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Formula Sheet

(1) Integration By Parts:


_
u(x)v

(x)dx = u(x)v(x)
_
u

(x)v(x)dx.
(2) Partial Fractions Integral: If c = d then
_
ax + b
(x c)(x d)
dx =
1
c d
_
(ac + b) ln |x c| (ad + b) ln |x d|
_
+ K.
(3) For linear homogeneous d.e. with constant coecients: y

+ by

+ cy = 0.
If b
2
4c > 0, then r
1
and r
2
are two distinct solutions of the characteristic
equation and
y = C
1
e
r
1
t
+ C
2
e
r
2
t
,
where C
1
and C
2
are constants.
If b
2
4c = 0, then there is only one solution of the characteristic equation,
r = b/2, and
y = C
1
te
rt
+ C
2
e
rt
.
If b
2
4c < 0, then the solutions of the characteristic equation are of the form
r = i and
y = C
1
e
t
cos(t) + C
2
e
t
sin(t).
(4) For linear non-homogeneous d.e. with constant coecients:
If f(x) is then try y
p
(x) in the form of
polynomial polynomial of same degree
a
n
x
n
+ a
n1
x
n1
+ + a
0
A
n
x
n
+ A
n1
x
n1
+ + A
0
be
kx
Be
kx
b sin(ax) or b cos(ax) B sin(ax) + C cos(ax)
(5) Variation of Parameters for Second Order Equations: If y
1
and y
2
are lin-
early independent solutions of the equation y

+ p(t)y

+ q(t)y = 0, then y
p
=
v
1
y
1
+ v
2
y
2
is a particular solution of the equation p(t)y

+ q(t)y

+ r(t)y = f(t),
where v
1
and v
2
satisfy the VOP equations
v

1
y
1
+ v

2
y
2
= 0
v

1
y

1
+ v

2
y

2
=
f(t)
p(t)
.
(6) First Order Linear Systems with Complex Eigenvalues: If = + i
is an eigenvalue of A for the system of equations, x

= Ax, with corresponding
eigenvector v = p + iq, then two solutions of the system are:
x
1
= e
t
[cos(t) p sin(t) q]
x
2
= e
t
[sin(t) p + cos(t) q]
1
2
(7) Euler Identity: e
i
= cos() + i sin()
(8) Variation of Parameters for First Order Linear Systems: If x
1
, x
2
, . . . , x
n
are linearly independent vector solutions of the n-dimensional homogeneous linear
system x

= Ax, then
x
p
= Y
_
Y
1

fdt
or
x
p
=
_

1

fdt
is a particular solution of the system x

= Ax +

f(t) where Y is the n n matrix
_
x
1
x
2
. . . x
n

.
(9) Numerical Approximation by Eulers Method:
Given the initial value problem
dy
dx
= f(x, y), y(x
0
) = y
0
, Eulers method with step
size h consists of applying the iterative formula
y
n+1
= y
n
+ hf(x
n
, y
n
), (n > 0)
(10) Dierentiation formulas
d
dx
(x
n
) = nx
n1
d
dx
(e
x
) = e
x
d
dx
(a
x
) = (ln a)a
x
d
dx
(ln x) =
1
x
d
dx
(sin(x)) = cos x
d
dx
(cos(x)) = sin x
d
dx
(tan(x)) = sec
2
x
d
dx
(cot(x)) = csc
2
x
d
dx
(sec(x)) = sec x tan x
d
dx
(csc(x)) = csc x cot x
d
dx
(arcsin(x)) =
1

1 x
2
d
dx
(arccos(x)) =
1

1 x
2
d
dx
(arctan(x)) =
1
1 + x
2
d
dx
(sinh(x)) = cosh(x)
d
dx
(cosh(x)) = sinh(x)
d
dx
(tanh(x)) =
1
cosh
2
(x)
3
Here a, b, c, d are constants.
A Short Table of Indenite Integrals
I. Basic Functions
1.
_
x
n
dx =
1
n + 1
x
n+1
+ C, (n = 1) 5.
_
sin ax dx =
1
a
cos ax + C
2.
_
1
x
dx = ln |x| + C 6.
_
cos ax dx =
1
a
sin ax + C
3.
_
a
x
dx =
1
ln a
a
x
+ C 7.
_
tan ax dx =
1
a
ln | cos ax| + C
4.
_
ln x dx = x ln x x + C
II. Products of e
x
, cos x, and sin x
8.
_
e
ax
sin(bx) dx =
1
a
2
+ b
2
e
ax
[a sin(bx) b cos(bx)] + C
9.
_
e
ax
cos(bx) dx =
1
a
2
+ b
2
e
ax
[a cos(bx) + b sin(bx)] + C
10.
_
sin(ax) sin(bx) dx =
1
b
2
a
2
[a cos(ax) sin(bx) b sin(ax) cos(bx)] + C, a =
b
11.
_
cos(ax) cos(bx) dx =
1
b
2
a
2
[b cos(ax) sin(bx) a sin(ax) cos(bx)] + C, a =
b
12.
_
sin(ax) cos(bx) dx =
1
b
2
a
2
[b sin(ax) sin(bx) + a cos(ax) cos(bx)] + C, a =
b
III. Product of Polynomial p(x) with ln x,e
x
, cos x, and sin x
13.
_
x
n
ln x dx =
1
n + 1
x
n+1
ln x
1
(n + 1)
2
x
n+1
+ C, n = 1, x > 0
14.
_
p(x)e
ax
dx =
1
a
p(x)e
ax

1
a
2
p

(x)e
ax
+
1
a
3
p

(x)e
ax
+ C
(++++. . .) (signs alternate)
15.
_
p(x) sin ax dx =
1
a
p(x) cos(ax) +
1
a
2
p

(x) sin(ax) +
1
a
3
p

(x) cos(ax) + C
(+ ++ +. . .) (signs alternate in pairs)
16.
_
p(x) cos ax dx =
1
a
p(x) sin(ax) +
1
a
2
p

(x) cos(ax)
1
a
3
p

(x) sin(ax) + C
(+ ++ +. . .) (signs alternate in pairs)
4
IV. Integer Powers of sin x and cos x
17.
_
sin
n
x dx =
1
n
sin
n1
x cos x +
n 1
n
_
sin
n2
x dx, n positive
18.
_
cos
n
x dx =
1
n
cos
n1
x sin x +
n 1
n
_
cos
n2
x dx, n positive
19.
_
1
sin
m
x
dx =
1
m1
cos x
sin
m1
x
+
m2
m1
_
1
sin
m2
x
dx, m = 1, m positive
20.
_
1
sin x
dx =
1
2
ln

cos x 1
cos x + 1

+ C
21.
_
1
cos
m
x
dx =
1
m1
sin x
cos
m1
x
+
m2
m1
_
1
cos
m2
x
dx, m = 1, m positive
22.
_
1
cos x
dx =
1
2
ln

sin x + 1
sin x 1

+ C
23.
_
sin
m
x cos
n
x dx :
If n is odd, let w = sin x.
If both m and n are even and non-negative, convert all to sin x or all to cos x
(using sin
2
x + cos
2
x = 1), and use IV-17 or IV-18.
If m and n are even and one of them is negative, convert to whichever function
is in the denominator and use IV-19 or IV-21.
The case in which both m and n are even and negative is omitted.
V. Quadratic in the Denominator
24.
_
1
x
2
+ a
2
dx =
1
a
arctan
_
x
a
_
+ C, a = 0
25.
_
bx + c
x
2
+ a
2
dx =
b
2
ln |x
2
+ a
2
| +
c
a
arctan
_
x
a
_
+ C, a = 0
26.
_
1
(x a)(x b)
dx =
1
(a b)
(ln |x a| ln |x b|) + C, a = b
27.
_
cx + d
(x a)(x b)
dx =
1
(a b)
[(ac + d) ln |x a| (bc + d) ln |x b|] + C, a =
b
VI. Integrands involving

a
2
+ x
2
,

a
2
x
2
,

x
2
a
2
, a > 0
28.
_
dx

a
2
x
2
= arcsin
_
x
a
_
+ C
29.
_
dx

x
2
a
2
= ln |x +

x
2
a
2
| + C
30.
_

a
2
x
2
dx =
1
2
_
x

a
2
x
2
+ a
2
_
1

a
2
x
2
dx
_
+ C
31.
_

x
2
a
2
dx =
1
2
_
x

x
2
a
2
a
2
_
1

x
2
a
2
dx
_
+ C