\partial\varphi}\vec{e}_{\varphi}\\
{\rm grad}f &=&\frac{\partial f}{\partial r}\vec{e}_{r}+\frac{1}{r}\frac{\partial f}{\partial\theta}\vec{e}_{\theta}+\frac{1}{r\sin\theta}\frac{\partial f}{\partial\varphi}\vec{e}_{\varphi}\\
{\rm div}~\vec{a}&=&\frac{\partial a_r}{\partial r}+\frac{2a_r}{r}+\frac{1}{r}\frac{\partial a_\theta}{\partial\theta}+\frac{a_\theta}{r\tan\theta}+\frac{1}{r\sin\theta}\frac{\partial a_\varphi}{\partial\varphi}\\
{\rm curl}~\vec{a}&=&\left(\frac{1}{r}\frac{\partial a_\varphi}{\partial\theta}+\frac{a_\theta}{r\tan\theta}-\frac{1}{r\sin\theta}\frac{\partial a_\theta}{\partial\varphi}\right)\vec{e}_{r}+
\left(\frac{1}{r\sin\theta}\frac{\partial a_r}{\partial\varphi}-\frac{\partial a_\varphi}{\partial r}-\frac{a_\varphi}{r}\right)\vec{e}_{\theta}+
\left(\frac{\partial a_\theta}{\partial r}+\frac{a_\theta}{r}-\frac{1}{r}\frac{\partial a_r}{\partial\theta}\right)\vec{e}_{\varphi}\\
\nabla^2 f &=&\frac{\partial^2f}{\partial r^2}+\frac{2}{r}\frac{\partial f}{\partial r}+\frac{1}{r^2}\frac{\partial^2f}{\partial\theta^2}+\frac{1}{r^2\tan\theta}\frac{\partial f}{\partial\theta}+\frac{1}{r^2\sin^2\theta}\frac{\partial^2f}{\partial\varphi^2}
\end{eqnarray*}
General orthonormal curvilinear coordinates (u,v,w) can be derived from
cartesian coordinates by the transformation \vec{x}=\vec{x}(u,v,w). The unit
vectors are given by:
\vec{e}_{u}=\frac{1}{h_1}\frac{\partial\vec{x}}{\partial u}~,~~ \vec{e}_{v}=\frac{1}{h_2}\frac{\partial\vec{x}}{\partial v}~,~~
\vec{e}_{w}=\frac{1}{h_3}\frac{\partial\vec{x}}{\partial w}
where the terms h_i give normalization to length 1. The differential operators are than given by:
\begin{eqnarray*}
{\rm grad}f &=&\frac{1}{h_1}\frac{\partial f}{\partial u}\vec{e}_{u}+\frac{1}{h_2}\frac{\partial f}{\partial v}\vec{e}_{v}+\frac{1}{h_3}\frac{\partial f}{\partial w}\vec{e}_{w}\\
{\rm div}~\vec{a}&=&\frac{1}{h_1h_2h_3}\left(\frac{\partial}{\partial u}(h_2h_3a_u)+\frac{\partial}{\partial v}(h_3h_1a_v)+\frac{\partial}{\partial w}(h_1h_2a_w)\right)\\
{\rm curl}~\vec{a}&=&\frac{1}{h_2h_3}\left(\frac{\partial(h_3a_w)}{\partial v}-\frac{\partial(h_2a_v)}{\partial w}\right)\vec{e}_{u}+
\frac{1}{h_3h_1}\left(\frac{\partial(h_1a_u)}{\partial w}-\frac{\partial(h_3a_w)}{\partial u}\right)\vec{e}_{v}+
\frac{1}{h_1h_2}\left(\frac{\partial(h_2a_v)}{\partial u}-\frac{\partial(h_1a_u)}{\partial v}\right)\vec{e}_{w}\\
\nabla^2 f &=&\frac{1}{h_1h_2h_3}\left[\frac{\partial}{\partial u}\left(\frac{h_2h_3}{h_1}\frac{\partial f}{\partial u}\right)+
\frac{\partial}{\partial v}\left(\frac{h_3h_1}{h_2}\frac{\partial f}{\partial v}\right)+
\frac{\partial}{\partial w}\left(\frac{h_1h_2}{h_3}\frac{\partial f}{\partial w}\right)\right]
\end{eqnarray*}
Some properties of the \nabla-operator are:
\begin{array}{l@{~~~~~}l@{~~~~~}l}
{\rm div}(\phi\vec{v})=\phi{\rm div}\vec{v}+{\rm grad}\phi\cdot\vec{v}&
{\rm curl}(\phi\vec{v})=\phi{\rm curl}\vec{v}+({\rm grad}\phi)\times\vec{v}&{\rm curl~grad}\phi=\vec{0}\\
{\rm div}(\vec{u}\times\vec{v})=\vec{v}\cdot({\rm curl}\vec{u})-\vec{u}\cdot({\rm curl}\vec{v})&
{\rm curl~curl}\vec{v}={\rm grad~div}\vec{v}-\nabla^2\vec{v}&{\rm div~curl}\vec{v}=0\\
{\rm div~grad}\phi=\nabla^2\phi&\nabla^2\vec{v}\equiv(\nabla^2v_1,\nabla^2v_2,\nabla^2v_3)
\end{array}
Here, \vec{v} is an arbitrary vectorfield and \phi an arbitrary scalar field.
Some important integral theorems are:
Gauss: | \displaystyle\int\hspace{-2ex}\int\hspace{-2.8ex}\bigcirc (\vec{v}\cdot\vec{n})d^2A=\int\hspace{-1.5ex}\int\hspace{-1.5ex}\int({\rm div}\vec{v})d^3V |
Stokes for a scalar field: | \displaystyle\oint(\phi\cdot\vec{e}_t)ds=\int\hspace{-1.5ex}\int(\vec{n}\times{\rm grad}\phi)d^2A |
Stokes for a vector field: | \displaystyle\oint(\vec{v}\cdot\vec{e}_t)ds=\iint({\rm curl}\vec{v}\cdot\vec{n})d^2A |
this gives: | \displaystyle\int\hspace{-2ex}\int\hspace{-2.8ex}\bigcirc({\rm curl}\vec{v}\cdot\vec{n})d^2A=0 |
Ostrogradsky: | \displaystyle\int\hspace{-2ex}\int\hspace{-2.8ex}\bigcirc(\vec{n}\times\vec{v})d^2A=\iiint({\rm curl}\vec{v})d^3A |
| \displaystyle\int\hspace{-2ex}\int\hspace{-2.8ex}\bigcirc(\phi\vec{n})d^2A=\int\hspace{-1.5ex}\int\hspace{-1.5ex}\int({\rm grad}\phi)d^3V |
Here the orientable surface \int\hspace{-1mm}\int d^2A is bounded by the Jordan curve s(t).
Let A be a closed curve given by f(x,y)=0, than the surface A inside
the curve in I\hspace{-1mm}R^2 is given by
A=\int\hspace{-1.5ex}\int d^2A=\int\hspace{-1.5ex}\int dxdy
Let the surface A be defined by the function z=f(x,y). The volume V
bounded by A and the xy plane is than given by:
V=\int\hspace{-1.5ex}\int f(x,y)dxdy
The volume inside a closed surface defined by z=f(x,y) is given by:
V=\int\hspace{-1.5ex}\int\hspace{-1.5ex}\int d^3V=\iint f(x,y)dxdy=\int\hspace{-1.5ex}\int\hspace{-1.5ex}\int dxdydz
The expressions d^2A and d^3V transform as follows when one changes
coordinates to \vec{u}=(u,v,w) through the transformation x(u,v,w):
V=\int\hspace{-1.5ex}\int\hspace{-1.5ex}\int f(x,y,z)dxdydz=\int\hspace{-1.5ex}\int\hspace{-1.5ex}\int f(\vec{x}(\vec{u}))\left|\frac{\partial\vec{x}}{\partial\vec{u}}\right|dudvdw
In I\hspace{-1mm}R^2 holds:
\frac{\partial\vec{x}}{\partial\vec{u}}=\left|\begin{array}{cc}x_u&x_v\\ y_u&y_v\end{array}\right|
Let the surface A be defined by z=F(x,y)=X(u,v). Than the volume bounded by
the xy plane and F is given by:
\int\hspace{-1.5ex}\int\limits_Sf(\vec{x})d^2A=\int\hspace{-1.5ex}\int\limits_Gf(\vec{x}(\vec{u}))
\left|\frac{\partial X}{\partial u}\times\frac{\partial X}{\partial v}\right|dudv=
\int\hspace{-1.5ex}\int\limits_Gf(x,y,F(x,y))\sqrt{1+\partial_xF^2+\partial_yF^2}dxdy
The inner product of two functions f(x) and g(x) on the interval [a,b] is given by:
(f,g)=\int\limits_a^bf(x)g(x)dx
or, when using a weight function p(x), by:
(f,g)=\int\limits_a^bp(x)f(x)g(x)dx
The norm \|f\| follows from: \|f\|^2=(f,f). A set functions f_i
is orthonormal if (f_i,f_j)=\delta_{ij}.
Each function f(x) can be written as a sum of orthogonal functions:
f(x)=\sum_{i=0}^\infty c_ig_i(x)
and \sum c_i^2\leq\|f\|^2. Let the set g_i be orthogonal, than it follows:
c_i=\frac{(f,g_i)}{(g_i,g_i)}
Each function can be written as a sum of independent base functions. When one
chooses the orthogonal basis (\cos(nx),\sin(nx)) we have a Fourier series.
A periodical function f(x) with period 2L can be written as:
f(x)=a_0+\sum_{n=1}^\infty\left[a_n\cos\left(\frac{n\pi x}{L}\right)+b_n\sin\left(\frac{n\pi x}{L}\right)\right]
Due to the orthogonality follows for the coefficients:
a_0=\frac{1}{2L}\int\limits_{-L}^Lf(t)dt~~,~~
a_n=\frac{1}{L}\int\limits_{-L}^Lf(t)\cos\left(\frac{n\pi t}{L}\right)dt~~,~~
b_n=\frac{1}{L}\int\limits_{-L}^Lf(t)\sin\left(\frac{n\pi t}{L}\right)dt
A Fourier series can also be written as a sum of complex exponents:
f(x)=\sum_{n=-\infty}^\infty c_n{\rm e}^{inx}
with
c_n=\frac{1}{2\pi}\int\limits_{-\pi}^\pi f(x){\rm e}^{-inx}dx
The Fourier transform of a function f(x) gives the transformed function
\hat{f}(\omega):
\hat{f}(\omega)=\frac{1}{\sqrt{2\pi}}\int\limits_{-\infty}^\infty f(x){\rm e}^{-i\omega x}dx
The inverse transformation is given by:
\frac{1}{2}\left[f(x^+)+f(x^-)\right]=\frac{1}{\sqrt{2\pi}}\int\limits_{-\infty}^\infty\hat{f}(\omega){\rm e}^{i\omega x}d\omega
where f(x^+) and f(x^-) are defined by the lower - and upper limit:
f(a^-)=\lim_{x\uparrow a}f(x)~~,~~f(a^+)=\lim_{x\downarrow a}f(x)
For continuous functions is \frac{1}{2}\left[f(x^+)+f(x^-)\right]=f(x).