You are on page 1of 4

1

Math2000 Formulas & Notes

O.D.E.s
1 Order ODE’s
st
2nd Order ODE’s
𝑑𝑦 𝑦̈ + 𝑝(𝑥)𝑦̇ + 𝑞(𝑥)𝑦 = 𝑟(𝑥)
𝑃(𝑥, 𝑦) + 𝑄(𝑥, 𝑦) =0
𝑑𝑥 𝑦 = 𝑦ℎ + 𝑦𝑝
𝜕𝑄 𝜕𝑃
Exact if =
𝜕𝑥 𝜕𝑦
Therefore 𝑓(𝑥, 𝑦) = ∫ 𝑃(𝑥, 𝑦) ∙ 𝑑𝑥 + 𝑔(𝑦)
Variation of Parameters (2nd order only) Roots General solution
𝑦𝑝 = 𝑢𝑦1 + 𝑣𝑦2
Real distinct 𝜆+ , 𝜆− 𝑦 = 𝐴𝑒 𝜆+ 𝑥 + 𝐵𝑒 𝜆− 𝑥
𝑊 = 𝑦1 𝑦2′ – 𝑦1′ 𝑦2
𝑦2 𝑟(𝑥) Single real 𝜆 = 𝛼 𝑦 = (𝐴 + 𝐵𝑥)𝑒 𝛼𝑥
𝑢=− ∫
𝑊
𝑦1 𝑟(𝑥) Complex 𝜆± = 𝛽 ± 𝑖𝜔 𝑦 = 𝑒 𝛽𝑥 𝐴 cos 𝜔𝑥 + 𝑒 𝛽𝑥 𝐵 sin 𝜔𝑥
𝑣=∫
𝑊
Where 𝑦ℎ = 𝐴𝑦1 + 𝐵𝑦2
𝒓(𝒙) 𝒈(𝒙) 𝒓(𝒙) 𝒈(𝒙)
γx γx
𝑘𝑒 𝑎𝑒 𝑘 cos 𝜔𝑥 𝑎 sin 𝜔𝑥 + 𝑏 cos 𝜔𝑥
𝑘 sin 𝜔𝑥
𝑘𝑥 𝑖 𝑎𝑥 𝑖 𝑘𝑒 𝛼𝑥 cos 𝜔𝑥 𝑒 αx (𝑎 sin 𝜔𝑥 + 𝑏 cos 𝜔𝑥)
𝑘𝑒 𝛼𝑥 sin 𝜔𝑥
HYPERBOLIC FUNCTIONS
Definitions Derivatives
𝑒 𝑥 + 𝑒 −𝑥 𝑑
cosh(𝑥) = cosh(𝑥) = sinh(𝑥)
2 𝑑𝑥
𝑒 𝑥 − 𝑒 −𝑥 𝑑
sinh(𝑥) = sinh(𝑥) = cosh(𝑥)
2 𝑑𝑥
Other
NOTE: cosh2 (𝑥) − sinh2 (𝑥) = 1
sinh(𝑥) 1 − 𝑒 −2𝑥
cosh(𝑥) = 1 tanh(𝑥) = =
sinh(𝑥) = 0 cosh(𝑥) 1 + 𝑒 −2𝑥
cosh(𝑥) 1 + 𝑒 −2𝑥
coth(𝑥) = =
sinh(𝑥) 1 − 𝑒 −2𝑥
DOUBLE AND TRIPLE INTEGRALS
Polar Coordinates Cylindrical Coordinates Spherical Coordinates
𝑥 = 𝑟 cos(𝜃) 𝑥 = 𝑟 cos(𝜃) 𝑥 = 𝑟 cos(𝜃) sin(𝜙)
𝑦 = 𝑟 sin(𝜃) 𝑦 = 𝑟 sin(𝜃) 𝑦 = 𝑟 sin(𝜃) sin(𝜙)
𝑧=𝑧 𝑧 = 𝑟 cos(𝜙)
Jacobian: 𝑟 Jacobian: 𝑟 Jacobian: 𝑟 2 sin(𝜙)
0 ≤ 𝜃 ≤ 2𝜋 0 ≤ 𝜃 ≤ 2𝜋 0 ≤ 𝜃 ≤ 2𝜋, 0 ≤ 𝜙 ≤ 𝜋
NOTE: 𝜙 = 0 at north pole

1
2

VECTOR CALCULUS
Conservative Vector Field Relationship
∫ 𝑭 ∙ 𝒅𝒓
If 𝐹 is conservative:
𝑪
Is C closed? Yes; Green’s Theorem  ∇𝑓 = 𝐹
𝑑𝐹1 𝑑𝐹2
No;  =
𝑑𝑦 𝑑𝑥
Is F conservative?  Yes; FTC  Path independent
No;
 ∮𝐶 𝐹 ∙ 𝑑𝑟 = 0
Parametrisation
 𝐶𝑢𝑟𝑙(𝐹) = 0
Line Integral Flux Integral 2D
1. Parametrise curve C to get 𝑟(𝑡) 1. Parametrise curve C to get 𝑟(𝑡)
2. Differentiate to find 𝑑𝑟 2. Differentiate to find 𝑟 ′ (𝑡)
3. Sub 𝑟(𝑡) into original 𝐹  𝐹(𝑡) 3. Cross product with 𝑘̂ to get ±𝑛̂ 𝑑𝑆 (outwards)
4. 𝐹(𝑡) ∙ 𝑑𝑟 4. Sub 𝑟(𝑡) into original 𝐹  𝐹(𝑡)
𝑏
5. 𝑊𝑜𝑟𝑘 = ∫𝐶 𝐹 ∙ 𝑑𝑟 = ∫𝑎 (𝐹(𝑡) ∙ 𝑑𝑟) 𝑑𝑡 5. 𝐹(𝑡) ∙ 𝑑𝑟
6. 𝐹𝑙𝑢𝑥 = ∫ 𝐹 ∙ 𝑛̂ 𝑑𝑆 = ∫ (𝐹(𝑡) ∙ (𝑟 ′ (𝑡) × 𝑘̂)) 𝑑𝑡
𝐶 𝑐

Flux Integral 3D Surface Integral


1. Parametrise surface S to get 𝑟(𝑢, 𝑣) 1. Parametrise surface 𝑟(𝑢, 𝑣)
2. Derive 𝑟𝑢 , 𝑟𝑣 2. Derive 𝑟𝑢 , 𝑟𝑣
3. |𝑟𝑢 × 𝑟𝑣 | to find ±𝑛̂ 𝑑𝑆 (outwards) 3. ‖𝑟𝑢 × 𝑟𝑣 ‖
4. Sub 𝑟(𝑢, 𝑣) into original 𝐹  𝐹(𝑢, 𝑣) 4. ∬ 𝑑𝑆 = ∬‖𝑟𝑢 × 𝑟𝑣 ‖ 𝑑𝑢 𝑑𝑣
5. 𝐹(𝑢, 𝑣) ∙ 𝑛̂ 𝑑𝑆
6. 𝐹𝑙𝑢𝑥 = ∬𝑆 𝐹 ∙ 𝑛̂ 𝑑𝑆
𝑮𝒓𝒂𝒅(𝑭) 𝑫𝒊𝒗(𝑭) 𝑪𝒖𝒓𝒍(𝑭)
𝑑𝑓 𝑑𝑓 𝑑𝑓 𝑑𝐹1 𝑑𝐹2 𝑑𝐹3 𝑖̂ 𝑗̂ 𝑘̂
∇𝑓 = 𝑖̂ + 𝑗̂ + 𝑘̂ ∇∙𝐹 = + +
𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑𝑥 𝑑𝑦 𝑑𝑧 𝑑 𝑑 𝑑
Where f is a potential field ∇ × 𝐹 = || ||
𝑑𝑥 𝑑𝑦 𝑑𝑧
𝐹1 𝐹2 𝐹3
Green’s Theorem Flux form of Green’s Theorem
𝑑𝐹2 𝑑𝐹1
∮(𝐹1 𝑑𝑥 + 𝐹2 𝑑𝑦) = ∬ ( − ) 𝑑𝑥 𝑑𝑦 ∮𝐹 ∙ 𝑛̂ 𝑑𝑆 = ∬ ∇ ∙ 𝐹 𝑑𝐴
𝐶 𝑑𝑥 𝑑𝑦 𝐶
𝐷 𝐷
𝐹1 , 𝐹2 cont. in D NOTE: If integrating wrt Area, use Jacobian if using
𝐹1 𝑦 , 𝐹2 𝑥 cont. in D polar co-ordinates
NOTE: If integrating wrt dxdy, use Jacobian
Gauss’ Divergence Theorem (Similar to F-GT) Stokes’ Theorem
∯ 𝐹 ∙ 𝑛̂ 𝑑𝑆 = ∭ ∇ ∙ 𝐹 𝑑𝑉 ∬(∇ × 𝐹) ∙ 𝑛̂ 𝑑𝐴 = ∮𝐹 ∙ 𝑑𝑟
𝐶
𝑆 𝑉 𝑆
NOTE: If integrating wrt Volume, use Jacobian if If S is piecewise, smooth, orientable,
using cylindrical or spherical co-ordinates If C is smooth, simple, closed boundary of S
If F is cont. with cont. first derivatives for dom S
Tangent Planes Area of a Parametric Surface
(𝑟𝑢 × 𝑟𝑣 ) ∙ [(𝑥𝑖̂ + 𝑦𝑗̂ + 𝑧𝑘̂ ) − 𝑟(𝑎, 𝑏)] = 0 𝑠𝑢𝑟𝑓𝑎𝑐𝑒 𝑎𝑟𝑒𝑎 = ∬||𝑟𝑢 × 𝑟𝑣 || 𝑑𝑢 𝑑𝑣
Where
𝐷
 (𝑥𝑖̂ + 𝑦𝑗̂ + 𝑧𝑘̂ ) is literal
 𝑟(𝑎, 𝑏) is a point

2
3

LINEAR ALGEBRA
Row Echelon Form Determinant
1 2 3 Diagonal product of R.E.F.
𝐴 = [0 4 5] a.k.a upper triangular form In LU or PLU Decompositions;
0 0 6 |𝐴| = 𝑁(−1)|𝑈|
NOTE: |𝐴| = product of diagonal entries Where 𝑁 is the number of row swaps
LU Decomposition PLU Decomposition
Process of reducing a matrix to row echelon form. Same as LU, but P is the permutation matrix.
L is row operations + I Row swap of row 2 and 3:
U is the leftovers 1 0 0
2 1 1 1 0 0 2 1 1 𝑃 = 𝑃2,3 = (0 0 1), such that:
𝐴 = [2 2 1] : 𝐿 = [1 1 0] , 𝑈 = [0 1 0] 0 1 0
4 2 3 2 0 1 0 0 1 𝑃𝐴 = 𝐿𝑈 → 𝐴 = 𝑃 −1 𝐿𝑈
NOTE: P is in reverse order of row swaps.
LU System Solving PLU System Solving
To solve 𝐴𝑥 = 𝑏: To solve 𝐴𝑥 = 𝑏:
𝐿𝑦 = 𝑏 → 𝑈𝑥 = 𝑦 𝐿𝑦 = 𝑃−1 𝑏 → 𝑈𝑥 = 𝑦

Diagonalisation Conditions for Diagonalisability


If A is a diagonalisable matrix, Let A be an 𝑛 × 𝑛 matrix:
P exists such that 𝑃−1 𝐴𝑃 is a diagonal matrix, and
If 𝜆1 , 𝜆2 , 𝜆3 are eigenvectors of A and 𝑣1 , 𝑣2 , 𝑣3 are 𝑛 distinct e-vals?  yes; Diagonalisable
eigenvectors of A:  no
𝜆1 0 0 𝑛 linearly independent e-vects?  yes; Diagonalisable
𝑃 = [𝑣1 |𝑣2 |𝑣3 ], 𝐷 = [ 0 𝜆2 0 ] such that  no
0 0 𝜆3 Not Diagonalisable
𝐴𝑃 = 𝑃𝐷 → 𝐴 = 𝑃𝐷𝑃 −1
Quadratic Forms Quadratic Sections and Conics Sections
𝑎𝑥 2 + 𝑏𝑦 2 + 𝑐𝑥𝑦 + 𝑑𝑥 + 𝑒𝑦 + 𝑓 = 0 Complete the square, replace with 𝑠, 𝑡
𝑎 𝑐/2 𝑥
𝐴=( ) , 𝐾 = (𝑑 𝑒), 𝑥 = (𝑦) 𝑥 2 𝑦2
𝑐/2 𝑏 + =1  Ellipse
1. 𝑥 𝑇 𝐴𝑥 + 𝐾𝑥 + 𝑓 = 0 𝑘 2 𝑙2
2. Find 𝑃, 𝐷 such that 𝐴 = 𝑃𝐷𝑃𝑇 and |𝑃| = 1 𝑥 2 𝑦2 𝑦2 𝑥 2
𝑢 − 2 = 1 or 2 − 2 = 1  Hyperbola
3. 𝑤 = ( ) = 𝑃𝑇 𝑥 𝑘 2 𝑙 𝑙 𝑘
𝑣
4. 𝑤 𝑇 𝐷𝑤 + 𝐾𝑃𝑤 + 𝑓 = 0 𝑥 2 = 𝑘𝑦 or 𝑦 2 = 𝑘𝑥
5. Complete square if required  Parabola

Power Method Complex Matrix Conjugate Transpose


Approximation to find dominant e-val and e-vect. If 𝐴 is a complex matrix:
1. For 𝐴 = 𝑛 × 𝑛 matrix, choose almost arbitrary  𝐴 = complex conjugate of 𝐴
𝑢0 = 𝑛 × 1 matrix 𝑇
 𝐴∗ = ( 𝐴 )
2. 𝐴𝑢0 = 𝑢1 , repeat however many times (𝑘)
𝑢 Example:
3. Dominant eigenvalue ≈ 𝑘+1 (largest abs. val 3 + 7𝑖 0 3 − 7𝑖 −2𝑖
𝑢𝑘 𝐴=( ), 𝐴∗ = ( )
in each. 2𝑖 4−𝑖 0 4+𝑖
4. Dominant eigenvector ≈ 𝛼𝑢𝑘
Unitary Matrices Complex Inner Product
A complex matrix 𝐴 is unitary if: If 𝑢 and 𝑣 are complex
𝐴−1 = 𝐴∗  𝐴∗ 𝐴 = 𝐼 𝑢 ∙ 𝑣 = 𝑢1 𝑣1 + 𝑢2 𝑣2 + 𝑢3 𝑣3 + ⋯ + 𝑢𝑛 𝑣𝑛
Singular: |𝐴| = 0 Where 𝑣𝑖 is the complex conjugate of 𝑣𝑖
NOTE: 𝑢 ∙ 𝑣 = 𝑣 ∗ 𝑢
Hermitian Matrices (Self-Adjoint) Normal Matrices
A complex matrix 𝐴 is Hermitian if A complex matrix 𝐴 is normal if:
𝐴 = 𝐴∗ 𝐴𝐴∗ = 𝐴∗ 𝐴
NOTE: normal = unitarily diagonalisable

3
4

Other Useful(ish) Stuff:


Cosine Rule Other Cosine Rule
𝑎2 = 𝑏 2 + 𝑐 2 − 2𝑏𝑐𝐶𝑜𝑠(𝐴) 𝑢∙𝑣
𝐶𝑜𝑠(𝜃) =
||𝑢|| ||𝑣||
Trig Identities Factorials
a) sin2 (𝑥) + cos 2 (𝑥) = 1 0! = 1
b) sin(2𝑥) = 2 sin(𝑥) cos(𝑥) 1! = 1
c) cos(2𝑥) = cos 2 (𝑥) − sin2 (𝑥) 2! = 2
= 2 cos 2 (𝑥) − 1 3! = 6
= 1 − 2 sin2 (𝑥) 4! = 24
1 5! = 120
d) sin2 𝑥 = (1 − cos 2𝑥)
2
1 6! = 720
e) cos 2 𝑥 = (cos 2𝑥 + 1)
2
2 tan(𝑥)
f) tan(2𝑥) =
1−tan2 (𝑥)

Quadratic Formula
−𝑏 ± √𝑏 2 − 4𝑎𝑐
𝑥=
2𝑎

Integration and Derivative Identities (Some of them)


∫ 𝑓(𝑥) 𝑑𝑥 𝑓(𝑥) 𝑓′(𝑥)
𝑒𝑥 𝑒𝑥 𝑒𝑥
𝑎𝑥
𝑎𝑥 𝑎 𝑥 ln(𝑎)
ln(𝑎)
1
𝑥 ln(𝑥) − 𝑥 ln(𝑥) 𝑥
1
(𝑥 + 1) ln(𝑥 + 1) − 𝑥 ln(𝑥 + 1) 𝑥+1

For ln(𝑥), Integrate by parts For ln(𝑥), derive via chain rule
− cos(𝑥) sin(𝑥) cos(𝑥)
sin(𝑥) cos(𝑥) − sin(𝑥)
− ln|𝑐𝑜𝑠(𝑥)| tan(𝑥) sec 2 (𝑥)
− ln|𝑐𝑠𝑐(𝑥) + 𝑐𝑜𝑡(𝑥)| csc(𝑥) − csc(𝑥) cot(𝑥)
ln|𝑠𝑒𝑐(𝑥) + 𝑡𝑎𝑛(𝑥)| sec(𝑥) sec(𝑥) tan(𝑥)
ln|𝑠𝑖𝑛(𝑥)| cot(𝑥) − csc 2(𝑥)
1
𝑥 𝑎𝑟𝑐𝑠𝑖𝑛(𝑥) + √1 − 𝑥 2 arcsin(𝑥) √1−𝑥 2
−1
𝑥 arccos(𝑥) − √1 − 𝑥 2 arccos(𝑥) √1−𝑥 2
1 1
𝑥 arctan(𝑥) − ln(1 + 𝑥 2 ) arctan(𝑥)
2 1+𝑥 2

You might also like