SWINBURNE UNIVERSITY OF TECHNOLOGY

Mathematics
Integration and Differentiation Formulae
Product rule

d
dv
du
(uv) = u
+v
dx
dx
dx

Quotient rule
v du u dv
d u
( ) = dx 2 dx
dx v
v
Chain rule, or function of a function rule
If y = f (u(x)) then
dy
df (u(x)) du
=
dx
du dx
Integration by substitution
Z

du
f (u) dx =
dx

Z
f (u)du

Integration by parts
Z

dv
u dx = uv
dx

du
v dx, or
dx

Z
a

dv
u dx = [uv]ba
dx

v
a

du
dx
dx

NOTE: In the following list the notation f 1 is used for inverse functions. Thus sin1 x denotes
the inverse of sin x which is also sometimes denoted by arsin x or by arcsin x it does not denote
1
1 x etc.
sin x . Similarly with tan
Function
y = f (x)

Integral F (x) =

1.

xn

xn+1
+ C,
n+1

2.

x1

ln |x| + C

3.

ln x

x ln |x| x + C

4.

ex

ex + C

sin x

cos x + C

6.

cos x

sin x + C

7.

tan x

ln | cos x| + C

cot x

ln | sin x| + C

f (x)dx

n 6= 1

= ln | sec x| + C
8.

9.

sec2 x

tan x + C

10.

csc2 x

cot x + C

11.

sec x

ln | sec x + tan x| + C

12.

csc x

ln | csc x cot x| + C

13.

sinh x

cosh x + C

14.

cosh x

sinh x + C

15.

tanh x

ln | cosh x| + C

16.

sechx

tan1 | sinh x| + C

17.

26.

sech2 x
1
(|x| < a)
a2 x2
1
(|x| > a)
2
x a2
1

2
a x2
1

2
a + x2
1
2
a + x2
1

x2 a2
1

2
x x a2
p
a2 + x2
p
a2 x2

27.

sin2 x

28.

cos2 x

29.

tan2 x

30.

sinn x

31.

cosn x

32.

sin3 x

33.

cos3 x

tanh x + C


a + x
1
1
1 x

+C
tanh
+ C or
ln
a
a
2a  a x
x a
1
x
1
+C
coth1 + C or
ln 
a
a
2a
x + a
x
sin1 + C
a
1 x
+C
sinh
a
1
x
tan1 + C
a
a
p
1 x
cosh
+ C or ln |x + x2 a2 | + C
a
x
sec1 + C
a
p
a2
xp 2
a + x2 +
ln |x + a2 + x2 | + C
2
22
xp 2
a
x
sin1 + C
a x2 +
2
2
a
1
1
x sin 2x + C
2
4
1
1
x + sin 2x + C
2
4
tan x x + C
Z
1
n1
n1
sin
x cos x +
sinn2 xdx
n
nZ
1
n1
cosn1 x sin x +
cosn2 xdx
n
n
1
cos x + cos3 x + C
3
1
sin x sin3 x + C
3

18.
19.
20.
21.
22.
23.
24.
25.

Z
1
n1
tan
x tann2 xdx
n1
Z
1
n1

cot
x cotn2 xdx
n1
Z
n2
1
n2
sec
x tan x
secn2 xdx
n1
n1
sinm+1 x cosn1 x
+
m Z+ n
n1
sinm x cosn2 xdx
+
m+n
sinm1 x cosn+1 x
+
=
Zm + n
m1
sinm2 x cosn xdx
m+n
eax
[a sin bx b cos bx] + C
a2 + b2
ax
e
[a cos bx + b sin bx] + C
2
a + b2
p
x sin1 x + 1 x2 + C
p
x cos1 x 1 x2 + C
1
x tan1 x ln(1 + x2 ) + C
2
1
(sin ax ax cos ax) + C
a2
1
(cos ax + ax sin ax) + C
a2
1
(2 cos ax + 2ax sin ax a2 x2 cos ax) + C
a3
1
(2 sin ax+2ax cos ax+a2 x2 sin ax)+C
a3
Z
n
1
xn1 cos axdx
xn cos ax +
a
a
Z
n
1 n
x sin ax
xn1 sin axdx
a
a
eax
(ax 1) + C
2
aax
e
(a2 x2 2ax + 2) + C
a3
cos(m n)x cos(m + n)x

+ C (m2 6=
2(m n)
2(m + n)
n2 )

34.

tan x

35.

cotn x

36.

secn x

37.

sinn x cosm x

38.

eax sin bx

39.

eax cos bx

40.

sin1 x

41.

cos1 x

42.

tan1 x

43.

x sin ax

44.

x cos ax

45.

x2 sin ax

46.

x2 cos ax

47.

xn sin ax

48.

xn cos ax

49.

xeax

50.

x2 eax

51.

sin mx cos nx

52.

sin mx sin nx

sin(mn)x
2(mn)

sin(m+n)x
2(m+n)

+C

53.

cos mx cos nx

sin(mn)x
2(mn)

sin(m+n)x
2(m+n)

+ C (m2 6= n2 )

(m2 6= n2 )

Wallis Formula
Z

sinn xdx =

cosn xdx =

1.3.5. (n 1)
2.4.6. n
2

n even 2

2.4.6. (n 1)
1.3.5. n

n odd 3

Fourier Series
If a function f (t) has period T then its Fourier series expansion is

a0 X
f (t)
+
(an cos(nt) + bn sin(nt))
2
n=1

where =

2
T

and the Fourier co-efficients are given by:

2
an =
T

c+T

f (t) cos(nt)dt
c

2
bn =
T

c+T

f (t) sin(nt)dt
c

If the function fe (t) is even with period T then the Fourier co-efficients are given by:
Z
4 T /2
an =
fe (t) cos(nt)dt bn = 0
T 0
If the function fo (t) is odd with period T then the Fourier co-efficients are given by:
Z
4 T /2
fo (t) sin(nt)dt an = 0
bn =
T 0
Complex Fourier Series
If a function f (t) has period T then the complex form of the Fourier series expansion is
Z

X
1 d+T
jnt
f (t)
cn e
where cn =
f (t)ejnt
T
d
n=
If f (t) is real then the coefficients of the trigonometric series are given by
an = cn + cn , bn = j(cn cn ).
Integral Theorems
Greens Theorem
I
If F = F1 i + F2 j then

I
F.dr =

F1 dx + F2 dy =
C

Z Z 
F2 F1 

dydx
y
R x

where C is the boundary of the region R.

Stokes Theorem
I
Z Z
F.dr =
F.dS
C

C is the boundary of the surface S

Gauss Theorem
ZZ
ZZZ
F.dS =
.FdV
S

S is the surface of the volume V .

Laplace and Fourier Transforms

Laplace Transforms
Definition

Z
L{f (t)} = F (s) =

est f (t)dt

Linearity
L{af (t) + bg(t)} = aL{f (t)} + bL{g(t)}
First Shift Theorem
L{f (t)} = F (s) L{eat f (t)} = F (s a)
L1 {F (s)} = f (t) L1 {F (s a)} = eat f (t)
Laplace Transform of Derivatives. If L{y(t)} = Y (s) then
dy
L{ } = sY (s) y(0)
dt
d2 y
L{ 2 } = s2 Y (s) sy(0) y 0 (0)
dt
dn y
n
L{ n } = s Y (s) sn1 y(0) sn2 y 0 (0) . . . y (n1) (0)
dt
Derivative of Laplace Transforms. If L{f (t)} = F (s) then
dn F (s)
dF (s)
and L{tn f (t)} = (1)n
ds
dsn
Z t
1
Laplace Transform of Integral: L{ f ( )d } = F (s)
s
0
Second Shift Theorem. If L{f (t)} = F (s) then L{f (t a)H(t a)} = eas F (s)
Also L{f (t)H(t a)} = eas L{f (t + a)}
L{tf (t)} =

Function f (t)
1.

2.

3.

4.

t2

5.

tn

6.

eat

7.

teat

8.

tn eat

9.

sin at

10.

cos at

11.

sinh at

12.

cosh at

Laplace Transform L{f (t)} = F (s)

15.

eat sin bt

16.

eat cos bt

17.

1 cos at

18.

at sin at

19.

t sin at

20.

t cos at

21.

H(t a) = Ha (t)

22.

(t a) = a (t)

23.

(t a)Ha (t)

24.

(t a)n Ha (t)

25.

f (t a)Ha (t)

0
1
s
1
s2
2
s3
n!
n+1
s
1
sa
1
(s a)2
n!
(s a)n+1
a
2
(s + a2 )
s
2
(s + a2 )
a
2
(s a2 )
s
2
(s a2 )
1
(s a)(s b)
s
(s a)(s b)
b
(s a)2 + b2
sa
(s a)2 + b2
a2
s(s2 + a2 )
a3
s2 (s2 + a2 )
2as
2
(s + a2 )2
s2 a2
(s2 + a2 )2
eas
s
as
e
eas
s2
eas n!
sn+1
eas F (s)

26.

f (t)Ha (t)

eas L{f (t + a)}

13.
14.

1
(eat ebt )
ab
1
(aeat bebt )
ab

Parsevals Formula
1
2

a2 1 X 2
[f (x)] dx = 0 +
(an + b2n )
4
2

n=1

Complex Variables
The straight line with equation ax + by = c has the complex variable form

z +
z = 2c where = a + bj.
The circle with equation (x a)2 + (y b)2 = r2 has the complex variable form
z z (
z +
z) +
= r2 where = a + bj, (the centre of the circle is the coefficient of z).
u
v u
v
Cauchy-Riemann equations
=
=
x
y y
x
Harmonic Functions u(x, y) is harmonic if

2u
x2

2u
y 2

=0

Binomial expansion
(1 + u)n = 1 + nu +
valid for |u| < 1.

n(n 1)(n 2) 3
n(n 1)(n 2)(n 4) 4
n(n 1) 2
u +
u +
u + .
2!
3!
4!

Geometric Series
1
= 1 + u + u2 + u3 + u4 + . valid for |u| < 1.
1u
Cauchys
Theorem If f (z) is analytic in a region containing the simply closed curve C
H
then C f (z)dz = 0.
Cauchys Integral Formula If f (z) is analytic in a region containing the simply closed
H (z)
H
f (z)
2j (n)
curve C then C fza
dz = 2jf (a) and C (za)
(a)
n+1 dz = n! f
Residue theorem If f (z) is analytic
H in a region containing the simply closed curve C
except for a finite number of poles, then C f (z)dz = 2j sum of residues of f (z) at the poles
inside C.
If f (z) has a simple pole at z = a then the residue of f (z) at z = a is
c1 = lim (z a)f (z)
za

If f (z) has a pole of order 2 at z = a then the residue of f (z) at z = a is

d
(z a)2 f (z)
za dz
If f (z) has a pole of order m at z = a then the residue of f (z) at z = a is
c1 = lim

c1 =

dm1
1
lim m1 (z a)m f (z)
(m 1)! za dz