Differential Equations Study Guide1

First Order Equations

dy
(1) General Form of ODE: = f (x, y)
dx
(2) Initial Value Problem: y 0 = f (x, y), y(x0 ) = y0

Linear Equations Method for Solving Exact Equations:

R
1. Let φ = M (x, y)dx + h(y)
(3) General Form: y 0 + p(x)y = f (x) ∂φ
R
p(x)dx 2. Set = N (x, y)
(4) Integrating Factor: µ(x) = e ∂y
d 3. Simplify and solve for h(y).
(5) =⇒ (µ(x)y) = µ(x)f (x)
dx Z  4. Substitute the result for h(y) in the expression for φ from step
1 1 and then set φ = 0. This is the solution.
(6) General Solution: y = µ(x)f (x)dx + C
µ(x)
Alternatively:
R
1. Let φ = N (x, y)dy + g(x)
Homogeneous Equations
∂φ
2. Set = M (x, y)
∂x
(7) General Form: y 0 = f (y/x)
3. Simplify and solve for g(x).
(8) Substitution: y = zx
4. Substitute the result for g(x) in the expression for φ from step
(9) =⇒ y 0 = z + xz 0 1 and then set φ = 0. This is the solution.
The result is always separable in z:
dz dx
(10) = Integrating Factors
f (z) − z x

Case 1: If P (x, y) depends only on x, where

Bernoulli Equations
M y − Nx R
0 n (18) P (x, y) = =⇒ µ(y) = e P (x)dx
(11) General Form: y + p(x)y = q(x)y N
(12) Substitution: z = y 1−n then
The result is always linear in z:
(19) µ(x)M (x, y)dx + µ(x)N (x, y)dy = 0
(13) z 0 + (1 − n)p(x)z = (1 − n)q(x)
is exact.
Exact Equations Case 2: If Q(x, y) depends only on y, where

(14) General Form: M (x, y)dx + N (x, y)dy = 0 Nx − M y R

(20) Q(x, y) = =⇒ µ(y) = e Q(y)dy
∂M ∂N M
(15) Text for Exactness: =
∂y ∂x Then
(16) Solution: φ = C where
∂φ ∂φ (21) µ(y)M (x, y)dx + µ(y)N (x, y)dy = 0
(17) M= and N =
∂x ∂y
is exact.
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 Second Order Linear Equations
General Form of the Equation Heuristics for Undetermined Coefficients
(Trial and Error)
If f (t) = then guess that a particular solution yp =
(22) General Form: a(t)y 00 + b(t)y 0 + c(t)y = g(t)
Pn (t) ts (A0 + A1 t + · · · + An tn )
(23) Homogeneous: a(t)y 00 + b(t)y 0 + c(t)y = 0 Pn (t)eat ts (A0 + A1 t + · · · + An tn )eat
(24) Standard Form: y 00 + p(t)y 0 + q(t)y = f (t) Pn (t)eat sin bt ts eat [(A0 + A1 t + · · · + An tn ) cos bt
or Pn (t)eat cos bt +(A0 + A1 t + · · · + An tn ) sin bt]
The general solution of (22) or (24) is
(25) y = C1 y1 (t) + C2 y2 (t) + yp (t) Method of Reduction of Order
where y1 (t) and y2 (t) are linearly independent solutions of (23).
When solving (23), given y1 , then y2 can be found by solving
R
(36) y1 y20 − y10 y2 = Ce− p(t)dt
Linear Independence and The Wronskian
The solution is given by
Two functions f (x) and g(x) are linearly dependent if there Z − R p(x)dx
exist numbers a and b, not both zero, such that af (x) + bg(x) = 0 e dx
(37) y2 = y1 2
for all x. If no such numbers exist then they are linearly inde- y1 (x)
pendent.
If y1 and y2 are two solutions of (23) then Method of Variation of Parameters
(26) Wronskian: W (t) = y1 (t)y20 (t) − y10 (t)y2 (t)
R If y1 (t) and y2 (t) are a fundamental set of solutions to (23) then
− p(t)dt
(27) Abel’s Formula: W (t) = Ce a particular solution to (24) is
Z Z
and the following are all equivalent: y2 (t)f (t) y1 (t)f (t)
(38) yP (t) = −y1 (t) dt + y2 (t) dt
W (t) W (t)
1. {y1 , y2 } are linearly independent.
2. {y1 , y2 } are a fundamental set of solutions. Cauchy-Euler Equation
3. W (y1 , y2 )(t0 ) 6= 0 at some point t0 .
(39) ODE: ax2 y 00 + bxy 0 + cy = 0
4. W (y1 , y2 )(t) 6= 0 for all t.
(40) Auxilliary Equation: ar(r − 1) + br + c = 0

Initial Value Problem The solutions of (39) depend on the roots r1,2 of (40):

 00 (41) Real Roots: y = C1 xr1 + C2 xr2

 y + p(t)y 0 + q(t)y = 0 (42) Repeated Root: y = C1 xr + C2 xr ln x
(28) y(t0 ) = y0
 0
y (t0 ) = y1 (43) Complex: y = xα [C1 cos(β ln x) + C2 sin(β ln x)]
In (43) r1,2 = α ± iβ, where α,β ∈ R
Linear Equation: Constant Coefficients
Series Solutions
00 0
(29) Homogeneous: ay + by + cy = 0
(30) Non-homogeneous: ay 00 + by 0 + cy = g(t) (44) (x − x0 )2 y 00 + (x − x0 )p(x)y 0 + q(x)y = 0
(31) Characteristic Equation: ar2 + br + c = 0 If x0 is a regular point of (44) then
√
−b ± b2 − 4ac ∞
(32) Quadratic Roots: r =
X
2a (45) y1 (t) = (x − x0 )n ak (x − xk )k
k=0
The solution of (29) is given by:
At a Regular Singular Point x0 :
(33) Real Roots(r1 6= r2 ) : yh = C1 er1 t + C2 er2 t
(46) Indicial Equation: r2 + (p(0) − 1)r + q(0) = 0
(34) Repeated(r1 = r2 ) : yh = (C1 + C2 t)er1 t
∞
Complex(r = α ± iβ) : yH = eαt (C1 cos βt + C2 sin βt)
X
(35) (47) First Solution: y1 = (x − x0 )r1 ak (x − xk )k
k=0
The solution of (30) is y = yp + yh where yh is given by (33)
through (35) and yp is found by undetermined coefficients or Where r1 is the larger real root if both roots of (46) are real or
reduction of order. either root if the solutions are complex.
 Common Derivatives and Integrals Common Derivatives and Integrals

Derivatives Integrals
Basic Properties/Formulas/Rules Basic Properties/Formulas/Rules
d
( cf ( x ) ) = cf ¢ ( x ) , c is any constant. ( f ( x ) ± g ( x ) )¢ = f ¢ ( x ) ± g ¢ ( x ) ò cf ( x ) dx = c ò f ( x ) dx , c is a constant. ò f ( x ) ± g ( x ) dx = ò f ( x ) dx ± ò g ( x ) dx
dx b b
d n
( x ) = nx n-1 , n is any number. d
( c ) = 0 , c is any constant. ò a f ( x ) dx = F ( x ) a = F ( b) - F ( a ) where F ( x ) = ò f ( x ) dx
dx dx b b b b b
ò a cf ( x ) dx = c ò a f ( x ) dx , c is a constant. ò a f ( x ) ± g ( x ) dx = ò a f ( x ) dx ± ò a g ( x ) dx
æ f ö¢ f ¢ g - f g ¢
( f g )¢ = f ¢ g + f g ¢ – (Product Rule) ç ÷ = – (Quotient Rule) a b a

ègø g2 ò a f ( x ) dx = 0 ò a f ( x ) dx = -ò b f ( x ) dx
d
( )
f ( g ( x ) ) = f ¢ ( g ( x ) ) g ¢ ( x ) (Chain Rule)
b c b b

dx ò a f ( x ) dx = ò a f ( x ) dx + ò c f ( x ) dx ò a c dx = c ( b - a )
g¢ ( x) b

dx
e( )
d g (x)
= g¢ ( x) e ( )
g x d
dx
( ln g ( x ) ) =
g ( x)
If f ( x ) ³ 0 on a £ x £ b then ò a f ( x ) dx ³ 0
b b
If f ( x ) ³ g ( x ) on a £ x £ b then ò a f ( x ) dx ³ ò a g ( x ) dx
Common Derivatives
Polynomials Common Integrals
d d d d n d
dx
(c) = 0
dx
( x) = 1
dx
( cx ) = c
dx
( x ) = nx n-1 dx
( cx n ) = ncx n -1 Polynomials
1
ò dx = x + c ò k dx = k x + c ò x dx = n + 1 x + c, n ¹ -1
n n +1

Trig Functions
ó 1 dx = ln x + c 1
òx dx = ln x + c òx dx = x - n +1 + c, n ¹ 1
-1 -n
d d d ô
( sin x ) = cos x ( cos x ) = - sin x ( tan x ) = sec 2 x õx -n + 1
dx dx dx p p p+ q
ó 1 dx = 1 ln ax + b + c 1 +1 q
d d d ô òx dx = xq +c = +c
q q
( sec x ) = sec x tan x ( csc x ) = - csc x cot x ( cot x ) = - csc 2 x x
dx dx dx õ ax + b a p
q
+1 p+q

Inverse Trig Functions Trig Functions

d 1 d 1 d 1
( sin -1 x ) = ( cos -1 x ) = - ( tan -1 x ) = ò cos u du = sin u + c ò sin u du = - cos u + c ò sec u du = tan u + c
2

dx 1 - x2 dx 1 - x2 dx 1 + x2
ò sec u tan u du = sec u + c ò csc u cot udu = - csc u + c ò csc u du = - cot u + c
2

d
( sec -1 x ) = 12 d
( csc-1 x ) = - 12
d 1
dx dx dx
( cot -1 x ) = - 1 + x 2 ò tan u du = ln sec u + c ò cot u du = ln sin u + c
x x -1 x x -1
1
ò sec u du = ln sec u + tan u + c ò sec u du = 2 ( sec u tan u + ln sec u + tan u ) + c
3

Exponential/Logarithm Functions
d x d x 1
( a ) = a x ln ( a ) (e ) = ex ò csc u du = ln csc u - cot u + c ò csc
3
u du =
2
( - csc u cot u + ln csc u - cot u ) + c
dx dx
d 1 d 1 d 1
dx
( ln ( x ) ) = x , x > 0 dx
( ln x ) = x , x ¹ 0 dx
( log a ( x ) ) = x ln a , x > 0 Exponential/Logarithm Functions
au
ò e du = e + c ò a du = +c ò ln u du = u ln ( u ) - u + c
u u u

Hyperbolic Trig Functions ln a

d d d e au
( sinh x ) = cosh x ( cosh x ) = sinh x ( tanh x ) = sech 2 x òe
au
sin ( bu ) du = ( a sin ( bu ) - b cos ( bu ) ) + c ò ue du = ( u - 1) e
u u
+c
dx dx dx a + b2 2

d d d
( sech x ) = - sech x tanh x ( csch x ) = - csch x coth x ( coth x ) = - csch 2 x ( )
e au
( a cos ( bu ) + b sin ( bu ) ) + c ó 1 du = ln ln u + c
ò =
au
dx dx dx e cos bu du ô
a 2 + b2 õ u ln u

Visit http://tutorial.math.lamar.edu for a complete set of Calculus I & II notes. © 2005 Paul Dawkins Visit http://tutorial.math.lamar.edu for a complete set of Calculus I & II notes. © 2005 Paul Dawkins
 Common Derivatives and Integrals Common Derivatives and Integrals

Inverse Trig Functions

ó 1 æuö Trig Substitutions
du = sin -1 ç ÷ + c ò sin u du = u sin -1 u + 1 - u 2 + c
-1
ô If the integral contains the following root use the given substitution and formula.
õ a -u2 2
èaø
a
ó 1 1 æuö 1 a2 - b2 x2 Þ x = sin q and cos 2 q = 1 - sin 2 q
ô 2 du = tan -1 ç ÷ + c ò tan
-1
u du = u tan -1 u - ln (1 + u 2 ) + c b
õ a +u
2
a èaø 2 a
b2 x2 - a 2 Þ x = sec q and tan 2 q = sec 2 q - 1
ó 1 1 æuö b
du = sec -1 ç ÷ + c ò cos u du = u cos -1 u - 1 - u 2 + c
-1
ô
õ u u2 - a2 a èaø a
a 2 + b2 x 2 Þ x = tan q and sec 2 q = 1 + tan 2 q
b
Hyperbolic Trig Functions Partial Fractions
ò sinh u du = cosh u + c ò sech u tanh u du = - sech u + c ò sech u du = tanh u + c ó P ( x)
2

If integrating ô dx where the degree (largest exponent) of P ( x ) is smaller than the

ò cosh u du = sinh u + c ò csch u coth u du = - csch u + c ò csch
2
u du = - coth u + c õ Q ( x)
degree of Q ( x ) then factor the denominator as completely as possible and find the partial
ò tanh u du = ln ( cosh u ) + c ò sech u du = tan sinh u + c
-1

fraction decomposition of the rational expression. Integrate the partial fraction

decomposition (P.F.D.). For each factor in the denominator we get term(s) in the
Miscellaneous
decomposition according to the following table.
ó 1 du = 1 ln u + a + c ó 1 du = 1 ln u - a + c
ô 2 ô 2
õ a - u2 2a u - a õ u - a2 2a u + a Factor in Q ( x ) Term in P.F.D Factor in Q ( x ) Term in P.F.D
u 2 a2
ò a + u du = a + u 2 + ln u + a 2 + u 2 + c A1 A2 Ak
2 2
A + +L +
( ax + b )
k
2 2 ax + b
2 ax + b ax + b ( ax + b )2 ( ax + b )
k

u a
ò u 2 - a 2 du = u 2 - a 2 - ln u + u 2 - a 2 + c Ax + B A1 x + B1
+L +
Ak x + Bk
2 2
( ax + bx + c )
k
ax 2 + bx + c
2
ax + bx + c ( ax 2 + bx + c )
2 k
u 2 a2 æuö ax + bx + c
2

ò a - u du = a - u + sin - 1 ç ÷ + c
2 2 2

2 2 èaø
u-a Products and (some) Quotients of Trig Functions
a2 æ a -u ö
ò 2au - u 2 du =
2
2au - u 2 + cos -1 ç
2 è a ø
÷+c ò sin x cos x dx
n m

1. If n is odd. Strip one sine out and convert the remaining sines to cosines using
Standard Integration Techniques sin 2 x = 1 - cos 2 x , then use the substitution u = cos x
Note that all but the first one of these tend to be taught in a Calculus II class. 2. If m is odd. Strip one cosine out and convert the remaining cosines to sines
using cos 2 x = 1 - sin 2 x , then use the substitution u = sin x
u Substitution 3. If n and m are both odd. Use either 1. or 2.
ò a f ( g ( x ) ) g ¢ ( x ) dx then the substitution u = g ( x ) will convert this into the
b
Given 4. If n and m are both even. Use double angle formula for sine and/or half angle
formulas to reduce the integral into a form that can be integrated.
g(b)
integral, ò f ( g ( x ) ) g ¢ ( x ) dx = ò ò
b
f ( u ) du .
n
tan x sec m x dx
a g (a)
1. If n is odd. Strip one tangent and one secant out and convert the remaining
Integration by Parts tangents to secants using tan 2 x = sec 2 x - 1 , then use the substitution u = sec x
The standard formulas for integration by parts are, 2. If m is even. Strip two secants out and convert the remaining secants to tangents
b b b using sec 2 x = 1 + tan 2 x , then use the substitution u = tan x
ò udv = uv - ò vdu ò a udv = uv a - ò a vdu 3. If n is odd and m is even. Use either 1. or 2.
Choose u and dv and then compute du by differentiating u and compute v by using the 4. If n is even and m is odd. Each integral will be dealt with differently.
Convert Example : cos 6 x = ( cos 2 x ) = (1 - sin 2 x )
3 3
fact that v = ò dv .

Visit http://tutorial.math.lamar.edu for a complete set of Calculus I & II notes. © 2005 Paul Dawkins Visit http://tutorial.math.lamar.edu for a complete set of Calculus I & II notes. © 2005 Paul Dawkins
 Table of Integrals∗
Basic Forms Integrals with Logarithms
√ √
Z
2
Z x ax + bdx = (−2b2 + abx + 3a2 x2 ) ax + b (26)
1
Z
x dx = n
xn+1 (1) 15a2
ln axdx = x ln ax − x (42)
n+1
Z
1
Z
ln ax 1
dx = ln |x| (2) Z p
1 dx = (ln ax)2 (43)
x
h
x(ax + b)dx =
p
(2ax + b) ax(ax + b) x 2
Z Z 4a3/2
 √
udv = uv − vdu (3) p i
−b2 ln a x + a(ax + b)
Z  
 
(27) b
ln(ax + b)dx = x + ln(ax + b) − x, a 6= 0 (44)
Z a
1 1
dx = ln |ax + b| (4)
ax + b a Z
x
b2 ln(x2 + a2 ) dx = x ln(x2 + a2 ) + 2a tan−1
Z p  
Integrals of Rational Functions b x p 3 − 2x (45)
x3 (ax + b)dx = − 2 + x (ax + b) a
12a 8a x 3
b3
 √ p 
+ 5/2 ln a x + a(ax + b) (28)
Z  
1 1
Z
8a x+a
dx = − (5) ln(x2 − a2 ) dx = x ln(x2 − a2 ) + a ln − 2x (46)
(x + a)2 x+a x−a
(x + a)n+1
Z
(x + a)n dx = , n 6= −1 (6) Z
1p 2ax + b
Z p
n+1 1 p 1
 
ln ax2 + bx + c dx = 4ac − b2 tan−1 √
p
= x x2 ± a2 ± a2 ln x + x2 ± a2 


x2 ± a2 dx
 
2 2 a 4ac − b2
Z
(x + a)n+1 ((n + 1)x − a) (29) 
b

x(x + a)n dx = + x ln ax2 + bx + c


(7) − 2x + (47)
(n + 1)(n + 2) 2a
Z
1 Z p
1 p 2 1 x
dx = tan−1 x (8) a2 − x2 dx = x a − x2 + a2 tan−1 √
Z
bx 1
1 + x2 2 2 a2 − x2 x ln(ax + b)dx = − x2
2a 4
Z
1 1 x (30)
dx = tan−1 b2
 
(9) 1
a2 + x2 a a + x2 − 2 ln(ax + b) (48)
Z 2 a
Z
x 1
p 1 2
3/2
dx = ln |a2 + x2 | (10) x x2 ± a2 dx = x ± a2 (31)
a2 + x2 2 3 Z
1
x ln a2 − b2 x2 dx = − x2 +


Z 2
x x Z 2
dx = x − a tan−1 1
 
(11)
p
√ dx = ln x + x2 ± a2  (32)
 
a2 + x2 a x2 ± a2 1

a2

x − 2 ln a2 − b2 x2
2

(49)
Z
x3 1 1 2 b
dx = x2 − a2 ln |a2 + x2 | (12) Z
1 x
a + x2
2 2 2 √ dx = sin−1 (33)
a2 − x2 a Integrals with Exponentials
Z
1 2 2ax + b
dx = √ tan−1 √ (13) Z
x
ax2 + bx + c 4ac − b 2 4ac − b2
p Z
√ dx = x2 ± a2 (34) 1 ax
x ±a
2 2 eax dx = e (50)
a
Z
1 1 a+x
, a 6= b √
Z
dx = ln (14) x p
√ 1 √ ax √

Z
(x + a)(x + b) b−a b+x √ dx = − a2 − x2 (35) i π
a −x
2 2 xeax dx = xe + 3/2 erf i ax ,
Z a 2a
x a 2
Z x
dx = + ln |a + x| (15) where erf(x) = √
2
e−t dt (51)
(x + a)2 a+x π 0
x2
Z
1 p 1
 p 
√ dx = x x2 ± a2 ∓ a2 ln x + x2 ± a2 
 
Z
x 1 x ±a
2 2 2 2 Z
dx = ln |ax2 + bx + c| (36) xex dx = (x − 1)ex (52)
ax2 + bx + c 2a
b 2ax + b
tan−1 √
 
− √
Z
(16) x 1
a 4ac − b2 4ac − b2 xeax dx = − 2 eax (53)
Z p
b + 2ax p 2 a a
Integrals with Roots ax2 + bx + cdx = ax + bx + c
4a
Z
x2 ex dx = x2 − 2x + 2 ex


2
(54)
4ac − b
 p 
+ ln

+ b + 2 a(ax2 + bx+ c) (37)
√
Z
2 8a3/2
2ax 
x − adx = (x − a)3/2 (17) x2
Z  
2x 2
3 x2 eax dx = − 2 + 3 eax (55)
a a a
√
Z
1
√ dx = 2 x ± a (18)
Z
1  √ p 2 x3 ex dx = x3 − 3x2 + 6x − 6 ex
Z

x±a p (56)
x ax2 + bx + c = 2 a ax + bx + c
Z
1 √ 48a5/2
√ dx = −2 a − x (19) xn eax
Z Z
× −3b2 + 2abx + 8a(c + ax2 ) n


a−x xn eax dx = − xn−1 eax dx (57)
 √ p  a a
+3(b3 − 4abc) ln b + 2ax + 2 a ax2 + bx + c (38)
 
√
Z
2 2
x x − adx = a(x − a)3/2 + (x − a)5/2 (20) Z
(−1)n
3 5 xn eax dx = Γ[1 + n, −ax],
an+1
Z
√
 
√ Z ∞ (58)
2b 2x Z
1 1 ta−1 e−t dt
 
ax + bdx = + ax + b (21) where Γ(a, x) =
p
√ dx = √ ln 2ax + b + 2 a(ax2 + bx + c)
 
3a 3 ax2 + bx + c a x
Z
2 (39) √
√

Z
(ax + b)3/2 dx = (ax + b)5/2 (22) 2 i π
eax dx = − √ erf ix a (59)
5a 2 a
√ √
Z
x 2 Z
√

√ dx = (x ∓ 2a) x ± a (23) π
Z 2
x 1p 2 e−ax dx = √ erf x a (60)
x±a 3 √ dx = ax + bx + c
ax2 + bx + c a 2 a
b
  Z
p p 2 1 2
x(a − x) − 3/2 ln 2ax + b + 2 a(ax2 + bx + c) xe−ax dx = − e−ax
Z r
(40)
 
x (61)
dx = − x(a − x) − a tan−1
p
(24) 2a 2a
a−x x−a

√
Z Z r
dx x 2 −ax2 1 π x −ax2
√ = √ (41) x e dx = erf(x a) − e (62)
Z r
x p √ 
(a2 + x2 )3/2 4 a3 2a
dx = x(a + x) − a ln x + x + a (25) a2 a2 + x2
a+x
∗
« 2014. From http://integral-table.com, last revised June 14, 2014. This material is provided as is without warranty or representation about the accuracy, correctness or
suitability of the material for any purpose, and is licensed under the Creative Commons Attribution-Noncommercial-ShareAlike 3.0 United States License. To view a copy of this
license, visit http://creativecommons.org/licenses/by-nc-sa/3.0/ or send a letter to Creative Commons, 171 Second Street, Suite 300, San Francisco, California, 94105, USA.
 Integrals with Trigonometric Functions Z
1 x
Z
1 1 ex cos xdx = e (sin x + cos x) (106)
sec3 x dx = sec x tan x + ln | sec x + tan x| (84) 2
Z
1 2 2
sin axdx = − cos ax (63)
a Z Z
1
sec x tan xdx = sec x (85) ebx cos axdx = ebx (a sin ax + b cos ax) (107)
Z
x sin 2ax a2 + b2
sin2 axdx = − (64)
2 4a Z
1
sec2 x tan xdx = sec2 x (86) Z
2 1 x
Z xex sin xdx = e (cos x − x cos x + x sin x) (108)
n
sin axdx = Z 2
1
n
sec x tan xdx = secn x, n 6= 0 (87)
1

1 1−n 3
 n
− cos ax 2 F1 , , , cos2 ax (65) Z
1 x
a 2 2 2 Z xex cos xdx = e (x cos x − sin x + x sin x) (109)

x
 2
csc xdx = ln tan  = ln | csc x − cot x| + C (88)

Z
3 cos ax cos 3ax 2
sin3 axdx = − + (66) Integrals of Hyperbolic Functions
4a 12a Z
2 1
Z
1 csc axdx = − cot ax (89)
cos axdx = sin ax (67) a
a
Z
1
cosh axdx = sinh ax (110)
Z
x sin 2ax
Z
1 1 a
cos2 axdx = + (68) csc3 xdx = − cot x csc x + ln | csc x − cot x| (90)
2 4a 2 2
Z
Z
1 eax cosh bxdx =
csc x cot xdx = − cscn x, n 6= 0
n
Z
1 (91)
cosp axdx = − cos1+p ax× n  ax
e
a(1 + p) 
 2 [a cosh bx − b sinh bx] a 6= b
a − b2
  Z
1+p 1 3+p 2 sec x csc xdx = ln | tan x| (92) 2ax (111)
F
2 1
2
,
2
,
2
, cos ax (69) e

+
x
a=b
4a 2
Products of Trigonometric Functions and
Z
3 sin ax sin 3ax
Z
cos3 axdx = + (70) 1
4a 12a Monomials sinh axdx = cosh ax (112)
a
Z
cos[(a − b)x] cos[(a + b)x] Z Z
cos ax sin bxdx = − , a 6= b x cos xdx = cos x + x sin x (93) eax sinh bxdx =
2(a − b) 2(a + b)
(71) Z
 ax
e
1 x 
 2 [−b cosh bx + a sinh bx] a 6= b
x cos axdx = cos ax + sin ax (94) a − b2 (113)
a2 a 2ax
e x
Z
2 sin[(2a − b)x] 
− a=b
sin ax cos bxdx = − Z
4a 2
4(2a − b) x2 cos xdx = 2x cos x + x2 − 2 sin x


(95)
sin bx sin[(2a + b)x]
+ − (72) Z
2b 4(2a + b) eax tanh bxdx =
a2 x2 − 2
Z
2 2x cos ax
Z x cos axdx = + sin ax (96)  (a+2b)x
1 a 2 a3 e h a a i
sin2 x cos xdx = sin3 x (73) 
 2 F1 1 + , 1, 2 + , −e2bx
3

 (a + 2b) 2b 2b


1 ax ha i
Z
1 − e 2 F 1 , 1, 1E, −e2bx a 6= b (114)
xn cosxdx = − (i)n+1 [Γ(n + 1, −ix) a −1 ax 2b
Z
cos[(2a − b)x]

2 cos bx 2
 eax − 2 tan

[e ]
cos ax sin bxdx = − 

a=b
4(2a − b) 2b 
+(−1)n Γ(n + 1, ix)] (97) a
cos[(2a + b)x]
− (74) Z
1
4(2a + b) tanh ax dx = ln cosh ax (115)
Z a
1
xn cosaxdx = (ia)1−n [(−1)n Γ(n + 1, −iax)
Z
1
cos2 ax sin axdx = − cos3 ax (75) 2
3a
Z
1
−Γ(n + 1, ixa)] (98) cos ax cosh bxdx = [a sin ax cosh bx
a2 + b2
Z
x sin 2ax sin[2(a − b)x] +b cos ax sinh bx] (116)
sin2 ax cos2 bxdx = − − Z
4 8a 16(a − b) x sin xdx = −x cos x + sin x (99)
sin 2bx sin[2(a + b)x]
+ − (76)
8b 16(a + b)
Z Z
x cos ax sin ax 1
x sin axdx = − + (100) cos ax sinh bxdx = [b cos ax cosh bx+
Z a a2 a2 + b2
x sin 4ax
sin2 ax cos2 axdx = − (77) a sin ax sinh bx] (117)
8 32a Z
x2 sin xdx = 2 − x2 cos x + 2x sin x


Z (101)
1
tan axdx = − ln cos ax (78)
a
Z
1
sin ax cosh bxdx = [−a cos ax cosh bx+
Z
1
Z 2 2 a2 + b2
tan2 axdx = −x + 2−a x 2x sin ax
tan ax (79) x2 sin axdx = cos ax + (102) b sin ax sinh bx] (118)
a a3 a2

tann+1 ax
Z Z
tann axdx = × 1 Z
xn sin xdx = − (i)n [Γ(n + 1, −ix) − (−1)n Γ(n + 1, −ix)] 1
a(1 + n) 2 sin ax sinh bxdx = [b cosh bx sin ax−
  a2 + b2
n+1 n+3 (103)
2 F1 , 1, , − tan2 ax (80) a cos ax sinh bx] (119)
2 2
Z Products of Trigonometric Functions and
1 1 Exponentials
tan3 axdx = ln cos ax + sec2 ax (81) Z
a 2a 1
sinh ax cosh axdx = [−2ax + sinh 2ax] (120)
Z 4a
Z 1 x
x ex sin xdx = e (sin x − cos x)

sec xdx = ln | sec x + tan x| = 2 tanh−1 tan (82) (104)
2 2 Z
1
sinh ax cosh bxdx = [b cosh bx sinh ax
Z Z b2 − a2
1 1
sec2 axdx = tan ax (83) ebx sin axdx = ebx (b sin ax − a cos ax) (105) −a cosh ax sinh bx] (121)
a a2 + b2
 Table of Trigonometric Identities Prepared by Yun Yoo

1. Pythagorean Identities

sin2 x + cos2 x = 1 1 + tan2 x = sec2 x 1 + cot2 x = csc2 x

2. Reciprocal identities
1 1 1
csc x = sin x sec x = cos x cot x = tan x
1 1 1
sin x = csc x cos x = sec x tan x = cot x

3. Quotient Identities
sin x cos x
tan x = cos x cot x = sin x

4. Co-Function Identities

sin( π2 − x) = cos x tan( π2 − x) = cot x sec( π2 − x) = csc x

cos( π2 − x) = sin x cot( π2 − x) = tan x csc( π2 − x) = sec x

5. Even-Odd Identities

cos(−x) = cos x sin(−x) = − sin x tan(−x) = − tan x

sec(−x) = sec x csc(−x) = − csc x cot(−x) = − cot x

6. Sum-Difference Formulas
tan x+tan y
sin(x + y) = sin x cos y + cos x sin y tan(x + y) = 1−tan x tan y

sin(x − y) = sin x cos y − cos x sin y

tan x−tan y
cos(x + y) = cos x cos y − sin x sin y tan(x − y) = 1+tan x tan y

cos(x − y) = cos x cos y + sin x sin y

7. Double Angle Formulas

sin(2x) = 2 sin x cos x

cos(2x) = cos2 x − sin2 x = 2 cos2 x − 1 = 1 − 2 sin2 x

2 tan x
tan(2x) = 1−tan2 x

8. Power-Reducing/Half Angle Formulas

1−cos 2x 1+cos 2x 1−cos 2x
sin2 x = 2 cos2 x = 2 tan2 x = 1+cos 2x
q q q
sin x2 = ± 1−cos x
2 cos x2 = ± 1+cos x
2 tan x2 = ± 1−cos x
1+cos x = sin x
1+cos x = 1−cos x
sin x

1
9. Sum-to-Product Formulas

sin x + sin y = 2 sin( x+y x−y

2 ) cos( 2 )

sin x − sin y = 2 cos( x+y x−y

2 ) sin( 2 )

cos x + cos y = 2 cos( x+y x−y

2 ) cos( 2 )

cos x − cos y = −2 sin( x+y x−y

2 ) sin( 2 )

10. Product-to-Sum Formulas

sin x sin y = 12 {cos (x − y) − cos (x + y)}

cos x cos y = 12 {cos (x − y) + cos (x + y)}

sin x cos y = 12 {sin (x + y) + sin (x − y)}

cos x sin y = 12 {sin (x + y) − sin (x − y)}

11. The Law of Sines

sin A sin B sin C
a = b = c

12. The Law of Cosines

a2 = b2 + c2 − 2bc cos A

b2 = a2 + c2 − 2ac cos B

c2 = a2 + b2 − 2ab cos C

13. The Reduction Formula

√
a sin x + b cos x = R sin(x + α) where R = a2 + b2 , sin α = Rb , cos α = Ra , tan α = ab
√
a sin x + b cos x = R cos(x − α) where R = a2 + b2 , sin α = Ra , cos α = Rb , tan α = ab

2
 Table of Laplace Transforms
f ( t ) = L -1 {F ( s )} F ( s ) = L { f ( t )} f ( t ) = L -1 {F ( s )} F ( s ) = L { f ( t )}
1 1
1. 1 2. e at
s s-a
n! G ( p + 1)
3. t n , n = 1, 2,3,K 4. t p , p > -1
s n +1 s p +1
p 1 × 3 × 5L ( 2n - 1) p
, n = 1, 2,3,K
n - 12
5. t 3 6. t n+ 1
2s 2
2n s 2
a s
7. sin ( at ) 8. cos ( at )
s + a2
2
s + a2
2

2as s2 - a2
9. t sin ( at ) 10. t cos ( at )
(s + a2 ) (s + a2 )
2 2 2
2

2a 3 2as 2
11. sin ( at ) - at cos ( at ) 12. sin ( at ) + at cos ( at )
(s + a )
2 2 2
(s + a )
2 2 2

s(s - a ) 2 2
s ( s + 3a )
2 2

13. cos ( at ) - at sin ( at ) 14. cos ( at ) + at sin ( at )

(s + a )
2 2 2
(s + a )
2 2 2

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

15. sin ( at + b ) 16. cos ( at + b )
s2 + a2 s2 + a2
a s
17. sinh ( at ) 18. cosh ( at )
s - a2
2
s - a2
2

b s-a
19. e at sin ( bt ) 20. e at cos ( bt )
(s - a) (s - a)
2 2
+ b2 + b2
b s-a
21. e at sinh ( bt ) 22. e at cosh ( bt )
(s - a) (s - a)
2 2
-b 2
- b2
n! 1 æsö
23. t ne at , n = 1, 2,3,K 24. f ( ct ) Fç ÷
(s - a)
n +1
c ècø
uc ( t ) = u ( t - c ) e - cs d (t - c )
25. 26. e - cs
Heaviside Function s Dirac Delta Function
27. uc ( t ) f ( t - c ) e F (s)
- cs
28. uc ( t ) g ( t ) e - cs L { g ( t + c )}
ect f ( t ) F ( s - c) t n f ( t ) , n = 1, 2,3,K ( -1) F ( n) ( s )
n
29. 30.
1 ¥ t F (s)
31. f (t ) ò F ( u ) du 32. ò f ( v ) dv
t s 0
s
T
t
ò e - st f ( t ) dt
33. ò f ( t - t ) g (t ) dt F (s)G (s) 34. f (t + T ) = f (t ) 0
0
1 - e - sT
35. f ¢ (t ) sF ( s ) - f ( 0 ) 36. f ¢¢ ( t ) s 2 F ( s ) - sf ( 0 ) - f ¢ ( 0 )
37. f ( n) ( t ) s n F ( s ) - s n-1 f ( 0 ) - s n- 2 f ¢ ( 0 )L - sf ( n- 2) ( 0 ) - f ( n-1) ( 0 )
 Table Notes
1. This list is not a complete listing of Laplace transforms and only contains some of
the more commonly used Laplace transforms and formulas.

2. Recall the definition of hyperbolic functions.

et + e - t et - e - t
cosh ( t ) = sinh ( t ) =
2 2

3. Be careful when using “normal” trig function vs. hyperbolic functions. The only
difference in the formulas is the “+ a2” for the “normal” trig functions becomes a
“- a2” for the hyperbolic functions!

4. Formula #4 uses the Gamma function which is defined as

¥
G ( t ) = ò e - x x t -1 dx
0

If n is a positive integer then,

G ( n + 1) = n !

The Gamma function is an extension of the normal factorial function. Here are a
couple of quick facts for the Gamma function

G ( p + 1) = pG ( p )
G ( p + n)
p ( p + 1)( p + 2 )L ( p + n - 1) =
G ( p)
æ1ö
Gç ÷ = p
è2ø
 Math267 : Formula Sheet for Midterm 1

Identities
p p
z = x + iy z = |z| ei✓ |z| = x2 + y 2
zz = ei✓ = cos(✓) + i sin(✓)
⇣y⌘
z=x iy arg(z) = ✓ = arctan ei✓ + e i✓
ei✓ e i✓
x cos(✓) = sin(✓) =
N
X1 2 2i
1 rN
rk = , when r 6= +1 k
k=0
1 r ei k ⇡ = ( 1) ei k
⇡
2 = ik
Fourier Series – for f(x) with period T = 2L
1
X ✓ ◆◆ ✓ X1
a0 k⇡ k⇡ 2⇡
f (x) = + ak cos x + bk sin x f (x) = c0 + ck ei k T x
2 L L k6=0
k=1
Z L ✓ ◆ Z L ✓ ◆ Z a+T
1 k⇡ 1 k⇡ 1
x , bk =
2⇡
ak = f (x) cos f (x) sin x ck = f (x)ei k T x dx
L L L L L L T a

✓ ◆ Sine Series – for f(x), 0<x<L

1
X k⇡ X1 ⇣ k⇡ ⌘
i x i k⇡
L x
f (x) = bk sin x Z L ✓ ◆ f (x) = c k e L e Z
L 2 k⇡ 1 L ⇣ k⇡ ⌘
k=1 k=1 i k⇡
bk = f (x) sin x dx ck = f (x) ei L x e L x dx
L 0 L 2L 0

✓ ◆ Cosine Series – for f(x), 0<x<L

a0 X
1
k⇡ X1 ⇣ k⇡ ⌘
i L x i k⇡
L x
f (x) = + ak cos x Z ✓ ◆ f (x) = c 0 + c k e + e Z L
2 L 2 L k⇡ 1 ⇣ k⇡ ⌘
k=1 k=1 i k⇡
ak = f (x) cos x dx ck = f (x) ei L x + e L x dx
L 0 L 2L 0
Wave Equation utt = c2 uxx , when u(0,t) = u(L,t) = 0
1
X ✓ ◆✓ ✓ ◆ ✓ ◆◆ 1 ⇣
X ⌘⇣ ⌘
k⇡ k⇡ k⇡ k⇡ k⇡ k⇡
ic k⇡
u(x, t) = sin x ↵k sin c t + k cos c t u(x, t) = ei L x e i L x ↵k eic L t + ke L t
L L L
k=1 k=1

Heat Equation ut = c2 uxx , when u(0,t) = u(L,t) = 0

1
X ✓ ◆ 1 ⇣
X ⌘
k⇡ k⇡ 2 2
↵k e ( c L ) t ↵k e (c L )
k⇡ k⇡
i k⇡ t
u(x, t) = sin x u(x, t) = ei L x e L x
L
k=1 k=1
 Table of Fourier Transform Pairs

Function, f(t) Fourier Transform, F(w)

Definition of Inverse Fourier Transform Definition of Fourier Transform

¥ ¥
1 jwt - jwt
f (t ) =
2p ò F (w )e dw F (w ) = ò f (t )e dt
-¥ -¥

f (t - t 0 ) F (w )e - jwt0

f (t )e jw 0t F (w - w 0 )

f (at ) 1 w
F( )
a a

F (t ) 2pf (-w )

d n f (t ) ( jw ) n F (w )
dt n

(- jt ) n f (t ) d n F (w)
dw n

t F (w )
+ pF (0)d (w )
ò f (t )dt
jw
-¥

d (t ) 1

e jw 0 t 2pd (w - w 0 )

sgn (t) 2
jw

Signals & Systems - Reference Tables 1

 Fourier Transform Table
UBC M267 Resources for 2005

F (t) Fb(ω) Notes (0)

Z ∞
f (t) f (t)e−iωt dt Definition. (1)
−∞
Z ∞
1
fb(ω)eiωt dω fb(ω) Inversion formula. (2)
2π −∞

fb(−t) 2πf (ω) Duality property. (3)

1
e−at u(t) a constant, <e(a) > 0 (4)
a + iω
2a
e−a|t| a constant, <e(a) > 0 (5)
a2 + ω2

1, if |t| < 1, sin(ω)
β(t) = 2 sinc(ω) = 2 Boxcar in time. (6)
0, if |t| > 1 ω
1
sinc(t) β(ω) Boxcar in frequency. (7)
π
f 0 (t) iω fb(ω) Derivative in time. (8)

f 00 (t) (iω)2 fb(ω) Higher derivatives similar. (9)

d
tf (t) i fb(ω) Derivative in frequency. (10)
dω
d2
t2 f (t) i2 2 fb(ω) Higher derivatives similar. (11)
dω
eiω0 t f (t) b
f (ω − ω0 ) Modulation property. (12)
 
t − t0
f ke−iωt0 fb(kω) Time shift and squeeze. (13)
k

(f ∗ g)(t) fb(ω)b
g (ω) Convolution in time. (14)

0, if t < 0 1
u(t) = + πδ(ω) Heaviside step function. (15)
1, if t > 0 iω

δ(t − t0 )f (t) e−iωt0 f (t0 ) Assumes f continuous at t0 . (16)

eiω0 t 2πδ(ω − ω0 ) Useful for sin(ω0 t), cos(ω0 t). (17)

Z ∞ Z ∞
Convolution: (f ∗ g)(t) = f (t − u)g(u) du = f (u)g(t − u) du.
−∞ −∞
Z ∞ Z ∞  
1
2  b 2
Parseval: |f (t)| dt = f (ω) dω.
−∞ 2π −∞
 1 sgn(w )
j
pt

u (t ) 1
pd (w ) +
jw

¥ ¥
å Fn e jnw 0t 2p å Fnd (w - nw 0 )
n = -¥ n = -¥

t wt
rect ( ) tSa( )
t 2

B Bt w
Sa( ) rect ( )
2p 2 B

tri (t ) w
Sa 2 ( )
2

pt t Ap cos(wt )
A cos( )rect ( )
2t 2t t (p ) 2 - w 2
2t

cos(w 0 t ) p [d (w - w 0 ) + d (w + w 0 )]

sin(w 0 t ) p
[d (w - w 0 ) - d (w + w 0 )]
j

u (t ) cos(w 0 t ) p
[d (w - w 0 ) + d (w + w 0 )] + 2 jw 2
2 w0 - w

u (t ) sin(w 0 t ) p 2
[d (w - w 0 ) - d (w + w 0 )] + 2w 2
2j w0 - w

u (t )e -at cos(w 0 t ) (a + jw )
w 02 + (a + jw ) 2

Signals & Systems - Reference Tables 2

u (t )e -at sin(w 0 t ) w0
w 02 + (a + jw ) 2

e
-a t 2a
a2 +w2
2
/( 2s 2 ) 2
w2 / 2
e -t s 2p e -s

u (t )e -at 1
a + jw

u (t )te -at 1
(a + jw ) 2

Ø Trigonometric Fourier Series

¥
f (t ) = a 0 + å (a n cos(w 0 nt ) + bn sin(w 0 nt ) )
n =1

where

1 T 2T
a0 =
T ò0 f (t )dt , a n = ò f (t ) cos(w 0 nt )dt , and
T0
2T
bn = ò f (t ) sin(w 0 nt )dt
T 0

Ø Complex Exponential Fourier Series

¥
1T
f (t ) = å Fn e jwnt
, where Fn = ò f (t )e - jw 0 nt dt
T 0
n = -¥

Signals & Systems - Reference Tables 3

Some Useful Mathematical Relationships

e jx + e - jx
cos( x) =
2

e jx - e - jx
sin( x) =
2j

cos( x ± y ) = cos( x) cos( y ) m sin( x) sin( y )

sin( x ± y ) = sin( x) cos( y ) ± cos( x) sin( y )

cos(2 x) = cos 2 ( x) - sin 2 ( x)

sin( 2 x) = 2 sin( x) cos( x)

2 cos2 ( x) = 1 + cos(2 x)

2 sin 2 ( x) = 1 - cos(2 x)

cos 2 ( x) + sin 2 ( x) = 1

2 cos( x) cos( y ) = cos( x - y ) + cos( x + y )

2 sin( x) sin( y ) = cos( x - y ) - cos( x + y )

2 sin( x) cos( y ) = sin( x - y ) + sin( x + y )

Signals & Systems - Reference Tables 4

Useful Integrals

sin(x)
ò cos( x)dx
- cos(x)
ò sin( x)dx
cos( x) + x sin( x)
ò x cos( x)dx
sin( x) - x cos( x)
ò x sin( x)dx

òx
2
cos( x)dx 2 x cos( x) + ( x 2 - 2) sin( x)

òx
2
sin( x)dx 2 x sin( x) - ( x 2 - 2) cos( x)

ax
òe dx e ax
a

ax
ò xe dx éx 1 ù
e ax ê - 2 ú
ëa a û

2 ax
òx e dx é x 2 2x 2 ù
e ax ê - 2 - 3 ú
ëa a a û

dx 1
ò a + bx b
ln a + bx

dx 1 bx
ò a 2 + b 2x2 tan -1 ( )
ab a

Signals & Systems - Reference Tables 5

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Engineering Tables/Fourier Transform Table 2

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Fourier transform Fourier transform

Signal Remarks
unitary, angular frequency unitary, ordinary frequency

10 The rectangular pulse and the normalized sinc function

Dual of rule 10. The rectangular function is an idealized

11 low-pass filter, and the sinc function is the non-causal
impulse response of such a filter.

12 tri is the triangular function

13 Dual of rule 12.

Shows that the Gaussian function exp( - at2) is its own

14 Fourier transform. For this to be integrable we must have
Re(a) > 0.
 common in optics

a>0

the transform is the function itself

J0 (t) is the Bessel function of first kind of order 0, rect is

the rectangular function

it's the generalization of the previous transform; Tn (t) is the

Chebyshev polynomial of the first kind.

Un (t) is the Chebyshev polynomial of the second kind

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