APPENDIX A

Useful Mathematical
Relationships
Derivatives and Integrals
Z

d n
x nxn1
dx

d
lnx x 1
dx

d ax
e aeax
dx

d
sinax a cosax
dx

d
cosax a sinax
dx
d
sinhax a coshax
dx
d
coshax a sinhax
dx

Z
Z

(
x n dx

1
n1
n1 x

C;

lnx C;

n 6 1
n 1

lnxdx x lnx  x C
1
eax dx eax C
a
1
sinaxdx  cosax C
a
1
cosaxdx sinax C
a
1
sinhaxdx coshax C
a
1
coshaxdx sinhax C
a

Definite Integrals
Z

0
1

x e dx n!

Z
0

n x

1
2
xex dx
2

x2n ex dx

1
2n1

Z
Z

ex dx

0
1

1 p

2

x 2 ex dx

p
1  3  5    2n  1 ;

1 p

4
n 1; 2; 3;   
265

266

Appendix A Useful Mathematical Relationships

Hyperbolic Functions
1
sinhax eax  eax
2
tanhax sinhax=coshax

1
coshax eax eax
2
cothax coshax=sinhax

Expansions

sin x x 

x3 x5 x7
 
3! 5! 7!

jx j < 1

cos x 1 

x2 x4 x6
 
2! 4! 6!

jx j < 1

tan x x

x3
2
x5   
3 15

jx j < =2

cot x

1 x x3
 
 
x 3 45

jx j < 

x x2 x3 x4

1! 2! 3! 4!

jx j < 1

sinh x x

x3 x5 x7

3! 5! 7!

jx j < 1

cosh x 1

x2 x4 x6

2! 4! 6!

jx j < 1

tanh x x 

x3
2
x5    
3 15

jx j < =2

ex 1

coth x

1 x x3

 
x 3 45

jxj < 

Integration by Parts
Z

fx
a

d
gxdx fbgb  faga 
dx

Z
a

gx

d
fxdx
dx

Appendix A Useful Mathematical Relationships

267

Derivative of an Integral
d
dc

fx; cdx

q
p

@
dq
dp
fx; cdx fq; c
 fp; c
@c
dc
dc

First-Order Differential Equations

d
yt tyt St;
dt
where t and St are known. Note that

 Rt
R t 0 0 
d
d
t dt
t0 dt0
:

yte 0
yt t e 0
dt
dt
Rt
Thus, multiply both sides by the integrating factor exp 0 t0 dt0  to
obtain

Rt 0 0
R t 0 0
d
t dt
t dt
Ste 0
:
yte 0
dt
Integrating between 0 and t then yields
Z t
R t0 00 00
Rt 0 0
t dt
t dt
 y0
St0 e 0
dt0
yte 0
0

and solving for yt gives

yt y0e

Rt
0

t0 dt0

St0 e

Rt
t0

t00 dt00

If  is a constant the solution reduces to

Z t
0
t
yt y0e

St0 ett dt0 :

0

If S is also a constant then

yt y0et

S
1  et :


dt0 :

268

Appendix A Useful Mathematical Relationships

Second-Order Differential Equations

d2
yx a2 yx Sx
dx2
and
d2
yx  b2 yx Sx;
dx 2
where a and b are constants, and Sx is known. The solutions are a
superposition of a general and a particular solution:
yt yg t yp t:

A:1

The general solutions are those for which the right-hand sides of the
equations are set equal to zero. By substitution, the following may be
shown to satisfy the equations:
yg t C1 sinax C2 cosax
and
yg t C1 expbx C2 expbx;
respectively, where C1 and C2 are arbitrary constants. This solution
may also be expressed in terms of the hyperbolic functions:
yg t C01 sinhbx C02 coshbx:
If S is a constant then the particular solutions are simply yp t S=a2
or yp t S=b2 , respectively. After determining the particular solution, two boundary conditions must be applied to Eq. (A.1) to determine C1 and C2 :
2 and dV in Various Coordinate Systems
Cartesian, one-dimensional:

r2

@2
@x2

1@ @
r
r @r @r
1 @
@
Spherical, one-dimensional:
r2 2 r2
r @r @r
1@ @
@2
r 2
Cylindrical, two-dimensional: r2
r @r @r @z
@2
@2
@2
Cartesian, three-dimensional: r2 2 2 2
@x
@y
@x
Cylindrical, one-dimensional: r2

dV area  dx
dV height  2rdr
dV 4r2 dr
dV 2rdrdz
dV dxdydz