Appendix A

Useful Formul for F1.8SR1

Standard Derivatives :
Standard Integrals :
0

F (x)

F (x)

xn

nxn1

sin ax

a cos ax

cos ax

a sin ax

tan ax

a sec2 ax

ax

f (x)
xn (n 6= 1)

xn+1 /(n + 1)

sin ax

ax

f (x) dx

cos ax
a

cos ax

sin ax
a

ae

ln x

1/x

tan x

ln cos x

cosh ax

a sinh ax

1/(1 + x2 )

tan1 x

sinh ax

a cosh ax
ln x

x ln x x

eax

eax /a

F (ax + b) aF 0 (ax + b)
u(x)v(x)

u0 v + uv 0

u(x)
v(x)

vu0 uv 0
v2

u(v(x))

du dv
dv dx

1/x
u(x)

Integration by Parts :
Z

b
a

dv
u(x) dx = [u(x)v(x)]ba
dx
125

b
a

du
v(x) dx
dx

ln x
u(x(y))

dx
dy
dy

Trigonometrical Formul :
sin2 A + cos2 A = 1 ,

sec2 A = tan2 A + 1 ,

sin(A + B) = sin A cos B + cos A sin B ,

sin(A B) = sin A cos B cos A sin B

cos(A + B) = cos A cos B sin A sin B ,

cos(A B) = cos A cos B + sin A sin B

sin 2A = 2 sin A cos A ,

cos 2A = 2 cos2 A 1 = 1 2 sin2 A

1
sin A sin B = (cos(A B) cos(A + B))
2
1
cos A cos B = (cos(A B) + cos(A + B))
2
1
sin A cos B = (sin(A + B) + sin(A B))
2
Chain Rule for Functions of Two Variables :
With f = f (u, v), u = u(x, y) and v = v(x, y),

f
f u f v
=
+
.
x
u x v x

Stationary Points for Functions of Two Variables :

With

f
f
=
= 0 at (x, y) = (a, b) so that (a, b) is a stationary point :
x
y

If

2f 2f

x2 y 2

If

2f 2f

x2 y 2

If

2f 2f

x2 y 2

2f
xy
2f
xy
2f
xy

2f
> 0 and
<0
x2

then (a, b) is a local maximum.

2f
>0
x2

then (a, b) is a local minimum.

2
> 0 and
2
<0

then (a, b) is a saddle point.

Changing to polars for double integrals :

Z Z
Z Z
f (x, y) dx dy =
f (r cos , r sin )r dr d .
Exponential and Logarithmic Identities :
exp(a + b) = ea+b = ea eb ,
ln(exp(a)) = ln(ea ) = a ,

exp(ab) = eab = (ea )b ,

ln(ab) = ln a+ln b ,

126

exp(ln a) = eln a = a ,

ln(ba ) = a ln b ,

exp(a ln b) = ba .

The remainder are not on the exam formula sheet.

First-Order Ordinary Differential Equations :
dy
(i) Separable type:
= f (x)g(y) has a general solution given by
dx
Z
Z
1
dy = f (x) dx + C , or, equivalently, H(y) = F (x) + C ,
g(y)
R
R
where F (x) = f (x) dx, H(y) = (1/g(y)) dy and C is an arbitrary constant.
Given an initial condition y = b for x = a, the value of C is fixed by H(b) = F (a) + C.
R

dy
+ f (x)y = g(x) has an integrating factor, P (x) = exp f (x) dx . Multidx
plying the ODE through by P (x), gives

(ii) Linear:

P (x)

dy
d
+ P (x)f (x)y =
(P (x)y) = P (x)g(x)
dx
dx

and so the general solution is given by

Z
H(x)
C
P (x)y = P (x)g(x) dx + C , or, equivalently, y =
+
,
P (x) P (x)
R
where H(x) = P (x)g(x) dx and C is an arbitrary constant.
Given an initial condition y = b for x = a, the value of C is fixed by b = (H(a) + C)/P (a).
Special case:

dy
= cy has general solution y = Cecx .
dx

Second-Order, Constant-Coefficient, Homogeneous, Ordinary Differential Equations :

General solutions to the ODE
Case

b2 4ac > 0

b2 4ac = 0

b2 4ac < 0

d2 y
dy
+ b + cy = 0.
2
dt
dt

Roots of
auxiliary equation
1,2 =

b b2 4ac
2a

1,2 = p iq

y = C1 e1 t + C2 e2 t

y = C1 + C2 t e1 t

b
1,2 = 2a

b
p = 2a
,q=

General
solution

y = ept C1 cos qt + C2 sin qt

|b2 4ac|
2a

127

d2 y
k 2 y = 0 has general solution y = Aekx + Bekx .
dt2
d2 y
Special case (ii):
+ k 2 y = 0 has general solution y = A cos kx + B sin kx.
2
dt
Special case (i):

Second-Order, Constant-Coefficient, Inhomogeneous, Ordinary Differential Equations :

d2 y
dy
+ cy = f (t):
+
b
dt2
dt
When the inhomogeneity f (t) has the form (or is any constant multiplied by this form)
shown in the left-hand column, then you might try as a particular integral a yPI (t) of
the form shown in the right-hand column. We can also make the obvious extensions for
combinations of the inhomogeneities f (t) shown below.

Method of undetermined coefficients for the ODE

Inhomogeneity f (t)

Try yPI (t)

et

Aet

sin t

A sin t + B cos t

cos t

A sin t + B cos t

b0 + b1 t + b2 t2 + + bn tn

A0 + A1 t + A2 t2 + + An tn

et sin t

Aet sin t + Bet cos t

et cos t

Aet sin t + Bet cos t

[Note that this fails if f (or part of it) is degenerate, in particular, if f satisfies the
corresponding homogeneous ODE.]

128