Revision summary 6 1. Graphs of y = Asinnx and Acosnx Amplitude = A; period = cae = 2 radians 2 Harmonics y = A; sin is the first harmonic or fundamental y = Ansin nx is the nth harmonic. 3. Periodic function f(x+P)=f(x) P= period 4 Fourier series — functions of period 2 fQX)= 240 + 4 COSX + az COS 2x + a3 COS3X +... + ay COSNX.. +d, sinx + by sin 2x + bs sin 3x +... + by sinnx... = }o + > {an cosnx + by sin nx} mt 5 Dirichlet conditions (@) The function (x) must be defined, single-valued and periodic. (b) f(x) and f‘(x) must be piecewise continuous in the periodic interval. >»10 11 12 Fourier coefficients ao = +f F(x) dx an = 2f f(x) cosnx dx ba = if F(x) sinnxax where, in each case, n = 1, 2, 3,... Sum of Fourier series at a finite discontinuity At x = 21, seties for f(x) converges to the value BAF 1 — 0) + f(a + O)} = 301 + ye) (Odd and even functions (a) Even function: f(—x) = f(x); symmetrical about y-axis. (b) Odd function: f(—x) = f(x); symmetrical about the origin. Product of odd and even functions (even) x (even) (odd) x (odd) (edd) x (even) = Sine series and cosine series If f(x) is even, the series contains cosine terms only (including ao). If f(x) is odd, the series contains sine terms only. Half-range series Function of period 2, defined over the range 0 to x. Can be considered as half of an even function, or half of an odd function. Series containing only odd harmonics or only even harmonics If f(x) = f(x +7) the Fourier series contains even harmonics only. If f(x) = —f(x + 2) the Fourier series contains odd harmonics only. Functions with period T 1) = hao + S{aqcos mut + basin mut} = 27 we pate ao if, f(a nls F(t)at 2y7 w pre Gn = al P(t) cos net at = F(t) cos nut dt TIo pa fu by =F @sinnseae = 2)" p@sinneeae o where w= 2% te, T= 2%,13 Half-range series — period T (a) Even function: half-range cosine series rT /2 a =F) rat F(t) cosmut dt by = 0. () Odd function: half-range sine series a =0 a =0 bn aye f(t) sin not at.eB Revision summary 9 1. Taylor's series farm =fa+nra@+kr@+hrra+. 2 Solution of first-order differential equations Equation y' = f(x,y) with y = yo at x = xo for x0(h)xn. (a) Buler’s method Yi =Yo+h(y')o- () Euler-Cauchy method X41 =o +h Yoh(y')o Yi =YO FSH )o + f(HFa)} (=F, 1). (©) Runge-Kutta method 21 =%0 +h ky = hf (20, yo) = hly)o ko =hf(x0 + 4h, Yo+ 3k) ks =f (x0 + 3h, Yo +3k2) f(%0 +h, yo +ks) A (ky + 2kp + 2ks + ks) Mu ro + Ayo 1 = Fea, 11). 3. Solution of second-order differential equations Equation y” = f(x,y,y’) with y= yo and y’ =(y") at x=Xo for X= Xo(h)%n. (a) Euler's second-order method R N= Mth +500 OL = O)0+hO")o-(b) Runge-Kutta method x1 =Xoth ky = HIP (0, Yo, (Yok =P 0 k k= se f{ x0 FEM, Yo+5hOo +41: 00 +4} k, ks =21P {0+ 4h, Yo+ SMO + Tk, "0 HE k= yer{ro +1, yo +HU")o + ka, (Yo +h (ki + ke +ks) Q= 4 (ki + 2ko + ks + ks) Nn =Yoth(y')o +P on=0+2 OY) =F Yb Wb 4 =Predictor-corrector Equation y’=/(x, y) with y=yo and y'=(y')y at x= 20 for x= xo(H)xp, then Predictor Vier = Me + 4HF (xi, vi) — Fa, Ya) for i= 1, 2, 3,.. V1 =Yo+hf(%o, yo) fori=O Corrector Yr =" +EA(F(%, Yi) + FXiet, Fx) fori=0, 1, 2, 3,...Revision summary 10 1 Small increments Oz oz z=f(xy) eae u=f(x,y,2) fu = SH oe by + bz 2. Rates of change = dz _d2 dx | oz ay =f0) t= art ear 3 Implicit functions cS ‘a /d2 z=fay)-0 Y=-(2 %) 4 Change of variables z=f(x,y) xand y are functions of u and v Oz _d2 dx | dz dy Ou Ox" du * dy" du Oz Or Ox | Oz! Oy, dv ~ dx dv * dy av 5 Inverse functions z=F@y) ae _ ae ax & av on) le or vee (har me oy By By 6 Stationary points =fey @ %=0 and x a w (3) (@)- (2 5) > for max. or min. es 3) - (ss) <0 for saddle point & 55) (53 -& Be no decision without further Pz Pz information © Ge and 5% both negative for maximum #2 and © poth positive for minimum, xt oP7 Lagrange multipliers Two independent variables u = f(x,y) with constraint (x,y) =0 Solve with au, ab | tet oe =? ou, ad ou, \% 4 ay * Xa g(x,y) =0. Three independent variables u=f (x,y,z) with constraint (x,y,z) = 0 Solve with O(%¥,2) =0.Revision summary 11 1 Ordinary second-order linear differential equations 2, (a) Equation of the form afd +o +y=0 Auxiliary equation am? + bm+c=0 (2) Real and different roots: m = 1m and m= mz y = Ae™ + Be™ (2) Real and equal roots: m =m (twice) y=em*(A + Bx) (3) Complex roots: m = a+ jf y = &*{A.cos 6x + Bsin Bx}. 2 (b) Equations of the form % ny =0 Q) S24ry=0; y=Acosnx+Bsinnx vy - (2) S4-n’y=0; y=Acoshnx +Bsinhnx or = y=Ae™ + Be-™ or y=Asinhn(x +4). 2. Partial differential equations Solution u = f(x, y, t,..-) Linear equations: If u= 1, u= up, u=us, ... are solutions, so (a) Wave equation transverse vibrations of an elastic string also is w= uy + uz + U3 +... + Uy + 2 e a3 where =", T= tension of string p= mass per unit length. (b) Heat conduction equation — heat flow in uniform finite bar Pu_ 1 ou k B22 OF where c? = - k= thermal conductivity of material o = specific heat of the material p= mass per unit length of bar.(c) Laplace equation — distribution of a field over a plane area ox?” Oy? Separating the variables Let u(x, y) = X(x)¥(y) where X(2x) is a function of x only and Y(y) is a function of y only. du _ yy Pu Then S=XY) Gao X'y ou Pu Maxy; St-xy" oy or Substitute in the given partial differential equation and form separate differential equations to give X(x) and Y(y) by introdu- cing a common constant (—p?). Determine arbitrary functions by use of the initial and boundary conditions. Laplace’s equation in plane polar coordinates Pv(r, 0), 1dv(r, 8), 1 Pv(r, 6) or or Om Separating the variables by v(r, @) =R(r)(0) produces two uncoupled, second-order ordinary differential equations 0 1 +2 Tr 2, P ely) + ko =kR(r) ; eG) These two ordinary differential equations can then be solved under the application of appropriate boundary conditions. andRevision summary 12 oL 2 3 Singular square matrix: |A| =0 Non-singular square matrix |A| # 0. Rank of a matrix — order of the largest non-zero determinant that can be formed from the elements of the matrix. Elementary operations and equivalent matrices Each of the following row operations on matrix A produces a row equivalent matrix B where the order and rank of B are the same as those of A. We write A~ B. (1) Interchanging two rows (2) Multiplying each element of a row by the same non-zero scalar quantity (3) Adding or subtracting corresponding elements from those of another row. ‘These operations are called elementary row operations. There is a corresponding set of three elementary column operations that can be used to form column equivalent matrices. Consistency of a set of n equations in n unknowns with coefficient matrix A and augmented matrix Ap. (a) Consistent if rank of A = rank of Ay (b) Inconsistent if rank of A < rank of Ay.5 Uniqueness of solutions — n equations with n unknowns. (@) rank of A = rank of Ay = unique solutions (b) rank of A= rank of Ap =m 0 then the partial differential equation is called an hyperbolic equation Parabolic equations If b? — 4ac =0 then the partial differential equation is called a parabolic equation. Second partial derivatives — central difference formulas PF, | his + fay : 1 Ox PF Y)| _ fiir 2fiy + fir iy OR and9 Time-dependent equations To use a central difference formula for the derivative with respect to t would require a knowledge of f(x, t) for values of t < 0 and this we do not possess. Consequently, for the derivative with respect to t we use the forward difference formula OF (%, t)| fis ot So the partial differential equation —L% ix t) e £) _ Of t) Oe 4) becomes fips = fis th (fi-ay — 2fiy + fsa.) where it can be shown that there will be no growth of rounding errors when evaluating this equation if 10 The Crank-Nicolson procedure ‘The Crank-Nicolson procedure makes the assumption that the partial differential equation can be satisfied at points in time halfway between two grid points. That is Pf, t) — Sf (%, t) Ox? : ie/2 ‘This gives af, t) ot Pf (x, t) at | jez 5(& aja hi st fisay , ficager — 2fipot +f) 1? 2 jaz So that hii + 35a fis age — 2fi,jsa + fisaiea) = fis prliys — 2fi,j + fiss,i) with no restriction on the value of aeRevision summary 14 1. Differentials dy and dx @ y y= #0) wy » K dy d= bx ° x dy = f(x) dx a _& & () Ifz=f(x,y), z= 5 ax 5 2 4, % gy, , OF MWz=fluyw), dem Fides a dy +50 dw. (©) dz = Pax + Qdy, where P and Q are functions of x and y, is an OP dQ exact differential if >=. 2 Line integrals — definition 1=| fe, nas= | Par+ aay) 3. Properties of line integrals (a) Sign of line integral is reversed when the direction of integration along the path is reversed. (b) Path of integration parallel to y-axis, dy=0 . Ie = J Qay. Path of integration parallel to x-axis, dy=0 2. Ie= j Pax. (©) The y-values on the path of integration must be continuous and single-valued. 4 Line of integral round a closed curve f Positive direction sh anticlockwise ‘Negative direction; clockwise, teg S -f.Line integral related to arc length =] ras =| (Pax + Qay) as aw = [ire nyse (Qe With parametric equations, x and y in terms of f, r= | fe yas= [ire vl) Gye Dependence of line integral on path of integration In general, the value of the line integral depends on the particular path of integration. Exact differential If Pdx + Qdy is an exact differential where P, Q and their first derivatives are finite and continuous inside the simply connected region R aP _aQ (a) ® r= f. (Pax +Qdy) is independent of the path of integration c where c lies entirely within R @r f (Pax+Qdy) is zero when c is a closed curve lying e entirely within R. Exact differentials in three variables If Pdx + Qdy + Rdz is an exact differential where P, Q, R and their first partial derivatives are finite and continuous inside a simply connected region containing path c G@ 222, aP_AR OR_9Q By Ox! Bz ox! Dy dz (by J (Pdx + Qdy + Rdz) is independent of the path of integration © f (Pdx + Qdy +Rdz) is zero when c is a closed curve. Green’s theorem f.eax+aay =- J [{F- 2h axay ay Ox and, for a simple closed curve ¢ (xdy — ydx) 2j, faxay =2A a J where A is the area of the enclosed figure] Revision summary 15 1 Surface integrals t= re naa= Jf fre, nayax 2 Surface in space Tr J,oenzas J foc y,2)secydx dy =f, Jeena 1+ (%)'+(% * axay 3 Space coordinate systems (a) Cartesian coordinates (x, y, z) (y <2/2) P yz) . First octant: x20; y=0; z>0 oO 2 7 vy (b) Cylindrical coordinates (r, 8, z) r=0 : P Gy, 2) oe V2FP a lz arctan(y/x) e e ¥ Zz (© Spherical coordinates (r, 0, ¢) r>0 rsindcosé r= /# + ye ee rsindsing —@ = arccos(z/r) rcosé @ = arctan(y/x) Oy, 2) (r, 8,9)4 Elements of volume (a) Cartesian coordinates bv = bx by bz (b) Cylindrical coordinates r>0 50 bv =P? sind 6r506 5 Volume integrals va [[facavax = JJ fre» aacayaxRevision summary 17 fA = ah + ay) + ack; B= b+ by) + bok; C = od + of + Gk; then we have the following relationships. 1. Scalar product (dot product) A-B = ABcos@ A-B=B-A and A-(B+©)=A-B+A-C IfA-B=Oand A, B70 then ALB. 2 Vector product (cross product) Ax B = (ABsind)n unit normal vector where A, B, m form a right-handed set ijk AxBala, a a, by by be Ax B= ~—(Bx A) and Ax (B}©)=AxB+Ax€ 3 Unit vectors @ iiajjok-k=1 ijaj-k=k-i=0. ()) ixi=jxjokxk=0 ixjok, jxk=i, kxin 4 Scalar triple product -A- (Bx ©) A-(Bx©) en Gye A. (Bx ©) =B-(Cx A) =. (Ax B) Unchanged by cyclic change of vectors. Sign reversed by non-cyclic change of vectors. 5 Coplanar vectors A-(B x ©) =0. 6 Vector triple product A x (Bx €) and (Ax B)x€ Ax (Bx ©) =(A-©B-(A-B)C and (Ax B)x C= (C-A)B-(C-B)A. 7 Differentiation of vectors If A, dx, @, az are functions of u dA da, , day du du aud 8 Unit tangent vector T an r=9 10 Bay 12 13 14 Integration of vectors » > » faau=af acdu +3 ay duryi a,du Grad (gradient of a scalar function 4) grad ¢ = v5 = S01 4 SF ad + 8x ‘del’ = operator V = ue To ar : dg . : (@) Directional derivative GS = @- grad 6 = &-V@ where a is a unit vector in a stated direction. Grad ¢ gives the direction for maximum rate of change of 6. (b) Unit normal vector N to surface 4(x, y, z) = constant. ve lve] Div (divergence of a vector function A) Baz, day , Oa ex tay t oz If V-A=0 for all points, A is a solenoidal vector. Curl (curl of a vector function A) pik x w 7 a, dy az divA=V-A culA=VxA= If V x A=0 then A is an irrotational vector. Operators grad (V) acts on a scalar and gives a vector div (V-) acts on a vector and gives a scalar curl (Vx) acts on a vector and gives a vector. Multiple operations (@) curl grad ¢ = V x (V9) = (b) div curl A=V-(V x A)=0 Fy Po | % oe wet ae art me = V4, the Laplacian of 6. (© div grad 6 =V-(V) =Revision summary 18 1. Line integrals @ Scalarfield v: [ V dr ‘The curve c is expressed in parametric form. dr =idx+J dy +k dz (&) Vector field: [ F-dr FoFALE i+ Rk dr idx +Jdy+kdz Fede =Fydx +Fy dy +Fedz 2 Volume integrals Fis a vector field; V a closed region with boundary surface S. fe Fav = f fr i Fazaydx as In Jay3 Surface integrals (surface defined by 4(x, y, z) = constant) (a) Scalar field V(x, y, 2): | vaas; Ve _ grad’ [,vas= [,vaas, Vol ~ Igrad 6] (b) Vector field F = Fyi + Fy + Fk: [r-as= J, F- ads; s 5 4 Polar coordinates (a) Plane polar coordinates (r, 6) y cr ds f x=rcos6; y=rsind * \y ds =r dre | ° (b) Cylindrical polar coordinates (p, ¢, 2) P02) (©) Spherical polar coordinates (r, 8, ¢) P(,0,0) x=rsin6cos¢ sindsin ¢ cos 2 ds =? sinadode cS . dv =r siné drdodd x 5 Conservative vector fields A vector field F is conservative if @ § F.dr=0 forall closed curves ) curl F=0 (©) F= grad V where V is a scalar.6 Divergence theorem (Gauss’ theorem) Closed surface $ enclosing a region V in a vector field F. J aw Fav =[F as v Js 7 Stokes’ theorem An open surface $ bounded by a simple closed curve c, then | curl F-d8 = 4 F-de Is Jc 8 Green's theorem y The curve c is a simple closed curve enclosing a plane space Sin the x-y plane. P and Qare functions of both x and y. ° Then JL G-F) a a By (Pax +Qay).