6.

Trigonometric Formulae

cos2 A + sin 2 A = 1 sec2 A − tan2 A = 1 cosec2 A − cot2 A = 1

2 tan A
sin 2A = 2 sin A cos A cos 2A = cos 2 A − sin 2 A tan 2A = .
1 − tan2 A

cos( A + B) + cos( A − B)
sin ( A ± B) = sin A cos B ± cos A sin B cos A cos B =
2

cos( A − B) − cos( A + B)
cos( A ± B) = cos A cos B ∓ sin A sin B sin A sin B =
2

tan A ± tan B sin( A + B) + sin ( A − B)

tan( A ± B) = sin A cos B =
1 ∓ tan A tan B 2

A+B A−B 1 + cos 2A

sin A + sin B = 2 sin cos cos2 A =
2 2 2
A+B A−B 1 − cos 2A
sin A − sin B = 2 cos sin sin 2 A =
2 2 2
A+B A−B 3 cos A + cos 3A
cos A + cos B = 2 cos cos cos3 A =
2 2 4
A+B A−B 3 sin A − sin 3A
cos A − cos B = −2 sin sin sin 3 A =
2 2 4

Relations between sides and angles of any plane triangle

In a plane triangle with angles A, B, and C and sides opposite a, b, and c respectively,
a b c
= = = diameter of circumscribed circle.
sin A sin B sin C
a2 = b2 + c2 − 2bc cos A
a = b cos C + c cos B
b2 + c2 − a2
cos A =
2bc
A−B a−b C
tan = cot
2 a+b 2
q
1 1 1 1
area = ab sin C = bc sin A = ca sin B = s(s − a)(s − b)(s − c), where s = ( a + b + c)
2 2 2 2

Relations between sides and angles of any spherical triangle

In a spherical triangle with angles A, B, and C and sides opposite a, b, and c respectively,
sin a sin b sin c
= =
sin A sin B sin C
cos a = cos b cos c + sin b sin c cos A
cos A = − cos B cos C + sin B sin C cos a

10
 9. Differentiation
 u 0 u0 v − uv0
(uv)0 = u0 v + uv0 , =
v v2

(uv)(n) = u(n) v + nu(n−1) v(1) + · · · + n Cr u(n−r) v(r) + · · · + uv(n) Leibniz Theorem

 
n n n!
where Cr ≡ =
r r!(n − r)!

d d
(sin x) = cos x (sinh x) = cosh x
dx dx
d d
(cos x) = − sin x (cosh x) = sinh x
dx dx
d d
(tan x) = sec2 x (tanh x) = sech2 x
dx dx
d d
(sec x) = sec x tan x (sech x) = − sech x tanh x
dx dx
d d
(cot x) = − cosec2 x (coth x) = − cosech2 x
dx dx
d d
(cosec x) = − cosec x cot x (cosech x) = − cosech x coth x
dx dx

10. Integration

Standard forms
xn+1
Z
xn dx = +c for n 6= −1
n+1
1
Z Z
dx = ln x + c ln x dx = x(ln x − 1) + c
x  
1 ax x 1
Z Z
eax dx = e +c ax
x e dx = e ax
− 2 +c
a a a
 
x2 1
Z
x ln x dx = ln x − +c
2 2
Z
1 1 x
2 2
dx = tan−1 +c
a +x a a
   
1 1 −1 x 1 a+x
Z
dx = tanh + c = ln +c for x2 < a2
a2 − x2 a a 2a a−x
   
1 1 −1 x 1 x−a
Z
dx = − coth +c= ln +c for x2 > a2
x2 − a2 a a 2a x+a
x −1 1
Z
dx = +c for n 6= 1
( x2 ± a2 )n 2(n − 1) ( x2 ± a2 )n−1
x 1
Z
dx = ln( x2 ± a2 ) + c
x2 ± a2 2
Z
1 x
p dx = sin−1 +c
a2 − x2 a
Z
1  p 
p dx = ln x + x2 ± a2 + c
x2 ± a2
Z
x p
p dx = x2 ± a2 + c
x2 ± a2
p 1h p 2  x i
Z
a2 − x2 dx = x a − x2 + a2 sin −1 +c
2 a

13
 ∞ 1
Z
dx = π cosec pπ for p < 1
0 (1 + x) x p
r
∞ ∞ 1 π
Z Z
2 2
cos( x ) dx = sin ( x ) dx =
0 0 2 2
Z ∞ √
exp(− x2 /2σ 2 ) dx = σ 2π
−∞
 √
Z ∞  1 × 3 × 5 × · · · (n − 1)σ n+1 2π for n ≥ 2 and even
n 2 2
x exp(− x /2σ ) dx =
−∞ 
0 for n ≥ 1 and odd
Z Z
sin x dx = − cos x + c sinh x dx = cosh x + c
Z Z
cos x dx = sin x + c cosh x dx = sinh x + c
Z Z
tan x dx = − ln(cos x) + c tanh x dx = ln(cosh x) + c
Z Z
cosec x dx = ln(cosec x − cot x) + c cosech x dx = ln [tanh( x/2)] + c
Z Z
sec x dx = ln(sec x + tan x) + c sech x dx = 2 tan−1 ( ex ) + c
Z Z
cot x dx = ln(sin x) + c coth x dx = ln(sinh x) + c

sin (m − n) x sin (m + n) x
Z
sin mx sin nx dx = − +c if m2 6= n2
2(m − n) 2(m + n)
sin (m − n) x sin (m + n) x
Z
cos mx cos nx dx = + +c if m2 6= n2
2(m − n) 2(m + n)

Standard substitutions
If the integrand is a function of: substitute:
p
( a2 − x2 ) or a2 − x2 x = a sin θ or x = a cos θ
p
( x2 + a2 ) or x2 + a2 x = a tan θ or x = a sinh θ
p
( x2 − a2 ) or x2 − a2 x = a sec θ or x = a cosh θ

If the integrand is a rational function of sin x or cos x or both, substitute t = tan( x/2) and use the results:
2t 1 − t2 2 dt
sin x = cos x = dx = .
1 + t2 1 + t2 1 + t2

If the integrand is of the form: substitute:

dx
Z
p px + q = u2
( ax + b) px + q

dx 1
Z
q ax + b = .
( ax + b) px2 + qx + r u

14
Integration by parts
Z b b Z b
u dv = uv − v du
a a a

Differentiation of an integral
If f ( x, α ) is a function of x containing a parameter α and the limits of integration a and b are functions of α then
∂
Z b(α ) Z b(α )
d db da
f ( x, α ) dx = f (b, α ) − f ( a, α ) + f ( x, α ) dx.
dα a (α ) dα dα a (α ) ∂α
Special case,
d
Z x
f ( y) dy = f ( x).
dx a

Dirac δ-‘function’
1 ∞
Z
δ (t − τ ) = exp[iω(t − τ )] dω.
2π −∞
Z ∞
If f (t) is an arbitrary function of t then δ (t − τ ) f (t) dt = f (τ ).
−∞
Z ∞
δ (t) = 0 if t 6= 0, also δ (t) dt = 1
−∞

Reduction formulae

Factorials

n! = n(n − 1)(n − 2) . . . 1, 0! = 1.
Stirling’s formula for large n: ln(n!) ≈ n ln n − n.
Z ∞ Z ∞ √ √
For any p > −1, x p e− x dx = p x p−1 e− x dx = p!. (− 1/2)! = π, ( 1/2)! = π/ ,
2 etc.
0 0
Z 1 p!q!
For any p, q > −1, x p (1 − x)q dx = .
0 ( p + q + 1)!

Trigonometrical

If m, n are integers,
Z π/ 2
m − 1 π/ 2 n − 1 π/ 2
Z Z
sin m θ cos n θ dθ =sin m−2 θ cosn θ dθ = sin m θ cosn−2 θ dθ
0 m+n 0 m+n 0
and can therefore be reduced eventually to one of the following integrals
Z π/ 2 Z π/ 2 Z π/ 2 Z π/ 2
1 π
sin θ cos θ dθ = , sin θ dθ = 1, cos θ dθ = 1, dθ = .
0 2 0 0 0 2

Other

r
∞ (n − 1) 1 π 1
Z
If In = xn exp(−α x2 ) dx then In = In − 2 , I0 = , I1 = .
0 2α 2 α 2α

15
Changing variables in surface and volume integrals – Jacobians
If an area A in the x, y plane maps into an area A 0 in the u, v plane then

∂x ∂x
∂u ∂v
Z Z
f ( x, y) dx dy = f (u, v) J du dv where J=
A A0 ∂y ∂y
∂u ∂v
∂( x, y)
The Jacobian J is also written as . The corresponding formula for volume integrals is
∂(u, v)

∂x ∂x ∂x
∂u ∂v ∂w
∂y ∂y ∂y
Z Z
f ( x, y, z) dx dy dz = f (u, v, w) J du dv dw where now J=
V V0 ∂u ∂v ∂w
∂z ∂z ∂z
∂u ∂v ∂w

14. Fourier Series and Transforms

Fourier series
If y( x) is a function defined in the range −π ≤ x ≤ π then
M M0
y( x) ≈ c0 + ∑ cm cos mx + ∑ sm sin mx
m=1 m=1

where the coefficients are

1
Z π
c0 = y( x) dx
2π −π
1
Z π
cm = y( x) cos mx dx (m = 1, . . . , M)
π −π
1
Z π
sm = y( x) sin mx dx (m = 1, . . . , M 0 )
π −π
with convergence to y( x) as M, M 0 → ∞ for all points where y( x) is continuous.

Fourier series for other ranges

Variable t, range 0 ≤ t ≤ T, (i.e., a periodic function of time with period T, frequency ω = 2π/ T).
y(t) ≈ c0 + ∑ cm cos mωt + ∑ sm sin mωt
where
ω T ω T ω T
Z Z Z
c0 = y(t) dt, cm = y(t) cos mωt dt, sm = y(t) sin mωt dt.
2π 0 π 0 π 0
Variable x, range 0 ≤ x ≤ L,
2mπx 2mπx
y( x) ≈ c0 + ∑ cm cos + ∑ sm sin
L L
where
1 L 2 L 2mπx 2 L 2mπx
Z Z Z
c0 = y( x) dx, cm = y( x) cos dx, sm = y( x) sin dx.
L 0 L 0 L L 0 L

19
Fourier series for odd and even functions
If y( x) is an odd (anti-symmetric) function [i.e., y(− x) = − y( x)] defined in the range −π ≤ x ≤ π, then only
2 π
Z
sines are required in the Fourier series and s m = y( x) sin mx dx. If, in addition, y( x) is symmetric about
π 0
4 π/ 2
Z
x = π/2, then the coefficients s m are given by sm = 0 (for m even), s m = y( x) sin mx dx (for m odd). If
π 0
y( x) is an even (symmetric) function [i.e., y(− x) = y( x)] defined in the range −π ≤ x ≤ π, then only constant
1 π 2 π
Z Z
and cosine terms are required in the Fourier series and c 0 = y( x) dx, cm = y( x) cos mx dx. If, in
π 0 π 0
π
addition, y( x) is anti-symmetric about x = , then c0 = 0 and the coefficients c m are given by cm = 0 (for m even),
2
4 π/ 2
Z
cm = y( x) cos mx dx (for m odd).
π 0
[These results also apply to Fourier series with more general ranges provided appropriate changes are made to the
limits of integration.]

Complex form of Fourier series

If y( x) is a function defined in the range −π ≤ x ≤ π then
M
1 π
Z
y( x) ≈ ∑ Cm eimx , Cm =
2π −π
y( x) e−imx dx
−M

with m taking all integer values in the range ± M. This approximation converges to y( x) as M → ∞ under the same
conditions as the real form.
For other ranges the formulae are:
Variable t, range 0 ≤ t ≤ T, frequency ω = 2π/ T,
∞
ω
Z T
y(t) = ∑ Cm e imω t
, Cm =
2π 0
y(t) e−imωt dt.
−∞

Variable x0 , range 0 ≤ x0 ≤ L,
∞
1
Z L
∑ Cm e i2mπx0 / L
y( x0 ) e−i2mπx / L dx0 .
0 0
y( x ) = , Cm =
−∞ L 0

Discrete Fourier series

If y( x) is a function defined in the range −π ≤ x ≤ π which is sampled in the 2N equally spaced points x n =
nx/ N [n = −( N − 1) . . . N ], then
y( xn ) = c0 + c1 cos xn + c2 cos 2xn + · · · + c N −1 cos( N − 1) xn + c N cos Nxn
+ s1 sin xn + s2 sin 2xn + · · · + s N −1 sin ( N − 1) xn + s N sin Nxn
where the coefficients are
1
2N ∑
c0 = y( xn )
1
N∑
cm = y( xn ) cos mxn (m = 1, . . . , N − 1)
1
2N ∑
cN = y( xn ) cos Nxn
1
N∑
sm = y( xn ) sin mxn (m = 1, . . . , N − 1)
1
2N ∑
sN = y( xn ) sin Nxn

each summation being over the 2N sampling points x n .

20
Fourier transforms
If y( x) is a function defined in the range −∞ ≤ x ≤ ∞ then the Fourier transform b
y(ω) is defined by the equations
1
Z ∞ Z ∞
y(t) = y(ω) eiωt dω,
b by(ω) = y(t) e−iωt dt.
2π −∞ −∞
If ω is replaced by 2π f , where f is the frequency, this relationship becomes
Z ∞ Z ∞
y(t) = by( f ) ei2π f t d f , by( f ) = y(t) e−i2π f t dt.
−∞ −∞
If y(t) is symmetric about t = 0 then
1 ∞
Z Z ∞
y(t) = by(ω) cos ωt dω, by(ω) = 2 y(t) cos ωt dt.
π 0 0
If y(t) is anti-symmetric about t = 0 then
1 ∞
Z Z ∞
y(t) = by(ω) sin ωt dω, by(ω) = 2 y(t) sin ωt dt.
π 0 0

Specific cases


y(t) = a, |t| ≤ τ sin ωτ
(‘Top Hat’), by(ω) = 2a ≡ 2aτ sinc (ωτ )
= 0, |t| > τ ω
sin ( x)
where sinc( x) =
x

  
y(t) = a(1 − |t|/τ ), |t| ≤ τ 2a 2 ωτ
(‘Saw-tooth’), by(ω) = ( 1 − cos ωτ ) = aτ sinc
= 0, |t| > τ ω2 τ 2

√

y(t) = exp(−t2 /t20 ) (Gaussian), by(ω) = t0 π exp −ω2 t20 /4

y(t) = f (t) eiω0 t (modulated function), by(ω) = bf (ω − ω0 )

∞ ∞
y(t) = ∑ δ (t − mτ ) (sampling function) by(ω) = ∑ δ (ω − 2πn/τ )
m =− ∞ n =− ∞

21
Convolution theorem
Z ∞ Z ∞
If z(t) = x(τ ) y(t − τ ) dτ = x(t − τ ) y(τ ) dτ ≡ x(t) ∗ y(t) then x(ω) by(ω).
bz (ω) = b
−∞ −∞

Conversely, xcy = b
x ∗ by.

Parseval’s theorem
∞ 1 ∞
Z Z
y∗ (t) y(t) dt = by∗ (ω) by(ω) dω (if b
y is normalised as on page 21)
−∞ 2π −∞

Fourier transforms in two dimensions

Z
b (k) =
V V (r ) e−ik·r d2 r
Z ∞
= 2πrV (r) J0 (kr) dr if azimuthally symmetric
0

Examples
Fourier transforms in three dimensions
Z V (r ) b (k)
V
b (k) =
V V (r ) e−ik·r d3 r
1 1
4π ∞ 4πr k2
Z
= V (r) r sin kr dr if spherically symmetric
k 0 e− λ r 1
1 4πr k + λ2
2
Z
V (r ) = b (k) eik·r d3 k
V
(2π)3 ∇V (r ) ikVb (k)
∇ 2 V (r ) −k2 Vb (k)

22
 15. Laplace Transforms

If y(t) is a function defined for t ≥ 0, the Laplace transform y(s) is defined by the equation
Z ∞
y(s) = L{ y(t)} = e−st y(t) dt
0

Function y(t) (t > 0) Transform y(s)

δ (t) 1 Delta function

1
θ (t) Unit step function
s
n!
tn
sn+1
r
1 1 π
t /2
2 s3
r
1 π
t− /2
s
1
e− at
(s + a)
ω
sin ωt
(s2 + ω2
s
cos ωt
(s2 + ω2 )
ω
sinh ωt
(s2 − ω2 )
s
cosh ωt
(s2 − ω2 )
e− at y(t) y( s + a )
y(t − τ ) θ (t − τ ) e − sτ y ( s )
dy
ty(t) −
ds
dy
sy(s) − y(0)
dt
   
dn y n n−1 n−2 dy dn−1 y
s y( s ) − s y(0) − s ···−
dtn dt 0 dtn−1 0
Z t y( s )
y(τ ) dτ
0 s

t

Z
x(τ ) y(t − τ ) dτ 


0
x ( s ) y( s ) Convolution theorem
Z t 

x(t − τ ) y(τ ) dτ 

0

[Note that if y(t) = 0 for t < 0 then the Fourier transform of y(t) is by(ω) = y(iω).]

23