724 Appendix F ∙ Mathematical and Numerical Tables

■ F.2 TRIGONOMETRIC IDENTITIES

𝑒𝑗𝑢 + 𝑒−𝑗𝑢
cos(𝑢) =
2
𝑒𝑗𝑢 − 𝑒−𝑗𝑢
sin(𝑢) =
2𝑗
cos2 (𝑢) + sin2 (𝑢) = 1
cos2 (𝑢) − sin2 (𝑢) = cos (2𝑢)
2 sin(𝑢) cos(𝑢) = sin (2𝑢)
1 1
cos(𝑢) cos(𝑣) = cos (𝑢 − 𝑣) + cos (𝑢 + 𝑣)
2 2
1 1
sin(𝑢) cos(𝑣) = sin (𝑢 − 𝑣) + sin (𝑢 + 𝑣)
2 2
1 1
sin(𝑢) sin(𝑣) = cos (𝑢 − 𝑣) − cos (𝑢 + 𝑣)
2 2
cos (𝑢 ± 𝑣) = cos 𝑢 cos 𝑣 ∓ sin 𝑢 sin 𝑣
sin (𝑢 ± 𝑣) = sin 𝑢 cos 𝑣 ± cos 𝑢 sin 𝑣
1 1
cos2 (𝑢) = + cos (2𝑢)
2 2
[ 𝑛−1 ( ) ( )]
2𝑛 1 ∑ 2𝑛 2𝑛
cos (𝑢) = 2𝑛 2 cos 2 (𝑛 − 𝑘) 𝑢 +
2 𝑘=0 𝑘 𝑛
[ 𝑛−1 ( ) ]
1 ∑ 2𝑛 − 1
2𝑛−1
cos (𝑢) = 2𝑛−2 2 cos (2𝑛 − 2𝑘 − 1) 𝑢
2 𝑘=0 𝑘
1 1
sin2 (𝑢) = − cos (2𝑢)
2 2
[ 𝑛−1 ( ) ( )]
2𝑛 1 ∑ 𝑛−𝑘
2𝑛 2𝑛
sin (𝑢) = 2𝑛 (−1) 2 cos 2 (𝑛 − 𝑘) 𝑢 +
2 𝑘=0 𝑘 𝑛
[ 𝑛−1 ( ) ]
2𝑛−1 1 ∑ 𝑛+𝑘−1
2𝑛 − 1
sin (𝑢) = 2𝑛−2 (−1) 2 sin (2𝑛 − 2𝑘 − 1) 𝑢
2 𝑘=0 𝑘

■ F.3 SERIES EXPANSIONS

( ) ( )
𝑛
∑
𝑛
𝑛 𝑛 𝑛!
𝑛−𝑘 𝑘
(𝑢 + 𝑣) = 𝑢 𝑣 , =
𝑘=0 𝑘 𝑘 (𝑛 − 𝑘)!𝑘!

Letting 𝑢 = 1 and 𝑣 = 𝑥 where |𝑥| ≪ 1 results in the approximations:

1
(1 + 𝑥)𝑛 ≅ 1 + 𝑛𝑥; (1 − 𝑥)𝑛 ≅ 1 − 𝑛𝑥; (1 + 𝑥)1∕2 ≅ 1 + 𝑥
2
log𝑎 𝑢 = log𝑒 𝑢 log𝑎 𝑒; log𝑒 𝑢 = ln 𝑢 = log𝑒 𝑎 log𝑎 𝑢
∑
∞
𝑒𝑢 = 𝑢𝑘 ∕𝑘! ≅ 1 + 𝑢, |𝑢| ≪ 1
𝑘=0

       

 
 F.4 Integrals 725

ln (1 + 𝑢) ≅ 𝑢, |𝑢| ≪ 1
∑
∞
𝑢2𝑘+1
sin 𝑢 = (−1)𝑘 ≅ 𝑢 − 𝑢3 ∕3!, |𝑢| ≪ 1
𝑘=0
(2𝑘 + 1)!

∑
∞
𝑢2𝑘
cos 𝑢 = (−1)𝑘 ≅ 1 − 𝑢2 ∕2!, |𝑢| ≪ 1
𝑘=0
(2𝑘)!
1 2
tan 𝑢 = 𝑢 + 𝑢3 + 𝑢5 + …
3 15
⎧ 𝑛 [ ]
⎪ 𝑢 𝑢2 𝑢4
1 − + − … , |𝑢| ≪ 1
⎪ 2𝑛 𝑛! 22 (𝑛 + 1) 2 ⋅ 24 (𝑛 + 1) (𝑛 + 2)
𝐽𝑛 (𝑢) ≅ ⎨ √
⎪ 2
|𝑢| ≫ 1
⎪ 𝜋𝑢 cos (𝑢 − 𝑛𝜋∕2 − 𝜋∕2) ,
⎩

⎧ 1 + 𝑢 + 𝑢 + … ≅ 𝑒𝑢2 ∕4 , 0 ≤ 𝑢 ≪ 1
2 4

⎪ 22 24
𝐼0 (𝑢) ≅ ⎨ 𝑒𝑢
⎪√ , 𝑢≫1
⎩ 2𝜋𝑢

■ F.4 INTEGRALS

F.4.1 Indefinite

∫
1
sin (𝑎𝑥) 𝑑𝑥 = − cos (𝑎𝑥)
𝑎

∫
1
cos (𝑎𝑥) 𝑑𝑥 = sin (𝑎𝑥)
𝑎

∫
𝑥 1
sin2 (𝑎𝑥) 𝑑𝑥 = − sin (2𝑎𝑥)
2 4𝑎

∫
𝑥 1
cos2 (𝑎𝑥) 𝑑𝑥 = + sin (2𝑎𝑥)
2 4𝑎

∫
𝑥 sin (𝑎𝑥) 𝑑𝑥 = 𝑎−2 [sin (𝑎𝑥) − 𝑎𝑥 cos (𝑎𝑥)]

∫
𝑥 cos (𝑎𝑥) 𝑑𝑥 = 𝑎−2 [cos (𝑎𝑥) + 𝑎𝑥 sin (𝑎𝑥)]

∫ ∫
𝑥𝑚 sin (𝑥) 𝑑𝑥 = −𝑥𝑚 cos (𝑥) + 𝑚 𝑥𝑚−1 cos (𝑥) 𝑑𝑥

∫ ∫
𝑥𝑚 cos (𝑥) 𝑑𝑥 = 𝑥𝑚 sin (𝑥) − 𝑚 𝑥𝑚−1 sin (𝑥) 𝑑𝑥

∫
exp(𝑎𝑥) 𝑑𝑥 = 𝑎−1 exp(𝑎𝑥)

∫ ∫
𝑥𝑚 exp(𝑎𝑥) 𝑑𝑥 = 𝑎−1 𝑥𝑚 exp(𝑎𝑥) − 𝑎−1 𝑚 𝑥𝑚−1 exp(𝑎𝑥) 𝑑𝑥
( )−1
∫
exp(𝑎𝑥) sin (𝑏𝑥) 𝑑𝑥 = 𝑎2 + 𝑏2 exp(𝑎𝑥) [𝑎 sin (𝑏𝑥) − 𝑏 cos (𝑏𝑥)]
( )−1
∫
exp(𝑎𝑥) cos (𝑏𝑥) 𝑑𝑥 = 𝑎2 + 𝑏2 exp(𝑎𝑥) [𝑎 cos (𝑏𝑥) + 𝑏 sin (𝑏𝑥)]

       

 
726 Appendix F ∙ Mathematical and Numerical Tables

F.4.2 Definite
∞

∫0
𝑥𝑚−1 𝜋∕𝑛
𝑑𝑥 = , 𝑛>𝑚>0
1 + 𝑥𝑛 sin (𝑚𝜋∕𝑛)
𝜋 𝜋

∫0 ∫0
sin2 (𝑛𝑥) 𝑑𝑥 = cos2 (𝑛𝑥) 𝑑𝑥 = 𝜋∕2, 𝑛 an integer

cos (𝑚𝑥) cos (𝑛𝑥) 𝑑𝑥 = 0, 𝑚 ≠ 𝑛, 𝑚 and 𝑛 integer

𝜋 𝜋

∫0 ∫0
sin (𝑚𝑥) sin (𝑛𝑥) 𝑑𝑥 =

𝜋 { ( )

∫0
2m/ 𝑚2 − 𝑛2 , 𝑚 + 𝑛 odd
sin (𝑚𝑥) cos (𝑛𝑥) 𝑑𝑥 =
0, 𝑚 + 𝑛 even

∫0
Γ (𝑎)
𝑥𝑎−1 cos 𝑏𝑥 𝑑𝑥 = cos (𝜋𝑎∕2) , 0 < |𝑎| < 1, 𝑏 > 0
𝑏𝑎
∞

∫0
Γ (𝑎)
𝑥𝑎−1 sin 𝑏𝑥 𝑑𝑥 = sin (𝜋𝑎∕2) , 0 < |𝑎| < 1, 𝑏 > 0
𝑏𝑎
∞

∫0
𝑥𝑛 exp(−𝑎𝑥) 𝑑𝑥 = 𝑛!∕𝑎𝑛+1 , 𝑛 an integer and > 0

√
∞
( ) 𝜋
∫0
exp −𝑎2 𝑥2 𝑑𝑥 =
2 |𝑎|
√
∞
( ) 1 ⋅ 3 ⋅ 5 … (2𝑛 − 1) 𝜋
∫0
𝑥2𝑛 exp −𝑎2 𝑥2 𝑑𝑥 = , 𝑎>0
2𝑛+1 𝑎2𝑛+1
∞

∫0
𝑎
exp(−𝑎𝑥) cos (𝑏𝑥) 𝑑𝑥 = , 𝑎>0
𝑎2 + 𝑏2
∞

∫0
𝑏
exp(−𝑎𝑥) sin (𝑏𝑥) 𝑑𝑥 = , 𝑎>0
𝑎2 + 𝑏2
√ ( )
∞
( ) 𝜋 𝑏2
∫0
exp −𝑎2 𝑥2 cos (𝑏𝑥) 𝑑𝑥 = exp − 2
2𝑎 4𝑎
( 2)
∞
( )
∫0
1 𝑏
𝑥 exp −𝑎𝑥2 𝐼𝑘 (𝑏𝑥) 𝑑𝑥 = exp − , 𝑎>0
2𝑎 4𝑎
∞

∫0
cos (𝑎𝑥) 𝜋
𝑑𝑥 = exp(−𝑎𝑏) , 𝑎 > 0, 𝑏 > 0
𝑏2 + 𝑥2 2𝑏
∞

∫0
𝑥 sin (𝑎𝑥) 𝜋
𝑑𝑥 = exp(−𝑎𝑏) , 𝑎 > 0, 𝑏 > 0
𝑏2 + 𝑥2 2
∞ ∞

∫0 ∫0
1
sinc(𝑥) 𝑑𝑥 = sinc2 (𝑥) 𝑑𝑥 =
2

       

 
 F.6 Fourier-Transform Theorems 727

■ F.5 FOURIER-TRANSFORM PAIRS

Signal Fourier transform

1, |𝑡| ≤ 𝜏∕2
{
sin (𝜋𝑓 𝜏)
Π (𝑡∕𝜏) = 𝜏 sinc( 𝑓 𝜏) = 𝜏
0, otherwise 𝜋𝑓 𝜏
2𝑊 sinc(2𝑊 𝑡) Π ( 𝑓 ∕2𝑊 )
1 − |𝑡| ∕𝜏, |𝑡| ≤ 𝜏
{
Λ (𝑡∕𝜏) = 𝜏 sinc2 ( 𝑓 𝜏)
0, otherwise
𝑊 sinc2 (𝑊 𝑡) Λ ( 𝑓 ∕𝑊 )
exp(−𝛼𝑡) 𝑢 (𝑡) , 𝛼 > 0 1∕ (𝛼 + 𝑗2𝜋𝑓 )
𝑡 exp(−𝛼𝑡) 𝑢 (𝑡) , 𝛼 > 0 1∕ (𝛼 + 𝑗2𝜋𝑓 )2
[ ]
exp(−𝛼 |𝑡|) , 𝛼 > 0 2𝛼∕ 𝛼 2 + (2𝜋𝑓 )2
[ ] [ ]
exp −𝜋 (𝑡∕𝜏)2 𝜏 exp −𝜋 (𝜏𝑓 )2
𝛿 (𝑡) 1
1 𝛿 ( 𝑓)
( ) 1 ( ) 1 ( )
cos 2𝜋𝑓0 𝑡 𝛿 𝑓 − 𝑓0 + 𝛿 𝑓 + 𝑓0
2 2
( ) 1 ( ) 1 ( )
sin 2𝜋𝑓0 𝑡 𝛿 𝑓 − 𝑓0 − 𝛿 𝑓 + 𝑓0
2𝑗 2𝑗
1 1
𝑢 (𝑡) + 𝛿 ( 𝑓)
𝑗2𝜋𝑓 2
{
1, 𝑓 >0
1∕ (𝜋𝑡) −𝑗sgn( 𝑓 ) ; sgn( 𝑓 ) =
−1, 𝑓 < 0
∑∞ ( ) ∑ ( )
𝑚=−∞ 𝛿 𝑡 − 𝑚𝑇𝑠 𝑓𝑠 ∞ 𝑛=−∞ 𝛿 𝑓 − 𝑛𝑓𝑠 ; 𝑓𝑠 = 1∕𝑇𝑠

■ F.6 FOURIER-TRANSFORM THEOREMS

Time-domain operation Frequency-domain operation

Name (signals assumed real)
Superposition 𝑎1 𝑥1 (𝑡) + 𝑎2 𝑥2 (𝑡) 𝑎 1 𝑋 1 ( 𝑓 ) + 𝑎2 𝑋 2 ( 𝑓 )
( ) ( )
Time delay 𝑥 𝑡 − 𝑡0 𝑋 ( 𝑓 ) exp −𝑗2𝜋𝑡0 𝑓
Scale change 𝑥 (𝑎𝑡) |𝑎|−1 𝑋 (𝑓 ∕𝑎)
Time reversal 𝑥 (−𝑡) 𝑋 (−𝑓 ) = 𝑋 ∗ ( 𝑓 )
Duality 𝑋 (𝑡) 𝑥 (−𝑓 )
( ) ( )
Frequency translation 𝑥 (𝑡) exp 𝑗2𝜋𝑓0 𝑡 𝑋 𝑓 − 𝑓0
( ) 1 ( ) 1 ( )
Modulation 𝑥 (𝑡) cos 2𝜋𝑓0 𝑡 𝑋 𝑓 − 𝑓0 + 𝑋 𝑓 + 𝑓0
2 2
Convolution4 𝑥1 (𝑡) ∗ 𝑥2 (𝑡) 𝑋1 ( 𝑓 ) 𝑋 2 ( 𝑓 )
Multiplication 𝑥1 (𝑡) 𝑥2 (𝑡) 𝑋1 ( 𝑓 ) ∗ 𝑋 2 ( 𝑓 )
𝑑 𝑛 𝑥 (𝑡)
Differentiation (𝑗2𝜋𝑓 )𝑛 𝑋 ( 𝑓 )
𝑑𝑡𝑛
∫−∞ 𝑥 (𝜆) 𝑑𝜆
𝑡 1
Integration 𝑋 ( 𝑓 ) ∕ (𝑗2𝜋𝑓 ) + 𝑋 (0) 𝛿 ( 𝑓 )
2

(𝑡) ∗ 𝑥2 (𝑡) ≜ ∫−∞ 𝑥1 (𝜆) 𝑥2 (𝑡 − 𝜆) 𝑑𝜆.

4𝑥 ∞
1