Formler til Kreyzsig:

Advanced Engineering Mathematics 7th edition

Nick Weppenaar

12. juni 2001

Indhold
1 First-order differential equations 2

2 Second-order differential equations 2

3 Higher-order differential equations 3

4 Systems of differential equations 3

5 Series solutions of differential equations 3

6 Laplace Transforms 3

7 Linear algebra 5

8 Vector differential calculus 5

9 Vector integral calculus 5

10 Fourier series, integrals and transforms 5

11 Partial differential equations 5

12 Complex analytic functions 5

13 Complex integration 5

14 Power series, Taylor series, Laurent series 5

15 Residue integration method 5

16 Conformal mapping 5

17 Complex analysis applied to potential theory 5

1
18 Numerical methods in general 5

19 Numerical methods in linear algebra 8

20 Numerical methods for differential equations 8

21 Unconstrained optimization, Linear programming 9

22 Graphs and combinatorial optimization 9

23 Probability theory 9

24 Mathematical statistics 11

Symbols
µ: Mean value or mean
σ: Standard Deviation
σ 2 : Variance
∇ · f : Gradient
∇ · x: Divergence
∇ × x: Curl

1 First-order differential equations

Linear first-order differential equation (homogeneous for r(x) = 0) s. 30:

y 0 + p(x)y = r(x)

with general solution s. 31:

Z  Z
−h h
y(x) = e e rdx + c , h= p(x)dx

The Bernoulli equation s. 33:

y 0 = p(x)y = g(x)y a

2 Second-order differential equations

Second-order linear differential equation (homogeneous for r(x) = 0 s. 63:

y 00 + p(x)y 0 + q(x)y = r(x)

The characteristic equation for a homogeneous second-order differential equation s. 69:

λ2 + aλ + b = 0, y = eλx

2
with roots s. 69:

1 p  1 p 
λ1 = −a + a2 − 4b , λ2 = −a − a2 − 4b
2 2

Solution for two real roots s. 70:

y = c1 eλ1 x + c2 eλ2 x

Solution for real double root λ = − a2 s. 71:

ax
y = (c1 + c2 x)e− 2

Solution for complex roots s. 73:

ax
y = e− 2 (A cos ωx + B sin ωx)

Undamped harmonic oscillator s. 81:

my 00 + ky = 0

With general solution s. 82:

y(t) = A cos ω0 t + B sin ω0 t

The Euler-Cauchy equation s. 90:

x2 y 00 + axy 0 + by = 0

The Wronsky determinant s. 95:

 
 y y2 
W (y1 , y2 ) =  10 = y1 y20 − y2 y10
y1 y20 

3 Higher-order differential equations

4 Systems of differential equations

5 Series solutions of differential equations

6 Laplace Transforms
The Laplace transform F(s) s. 262:
Z ∞
F (s) = `(f ) = e−st f (t)dt
0

3
Linearity of the Laplace transform s. 263:

`[af (t) + bg(t)] = a`[f (t)] + b`[g(t)]

Laplace transform of the derivative of f (t) s. 268:

`(f 0 ) = s`(f ) − f (0)

Laplace transform of the derivative of any order n s. 269:

`(f (n) ) = sn `(f ) − sn−1 f (0) − sn−2 f 0 (0) − · · · − f (n−1) (0)

The transfer function s. 271:

1
Q(s) =
s2 + as + b

Laplace transform of the integral of a function s. 273:

Z t    Z t
1 −1 1
` f (τ )dτ = `{f (t)} og ` F (s) = f (τ )dτ
0 s s 0

s-shifting s. 276:

`{eat f (t)} = F (s − a)

Unit step function s. 278:


0 if t < a
u(t − a) =
1 if t > a

t-shifting s. 279:

`{f (t − a)u(t − a)} = e−as F (s)

Laplace transform of the unit step function s. 280:

e−as
`{u(t − a)} =
s

Laplace transform of Dirac’s delta function s. 287:

`{δ(t − a)} = e−as

Differentiation of transforms s. 290:

`{tf (t)} = −F 0 (s) og `−1 {F 0 (s)} = −tf (t)

Integration of transforms s. 291:

4
   Z ∞ Z ∞ 
f (t) f (t)
` = F (s̃)ds̃ og `−1 F (s̃)ds̃ =
t s s t

Convolution theorem s. 294:

Z t
h(t) = (f ∗ g)(t) = f (τ )g(t − τ )dτ
0

Integral representation of the subsidiary equation s. 296:

Z t
y(t) = q(t − τ )r(τ )dτ
0

Laplace transform of periodic functions s. 310:

Z p
1
`(f ) = e−st f (t)dt
1 − e−ps 0

7 Linear algebra

8 Vector differential calculus

9 Vector integral calculus

10 Fourier series, integrals and transforms

11 Partial differential equations

12 Complex analytic functions

13 Complex integration

14 Power series, Taylor series, Laurent series

15 Residue integration method

16 Conformal mapping

17 Complex analysis applied to potential theory

18 Numerical methods in general

Error  of a quantity a s. 922:

5
  = a − ã

Solution by iteration of f(x) = 0 for x = g(x) s. 926:

xn+1 = g(xn )

Newton’s Method for f(x) = 0 s. 930:

f (xn )
xn+1 = xn −
f 0 (xn )

The secant method for f(x) = 0 s. 933:

xn − xn−1
xn+1 = xn − f (xn )
f (xn ) − f (xn−1 )

The interpolation polynomial pn (x0 ) s. 936. For

f0 = f (x0 ), f1 = f (x1 ), ···, fn = f (xn ) gives

pn (x0 ) = f0 , pn (x1 ) = f1 , ···, pn (xn ) = fn

General Lagrange polynomial s. 939:

n n
X X lk (x)
f (x) ≈ pn (x) = Lk (x)fk = fk
lk (xk )
k=0 k=0

Error estimate s. 939:

f n+1 (t)
n (x) = f (x) − pn (x) = (x − x0 )(x − x1 ) · · · (x − xn )
(n + 1)!

The kth divided difference s. 941:

f [x1 , · · · , xk ] − f [x0 , · · · , xk−1 ]

ak = f [x0 , · · · , xk ] =
xk − x0

Newton’s divided difference interpolation formula s. 941:

f (x) ≈ f0 + (x − x0 )f [x0 , x1 ] + (x − x0 )(x − x1 )f [x0 , x1 , x2 ] + · · · + (x − x0 ) · · · (x − xn )f [x0 , · · · , xn ]

The kth forward difference of f at xj s. 943:

∆k fj = ∆k−1 fj+1 − ∆k−1 fj

Newton’s forward difference interpolation formula with error s. 944:

6
 n    
X r s x − x0
f (x) ≈ pn (x) = ∆ f0 x = x0 + rh, r=
s=0
s h

r(r − 1) 2 r(r − 1) · · · (r − n + 1) n
= f0 + r∆f0 + ∆ f0 + · · · + ∆ f0
2! n!

hn+1
n = f (x) − pn (x) = r(r − 1) · · · (r − n)f n+1 (t)
(n + 1)!

The kth backward differnce s. 946:

∇k fj = ∇k−1 fj − ∇k−1 fj−1

Newton’s backward difference formula s. 946:

n    
X r+s−1 x − x0
f (x) ≈ pn (x) = ∇s f0 x = x0 + rh, r=
s=0
s h

r(r + 1) 2 r(r + 1) · · · (r + n − 1) n
= f0 + r∇f0 + ∇ f0 + · · · + ∇ f0
2! n!

The kth central difference s. 947:

δ k fj = δ k−1 fj+1/2 − δ k−1 fj−1/2

The rectangular rule s. 958:

Z b
J= f (x)dx ≈ h[f (x∗1 ) + f (x∗2 ) + · · · + f (x∗n )]
a

The trapezoidal rule s. 958:

Z b
1 1
J= f (x)dx ≈ h[ f (a) + f (x1 ) + f (x2 ) + · · · + f (xn ) + f (b)]
a 2 2

Error bounds for the trapezoidal rule s. 960:

(b − a)3
KM2 ≤  ≤ KM2∗ where K=−
12n2

Simpson’s rule with error s. 961:

Z b
h
f (x)dx ≈ (f0 + 4f1 + 2f2 + 4f3 + · · · + 2f2m−2 + 4f2m−1 + f2m )
a 3

(b − a)5
CM4 ≤ S ≤ CM4∗ , where C=−
180(2m)4

7
19 Numerical methods in linear algebra
The normal equations for the method of least squares s. 1001:
X X X X X
an + b xj = yj , a xj + b x2j = xj yj

20 Numerical methods for differential equations

The first-order initial-value problem s. 1034:

y 0 = f (x, y), y(x0 ) = y0

The Euler-Cauchy method:

yn+1 = yn + hf (xn , yn )

The improved Euler-Cauchy method s. 1037:

1 ∗
yn+1 = yn + h[f (xn , yn ) + f (xn+1 , yn+1 )] with
2

∗
yn+1 = yn + hf (xn , yn )

The Adams-Bashford method s. 1045:

∗ h
yn+1 = yn + (55fn − 59fn−1 + 37fn−2 − 9fn−3 )
24

The Adams-Moulton method s. 1046:

h ∗
yn+1 = yn + (55fn − 59fn−1 + 37fn−2 − 9fn−3 ) with
24

∗ ∗
fn+1 = f (xn+1 , yn+1 )

The second-order initial-value problem s. 1048:

y 00 = f (x, y, y 0 ), y(x0 ) = y0 , y 0 (x0 ) = y00

Types of equations s. 1055:

Elliptic if ac − b2 > 0
Parabolic if ac − b2 = 0
Hyperbolic if ac − b2 < 0

8
21 Unconstrained optimization, Linear programming

22 Graphs and combinatorial optimization

23 Probability theory
Relative frequency frel (A) s. 1154:

f (A) Number of times A occurs

frel (A) = =
n Number of trials

Conditional probability of B given A s. 1157:

A∩B
P (B|A) =
P (A)

Independent events s. 1157:

P (A ∩ B) = P (A)P (B)

Combinations of n things taken k times without replacement s. 1162:

 
n n! n(n − 1) · · · (n − k − 1)
= =
k k!(n − k)! 1 · 2···k

Stirling formula s. 1163:

√  n n
n! ∼ 2πn
e

Probability corresponding to intervals s. 1169:

P (a < X ≤ b) = F (b) − F (a)

Probability intervals for discrete X s. 1169:

X
P (a < X ≤ b) = pj
a<xj ≤b

Sum of probabilities s. 1169:

X
pj = 1
j

Distribution function F(x) of a continuous distribution f(x) s. 1170:

Z x
F (x) = f (v)dv
−∞

9
 Z b
P (a < X ≤ b) = F (b) − F (a) = f (v)dv
a

Mean of a distribution s. 1173:

X Z ∞
µ= xj f (xj ) eller µ= xf (x)dx
j −∞

Variance of a distribution s. 1173:

X Z ∞
2 2 2
σ = (xj − µ) f (xj ) eller σ = (x − µ)2 f (x)dx
j −∞

The standardized random variable Z s. 1175:

X −µ
Z=
σ

The second central moment s. 1176:

σ 2 = E([X − µ]2 )

Binomial distribution (Bernoulli distribution) s. 1179:

 
n x n−x
f (x) = p q
x

Mean and variance of the binomial distribution s. 1179:

µ = np , σ 2 = npq

The Poisson distribution s. 1180:

µx −µ
f (x) = e
x!

Sampling with replacement s. 1181:

   x  n−x
n M M
f (x) = 1−
x N N

Sampling without replacement (hypergeometric distribution) s. 1181:

M N −M



x n−x
f (x) = N


n

Normal distribution (Gauss distribution) s. 1184:

1 1 x−µ 2
f (x) = √ e− 2 ( σ )
σ 2π

10
Distribution function of the normal distribution s. 1185:
Z x
1 x−µ 2
e− 2 ( ) dv
1
f (x) = √ σ
σ 2π −∞

Distribution function of the standard normal distribution s. 1185:

Z z
1 u2
φ(z) = √ e− 2 du
2π −∞

24 Mathematical statistics
The relative frequency f˜(x) p. 1210:
X
0 ≤ f˜(x) ≤ 1, f˜(x) = 1
x

Sample mean x̄ p. 1216:

n
1X 1
x̄ = xj = (x1 + x2 + · · · + xn )
n j=1 n

Sample variance s2 p. 1216:

n
1 X 1
s2 = (xj − x̄)2 = [(x1 − x̄)2 + · · · + (xn − x̄)2 ]
n − 1 j=1 n−1

The kth moment of a sample p. 1220:

n
1X k
mk = x
n j=1 j

The maximum likelihood method p. 1220:

l = f (x1 )f (x2 ) · · · f (xn )

The confidence interval p. 1223:

CON F {θ1 ≤ θ ≤ θ2 }

Sum of independent normal random variables with with mean µ and variance σ 2 p. 1228:

1 √ X̄ − µ
X̄ = (X1 + · · · + Xn ), Z= n
n σ

11