Essential formulae

Number and algebra f (x)

(ax 2 + bx + c)(x + d)
Laws of indices:
Ax + B C
am ≡ +
am × an = a m+n = a m−n (a m )n = a mn (ax + bx + c) (x + d)
2
an
m √ 1
an = n m
a a −n = n a0 = 1
a De¿nition of a logarithm:
If y = a x then x = loga y
Quadratic formula:
√ Laws of logarithms:
−b ± b 2 − 4ac
If ax + bx + c = 0 then x =
2
2a
log(A × B) = log A + logB
 
A
log = log A − logB
Factor theorem: B
If x = a is a root of the equation f (x) = 0, then (x − a) logAn = n × log A
is a factor of f (x).

Exponential series:
Remainder theorem:
If (ax 2 + bx + c) is divided by (x − p), the x2 x3
remainder will be: ap 2 + bp + c ex = 1 + x + + + ···
2! 3!
(valid for all values of x)
or if (ax 3 + bx 2 + cx + d) is divided by (x − p), the
remainder will be: ap 3 + bp2 +cp + d

Hyperbolic functions:
Partial fractions:
ex − e−x 1 2
sinh x = cosech x = = x
Provided that the numerator f (x) is of less degree than 2 sinh x e − e−x
the relevant denominator, the following identities are
typical examples of the form of partial fractions used: ex + e−x 1 2
cosh x = sech x = = x
f (x) 2 cosh x e + e−x
(x + a)(x + b)(x + c)
A B C ex − e−x 1 ex + e−x
≡ + + tanh x = coth x = = x
(x + a) (x + b) (x + c) ex + e−x tanh x e − e−x

f (x)
(x + a)3 (x + b) cosh2 x − sinh2 = 1 1 − tanh2 x = sech2 x
A B C D coth2 x − 1 = cosech2 x
≡ + + +
(x + a) (x + a)2 (x + a)3 (x + b)
Higher Engineering Mathematics. 978-1-138-67357-1, © 2017 John Bird. Published by Taylor & Francis. All rights reserved.
840 Higher Engineering Mathematics

Arithmetic progression: Boolean algebra:

If a = ¿rst term and d = common difference, then the Laws and rules of Boolean algebra
arithmetic progression is: a, a +d, a + 2d, . . .
Commutative laws: A + B = B + A
The nth term is: a +(n − 1)d A·B =B ·A
n Associative laws: A + B + C = (A + B) + C
Sum of n terms, Sn = [2a +(n − 1)d]
2 A · B · C = (A · B) · C
Distributive laws: A · (B + C) = A · B + A · C
Geometric progression: A + (B · C) = (A + B) · (A+C)
Sum rules: A+A=1
If a = ¿rst term and r = common ratio, then the geomet-
A +1 = 1
ric progression is: a, ar, ar 2 , . . .
A+0=A
The nth term is: ar n−1 A +A = A
a(1 −r n ) a(r n − 1) Product rules: A·A=0
Sum of n terms, Sn = or
(1 − r) (r − 1) A·0=0
a A·1=A
If −1 < r < 1, S∞ =
(1 − r) A·A=A
Absorption rules: A + A · B = A
Binomial series: A · (A + B) = A
A+A·B =A+B
De Morgan’s laws: A+B =A·B
n(n − 1) n−2 2
(a + b)n = a n + na n−1 b + a b A·B =A+B
2!
n(n − 1)(n − 2) n−3 3
+ a b + ···
3!
Geometry and trigonometry
n(n − 1) 2
(1 + x)n = 1 + nx + x
2! Theorem of Pythagoras:
n(n − 1)(n − 2) 3
+ x + ··· b2 = a 2 + c2
3!
A
Maclaurin’s series:
b
c
x 2 
f (x) = f (0) + x f  (0) + f (0) B a C
2!
x 3  Figure FA1
+ f (0) + · · ·
3!

Identities:
Newton–Raphson iterative method: 1 1
sec θ = cosec θ =
If r1 is the approximate value for a real root of the equa- cos θ sin θ
tion f (x) =0, then a closer approximation to the root, 1 sin θ
cot θ = tan θ =
r2 , is given by: tan θ cosθ
f (r1 ) cos θ + sin θ = 1 1 + tan2 θ = sec2 θ
2 2
r2 = r1 − cot 2 θ + 1 = cosec2 θ
f  (r1 )
 Essential formulae 841

Triangle formulae: Products of sines and cosines into sums or

With reference to Fig. FA2: differences:
a b c sin A cos B = 21 [sin(A + B) + sin(A − B)]
Sine rule = =
sin A sin B sin C
cos A sin B = 21 [sin(A + B) − sin(A − B)]
Cosine rule a 2 = b 2 + c2 − 2bc cosA
cos A cos B = 21 [cos(A + B) + cos(A − B)]
A
sin A sin B = − 12 [cos(A + B)−cos(A − B)]

c b

Sums or differences of sines and cosines

B C
a into products:
   
Figure FA2 x +y x−y
sin x + sin y = 2 sin cos
2 2
Area of any triangle    
x+y x−y
(i) 1
× base × perpendicular height sin x − sin y = 2 cos sin
2 2 2
1
or 12 ac sin B or 12 bc sin A    
(ii) 2 ab sin C x+y x −y
cos x + cosy = 2 cos cos
√ a +b + c 2 2
(iii) [s(s − a)(s −b)(s − c)] where s =    
2 x +y x−y
cos x − cosy = −2 sin sin
2 2
Compound angle formulae:
sin(A ± B) = sin A cos B ± cosA sin B For a general sinusoidal function
y = A sin(ωt ± α), then:
cos(A ± B) = cosA cos B ∓ sin A sin B
tan A ± tan B A = amplitude
tan(A ± B) =
1 ∓ tanA tan B ω = angular velocity = 2π f rad/s
If R sin (ωt + α) = a sin ωt + b cos ωt, 2π
= periodic time T seconds
then a = R cos α, b = R sin α, ω
 b ω
R = (a 2 + b2 ) and α = tan −1 = frequency, f hertz
a 2π
α = angle of lead or lag (compared with
Double angles: y = A sin ωt)

sin 2A = 2 sin A cos A

Cartesian and polar co-ordinates:
cos 2A = cos2 A − sin2 A = 2 cos2 A − 1 
If co-ordinate (x, y) = (r, θ ) then r = x 2 + y 2 and
= 1 − 2 sin A 2
y
θ = tan−1
2 tan A x
tan 2A = If co-ordinate (r, θ ) = (x, y) then x = r cos θ and
1 − tan2 A y = r sin θ
842 Higher Engineering Mathematics

The circle: Equation of an ellipse, centre at origin, semi-axes a

With reference to Fig. FA3. x2 y2
and b: + =1
Area = πr 2 Circumference = 2πr a 2 b2

π radians = 180 ◦ x2 y2
Equation of a hyperbola: − =1
a 2 b2
Equation of a rectangular hyperbola: xy = c 2
s
r

␪ Irregular areas:
r Trapezoidal rule
   
width of 1 ¿rst + last
Area ≈
interval 2 ordinates
Figure FA3  
sum of remaining
+
ordinates
For sector of circle:
s = rθ (θ in rad) Mid-ordinate rule
  
shaded area = 12 r 2 θ (θ in rad) width of sum of
Area ≈
interval mid-ordinates
Equation of a circle, centre at (a, b), radius r:
Simpson’s rule
(x − a)2 + (y − b)2 = r 2
   
1 width of ¿rst + last
Area ≈
3 interval ordinate
Linear and angular velocity:
 
sum of even
If v =linear velocity (m/s), s = displacement (m), +4
ordinates
t = time (s), n = speed of revolution (rev/s),
θ = angle (rad), ω = angular velocity (rad/s),  
r = radius of circle (m) then: sum of remaining
+2
odd ordinates
s θ
v= ω = = 2πn v = ωr
t t

mv2 Vector geometry

centripetal force =
r
If a =a1 i + a2 j + a3 k and b = b1 i + b2 j + b3 k
where m = mass of rotating object.
a · b = a 1 b1 + a2 b2 + a3 b3

a·b
Graphs | a | = a12 + a22 + a32 cos θ =
|a| |b|
 
Equations of functions:  i j k 
 
a × b =  a1 a2 a3 
Equation of a straight line: y = mx + c  b1 b2 b3 
Equation of a parabola: y = ax 2 + bx + c

Circle, centre (a, b), radius r: | a × b | = [(a · a)(b · b) − (a · b)2 ]
(x − a)2 + (y − b)2 = r 2
 Essential formulae 843

Determinants:
Complex numbers  
a b 
 
z = a + j b =r(cos θ + j sin θ ) = r∠θ = re j θ where  c d  = ad − bc
j 2 = −1  
 a1 b1 c1     
Modulus r =|z| = (a 2 + b 2 )      
a2 b2 c2  = a1 b2 c2  − b1 a2 c2 
  b 3 c 3  a 3 c 3 
b a 3 b 3 c 3   
Argument θ = arg z = tan −1 a2 b2 
+ c1  
a a3 b3 
Addition: (a + j b) +(c + j d) = (a +c) + j (b +d)
Subtraction: (a +j b) − (c + j d) = (a −c) + j (b − d)
Complex equations: If m + j n = p + j q then m = p Differential calculus
and n = q
Standard derivatives:
Multiplication: z1 z2 = r1 r2 ∠(θ1 + θ2 )
dy
Division:
z1 r1
= ∠(θ1 − θ2 ) y or f (x) or f  (x)
z2 r2 dx

De Moivre’s theorem: ax n anx n−1

[r∠θ ]n = r n ∠nθ = r n (cos nθ + j sin nθ ) = rej θ sin ax a cosax

cos ax −a sin ax
tan ax a sec2 ax
Matrices and determinants sec ax a secax tan ax

Matrices: cosec ax −a cosec ax cot ax

    cot ax −a cosec 2 ax
a b e f
If A = and B = then
c d g h eax aeax
1
  ln ax
a+e b+f x
A+B =
c+g d +h sinh ax a cosh ax
  cosh ax a sinh ax
a−e b−f
A−B =
c−g d −h tanh ax a sech 2 ax
  sech ax −a sech ax tanh ax
ae + bg af + bh
A×B = cosech ax −a cosech ax coth ax
ce + dg cf + dh
coth ax −a cosech 2 ax

1 d −b x 1
A−1 = sin−1 √
ad − bc −c a a a2 − x2

⎛ ⎞ f  (x)
sin−1 f (x) 
a 1 b 1 c1
BT 1 − [ f (x)]2
⎜ ⎟
If A = ⎝a2 b2 c2 ⎠ then A−1 = where
|A| x −1
a 3 b 3 c3 cos−1 √
a a2 − x2
B T = transpose of cofactors of matrix A
844 Higher Engineering Mathematics

dy dy
y or f (x) or f  (x) y or f (x) or f  (x)
dx dx

−f  (x) x −a
cos−1 f (x)  cosech −1 √
1 − [f (x)]2 a x x2 + a2

x a −f  (x)
tan−1 cosech −1 f (x) 
a a + x2
2
f (x) [f (x)]2 + 1
f  (x)
tan−1 f (x) x a
1 + [f (x)]2 coth−1
a a2 − x2
x a
sec−1 √ f  (x)
a x x − a2
2 coth−1 f (x)
1 − [f (x)]2
f  (x)
sec−1 f (x) 
f (x) [f (x)]2 − 1
Product rule:
x −a
cosec−1 √ When y = uv and u and v are functions of x then:
a x x2 − a2
dy dv du
−f  (x) =u +v
cosec−1 f (x)  dx dx dx
f (x) [f (x)]2 − 1
x −a Quotient rule:
cot−1
a a2 + x2 u
When y = and u and v are functions of x then:
−f  (x) v
cot−1 f (x) du dv
1 + [f (x)]2
dy v dx − u dx
x 1 =
sinh−1 √ dx v2
a x + a2
2

f  (x) Function of a function:

sinh−1 f (x) 
[f (x)]2 + 1 If u is a function of x then:
x 1 dy dy du
cosh−1 √ = ×
dx du dx
a x2 − a2
f  (x)
cosh−1 f (x)  Parametric differentiation:
[f (x)]2 − 1
If x and y are both functions of θ , then:
x a  
tanh −1 dy d dy
a a − x2
2
dy d2 y dθ dx
= dθ and =
f  (x) dx dx dx 2 dx
tanh −1 f (x)
1 − [f (x)]2 dθ dθ
x −a
sech −1 √
a x a2 − x2 Implicit function:
−f  (x) d d dy
sech −1 f (x)  [ f (y)] = [ f (y)] ×
f (x) 1 − [ f (x)]2 dx dy dx
 Essential formulae 845

Maximum and minimum values: Small changes

If z = f (u, v, . . .) and δx, δy, … denote small changes
dy
If y = f (x) then = 0 for stationary points. in x, y, … respectively, then the corresponding change,
dx
dy
Let a solution of = 0 be x = a; if the value of
dx
2
d y ∂z ∂z
when x = a is: positive, the point is a minimum, δz ≈ δx + δy + . . . .
dx 2 ∂x ∂y
negative, the point is a maximum.

To determine maxima, minima and saddle points for

Velocity and acceleration: functions of two variables: Given z = f (x, y),
∂z ∂z
If distance x = f (t), then (i) determine and
∂x ∂y
dx
velocity v = f  (t) or and ∂z ∂z
dt (ii) for stationary points, = 0 and =0
∂x ∂y
d2 x
acceleration a = f  (t) or ∂z
dt 2 (iii) solve the simultaneous equations = 0 and
∂x
∂z
= 0 for x and y, which gives the co-ordinates
∂y
Tangents and normals: of the stationary points
Equation of tangent to curve y = f (x) at the point
∂ 2z ∂ 2z ∂ 2z
(x1 , y1 ) is: (iv) determine , and
∂x 2 ∂y 2 ∂x∂y
y − y1 = m(x − x1 )
(v) for each of the co-ordinates of the station-
where m = gradient of curve at (x 1 , y1 ). ary points, substitute values of x and y into
∂ 2z ∂ 2z ∂ 2z
Equation of normal to curve y = f (x) at the point , and and evaluate each
∂x 2 ∂y 2 ∂x∂y
(x1 , y1 ) is:
 2
1 ∂ 2z
y − y1 = − (x − x1 ) (vi) evaluate for each stationary point,
m ∂x∂y

∂ 2z ∂ 2z ∂ 2z
(vii) substitute the values of 2 , 2 and into
Partial differentiation: ∂x ∂y ∂x∂y
 2 2  2   2 
∂ z ∂ z ∂ z
Total differential the equation  = − 2
∂x∂y ∂x ∂y 2
If z = f (u, v, . . .), then the total differential, and evaluate
∂z ∂z (viii) (a) if  > 0 then the stationary point is a saddle
dz = du + dv + . . ..
∂u ∂v point
Rate of change ∂ 2z
du dv (b) if  < 0 and < 0, then the stationary
If z = f (u, v, . . .) and , , … denote the rate of ∂x2
dt dt point is a maximum point, and
change of u, v, … respectively, then the rate of change
of z, ∂ 2z
(c) if  < 0 and > 0, then the stationary
∂x2
dz ∂z du ∂z dv point is a minimum point
= · + · + ...
dt ∂u dt ∂v dt
846 Higher Engineering Mathematics

Integral calculus y y dx
1 1 −1 x
Standard integrals: tan +c
(a 2 + x 2 ) a a

 1 x
y y dx  sinh−1 + c or
(x 2 + a 2 ) a
x n+1  
ax n a +c 
n+1 x+ (x 2 + a 2 )
ln +c
(except where n = −1) a
1
cos ax sin ax + c  a2 x x 2
a (x 2 + a 2 ) sinh−1 + (x + a 2 ) + c
2 a 2
1
sin ax − cos ax + c 1 x
a  cosh−1 + c or
(x 2 − a 2 ) a
1
sec2 ax tan ax + c   
a x+ (x 2 − a 2 )
ln +c
1 a
cosec 2 ax − cot ax + c
a
 x 2 a2 x
1 (x 2 − a 2 ) (x − a 2 ) − cosh−1 + c
cosec ax cot ax − cosec ax + c 2 1 a
a

1
sec ax tan ax sec ax + c θ
a t = tan substitution:
2
1 ax 
eax e +c 1
a To determine dθ let
a cosθ + b sin θ + c
1
ln x + c
x 2t 1 − t2
sin θ = cosθ = and
(1 + t 2 ) 1 + t2
1
tan ax ln(sec ax) + c
a 2 dt
dθ =
  (1 + t 2 )
1 sin 2x
cos2 x x+ +c
2 2
  Integration by parts:
1 sin 2x
sin2 x x− +c If u and v are both functions of x then:
2 2  
dv du
tan2 x tan x − x + c u dx = uv − v dx
dx dx
cot 2 x −cot x − x + c
Reduction formulae:

1
sin−1
x
+c 
(a 2 − x 2 ) a x n ex dx = In = x n ex − nIn−1

 a 2 −1 x x  2
(a 2 − x 2 ) sin + (a − x 2 ) + c x n cos x dx = In = x n sin x + nx n−1 cos x
2 a 2
−n(n − 1)In−2
 Essential formulae 847
 π
x n cos x dx = In = −nπ n−1 − n(n − 1)In−2 Centroids:
0
 With reference to Fig. FA5:
x sin x dx = In = −x cos x + nx
n n n−1
sin x
 b  b
−n(n − 1)In−2 xy dx 1
y 2 dx
2
 x̄ = a and ȳ =  ab
1 n−1 b
sinn x dx = In = − sinn−1 x cos x + In−2
n n y dx y dx
 a a
1 n−1
cosn x dx = In = cosn−1 sin x + In−2
n n
 π/2  π/2 y
n−1
sinn x dx = cosn x dx = In = In−2
0 0 n y 5 f(x)

tann−1 x
tann x dx = In = − In−2 Area A
n−1
 C
(ln x)n dx = In = x(ln x)n − nIn−1 x
y

0 x5a x5b x
With reference to Fig. FA4. Figure FA5
y

y 5 f(x) Theorem of Pappus:

With reference to Fig. FA5, when the curve is rotated one
revolution about the x-axis between the limits x = a and
A x = b, the volume V generated is given by: V = 2πAȳ

0 x5a x5b x Parallel axis theorem:

If C is the centroid of area A in Fig. FA6 then
Figure FA4

Area under a curve: 2

AkBB = AkGG
2
+ Ad 2 or kBB
2
= kGG
2
+ d2
 b
area A = y dx
a
G B
Mean value:
 b
1
mean value = y dx
b−a a
C
Rms value: Area A
 
 b
1 d
rms value = y 2 dx
b−a a

G B
Volume of solid of revolution:
 b Figure FA6
volume = πy 2 dx about the x-axis
a
848 Higher Engineering Mathematics

Second moment of area and radius of gyration:

Shape Position of axis Second moment Radius of
of area, I gyration, k

bl 3 1
Rectangle (1) Coinciding with b √
3 3
length l
breadth b lb3 b
(2) Coinciding with l √
3 3
bl 3 1
(3) Through centroid, √
12 12
parallel to b
lb3 b
(4) Through centroid, √
12 12
parallel to l

bh3 h
Triangle (1) Coinciding with b √
Perpendicular 12 6
height h bh3 h
(2) Through centroid, √
base b 36 18
parallel to base
bh3 h
(3) Through vertex, √
4 2
parallel to base

πr 4 r
Circle (1) Through centre, √
2 2
radius r perpendicular to plane
(i.e. polar axis)
πr 4 r
(2) Coinciding with diameter
4 √2
5πr 4 5
(3) About a tangent r
4 2

πr 4 r
Semicircle Coinciding with
8 2
radius r diameter

Perpendicular axis theorem: Numerical integration:

If OX and OY lie in the plane of area A in Fig. FA7, Trapezoidal rule
2 = Ak 2 + Ak 2 or k 2 = k 2 + k 2
then AkOZ
  ¿rst + last

OX OY OZ OX OY
 
Z width of 1
ydx ≈
interval 2 ordinates
Area A

sum of remaining
+
ordinates
O

X Mid-ordinate rule

Y    
width of sum of
Figure FA7 ydx ≈
interval mid-ordinates
 Essential formulae 849

Simpson’s rule Linear ¿rst-order:

dy
     If + P y = Q, where P and Q are functions of x
1 width of ¿rst + last dx
ydx ≈ only (i.e. a linear ¿rst-order differential equation), then
3 interval ordinate 
  (i) determine the integrating factor, e P dx
sum of even
+4
ordinates (ii) substitute the integrating factor (I.F.) into
  the equation
+2
sum of remaining 
odd ordinates y (I.F.) = (I.F.) Q dx

(iii) determine the integral (I.F.)Q dx
Differential equations
Numerical solutions of ¿rst-order
First-order differential equations: differential equations:
Separation of variables  Euler’s method: y1 = y0 + h(y  )0
dy
If = f (x) then y = f (x) dx Euler–Cauchy method: yP1 = y0 + h(y  )0
dx
1
  and yC1 = y0 + h[(y  )0 + f (x1 , yp1 )]
dy dy 2
If = f (y) then dx =
dx f (y) Runge–Kutta method:
  dy
dy dy To solve the differential equation = f (x, y) given
If = f (x) · f (y) then = f (x) dx dx
dx f (y) the initial condition y = y 0 at x = x0 for a range of
values of x = x0 (h)xn :

Homogeneous equations: 1. Identify x 0 , y0 and h, and values of x 1 , x2 , x3 , . . .

dy 2. Evaluate k 1 = f (xn , yn ) starting with n = 0

If P = Q, where P and Q are functions of both x and  
dx h h
y of the same degree throughout (i.e. a homogeneous 3. Evaluate k 2 = f xn + , yn + k1
2 2
¿rst-order differential equation) then:  
h h
(i) rearrange P
dy
= Q into the form
dy Q
= 4. Evaluate k 3 = f xn + , yn + k2
dx dx P 2 2
5. Evaluate k 4 = f(xn + h, yn + hk3 )
(ii) make the substitution y = vx (where v is a func-
tion of x), from which, by the product rule, 6. Use the values determined from steps 2 to 5 to
evaluate:
dy dv
= v(1) + x h
dx dx yn+1 = yn + {k1 + 2k2 + 2k3 + k4 }
6
dy 7. Repeat steps 2 to 6 for n = 1, 2, 3, . . .
(iii) substitute for both y and in the equation
dx
dy Q
=
dx P Second-order differential equations:
(iv) simplify, by cancelling, and then separate the d2 y dy
dy If a 2 + b + cy = 0 (where a, b and c are con-
variables and solve using the = f (x) · f (y) dx dx
dx stants) then:
method
(i) rewrite the differential equation as
y
(v) substitute v = to solve in terms of the original (aD2 + bD +c)y = 0
x
variables. (ii) substitute m for D and solve the auxiliary equation
am2 + bm +c =0
850 Higher Engineering Mathematics

(iii) if the roots of the auxiliary equation are: y y(n)

(a) real and different, say m = α and m = β 
then the general solution is nπ 
cos ax a n cos ax +
2
y = Aeαx + Beβx
a!
(b) real and equal, say m = α twice, then the xa x a−n
general solution is (a − n)!

y = (Ax + B) eαx a n  
sinh ax 1 + (−1)n sinh ax
2
(c) complex, say m = α ± jβ, then the general   
+ 1 − (−1)n cosh ax
solution is
y = eαx ( A cos βx + B sin βx) a n  
cosh ax 1 − (−1)n sinh ax
(iv) given boundary conditions, constants A and B 2
  
can be determined and the particular solution + 1 + (−1)n cosh ax
obtained.
(n − 1)!
ln ax (−1)n−1
xn
d2 y dy
If a + b + cy = f (x) then:
dx2 dx
Leibniz’s theorem:
(i) rewrite the differential equation as
(aD2 +bD + c)y = 0 To ¿nd the nth derivative of a product y = uv:
(ii) substitute m for D and solve the auxiliary equation y (n) = (uv)(n) = u(n) v + nu(n−1) v (1)
am2 + bm + c =0
n(n − 1) (n−2) (2)
(iii) obtain the complimentary function (C.F.), u, as + u v
2!
per (iii) above.
n(n − 1)(n − 2) (n−3) (3)
(iv) to ¿nd the particular integral, v, ¿rst assume a + u v + ···
3!
particular integral which is suggested by f (x),
but which contains undetermined coef¿cients (see
Table 54.1, page 568 for guidance). Power series solutions of second-order
differential equations:
(v) substitute the suggested particular integral into
the original differential equation and equate (a) Leibniz–Maclaurin method
relevant coef¿cients to ¿nd the constants (i) Differentiate the given equation n times,
introduced. using the Leibniz theorem
(vi) the general solution is given by y = u + v (ii) rearrange the result to obtain the recurrence
relation at x = 0
(vii) given boundary conditions, arbitrary constants in
the C.F. can be determined and the particular (iii) determine the values of the derivatives at
solution obtained. x = 0, i.e. ¿nd (y)0 and (y  )0
(iv) substitute in the Maclaurin expansion for
Higher derivatives: y = f (x)
(v) simplify the result where possible and apply
y y(n)
boundary condition (if given).
eax a n eax
(b) Frobenius method
 nπ  (i) Assume a trial solution of the form:
sin ax a n sin ax + y = x c {a0 + a1 x + a2 x 2 + a3 x 3 + · · · +
2
ar x r + · · · } a0 = 0
 Essential formulae 851

(ii) differentiate the trial series to ¿nd y  and in particular:

and y   x n  1  x 2
1
Jn (x) = −
(iii) substitute the results in the given differential 2 n! (n + 1)! 2
equation
 x 4 
1
(iv) equate coef¿cients of corresponding powers + − ···
(2! )(n + 2)! 2
of the variable on each side of the equa-
tion: this enables index c and coef¿cients x2 x4
J0 (x) = 1 − +
a1 , a2 , a3 , . . . from the trial solution, to be 22 (1! )2 24 (2! )2
determined.
x6
− + ···
26 (3! )2
Bessel’s equation: x x3 x5
and J1 (x) = − 3 + 5
d2 y dy 2 2 (1! )(2! ) 2 (2! )(3! )
The solution of x 2 +x + (x 2 − v 2 )y = 0 is:
dx 2 dx x7
 − + ···
x2 27 (3! )(4! )
y = Ax v 1 −
22 (v + 1)
x4
+ Legendre’s equation:
24 × 2! (v + 1)(v + 2)
 d2 y dy
x6 The solution of (1 − x 2 ) − 2x + k(k + 1)y = 0
− 6 + ··· dx 2 dx
2 × 3! (v + 1)(v + 2)(v + 3)
 is: 
−v x2 x4 k(k + 1) 2
+ Bx 1+ 2 + 4 y = a0 1 −
2 (v − 1) 2 × 2! (v − 1)(v − 2) 2!
x
 
x6 k(k + 1)(k − 2)(k + 3) 4
+ 6 + ··· + x − ···
2 × 3! (v − 1)(v − 2)(v − 3) 4!

or, in terms of Bessel functions and gamma functions: (k − 1)(k + 2) 3
+ a1 x − x
3!
y = AJv (x) + BJ−v (x) 
 x v  (k − 1)(k − 3)(k + 2)(k + 4) 5
1 x2 + x − ···
=A − 2 5!
2
(v + 1) 2 (1! )
(v + 2)

x4
+ 4 − ··· Rodrigues’ formula:
2 (2! )
(v + 4)
 x −v  1 x2 1 d n (x 2 − 1)n
+B − 2 Pn (x) =
2
(1 − v) 2 (1! )
(2 − v) 2n n! dxn

x4
+ 4 − ···
2 (2! )
(3 − v) Statistics and probability
In general terms:
Mean, median, mode and standard
deviation:
 x v 
∞
(−1)k x 2k
Jv (x) = If x = variate and f = frequency then:
2 22k (k! )
(v + k + 1) 
k=0
fx
 x −v 
∞ mean x̄ = 
(−1)k x 2k f
and J−v (x) =
2 22k (k! )
(k − v + 1)
k=0 The median is the middle term of a ranked set of data.
852 Higher Engineering Mathematics

The mode is the most commonly occurring value in a Normal probability distribution:
set of data.
Partial areas under the standardized normal curve — see
Table 61.1 on page 661.
Standard deviation:
!    Student’s t distribution:
! f (x − x̄)2
σ ="  for a population Percentile values (tp ) for Student’s t distribution with ν
f degrees of freedom – see Table 64.2, page 689, on the
website.
Bayes’ theorem:
Chi-square distribution:
P (B |A1 ) P (A1 )
P (A1 |B ) = Percentile values (χp2 ) for the Chi-square distribution
P (B 1 )P (A1 )+P (B |A2 )P (A2 )+ ....
|A
with ν degrees of freedom–see Table 66.1, page 711, on
# $ P (B |Ai ) P (Ai )
or P Ai |B = n (i = 1, 2, ..., n) 
the website. 
 #  $ # $  (o − e)2
P B Aj P Aj χ =
2 where o and e are the observed and
j =1 e
expected frequencies.

Binomial probability distribution: Symbols:

If n = number in sample, p = probability of the occur- Population
rence of an event and q = 1 −p, then the probability of Number of members N p , mean μ, standard deviation σ
0, 1, 2, 3, . . . occurrences is given by: Sample
n(n − 1) n−2 2 Number of members N, mean x, standard deviation s
q n , nq n−1 p, q p ,
2! Sampling distributions
n(n − 1)(n − 2) n−3 3 Mean of sampling distribution of means μx
q p ,...
3! Standard error of means σx
(i.e. successive terms of the (q + p) n expansion). Standard error of the standard deviations σ s
Normal approximation to a binomial
√ distribution:
Mean = np Standard deviation σ = (npq) Standard error of the means:
Standard error of the means of a sample distribution, i.e.
Poisson distribution: the standard deviation of the means of samples, is:
 
If λ is the expectation of the occurrence of an event then
σ Np − N
the probability of 0, 1, 2, 3, . . . occurrences is given by: σx = √
N Np − 1
e−λ e−λ
e−λ , λe−λ , λ2 , λ3 ,... for a ¿nite population and/or for sampling without
2! 3!
replacement, and
Product-moment formula for the linear σ
σx = √
correlation coef¿cient: N
 for an in¿nite population and/or for sampling with
xy
Coef¿cient of correlation r = # $ # $ replacement.
x2 y2
The relationship between sample mean
where x = X − X and y = Y − Y and (X 1 , Y1 ),
and population mean:
(X2 , Y2 ), . . . denote a random sample from a bivariate
normal distribution and X and Y are the means of the μx = μ for all possible samples of size N are drawn
X and Y values respectively. from a population of size N p
 Essential formulae 853

Estimating the mean of a population of a population mean based on sample data is

(σ known): given by:
tc s
The con¿dence coef¿cient for a large sample size, x± √
(N ≥ 30) is zc where: (N − 1)

Con¿dence Con¿dence Laplace transforms

level % coef¿cient zc
99 2.58
Function Laplace transforms
98 2.33 ∞
f (t) L{f (t)} = 0 e−st f (t) dt
96 2.05
1
95 1.96 1
s
90 1.645
k
80 1.28 k
s
50 0.6745 1
eat
s −a
The con¿dence limits of a population mean based on a
sample data are given by: sin at
s2 + a2
 
zc σ Np − N s
x±√ cos at
N Np − 1 s2 + a2
for a ¿nite population of size N p , and by 1
zc σ t
x ± √ for an in¿nite population s2
N
n!
t n (n = positve integer)
s n+1
Estimating the mean of a population s
(σ unknown): cosh at
s2 − a2
The con¿dence limits of a population mean based on
a
sample data are given by: μx ± zc σx sinh at
s2 − a2

n!
Estimating the standard deviation of a e−at t n
(s + a)n+1
population:
ω
The con¿dence limits of the standard deviation of a pop- e−at sin ωt
ulation based on sample data are given by: (s + a)2 + ω2
s ± zc σs
s +a
e−at cosωt
(s + a)2 + ω2
Estimating the mean of a population based
s +a
on a small sample size: e−at cosh ωt
(s + a)2 − ω2
The con¿dence coef¿cient for a small sample size
(N < 30) is tc which can be determined using Table 64.1, ω
e−at sinh ωt
page 683, on the website. The con¿dence limits (s + a)2 − ω2
854 Higher Engineering Mathematics

The Laplace transforms of derivatives: If f (x) is a periodic function of period L then its Fourier
series is given by:
First derivative
  ∞ %  
dy  # 2πnx $&
L = sL{y} − y(0) f (x) = a0 + an cos 2πnx + b n sin
dx L L
n=1
where y(0) is the value of y at x = 0
L L
where for the range − to + :
Second derivative 2 2
  
dy 1 L/2
L = s2 L{y} − sy(0) − y (0) a0 = f (x) dx
dx L −L/2
 L/2
dy # $
where y  (0) is the value of at x = 0 an = L
2
f (x) cos 2πnx
L dx (n = 1, 2, 3, . . .)
dx −L/2
 L/2 # 2πnx $
bn = 2
L f (x) sin L dx (n = 1, 2, 3, . . .)
−L/2
Fourier series
Complex or exponential Fourier series:
If f (x) is a periodic function of period 2π then its
Fourier series is given by: ∞
 2π nx
∞ f (x) = cn e j L

f (x) = a0 + (an cos nx + bn sin nx) n=−∞

n=1
 L
1 2
f (x)e−j
2π nx
where, for the range −π to +π: where cn = L dx
L − L2
 π
1 For even symmetry,
a0 = f (x) dx
2π −π  L
 2 2 # $
1 π cn = f (x) cos 2πnx
L dx
an = f (x) cosnx dx (n = 1, 2, 3, . . .) L 0
π −π
 For odd symmetry,
1 π 
bn = f (x) sin nx dx (n = 1, 2, 3, . . .)
L
2 2 # 2πnx $
π −π cn = −j f (x) sin L dx
L 0
 Essential formulae 855

Sequence Transform F(z)

1. {δk } = {1, 0, 0, ...} 1 for all values of z
z
2. {uk } = {1, 1, 1, ...} for | z | > 1
z−1
z
3. {k} = {0, 1, 2, 3, ...} for | z | > 1
(z − 1)2
  z(z + 1)
4. k 2 = {0, 1, 4, 9, ...} for | z | > 1
(z − 1)3
  z(z2 + 4z + 1)
5. k 3 = {0, 1, 8, 27, ...} for | z | > 1
(z − 1)4
    z
6. a k = 1, a, a 2 , a 3 , ... for | z | > | a |
z−a
    az
7. ka k = 0, a, 2a 2 , 3a 3, ... for | z | > | a |
(z − a)2
    az(z + a)
8. k 2 a k = 0, a, 4a 2 , 9a 3 , ... for | z | > | a |
(z − a)3
    z
9. e−ak = e−a , e−2a , e−3a , ...
z − e−a
z sin a
10. sin ak = {sin a, sin 2a, ...}
z − 2z cosa + 1
2

z(z − cosa)
11. cos ak = {cos a, cos 2a, ...}
z − 2z cosa + 1
2

  ze−a sin b
12. e −ak sin bk = e−a sin b, e−2a sin 2b, ...
z2 − 2ze −a cos b + e−2a
  z2 − ze−a cos b
13. e −ak cos bk = e−a cos b, e −2a cos 2b, ...
z2 − 2ze −a cos b + e−2a

These formulae are available for downloading at the website:

www.routledge.com/cw/bird