Preview: Preliminary and Engineering Problems Professor K.T.

Chau
Binomial theorem Eulers formula Differentiation Integration Complex variables Tensor and vector calculus Hyperbolic functions Simplest Differential Equations

P-1

Review on fundamentals (something you MUST know)

Binomial theorem
n(n 1) n 2 2 ( x + h) = x + nx h + x h + + nxh n 1 + h n 2
n n n 1

P-2

(1261)
Apianus (1527) Pascals triangle (1654)

( a + b)0 = 1 (a + b)1 = a + b (a + b) 2 = a 2 + 2ab + b 2 (a + b)3 = a 3 + 3a 2 b + 3ab 2 + b3 (a + b) 4 = a 4 + 4a 3b + 6a 2b 2 + 4ab3 + b 4 ...

Proof of power series of ex

x n x n(n 1) x 2 n(n 1)(n 2) x 3 e x = lim (1 + ) n = lim [1 + ( ) + ( ) + ( ) + ...] n n n 1! n 2! n 3! n x (1 1/ n) x 2 (1 1 / n)(1 2 / n) x3 = lim [1 + + + + ...] n 1! 2! 3! x x 2 x3 = 1+ + + + ... 1! 2! 3!
Yang Hui

Pascal

Jia Xian

n(n 1) n 2 2 ( x + h) = x + nx h + x h + + nxh n 1 + h n 2 1 n 1 2 n2 2 r nr r n 1 = x n + Cn x h + Cn x h + + Cn x h + ... + Cn xh n 1 + h n

n n n 1

P-3

Related to probability
r = Cn

n(n 1)...(n r + 1) n! = r! r !(n r )!

Example P-1
C
r 1 n 1

Basic identity

+C

r n 1

(n 1)! (n 1)! = + (r 1)!(n r )! r !(n 1 r )! (n 1)! = [r + (n r )] (r 1)!(n r )! n! r = = Cn r !(n r )!

Hua Luogeng

Problem P-1

Find S?

1 2 r n 1 S = 1 + Cn + Cn + + Cn + ... + Cn +1

Problem P-2

Find S1?

1 2 n 1 S1 = 1 Cn + Cn + ... + (1) n 1 Cn + (1) n

P-4

Review on compound interest and the birth of e

Growth of money in bank Euler r = annual interest rate S = P (1 + r ) Pr = interest at the end of 1 year After year, take out money and redeposit (a bigger P) r r r 2 S = [ P (1 + )](1 + ) = P(1 + ) Compound interest 2 2 2
r r r n S = [ P (1 + )...](1 + ) = P (1 + ) n n n

After 1/n year, take out money and redeposit (a bigger P)

Eulers number

The best you can earn in compound interest (in 1 year) r n S = P lim (1 + ) = Pe r 1 n e = lim (1 + ) = 2.71828... n n n n

History of Complex Numbers

Italian mathematician Gerolamo Cardano is the first known to have introduced complex numbers in 1545. He called them "fictitious", during his attempts to find solutions to cubic equations in the 16th century

P-5

ax3 + bx 2 + cx + d = 0
General formula of roots for cubic equation

Gerolamo Cardano (1501-1576)

i = 1

Review on Eulers formula

P-6

x + iy = rei = r (cos + i sin )

Demoivres Formula (cos + i sin ) n = cos n + i sin n

i = 1

Example P-2 Problem P-3 Problem P-4

VU ( k ) =

Special case of r =1 and

=
Eulers formula

ei = 1
Find

ei + 1 = 0

ii = ?
i

(Answer: Infinite answers and the smallest one is 0.207879576) Find

i =?

(Answer: Infinite answers and the smallest one is 4.810477381)

d U ( k 1)V U ( k 2)V (1) + U ( k 3)V (2) ... + (1)( k 1) UV ( k 1) + (1) k UV ( k ) dx LHopitals Rule (actually by Johann Bernoulli) 0 , 0 f ( x), g ( x) f ( x), g ( x)
f ( x), g ( x) 0

xa

are differentiable lim

xa

f ( x) f ( x) = lim g ( x) x a g ( x)

Bernoulli

LHopital

Swiss mathematician and scientist

Teacher & inspirer
Saturday afternoon lessons from Johann Bernoulli

P-7

1727 Russia Euler (1707-1783)

Catherine I
Johann Bernoulli (1667 1748)

Father-son

1741
Basel University (1459)
Euler cannot get a job at Basel University

Prussia
Frederick II

the oldest university in Switzerland

friends

Nicolaus II Bernoulli Daniel Bernoulli

P-8

Swiss franc

P-9

Seven Bridges of Knigsberg Graph theory Letters of Euler on different Subjects in Natural Philosophy Addressed to a German Princess

German Princess

886 publications of Euler available here http://www.math.dartmouth.edu/~euler/tour/tour_00.html

Review on differentiation
Definition df f ( x + h) f ( x) = f ( x ) = lim h 0 dy h Product rule Sum rule du dv d dv du d (u + v ) = + ( uv ) = u + v dx dx dx dx dx dx Circular functions (Trigonometric Functions )
d (c) = 0 dx

Power rule

P-10

d n d n du x ) = nx n 1 u ) = nu n 1 ( ( dx dx dx

Constant multiple
d du ( cu ) = c dx dx

Quotient rule
du dv u d u dx dx = 2 dx v v v

d du sin ( u ) = cos u dx dx
d 1 du sin 1 u = dx 1 u 2 dx

d du cos ( u ) = sin u dx dx d 1 du cos 1 u = dx 1 u 2 dx

d du tan ( u ) = sec 2 u dx dx

d 1 du tan 1 u = dx 1 + u 2 dx

Chain Rule:

dy dy du = dx du dx

y = y (u ), u = u ( x)
d du (cosh u ) = sinh u dx dx
d (cosh 1 u ) = dx du u 2 1 dx 1

Hyperbolic functions

d du (sinh u ) = cosh u dx dx
d 1 du (sinh 1 u ) = dx 1 + u 2 dx

d du (tanh u ) = sech 2u dx dx
d 1 du (tanh 1 u ) = dx 1 u 2 dx

Derivatives of Exponential and Logarithmic Functions

d 1 du ln u = dx u dx

d 1 du log a u = dx u ln a dx

d u du a = a u ln a dx dx

( )

d u du e = eu dx dx

Leibniz's rule of differentiation under integral sign

h ( x ) df ( x, ) d h( x) dh( x) dg ( x) = + f ( x , ) d d f [ x , h ( x )] f [ x , g ( x )] g ( x ) dx dx g ( x ) dx dx

P-11

General Leibniz rule

k nk n dn g k d f d ( fg ) = C n dx n dx k dx n k k =0

Leibniz
0

Example P-3

d9 d 9 sin x d d 8 sin x 9 8 d 2 d 7 sin x + 9 ( x) + + ... ( x sin x) = x ( x) 9 9 8 2 7 2! dx dx dx dx dx dx = x cos x + 9sin x

Partial differentiation

f f ( x + x, y ) f ( x, y ) f = lim = ( )y = fx x x0 x x f f f ( x, y + y ) f ( x, y ) = lim = ( )x = f y y y y 0 y

x x + x and y y + y f f + f f f f = f ( x + x, y + y ) f ( x , y ) df = dx + dy x y = f ( x + x, y + y ) f ( x, y + y ) + f ( x, y + y ) f ( x , y ) f f f f ( x + x, y + y ) f ( x, y + y ) f ( x, y + y ) f ( x , y ) df = dx1 + dx2 + ... + dxn ] x + [ ] y =[ x1 x2 xn x y as x 0 and y 0, the total differential df is f f df = dx + dy x y

Total differential

Proof

Chain rule

f = f ( x, y ) and x = x(u ), y = y (u ) df = f f df f dx f dy dx + dy = + du x du y du x y

P-12

Problem P-5 Show that Example P-4

2 2v u v u v 2u +2 +2 +v (uv) = u x1x2 x1x2 x1 x2 x2 x1 x1x2

Polar coordinates and , Cartesian coordinates x and y, x=cos ,

2 2 f f y=sin, f ( x, y ) f ( , ) transform into one in and + 2 2 x y

2 = x2 + y2 ,
1

x cos , = 2 = = sin x ( x + y 2 )1/2 y

y / x2 y sin sin cos , = tan (y / x ), = = = = = 2 2 2 2 x +y x 1 + ( y / x) y sin cos , = + = cos = sin + x x x y f 2 f 2 f 2 f 1 f 1 2 f 2 f f 2 2 = ( ) f ( x, y ) = 2 + 2 = 2 + + 2 = ( ) and 2 2 y y y x y 2 x x x

Taylor series expansion MaClaurin series

Examples
x

f ( x) =
n =1

f ( n ) ( x0 ) (x x0 )n , n!

P-13

f ( x) =
n =1

f ( n ) (0) n ( x) n!

x2 x3 x2 x4 x6 x3 x5 x7 e = 1+ x + + + " cos( x) = 1 + + " sin( x) = x + +" 2! 3! 2! 4! 6! 3! 5! 7!

Expand f ( x) = sin x
f (0) = 0 f '(0) = 1 f ''(0) = 0 f '''(0) = 1 f (4) (0) = 0
f (0) + f '(0) f ''(0) 2 f '''(0) 3 x+ x + x + 1! 2! 3! x3 x5 x 7 = x + + 3! 5! 7! x 2 n +1 x3 x5 x 7 n sin x = (1) = x + + (2n + 1)! 3! 5! 7! n=0
f '(0) f ''(0) 2 f '''(0) 3 x+ x + x + 1! 2! 3! x 2 x3 = 1+ x + + +" 2! 3!

Example P-5
f ( x) = sin x f '( x) = cos x f ''( x) = sin x f '''( x) = cos x f (4) ( x) = sin x

Example P-6

Second approach

f ( x) = e x

e x = f (0) +

f ( x) = f ( x) = f ( x) = f ( x) = ... = e x f (0) = f (0) = f (0) = f (0) = ... = 1

ix

All 3 formulas are derived i 2 x 2 i 3 x3 i 4 x 4 i 5 x5 e = 1 + ix + + + + + " Euler formula x2 x4 x6 2! 3! 4! 5! ix e = cos x + i sin x cos( x) = 1 2! + 4! 6! + " 2 4 3 5 x x x x 3 5 7 = 1 + + " + i ( x + + ") x x x 2! 4! 3! 5! sin( x) = x + +"
3! 5! 7!

Review on integration Definition

Summing area under a function

P-14

Multiple integral Finding volume Integration by parts

u dv = uv v du
Generalized integration by parts
V = y 2dx
a b

V = x 2dy
c

f ( n ) g dx = f ( n 1) g f ( n 2) g + f ( n 3) g ...(1) n fg ( n ) dx

General rule of integration

P-15

f (ax)dx =

1 a

f (u)du

dx F (u ) du = du du f ( x)

F { f ( x)}dx = F (u )

u = f ( x)

a u du = eu ln a du =

e a = ln a ln a

u ln a

a > 0, a 1

u n +1 u dx = n +1 1 du = ln u u
n

n 1

Transformation rule
1 u = ax + b F (u )du a 2 F ( ax + b )dx = uF (u )du u = ax + b a n n 1 u = n ax + b F ( n ax + b )dx = u F (u )du a

eu du = eu

F (ax + b)dx =

F( F(

F ( a 2 x 2 )dx = a F (a cos u ) cos udu a2 x2

2 2

+ x )dx = a F (a sec u ) sec udu a )dx = a F (a tan u ) sec u tan udu

2

x = a sin u
x = a tan u

x = a sec u

1 F (e )dx = a
ax

F (u ) du u

x = eax
u = ln x
u = sin 1
1 u2

P-16

F (sin

F (ln x)dx = F (u )eu du

1

x )dx = a F (u ) cos udu a

x a

du , ) F (sin x, cos x)dx = 2 F ( 1+ u2 1+ u2 1+ u2

2u

u = tan

x 2

Definite integrals

f ( x)dx = (b a) f (c), f ( x) g ( x)dx = f (c)

a<c<b a<c<b

Mean value theorem Generalized mean value theorem

g ( x)dx,

Improper integrals

f ( x)dx = lim

f ( x)dx = lim f ( x)dx

0 a + b b a

f ( x)dx

f (a)

singular

f (ax) f (bx) b dx = { f (0) f ()}ln x a

Frullanis integral

f ( x ) f ( ) dx 1 x converges

Review on complex variables

f ( z ) = u ( x, y ) + iv( x, y )

P-17

z = x + iy

Single valued function if there is one-to-one coorespondence between z and f(z), otherwise multivalued df ( z ) f ( z + z ) f ( z ) f ( z ) = = lim z 0 z dz If derivative exists, it is called analytic. (just another term for differentiable for real variables)

Cauchy-Riemann equation (necessary condition for analytic)

u v = , x y u v = y x
(just another term for left-hand limit equals to = right hand limit for real variables)

Example P-7
2u x 2 + 2u y 2

u 2v ( )= , x x xy

u 2v ( )= y y yx

since

2v 2v = yx xy

= 2 u = 0 This is called Laplace equation and

will be discussed in later chapter

(order of differentiation is not important)

Problem P-5

2v
2 Show that x

2v y 2

= 2v = 0

This indicates that Laplace equation can be solved by analytic functions!!

Cauchys Theorem

Closed curve = C

P-18

f ( z )dz = 0

f ( z ) is analytic within C

Cauchys integral formulas

f ( z) = 1 2 i

C
Remarkable results: Value of f(z) and its higher derivatives only depends on boundary values on C
(or f(z) has singularity at a)

>

f ( z) dz za

f (n) ( z ) =

n! 2 i

>

f ( z)
C

( z a)

n +1

dz

Singular points

f (a ) is not analytic then a = isolated singular point

Poles
f ( z) =

( z)
( z a)n
f ( z) =

(a ) 0
z ( z 3) 2 ( z + 1)

z = a is a pole of order n z = a is a simple pole if n =1 has two singularities, a pole of order 2 at z=2 and a simple pole at z = 1.

Example P- 8

Laurents series
f ( z) = a n ( z a)
n

P-19
a + ... + 1 + a0 + a1 ( z a ) + a2 ( z a )2 + ... = ak ( z a ) k ( z a) k =

( z a ) n 1

a n +1

Principal part

Analytic part

This the principal part has infinite terms, it is an essential singularity

Example P-9

1 1 has is an essential singularity at z = 0 e1/ z = 1 + + + ... z 2! z 2

Residue
a1 1 d n 1 n = lim {( z a ) f ( z )} z a ( n 1)! dz n 1
a1 = residue

For simple pole Residue Theorem

a1 = lim( z a ) f ( z )
z a

b c

>

f ( z )dz = 2 i (a1 + b1 + c1 + ...)

Removable singularity z = u Example P-10

P-20

u3 u5 u2 u4 sin z sin(u + ) sin u 1 = = = (u + ...) = 1 + + ... z u u u 3! 5! 3! 5! ( z )2 ( z )4 = 1 + + + ... (no singularity) 3! 5!

Branch point & Branch cut

w= n z

w = 1/ n ei / n

z = ei

0-x is a branch cut (restrict to ensure single-valuedness) n branches of single-valued functions

2 n

/n

Branch cut
2

{ z }0 ,{ z }1 ,...,{ z }n 1

1/ n
w plane z plane

n different points in w-plane corresponds to the same point in z-plane

Example P-11
Consider

Show that

x p 1 dx = , 0 < p <1 1+ x sin p

y r

P-21

>

z p 1 dz , 0 < p < 1 C 1+ z

R
E
1

Contour C = ABEGDJA

Pole: z=1 Residue:

Branch point: z=0

z p 1 lim (1 + z ) = (e i ) p 1 = e( p 1) i z 1 1+ z

J
D

H G

>

R r

z p 1 dz = C 1+ z

AB

... +

BDEFG

... +

GH

... +
r

HJA

... = 2 ie( p 1) i

x p 1 dx + 1+ x

(Rei ) p 1 iR i d 1 + Rei

( xe2 i ) p 1 dx 1 + xe 2 i

(rei ) p 1 ir i d 1 + rei

= 2 ie( p 1) i

dz = iRi d R , p < 1

BDEFG

... 0

dz = ir i d r 0, p > 0

HJA

... 0

x p 1 dx + 1+ x
2 i ( p 1)

0 e 2 i ( p 1) x p 1dx

[1 e

x p 1 dx = 2 ie( p 1) i 1+ x

1+ x

= 2 ie( p 1) i

x p 1 2 ie( p 1) i 2 i dx = = 1+ x 1 e 2 i ( p 1) e p i e p i =

sin p

QED

Elementary Tensor Analysis

zeroth rank or order (e.g. temperature, pressure) First rank or order (e.g. displacement, velocity) Second rank or order (e.g. stress, strain) Third rank or order (e.g. permutation tensor ) Fourth rank or order (e.g. elastic tensor )
Normal vector on plane 3 is e3

Scalar (independent of direction)

P-22

1st order (vector) (e.g. displacement)

u = u1e1 + u2e2 + u3e3 =

u e
i =1

i i

= ui ei

3 components to fully describe a vector

2nd order (e.g. stress, strain)

i =1 j =1

ij eie j

= ij eie j

Plane 3 Plane 1

There are two direction senses Plane 2

Einstein notation (drop summation)

ij
Plane i

i = 1, 2,3; j = 1, 2,3

3 3 = 9

Direction j

2nd order tensor (e.g. stress)

x3 x1
e1 e3 e2

We need 9 components to fully describe stress at a point!!

3 3

4th order tensor (stiffness tensor)

x2

C=

C
i =1 j =1 k =1 l =1

ijkl eie j e k el

= Cijkl eie j ek el
3 3 3 3 = 81

Woldemar Voigt 1850 1919

Vector analysis
u = u1e1 + u2 e2 + u3e3 =

P-23
3 i i

u e
i =1

= ui ei

u(u1,u2,u3)
e3 e1 e2

1st PhD in USA in engineering in 1863

Gibbs, J.W. (1839-1903)

Riemann, G.F.B.
(1826 1866) Age =39

Heaviside O. (1850-1925)

The Clay Mathematics Institute (Cambridge, Massachusetts)

Riemann Hypothesis $1 million award

Story

This formula says that the zeros of the Riemann zeta function control the oscillations of primes around their "expected" positions.

Permutation tensor
eijk 1 = (i j )( j k )(k i ) 2

e133 = e221 = e131 = 0

odd

e123 = e231 = e312 = 1

Even permutation

This is not a tensor equation!

3
even

e132 = e213 = e321 = 1

Odd permutation

A Brief Review of Vector Analysis

dot product

P-24

| u v | = | u | | v|cos
u = u1e1 +u2e 2 +u3e3 ,

(0 )

v = v1e1 +v2 e2 +v3e3

u v = u1v1 + u2 v2 + u3v3 =
cross product

k =1

uk vk = uk vk

Repeated indices in component form means summation

w = u v =| u || v | sin
Polyadic form component form

(0 / 2)

German

w = wi ei = eijk u j vk ei
wi = eijk u j v k
Rule in tensor notation
j is a dummy index (repeated) k is a dummy index (repeated) i is a free index (not repeated)
Leopold Kronecker (1823 1891)

same

wi = eimn um vn

Kronecker delta

ei e j = ij

Balance in free index on both size of =.

ij = 0, i j
= 1, i = j

Problem P-6

Show that these are the same

P-25

w = u v = (u2 v3 u2 v3 ) e1 + (u3v1 u1v3 ) e 2 + (u1v2 u2 v1 ) e3 wi e i = eijk u j v k e i

e1 e2 = e3 e2 e3 = e1 e3 e1 = e2

e3 e1

e1 e 2 u v = u1 u2 v1 v2

e3 u3 v3

= (u2 v3 u3v2 )e1 + (u3v1 u1v3 )e 2 + (u1v2 u2 v1 )e3

e2

u v = (v u)

u (v + w) = u v + u w
u u = 0
ku v = u kv = k (u v )
determinant e- identity

det( Aij ) = e ijk Ai1 A j 2 A k 3

e ijk e irs = jr ks js kr

Vector calculus

Derivatives of tensors
= ei xi
=(x,t)

Vector differential operator comma-subscript convention

+ e2 + e3 = e1 x1 x2 x3

P-26

ij ij v i = v i, j , = ij, k , = ij, j x j xk x j
ei = ,i ei xi

Gradient Curl Divergence Laplacian

grad = =

curl v = v = eijk vk , j ei
div v = v = vi ,i

Useful formulas

2 = = ,ii

(f ) = 0
( v ) = 0

Identities exist for the differential operator

( fg ) = f g + g f
( fg ) = f g + 2(f ) (g ) + g f
2 2 2

(a b) = ( a) b a b ( fv ) = f v + f v

( fv ) = (f ) v + f v
( f g ) = f 2 g + f g

( v ) = ( v) 2 v 2 a = 2 ( a ) 2 ( ) = ( 2 ) 2 (a r ) = 2 a + r 2 a
2 ( r ) = 2 + r 2

 = (e k
= (e i

xk

) ( ij e ie j) = ij,i e j
jk ,i (e i e j)e k

S V n dS

P-27

) ( jk e je k )= xi

= elij jk ,i e l e k

The Divergence Theorem

n TdS = TdV
S V

S n C dS ds

Stokes Theorem.

CT ds = S ( T ) n dS

Some Formulae in Cylindrical Coordinate

r = x1 e1 + x2 e 2 + x3 e 3 = r cos e1 + r sin e 2 + z e 3
1 r 1 r = cos e1 + sin e 2 , e = = sin e 1 + cos e 2 h r r h 1 r = e3 ez = h z z er =

e =

1 r h x

h =

r x

ez

e e r = e , = er

er er

Some formulas in cylindrical coordinate

u = (e r + e + e z )(u r e r + u e + u ze z ) r z r u u u u u r 1 1 u z )e e + z e ze z + = r e re r + (u r + + + e e z e z e e ze r r z z z r r u u z 1 u r + u )e e r e re z + e r e + ( r r r

P-28

1 (u+ u ) 2

zz =

u z u 1 u u , rr = r , = r + r r z r

1 u 1 u r u 1 1 u z u 1 u r u z + + + ) , rz = ( ) ), z = ( r = ( z r r 2 r r 2 r 2 z

ur 1 1 u u z + ur + + u = r r r z
u u 1 u r 1 u z u u r u z ) + e ( ) + e z( ) u = er( + z z r r r r r

2 f 1 f 1 2 f 2 f + 2 + 2 f = f = 2 + 2 r r r r z
2

Example P-12 Laplace equation in 2-D polar form

1 + ey = er + e = ex r x y r
2u 2u u = u = (e x + e y ) (e x + e y )u = ( 2 + 2 ) x y x y x y
2

P-29
e = er er = e

e
d

2 u = u = (er

1 u 1 u + e ) (er + e ) r r r r

er

er (er r 1 (er e r

u + e r u + e r

1 u 2u )= 2 e e = 1 er er = 1 e er = 0 r r 1 u 1 er u 1 2u 1 e 1 u 1 2u ) = e [ ( ) + er ) ] + ( + e 2 2 r r r r r r r r 1 u 1 2u 1 u 1 2u ] = e [e + er er 2 + e 2 2 r r r r r r 1 u 1 2u = + 2 r r r 2

1 1 urr + u r + 2 u = 0 r r

Will be useful later!

Review on Hyperbolic functions

sinh x =
csch x =

P-30
sinh x cosh x
cosh x tanh x sinh x
cosh x

e e 2
x

cosh x =
sech x =

e +e 2
1 cosh x

tanh x =

1 sinh x

coth x =

sinh x

sinh( x) = sinh x
cosh( x ) = cosh x

cosh 2 x sinh 2 x = 1
sinh 2 x = cosh 2 x 1
cos 2 x + sin 2 x = 1

sinhx, coshx versus sinx, cosx

P-31

Lambert (17281777)

V Riccati (17071775)

sinhx, coshx versus sinx, cosx Hyperbolic Circular functions functions Resemblance

P-32

hyperbola

circle
d 1 (sinh 1 x ) = dx 1 + x2
d (cosh 1 x ) = dx 1 x2 1

e e sinh x = 2
x

e x + e x cosh x = 2

1 tanh 2 x = sech 2 x

sinh( x + y ) = sinh x cosh y + cosh x sinh y cosh( x + y ) = cosh x cosh y + sinh x sinh y
d (sinh x) = cosh x dx d (cosh x) = sinh x dx
d (tanh x) = sech 2 x dx

d 1 (tanh 1 x ) = dx 1 x2

d (sechx) = sechx tanh x dx

d (csch x) = csch x coth x dx

d 1 (sech 1 x) = dx x 1 x2 d 1 (csch 1 x) = dx x 1 + x2

d (coth x) = csch 2 x dx

d 1 (coth 1 x) = dx 1 x2

P-33

sinh udu = cosh u + C cosh udu = sinh u + C sech udu = tanh u + C

2

csch u cot udu = csch u + C sech u tanh udu = sech u + C csch udu = coth u + C
2

du a +u du
2 2

= sinh

u +C a

u u

du a u du
2 2

= =

1 u sec h 1 + C a a u 1 csc h 1 + C a a

0<u<a u0

u = cosh 1 + C a u 2 a2 1 2 2 1 u C a tanh + < if u du a a = u 1 a2 u 2 coth 1 + C if u 2 > a 2 a a

u +a
2

x3 sinh x = x + + 3! x2 cosh x = 1 + + 2!

x5 + ... 5! x4 + ... 4!

Problem P-7 Prove

sinh x = i sin ix, cosh x = cos ix

Most fundamental differential equations

Differential Equation for circular functions d2y 2 + y=0 2 dx Differential Equation for hyperbolic functions d2y 2 y=0 2 dx

P-34

Try

y ( x) = e x ( 2 + 2 )e x = 0 = i

Try

y ( x) = e x

( 2 2 )e x = 0

=
Left-hand side is real

y ( x) = C1ei x + C1e i x
eix = cos x + i sin x e ix = cos x i sin x

y ( x) = C1e x + C2 e x e x = cosh x + sinh x e x = cosh x sinh x y ( x) = D1 sinh x + D2 cosh x

d 2 sinh x dx 2 d 2 cosh x dx 2 = 2 sinh x, = 2 cosh x,

y ( x) = D1 sin x + D2 cos x
d 2 sin x dx 2 d 2 cos x dx 2 = 2 sin x, = cos x,
2

P-35

Morris Kline (1908-1992)

Milton Abramowitz Irene Stegun 1915-1958 1919-

The best Tables of Special functions The best Tables of integrals Gradshteyn, I.S. and Ryzhik, I.M.
The best history book on differential equations

Bateman manuscript project

P-36

Bateman

Arthur Erdlyi

Higher Transcendental Functions, 3 Volumes

Thank you

P-37

!!