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Mathematical Formula Handbook Contents Introduction............................................................................................ 1 Bibliography; Physical Constants 1. Series.................................................................................................... 2 Arithmetic and Geometric progressions; Convergence of series: the ratio test; Convergence of series: the comparison test; Binomial expansion; Taylor and Maclaurin Series; Powerseries with real variables; Integer series; Plane wave expansion 2. Vector Algebra......................................................................................... 3 Scalar product; Equation of a line; Equation of a plane; Vector product; Scalar triple product; Vector triple product; Non-orthogonal basis; Summation convention 3. Matrix Algebra ........................................................................................ 5 Unitmatrices; Products; Transpose matrices; Inverse matrices; Determinants; 2×2 matrices; Productrules; Orthogonal matrices; Solving sets of linear simultaneous equations; Hermitian matrices; Eigenvalues and eigenvectors; Commutators; Hermitian algebra; Pauli spin matrices 4. Vector Calculus........................................................................................ 7 Notation; Identities; Grad, Div, Curl and the Laplacian; Transformation of integrals 5. ComplexVariables.................................................................................... 9 Complexnumbers; DeMoivre’s theorem; Power series for complex variables. 6. Trigonometric Formulae............................................................................ 10 Relations between sides and angles of any plane triangle; Relations between sides and angles of any spherical triangle 7. Hyperbolic Functions............................................................................... 11 Relations of the functions; Inverse functions 8. Limits.................................................................................................. 12 9. Differentiation........................................................................................ 13 10. Integration............................................................................................ 13 Standard forms; Standard substitutions; Integration by parts; Differentiation of an integral; Diracδ-‘function’; Reduction formulae 11. Differential Equations............................................................................... 16 Diffusion (conduction) equation; Wave equation; Legendre’s equation; Bessel’s equation; Laplace’s equation; Spherical harmonics 12. Calculus of Variations............................................................................... 17 13. Functions of Several Variables ..................................................................... 18 Taylor series for two variables; Stationary points; Changing variables: the chain rule; Changingvariables in surface and volume integrals – Jacobians 14. Fourier Series and Transforms..................................................................... 19 Fourier series; Fourier series for other ranges; Fourier series for odd and even functions; ComplexformofFourier series; Discrete Fourier series; Fourier transforms; Convolution theorem; Parseval’s theorem; Fourier transforms in two dimensions; Fourier transforms in three dimensions 15. Laplace Transforms.................................................................................. 23 16. Numerical Analysis ................................................................................. 24 Finding the zeros of equations; Numerical integration of differential equations; Central difference notation; Approximating to derivatives; Interpolation: Everett’s formula; Numerical evaluation of definite integrals 17. Treatment of Random Errors....................................................................... 25 Rangemethod; Combination of errors 18. Statistics............................................................................................... 26 MeanandVariance;Probability distributions; Weighted sums of random variables; Statistics of a data sample x1, . . ., xn; Regression (least squares fitting) Introduction This MathematicalFormaulaehandbook hasbeenpreparedin responseto arequestfromthePhysics Consultative Committee,withthehopethatitwillbeusefultothosestudyingphysics. Itistosomeextentmodelledonasimilar document issued by the Department of Engineering, but obviously reflects the particular interests of physicists. Therewasdiscussion asto whetherit should also include physical formulae such as Maxwell’s equations, etc., but a decision was taken against this, partly on the grounds that the book would become unduly bulky, but mainly because,in its present form, clean copies can be made available to candidates in exams. There has been wide consultation among the staff about the contents of this document, but inevitably some users will seek in vain for a formula they feel strongly should be included. Please send suggestions for amendments to the Secretary of the Teaching Committee, and they will be considered for incorporation in the next edition. The Secretarywill also be grateful to be informed of any (equally inevitable) errors which are found. This book was compiled by Dr John Shakeshaft and typeset originally by Fergus Gallagher, and currently by DrDaveGreen,usingtheT Xtypesettingpackage. E Version 1.5 December 2005. Bibliography Abramowitz,M.&Stegun,I.A.,HandbookofMathematicalFunctions,Dover,1965. Gradshteyn, I.S. & Ryzhik, I.M., Table of Integrals, Series and Products, Academic Press, 1980. Jahnke, E. & Emde, F., Tables of Functions, Dover, 1986. ¨ Nordling, C. & Osterman, J., Physics Handbook, Chartwell-Bratt, Bromley, 1980. Speigel, M.R., MathematicalHandbook ofFormulas andTables. (Schaum’sOutline Series, McGraw-Hill, 1968). Physical Constants Basedonthe“ReviewofParticleProperties”,Barnettetal.,1996,Physics Review D, 54,p1,and “TheFundamental Physical Constants”, Cohen & Taylor, 1997, Physics Today, BG7. (The figures in parentheses give the 1-standard- deviation uncertainties in the last digits.) speedoflight in a vacuum c 2·997 924 58 × 108 m s−1 (by definition) permeability of a vacuum µ0 4π×10−7 Hm−1 (bydefinition) permittivity of a vacuum ǫ0 1/µ0c2 = 8·854 187 817... × 10−12 F m−1 elementary charge e 1·602 177 33(49) × 10−19 C Planck constant h 6·626 075 5(40) × 10−34 J s h/2π ¯h¯ 1·054 572 66(63) × 10−34 J s Avogadroconstant NA 6·022 136 7(36) × 1023 mol−1 unifiedatomicmassconstant mu 1·660 540 2(10) × 10−27 kg massofelectron me 9·109 389 7(54) × 10−31 kg massofproton mp 1·672 623 1(10) × 10−27 kg Bohrmagnetoneh/4πme µB 9·274 015 4(31) × 10−24 J T−1 molar gas constant R 8·314 510(70) J K−1 mol−1 Boltzmannconstant kB 1·380 658(12) × 10−23 J K−1 Stefan–Boltzmann constant σ 5·670 51(19) × 10−8 W m−2 K−4 gravitational constant G 6·672 59(85) × 10−11 N m2 kg−2 Other data acceleration of free fall g 9·806 65 m s−2 (standard value at sea level) 1 1. Series ArithmeticandGeometricprogressions A.P. S =a+(a+d)+(a+2d)+···+[a+(n−1)d]= n[2a+(n−1)d] n 2 G.P. Sn = a + ar + ar2 + ··· + arn−1 = a1 − rn, S∞ = a for |r| < 1 1−r 1−r (Theseresults also hold for complex series.) Convergenceofseries: theratio test un+1 Sn = u1 +u2 +u3 +···+un convergesas n → ∞ if lim < 1 n→∞ un Convergenceofseries: thecomparison test If each term in a series of positive terms is less than the corresponding term in a series known to be convergent, then the given series is also convergent. Binomialexpansion (1+x)n = 1+nx+ n(n−1)x2+ n(n−1)(n−2)x3+··· 2! 3! If n is a positive integer the series terminates and is valid for all x: the term in xr is nC xr or n where nC ≡ r r r n! is the number of different ways in which an unordered sample of r objects can be selected from a set of r!(n − r)! n objects without replacement. When n is not a positive integer, the series does not terminate: the infinite series is convergentfor |x| < 1. Taylor and MaclaurinSeries If y(x) is well-behaved in the vicinity of x = a then it has a Taylor series, dy u2 d2y u3 d3y y(x) = y(a+u) = y(a)+udx + 2! dx2 + 3! dx3 +··· where u = x − a and the differential coefficients are evaluated at x = a. A Maclaurin series is a Taylor series with a = 0, dy x2 d2y x3 d3y y(x) = y(0)+ xdx + 2! dx2 + 3! dx3 +··· Powerserieswithrealvariables x x2 xn e =1+x+2! +···+ n! +··· valid for all x x2 x3 n+1xn ln(1 + x) = x − 2 + 3 +···+(−1) n +··· valid for −1 < x ≤ 1 cosx = eix + e−ix = 1 − x2 + x4 − x6 + ··· valid for all values of x 2 2! 4! 6! sinx = eix − e−ix = x − x3 + x5 + ··· valid for all values of x 2i 3! 5! tanx =x+1x3+ 2 x5+··· valid for −π < x < π 3 15 2 2 x3 x5 tan−1x =x− 3 + 5 −··· valid for −1 ≤ x ≤ 1 1 x3 1.3 x5 sin−1 x =x+2 3 + 2.4 5 +··· valid for −1 < x < 1 2
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