Part 1

(1) Series, Integral, and Transform ()

transform

(1) Laplace Transform L { f (t )} = e - st f (t )dt
0

interval: x [-p, p]
a0
f ( x) = + an cos np x + bn sin np x ,
2 n =1 p p
(2) Fourier series
an = 1 f ( x ) cos np xdx ,
p p
(standard form) a0 = 1 f ( x ) dx ,
p -p p -p p

bn = 1 f ( x ) sin np xdx , a0, an, bn: Fourier coefficients

p

p -p p
interval: x [0, L]
(2-1) Fourier series
Fourier series p L/2
(half range extension
1 p 2 L
form) p
- p

L0

a0
f ( x) = + an cos np x
2 n =1
p

an = 2 f ( x ) cos np xdx
p p
(3) Fourier cosine a0 = 2 f ( x ) dx ,
p 0 p 0 p
series (cosine series)

(1) interval: x [-p, p], f(x) = f(-x)
(2) interval: x [0, p] (half range extension )

f ( x ) = bn sin np x bn = 2 f ( x ) sin np xdx
p

n =1
p p 0 p
(4) Fourier sine series

(sine series)
(1) interval: x [-p, p], f(x) = -f(-x)
(2) interval: x [0, p] (half range extension )

f ( x) = 1 A ( a ) cos(a x) + B ( a ) sin(a x)

da
(5) Fourier integral p 0

(Sec. 14-3)
A ( a ) = f ( x ) cos(a x)dx B ( a ) = f ( x ) sin(a x )dx
- -
(6) Fourier cosine

integral ( cosine f ( x ) = 2 A ( a ) cos(a x)da , A ( a ) = f ( x ) cos(a x)dx
p 0 0
integral)
(7) Fourier sine integral

f ( x ) = 2 B ( a ) sin(a x)da , B ( a ) = f ( x ) sin(a x )dx
p 0 0
( sine integral)
(8) Fourier transform

(Sec. 14-4) f ( x )
=
-
f ( x ) e ja x dx = F ( a )

(8-1) inverse Fourier 1

F (a)
-1
= 2p F ( a ) e
- ja x
da = f ( x )
transform -

(9) Fourier cosine

transform f ( x )
c = f ( x ) cos(a x )dx = F ( a )
0

(9-1) inverse Fourier 2 F ( a ) cos(a x )da = f ( x )

F (a)
c-1
= p
cosine transform 0

(10) Fourier sine

transform f ( x )
s = f ( x ) sin(a x )dx = F ( a )
0

(10-1) inverse Fourier 2 F ( a ) sin(a x )da = f ( x )

-s 1
F
( a ) p
=
sine transform 0

(2) Laplace Transform ()

Laplace transform L { f (t )} = e - st f (t )dt
0

Differentiation
s n F ( s ) - s n -1 f ( 0 ) - s n -2 f
( 0 ) - L L - sf ( n-2) ( 0 ) - f ( n-1) ( 0 )
{
L f ( n)
( t )} =
Multiplication by t
n
( -1) n d n F ( s )
L { t n f (t )} = ds

Integration L { f ( t ) dt } = F s(s)
t

Multiplication by exp { }
L e at f ( t ) = F ( s - a )

Translation (I) L { f ( t - a ) u ( t - a ) } = e - as F ( s )
 Translation (II) L { g ( t ) u ( t - a ) } = e - as L { g ( t + a ) }

t
convolution: y (t ) = f (t ) * g (t ) = f (t ) g (t - t )dt
0
Convolution property
L { y (t )} = F ( s ) G ( s )

Periodic input
L{ f ( t )} =
T
1 -st
f ( t ) dt
If f(t) = f(t + T) 1 - e - sT e
0

L{1} = 1/s
L{u(t)} = 1/s
n!
L{ tn } =
s n+1

L{exp(at)} = 1
s-a
k
L{sin(kt)} =
s + k2
2

s
L{cos(kt)} =
s + k2
2

k
L{sinh(kt)} =
s -k2
2

s
L{cosh(kt)} =
s -k2
2

L{u(t t0)} = e - t0 s
s
L{(t)} = 1

(3) Chapter 6

(i) ordinary point DE standard form

y ( n ) + Pn -1 ( x ) y ( n -1) + L L + P1 ( x ) y
+ P0 ( x ) y = 0
(ii) regular singular
point (i) P0(x), P1(x), . Pn-1(x), x = x0 analytic,
x0 ordinary point
(iii) irregular singular
point (ii) P0(x), P1(x), . Pn-1(x), x = x0 analytic,
(x-x0)nP0(x), (x-x0)n-1P1(x), ...... (x-x0)Pn-1(x) x = x0
 analytic, x0 regular singular point

(iii) x0 irregular singular point

regular singular point
r2 r1 =
e
- P ( x ) dx

integer ( y2 ( x ) = y1 ( x ) 2 dx
y1 ( x )
)
y2(x)
Bessels equation of
x 2 y
+ xy
+ ( x2 - v2 ) y = 0
order v
Legendres equation of
(1 - x 2 ) y
- 2 xy
+ n(n + 1) y = 0
order n
Solutions of Bessels c1Jv(x) + c2Yv(x)
equation of order v

(4) Chapter 7

Step function u(t a) = 1 for t > a, u(t a) = 0 for t < a,

convolution () t
f ( t) * g ( t) = f (t ) g (t - t )dt *
0

Integration for (t-t0) ( t - t ) dt = 1
- 0

Sifting property for q

(t-t0)
f ( t ) ( t - t ) dt = f ( t )
p 0 0

Relation between t d u( t -t ) = (t -t )
(t-t0) and u(t) ( t - t ) dt = u ( t - t )
- 0 0 dt 0 0

(5) Chapter 11

b
inner product ( f1 , f 2 ) = f1 ( x ) f 2* ( x ) dx
a
*: conjugate

b
orthogonal ( f1 , f 2 ) = f1 ( x ) f 2* ( x ) dx = 0
a

= ( f ( x ) , f ( x ) ) = f ( x ) f * ( x ) dx = f ( x ) dx
b b
f ( x)
2 2
square norm
a a
 ( f ( x ) , f ( x ) ) = f ( x ) f ( x ) dx = f ( x )
b b
f ( x) = * 2
norm dx
a a

inner product with b

( f1 , f 2 ) = f1 ( x ) f 2* ( x ) w ( x ) dx
weight function a

orthogonal with respect b

( f1 , f 2 ) = f1 ( x ) f 2* ( x ) w ( x ) dx = 0
to a weight function a

y ( x)
normalize y(x) v ( x) = v ( x ) = 1
y ( x)

orthogonal set (fm ( x ) , fn ( x ) ) = 0 for m n, no constraint for (fn ( x ) , fn ( x ) )

orthonormal set (fm ( x ) , fn ( x ) ) = 0 for m n, (fn ( x ) , fn ( x ) ) = 1

orthogonal series
f ( x ) = cnfn ( x ) where cn =
( f ( x ) ,f ( x ) )
n
inner products
expansion n =0 ( f ( x ) ,f ( x ) )
n n

a a
If f(x) is even, f ( x ) dx = 2f ( x ) dx
-a 0
even and odd
a
If f(x) is odd, f ( x ) dx = 0
-a

(9) Chapter 12

2u 2u + C 2u + D
u +E
u + Fu = 0
for A 2 + B
x y 2
x y
hyperbolic x y
B 2 - 4 AC > 0
elliptic B 2 - 4 AC < 0
parabolic B 2 - 4 AC = 0
2
heat equation k u2 =
u k>0
x t
2 2
wave equation a 2 u2 = u2
x t
2u + 2u = 0
Laplaces equation
x2 y2
Dirichlet condition u = ..
Neumann condition
u =L L

n

( x) + l X ( x) = 0
X

X ( x ) = c2 sin np x , l = n p2
2 2
n = 1, 2, 3,
L L
X ( 0) = 0 X ( L ) = 0

(10) Chapter 14

Differentiation property
( x)
f
= - ja F ( a ) f ( x )
( n)
= (- ja ) F ( a )
n

for Fourier transform

Differentiation property ( x)
f
c f ( x )
= a s - f ( 0 )
for Fourier cosine
transform ( x)
f
c 2
f ( x )
= -a c ( 0)
- f

Differentiation property ( x)
f
s f ( x )
= -a c
for Fourier sine
transform ( x)
f
s 2
f ( x )
= -a s + a f ( 0 )

(11)

( x - x0 ) m ( m )
Taylor series for f(x) m! f ( x0 )
m =0

xm
Taylor series for exp(x)
m =0 m !

(-1) m 2 m
Taylor series for cos(x)
m = 0 (2m)!
x

cos(a+b) = cos(a)cos(b) - sin(a) sin (b)

sin(a+b) = sin(a)cos(b) + cos(a)sin (b)
cos(a)cos(b) = [cos(a + b) + cos(a b)]/2
sin(a)sin(b) = [cos(a + b) + cos(a b)]/2
sin(a)cos(b) = [sin(a + b) + sin(a b)]/2
cos(2a) = cos2(a) sin2(a) or 1 2sin2(a) or 2cos2(a) 1
sin(2a) = 2sin a cos a
e x + e- x
coshx =
2
 e x - e- x
sinhx =
2
sinh(0) = 0
cosh(0) = 1
d
cosh x = 0
dx x =0

Part 2

() nth order linear DE series solutions

an ( x ) y ( n ) + an -1 ( x ) y ( n -1) + L L + a1 ( x ) y
+ a0 ( x ) y = 0

ak ( x ) (k = 0, 1, , n) Taylor series

(Case 1) x0 ordinary point

y ( x ) = cn ( x - x0 )
n

n =0

5 steps, 349
(Case 2) x0 regular singular point

y ( x ) = cn ( x - x0 )
n+r
( Frobenius )
n =0

7 steps, 369-370
Case 2
r1 r2 and r1, r2 are real, r2 r1 = integer
369 independent solution y1(x)

e
- P ( x ) dx

y2 ( x ) = y1 ( x ) 2 dx independent solution
y1 ( x )

() Laplace transform DE

DE Laplace transform () inverse Laplace transform

450, 451

an y ( n ) ( x ) + an -1 y ( n-1) ( x ) + L + a1 y
( x) + a0 y = g ( x ) P(s)Y(s) = Q(s) + G(s)

P(s): auxiliary function, Q(s): initial conditions

Q(s)
452, 453
(Cover up method)
 K ( s) A1 A A + Bn ( s - an ) A
= + 2 +L + n +L + N
( s - a1 )( s - a2 ) L ( s - an ) L L L ( s - aN )
2
s - a1 s - a2 ( s - an ) 2
s - aN

a1, a2, ., aN , order order

K ( s)
An =
( s - a1 )( s - a2 ) L L ( s - an -1 )( s - an )( s - an +1 ) L L ( s - a N ) s = a
n

K ( s)
Bn = d
ds ( s - a1 )( s - a2 ) L L (s - an -1 )( s - an +1 ) L L ( s - aN )
s =a n

() Fourier Series Particular Solutions

f(t) = f(t + 2p) Fourier series, Furier cosine series, Fouries sine series
np np
f(t) cos t , sin t linear combination
p p
651, 652

() Partial Differential Equations ()

Separation of Variables
independent variables x and y

u ( x, y ) = X ( x ) Y ( y )

PDE ODE
7 Steps, 719-721 ()
(1) Steps 3, 4, 5 cases
(2) Steps 3, 4, 5 (Step 6)
( boundary value problems )

(3) d1e 2a x + d 2 e -2a x c4 cosh(2a x) + c5 sinh(2a x)

(4) IVP BVP Steps 3, 4

u(L, y) = 0 X(L) = 0

u = 0 Y (b) = 0.
y y =b

IVP BVP Step 7

(5) IVP, BVP superposition principle
( 774, 775 )
 (6) 778-781

( ) Partial Differential Equations ()

Fourier Transform ( Fourier Cosine, Sine Transforms)

Fourier transform ( Fourier cosine transform , Fourier sine transform)

(A) interval - < v < Fourier transform
(B) interval 0 < v <
u(v, ..) = 0 or a constant when v = 0 initial condition
Fourier sine transform
(C) interval 0 < v <

u ( v,L L ) = 0 or a constant when v = 0 initial condition

v
Fourier cosine transform
5 Steps, 699 ()
707, 708
()

Part 3