Rade · Westergren

Mathematics Handbook
Springer-Verlag Berlin Heidelberg GmbH
Lennart Rade · Bertil Westergren

Mathematics
Handbook
for Science and Engineering

Fourth Edition

Springer ~ Studentlitteratur
Lennart Rade
Bertil Westergren

© Lennart Rade, Berti! Westergren and Studentlitteratur, Box 141, SE-22100 Lund, Sweden 1998.

Mathematics Subject Classification (1991): ooA22

Die Deutsche Bibliothek- CIP-Einheitsaufnahme

Rade, Lennart:
Mathematics handbook for science and engineering /Lennart Rade; Berti! Westergren.
4.ed.

ISBN 978-3-662-03558-0 ISBN 978-3-662-03556-6 (eBook)

DOI 10.1007/978-3-662-03556-6

ISBN 978-3-662-03558-o
This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned,
specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on micro-
film or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only
under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use
must always be obtained from Springer-Verlag Berlin Heidelberg GmbH.
Violations are liable for prosecution under the German Copyright Law.

© Springer-Verlag Berlin Heidelberg 1999

Originally published by Springer-Verlag Berlin Heidelberg New York in 1999
Softcover reprint of the hardcover 4th edition 1999

Cover design: Erich Kirchner, Heidelberg

SPIN 10690491 40/3143 - 54 3 2 1 o- Printed on acid-free paper
Contents

Preface 7
1 Fundamentals. Discrete Mathematics 9
1.1 Logic 9
1.2 Set Theory 14
1.3 Binary Relations and Functions 17
1.4 Algebraic Structures 21
1.5 Graph Theory 33
1.6 Codes 37
2 Algebra 43
2.1 Basic Algebra of Real Numbers 43
2.2 Number Theory 49
2.3 Complex Numbers 61
2.4 Algebraic Equations 63
3 Geometry and Trigonometry 66
3.1 Plane Figures 66
3.2 Solids 71
3.3 Spherical Trigonometry 75
3.4 Geometrical Vectors 77
3.5 Plane Analytic Geometry 79
3.6 Analytic Geometry in Space 83
4 Linear Algebra 87
4.1 Matrices 87
4.2 Determinants 90
4.3 Systems of Linear Equations 92
4.4 Linear Coordinate Transformations 94
4.5 Eigenvalues. Diagonalization 95
4.6 Quadratic Forms 100
4.7 Linear Spaces 103
4.8 Linear Mappings 105
4.9 Tensors 110
4.10 Complex matrices 111
5 The Elementary Functions 115
5.1 A Survey of the Elementary Functions 115
5.2 Polynomials and Rational Functions 116

3
 5.3 Logarithmic, Exponential, Power and Hyperbolic Functions 118
5.4 Trigonometric and Inverse Trigonometric Functions 122
6 Differential Calculus (one variable) 129
6.1 Some Basic Concepts 129
6.2 Limits and Continuity 130
6.3 Derivatives 132
6.4 Monotonicity. Extremes of Functions 135
7 Integral Calculus 137
7.1 Indefinite Integrals 137
7.2 Definite Integrals 142
7.3 Applications of Differential and Integral Calculus 144
7.4 Tables of Indefinite Integrals 149
7.5 Tables of Definite Integrals 174
8 Sequences and Series 179
8.1 Sequences of Numbers 179
8.2 Sequences of Functions 180
8.3 Series of Constant Terms 181
8.4 Series of Functions 183
8.5 Taylor Series 185
8.6 Special Sums and Series 188
9 Ordinary Differential Equations (ODE) 196
9.1 Differential Equations of the First Order 196
9.2 Differential Equations of the Second Order 198
9.3 Linear Differential Equations 201
9.4 Autonomous systems 209
9.5 General Concepts and Results 212
9.6 Linear Difference Equations 214

10 Multidimensional Calculus 217

10.1 The Space Rn 217
10.2 Surfaces. Tangent Planes 218
10.3 Limits and Continuity 219
10.4 Partial Derivatives 220
10.5 Extremes of Functions 223
10.6 Functionsf· Rn ~ Rm (Rn ~Rn) 225
10.7 Double Integrals 227
10.8 Triple Integrals 230
10.9 Partial Differential Equations 235

11 Vector Analysis 242

11.1 Curves 242
11.2 Vector Fields 244

4
 11.3 Line Integrals 249
11.4 Surface Integrals 252

12 Orthogonal Series and Special Functions 255

12.1 Orthogonal Systems 255
12.2 Orthogonal Polynomials 259
12.3 Bernoulli and Euler Polynomials 265
12.4 Bessel Functions 266
12.5 Functions Defined by Transcendental Integrals 283
12.6 Step and Impulse Functions 293
12.7 Functional Analysis 294
12.8 Lebesgue Integrals 299
12.9 Generalized functions (Distributions) 304

13 Transforms 306
13.1 Trigonometric Fourier Series 306
13.2 Fourier Transforms 311
13.3 Discrete Fourier Transforms 320
13.4 The z-transform 322
13.5 Laplace Transforms 325
13.6 Dynamical Systems (Filters) 333
13.7 Hankel and Hilbert transforms 336
13.8 Wavelets 339

14 Complex Analysis 344

14.1 Functions of a Complex Variable 344
14.2 Complex Integration 347
14.3 Power Series Expansions 349
14.4 Zeros and Singularities 350
14.5 Conformal Mappings 351

15 Optimization 360
15.1 Calculus of Variations 360
15.2 Linear Optimization 366
15.3 Non-linear Optimization 370
15.4 Dynamic Optimization 372

16 Numerical Analysis and Programming 374

16.1 Approximations and Errors 374
16.2 Numerical Solution of Equations 375
16.3 Interpolation 381
16.4 Numerical Integration and Differentiation 387
16.5 Numerical Solutions of Differential Equations 395
16.6 Numerical summation 404

5
17 Probability Theory 407
17.1 Basic Probability Theory 407
17.2 Probability Distributions 417
17.3 Stochastic Processes 422
17.4 Algorithms for Calculation of Probability Distributions 426
17.5 Simulation 428
17.6 Queueing Systems 432
17.7 Reliability 435
17.8 Tables 442

18 Statistics 462
18.1 Descriptive Statistics 462
18.2 Point Estimation 471
18.3 Confidence Intervals 474
18.4 Tables for Confidence Intervals 478
18.5 Tests of Significance 484
18.6 Linear Models 490
18.7 Distribution-free Methods 495
18.8 Statistical Quality Control 501
18.9 Factorial Experiments 505
18.10 Analysis of life time (failure time) data 508
18.11 Statistical glossary 509
19 Miscellaneous 513
Glossary of functions 527
Glossary of symbols 528
Index 531

6
Preface

This is the fourth edition of the Mathematics handbook for science and engineering
(BETA). Compared to the previous editions a number of additions and corrections
have been made.
The Mathematics handbook covers basic areas of mathematics, numerical analysis,
probability and statistics and various applications. The handbook is intended for
students and teachers of mathematics, science and engineering and for profession-
als working in these areas. The aim of the handbook is to provide useful informa-
tion in a lucid and accessible form in a moderately large volume. The handbook
concentrates on definitions, results, formulas, graphs, figures and tables and
emphasizes concepts and methods with applications in technology and science.
The Mathematics handbook is organised in 19 chapters starting with basic concepts
in discrete mathematics and ending with chapters on probability and statistics and a
miscellaneous chapter. Crossreferences and an extensive index help the user to find
required information. We have not included numerical tables of functions which
are available on most scientific calculators and pocket computers. We have treated
one variable and multivariable calculus in different chapters, because students, usu-
ally, meet these areas in different courses. In formulating theorems and results
sometimes all assumptions are not explicitely stated.
We are happy to have been able to draw on the expertise of several of our col-
leagues. Our thanks are especially due to Johan Karlsson, Jan Petersson, Rolf Pet-
tersson and Thomas Weibull. We also want to thank Christer Borell, Juliusz
Brzezinski, Kenneth Eriksson, Carl-Henrik Fant, Kjell Holmaker, Lars Homstrom,
Eskil Johnson, Jacques de Mare, Jeffrey Steif and Bo Nilsson for their helpful
assistance.
Furthermore we want to thank Jan Enger of the Royal Institute of Technology in
Stockholm for providing new more exact tables of median ranks (section 18.1) and
two-sided tolerance limits for the normal distribution (section 18.4). We also want
to thank Seppo Mustonen of Helsinki University in Finland for providing us with
an algorithm for the simulation of bivariate normal distributions (section 17 .5) and
Max Nielsen of Odense Teknikum in Denmark for an improved formula for
approximation of the normal distribution function.

7
Some tables and graphs have been copied with permission from publishers, whose
courtesy is here acknowledged. We are thus indebted to the American Statistical
Association for permission to use the table of Gurland-Tripathis correction factors
in section 18.2, the table of the Kolmogorov-Smimov test in section 18.7 and the
tables for Bartlett's test and the use of Studentized range in section 18.5. For the
last two tables we also have permission from Biometrika Trustees. Furthermore we
are indebted to the American Society for Quality Control for permission to use the
table for construction of single acceptance sampling control plans in section 18.8
(copyright 1952 American Society for Quality Control) to McGraw-Hill Book
Company for permission to use the table on tolerance limits for the normal distribu-
tions in section 18.4 (originally published in Eisenhart, et al: Techniques of Statisti-
cal Analysis, 1947) and to Pergamon Press for permission to use the graph of the
Erlang Loss Formula in section 17.6 (orginally published in L. Kosten, Stochastic
Theory of Service System, 1973).
In the fourth edition of this handbook two new sections have been included and one
section has been removed. A section on wavelets has been added to chapter 13.
This new section has been written by Martin Lindberg of Chalmers University of
Technology in Gothenburg, Sweden. A new section on autonomous systems has
also been added to chapter 9. The former section 16.7 on programming has been
removed.
In other chapters a number of changes and corrections have been made. These have
mostly been inspired by the German edition of the handbook (Springers Mathema-
tische Formeln 1996, editor and author Peter Vachenauer, Springer and Studentlit-
teratur ISBN 3-540-62829-0). It is a pleasure for the authors to thank Martin Lind-
berg and Peter Vachenauer for their valuable contributions to the handbook.
We shall be grateful for any suggestions about changes, additions, or deletions, as
well as corrections in the Mathematics handbook. It is finally our hope that many
users will find the Mathematics handbook a useful guide to the world of mathe-
matics.
Lennart Rade, Berti! Westergren