(October 1996)

DEPARTMENT OF ENGINEERING MATHEMATICS

GENERAL FORMULA SHEET FOR STAGES 1 AND 2
COURSEWORK AND EXAMINATIONS

The formula sheet is divided into two sections:

I Formulae primarily intended for Stage 1 courses.

II Formulae primarily required for Stage 2 courses.

You should familiarise yourself with all those formulae that are needed for the Engineering
Mathematics modules that you are taking. The formula sheet will be provided in examinations.

SECTION I

TRIGONOMETRIC IDENTITIES

1. cos 2 θ + sin 2 θ = 1 1 + tan 2 θ = sec 2 θ 1 + cot 2 θ = cosec 2 θ

2. sin( A ± B) = sin A cos B ± cos A sin B cos( A ± B) = cos A cos B m sin A sin B

3. sin 2 A = 2 sin A cos A cos 2 A = 2 cos 2 A − 1 = 1 − 2 sin 2 A

1
4. sin A cos B = 2 [sin( A + B) + sin( A − B)]
1
cos A cos B = 2 [cos( A + B) + cos( A − B)]
1
sin A sin B = − 2 [cos( A + B) − cos( A − B)]

THE EXPONENTIAL AND NATURAL LOGARITHMIC FUNCTIONS

If y = e x = exp( x ) then x = log e y = ln y

∴ y = e ln y and ln e x = x

i.e. exp and ln are inverse functions. NB ln y is defined only for y > 0.
 -2-

Laws of Logarithms: ln ab = ln a + ln b ln a n = n ln a
F a I = ln a − ln b F 1 I = − ln a
ln
H bK ln
H aK
NB a x = e x ln a for a > 0 .

HYPERBOLIC FUNCTIONS

cosh x =
1
2 de x
i
+ e− x , sinh x =
1
2 de x
− e− x i
sinh x 1 1
tanh = sechx = cosech x =
cosh x cosh x sinh x

Identities

cosh 2 x − sinh 2 x = 1 sinh( A ± B) = sinh A cosh B ± cosh A sinh B

1 − tanh 2 x = sech 2 x cosh( A ± B) = cosh A cosh B ± sinh A sinh B

COMPLEX NUMBERS
Argand Diagram
Cartesian Form

z = x + iy , x = Re z , y = Im z

z = x − iy (complex conjugate)

Polar Form

x = r cos θ y = r sin θ

∴ z = r (cos θ + i sin θ) = re iθ

z = r (cos θ − i sin θ) = re −iθ

z = r = x 2 + y2 (modulus)

y
θ = arg z where tan θ =
x
[NB check that θ is in the correct quadrant with − π < θ ≤ π (principal value)]
 -3-

Powers: z n = r n e inθ = [ r (cos θ + i sin θ )]n = r n (cos nθ + i sin nθ) (de Moivre's theorem)

1 1
Roots: n
z=z n = r n e i(θ + 2 πk )/ n , k = 0, ±1, ±2,...

Relationship between trigonometric and hyperbolic functions

cos θ =
1 iθ
2
d i
e + e − iθ = cosh(iθ ) , sin θ =
2i
d
1 iθ
i 1
e − e −iθ = sinh(iθ )
i

and cos(iθ ) = cosh θ sin(iθ ) = i sinh θ

DIFFERENTIATION AND INTEGRATION

Elementary Derivatives and Integrals

dy
y = f (x ) = f ′( x )
dx

xn nx n−1
x n+1
(n ≠ −1) xn
n +1
sin x cos x
cos x − sin x
tan x sec 2 x
ex ex
1
ln x
x
sinh x cosh x
cosh x sinh x
tanh x sech 2 x

NB The indefinite integrals in the left-hand column each require an arbitrary constant
e.g.

z 1
x
dx = ln x + C .
 -4-

Further Standard Derivatives and Integrals

dy
y = f (x ) = f ′( x )
dx

sec x sec x tan x

cosecx −cosecx cot x

cot x −cosec 2 x
F xI 1
arcsin
H aK a − x2
2

arcsinhF I
x 1
H aK a2 + x 2

arccoshF I
x 1
H aK x − a2
2

arc tanF I
1 x 1
a H aK a + x2
2

arc tanhF I
1 x 1
a H aK a − x2
2

Rules for Differentiation

du dv
d dv du FI
d u v
dx
−u
dx
Product:
dx
(uv ) = u + v
dx dx
Quotient:
HK
dx v
=
v 2

Chain Rule: if y = y(u ) and u = u( x ) then

dy dy du
= (change of variable)
dx du dx

d df dy
Implicit Differentiation: use the chain rule [ f ( y )] =
dx dy dx

Parametric Differentiation: x = x (t ), y = y(t ) where 't' is a parameter

dy dy / dt
=
dx dx / dt

Newton-Raphson Method

Numerical procedure for the solution of f ( x ) = 0 : the next approximation xn+1 is

 -5-

xn+1 = xn −
b g
f xn
b g
f ′ xn

where xn is the current approximation to the root.

Methods of Integration

Substitution (change of variable): z f ( x )dx = z f [ x (u)]

dx
du
du , where x = x (u)

Logarithmic integral: z f ′( x )
f ( x)
dx = ln f ( x ) + C

Partial fractions: e.g. z 2x2 −1

d
(1 − 2 x ) x + 3 x + 4
2
i
dx = z LMN A
+ 2
Bx + C
1 − 2 x x + 3x + 4
dx
OP
Q
NB divide first if necessary.

Integration by parts: z u
dv
dx
du
dx = uv − v dx
dx z
Numerical Integration

z
a+ h
h
Trapezium rule: f ( x )dx ≈ [ f (a) + f (a + h)]
a
2

b−a
Repeat for n strips of equal width h =
n
with ordinates fk = f xk b g

z
b
f ( x )dx ≈
h
2
b
f0 + 2 f1 + f2 +...+ fn −1 + fn g
a

Simpsons rule: basic estimate for two strips

z
a+2 h
h
f ( x )dx ≈ [ f ( a) + 4 f (a + h) + f ( a + 2 h)]
a
3

b−a
Repeat for an even number n of strips of equal width h =
n

z
b
f ( x )dx ≈
h
3
b g b
f0 + 4 f1 + f3 +... + 2 f2 + f4 +... + fn g
a
 -6-

PARTIAL DIFFERENTIATION

Partial Derivatives

If u( x , y ) is a function of x and y
∂u
= ux = derivative of u with respect to x (y kept constant)
∂x
∂u
= uy = derivative of u with respect to y (x kept constant)
∂y

Change of Variables (Chain rule)

If x = x ( s, t ) , y = y ( s, t ) then f ( x , y ) becomes F( s, t ) :

∂F ∂f ∂x ∂f ∂y ∂F ∂f ∂x ∂f ∂y
= + = + .
∂s ∂x ∂s ∂y ∂s ∂t ∂x ∂t ∂y ∂t

SERIES

Arithmetic Progression (A.P.): sum of 'n' terms

1 1
Sn = a + ( a + d ) + ( a + 2 d )+.... +[ a + (n − 1)d ] = 2 n[2 a + ( n − 1) d ] = 2 n( a + l )

where l = a + ( n − 1)d is the last term.

Geometric Progression (G.P.):

Sn = a + ar + ar +...+ ar
2 n−1
=
d
a 1− rn i (sum of 'n' terms)
1− r
∞
a
S∞ = ∑ ar n −1 = if r <1 (sum to infinity)
n =1 1− r

Taylor Series:

( x − a )2 ( x − a )3
f ( x ) = f ( a) + ( x − a) f ′( a) + f ′′ ( a ) + f ′′′( a) +...
2! 3!

expresses f(x) as a power series about the point x = a . (See Section II for the truncated Taylor
series and remainder term.)
 -7-

Maclaurin Series:

x2 x3
f ( x ) = f ( 0 ) + x f ′(0 ) + f ′′( 0 ) + f ′′′ (0 ) +...
2! 3!

This is the special case of the Taylor series when a = 0 i.e. a power series expansion for f(x) about
the origin. The following are examples of Maclaurin series.

Binomial Series:

n( n − 1) 2 n(n − 1)( n − 2 ) 3
(1 + x )n = 1 + nx + x + x +...
2! 3!

If n is a positive integer, the series terminates and is valid for all x. The coefficient of x r is then
n
=
FG IJ n!
the usual Binomial coefficient
r HK
r !( n − r )!
.

If n is not a positive integer, the series is valid for −1 < x < 1.

Trigonometric series: sin x = x −

x3 x5 x7
+ − +...
U|
3! 5! 7! |V (valid for all x).
cos x = 1 −
x2
+
x
−
x 4
+...
6 ||
2 ! 4 ! 6! W
x 2 x3
Exponential series: ex = 1+ x + + + ... (valid for all x).
2 ! 3!

x2 x3 x4
Logarithmic series: ln(1 + x ) = x − + − + ... (valid for −1 < x ≤ 1).
2 3 4

VECTORS

Components

b
a = a1i + a2 j + a3k = a1, a2 , a3 g
a = a12 + a22 + a32
 -8-

Scalar Product

a ⋅ b = a b cos θ = a1b1 + a2 b2 + a3b3

π
If θ = , the vectors are perpendicular
2
or orthogonal and a ⋅ b = 0 .

Vector Product

i j k
a × b = a b sin θn = a1 a2 a3
b1 b2 b3

where n is a unit vector normal (i.e. orthogonal) to a and b

such that (a, b, n) is a right-hand set. Hence, a × b is
perpendicular to both a and b.

CONIC SECTIONS

Circle: ( x − p )2 + ( y − q ) 2 = r centre ( p, q ) , radius r

x 2 y2
Ellipse: + =1
a2 b2

x 2 y2
Hyperbola: − =1
a2 b2

b
with asymptotes y = ± x
a
 -9-

Rectangular hyperbola: xy = c

with asymptotes x = 0 and y = 0

Parabola: y 2 = 4 ax

x = at 2
parametric equations
y = 2 at

COMPLETING THE SQUARE

LMF b I 2 F b 2 − 4ac I OP
+ bx + c = a G x + J − G
MNH 2a K H 4a2 JK PQ
2
ax
 - 10 -

SECTION II

VECTORS (See also Section I for elementary vectors)

Vector Dynamics

Derivatives of unit radial r$ and transverse θ$ vectors:

d d $
r$ = θ&θ$ θ = −θ&r$
dt dt

Moment M of a force F about P is

M = d×F

Velocity v of a point P in a rotating body is

v = ω ×d

2-D Motion: radial and transverse components of

velocity & θ$
v = r& = r&$r + rθθ
acceleration d i d iθ$
a = &&r = r&& − rθ& 2 r$ + 2 r&θ& + rθ&&

d
= && i d iθ$
r − rθ& 2 r$ +
1 d 2&
r dt
r θ

3-D Motion: with the usual notation

velocity v = V+ω ×r
acceleration a = A + 2ω
ω × V + ω& × r + ω × (ω × r )

Grad, Div and Curl

Vector operator del:

∂ ∂ ∂
∇=i + j +k
∂x ∂y ∂z
 - 11 -

Gradient of a scalar field φ( x , y, z ) :

gradφ = ∇φ = i
FG ∂ + j ∂ + k ∂ IJ φ = i ∂φ + j ∂φ + k ∂φ
H ∂x ∂y ∂z K ∂x ∂y ∂z
Divergence of a vector field V( x , y, z ) = V1i + V2 j + V3k :

divV = ∇ ⋅ V = i
FG ∂ + j ∂ + k ∂ IJ ⋅ bV i + V j + V kg = ∂V + ∂V + ∂V
H ∂x ∂y ∂z K
1 2 3
1 2 3
∂x ∂y ∂z

Curl (or rotation) of a vector field V( x , y, z )

i j k
F ∂ ∂ ∂I
curl V = ∇ × V = G i + j + k J × bV i + V j + V kg =
∂ ∂ ∂
H ∂x ∂y ∂z K ∂x
1 2 3
∂y ∂z
V1 V2 V3

SERIES

Taylor Series for a function of one variable (See Section I for elementary Taylor series)

( x − a )2 ( x − a )n−1 (n−1)
f ( x ) = f ( a ) + ( x − a ) f ′( a ) + f ′′ ( a )+... + f ( a ) + Rn
2! (n − 1)!

where the remainder after 'n' terms is

( x − a ) n (n )
Rn = f (ξ)
n!

with ξ lying between a and x i.e. ξ = a + θ( x − a ), 0 < θ < 1 .

Fourier Series

For a function f(x) defined in the interval − L ≤ x ≤ L

a0 ∞ F
+ ∑ an cos
nπx nπx I
f (x) =
2 n=1 H L
+ bn sin
L K
where

z z
L L
1 nπ x 1 nπx
an = f ( x ) cos dx bn = f ( x )sin dx .
L −L L L −L L
 - 12 -

Taylor series for a function of two variables

f ( x , y ) = f ( a, b ) + ( x − a ) f x + ( y − b ) fy

+
1
2!
n
( x − a)2 fxx + 2( x − a)( y − b) f xy + ( y − b)2 fyy s
+
1
3!
n s
( x − a)3 fxxx + 3( x − a )2 ( y − b) f xxy + 3( x − a)( y − b)2 f xyy + ( y − b)3 f yyy +...

∂f ∂f ∂2 f
where f x = , f y = , fxy = , ... are all evaluated at the point ( x , y ) = ( a, b ) .
∂x ∂y ∂x∂y

STATIONARY POINTS OF f (x, y )

The function f ( x , y ) has a stationary point at ( a, b ) if

∂f ∂f
=0 and =0 at ( a, b )
∂x ∂y

Identifying the Stationary Point (a, b)

I. Maximum/Minimum Point

→ fxx and f yy < 0 MAXIMUM

d i
f xx fyy > fxy
2
and
→ fxx and f yy > 0 MINIMUM

II. Saddle Point

d i
f xx fyy < fxy
2

III. If
d i
f xx fyy = f xy
2

then further investigation is necessary.

 - 13 -

NUMERICAL SOLUTION OF DIFFERENTIAL EQUATIONS

1. Approximate solution of the first-order equation

y ′ = f ( x, y) , b g
y x0 = y0

Euler Method:
'k'-notation
b
yn +1 = yn + hf xn , yn g yn+1 = yn + k b
k = hf xn , yn g
Improved Euler Method

b
ynp+1 = yn + hf xn , yn g ynp+1 = yn + k1 b g
k1 = hf xn , yn

yn +1 = yn +
h
b g e
f x n , yn + f x n+1 , ynp+1 j k2 = hf e x , y j
n +1
p
n+1
2 1
b
yn+1 = yn + 2 k1 + k2 g
2. The above methods can be extended to the pair of first-order equations

y ′ = f ( x, y, z ) , b g
y x0 = y0 ,
z ′ = g( x, y, z ) , b g
z x 0 = z0 .

e.g. Euler Method: b

yn +1 = yn + hf x n , yn , zn g
b
zn +1 = zn + hg x n , yn , zn g
Improved Euler (using 'k' notation):

ynp+1 = yn + k1 b g
k1 = hf x n , yn , zn

znp+1 = zn + l1 l = hgb x , y , z g
1 n n n
1
yn+1 = yn + 2 k1 + k2b g k = hf e x , y , z j
2 n +1
p
n+1
p
n+1

zn +1 = zn + 2
1
bl + l g
1 2 l = hge x , y , z j
2 n+1
p
n +1
p
n+1

3. Extension to the second-order equation

y ′′ = g( x, y, y ′ ) , b g
y x0 = y0 , b g
y ′ x 0 = y0′

Let y ′ = z , y ′′ = z ′ and write as the pair of first-order equations [and use (2) with f ( x , y, z ) = z ]

y′ = z , b g
y x0 = y0 ,
z ′ = g( x , y, z ) , b g
z x0 = y0′ .
 - 14 -

LAPLACE TRANSFORMS

The Laplace transform of the function f (t ) is

z
∞

k p
F(s ) = e − st f (t )dt = L f (t )
0

provided the integral exists.

Standard Laplace Transforms

L
f (t ) → F ( s)
←
 −1
L

1 1
s
t 1
s2
n!
t n n = 1, 2, 3,...
s n+1
1
e at
s−a
a
sin at
s2 + a 2
s
cos at
s + a2
2

a
sinh at
s − a2
2

s
cosh at
s − a2
2

δ(t ) 1
δ(t − a ) e −as

H (t − a ) e −as
s
 - 15 -

Properties of Laplace Transforms

1. Linear operator: L{af (t ) + bg(t )} = aL{ f (t )} + bL{g(t )}

{ }
at
2. First shift theorem: L e f (t ) = F ( s − a )

3. Derivatives: L{ f ′(t )} = sF (s ) − f (0 )
2
L{ f ′′(t )] = s F(s ) − sf (0) − f ′(0)

RS f (u)duUV = F(s)
Tz
t

4. Integral: L
0 W s
dF ( s)
5. Multiplication by t: L{t f (t )} = −
ds

− as
6. Second shift theorem: L{H (t − a) f (t − a )} = e F(s)

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- 16 -

[October 1996]