Appendix A

Mathematical Tables

1 Constants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-2
1.1 Decimal Equivalents of Fractions (inches to mm) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-2
1.2 Exponential and Hyperbolic Functions and their Common Logarithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-3
1.3 Trigonometric Functions to Four Decimal Places . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-4
2 Algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-5
2.1 Quadratic Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-5
2.2 Vector Algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-5
2.2.1 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-5
2.2.2 Vectors in Space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-5
2.2.3 The Scalar, Dot, or Inner Product of Two Vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-6
2.2.4 The Vector or Cross Product of Two Vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-6
2.2.5 Scalar Triple Product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-6
2.2.6 Vector Triple Product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-7
3 Geometry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-7
3.1 Geometry of the Plane, Straight Line, and Sphere. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-7
3.2 Geometry of Curves in Space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-9
4 Trigonometry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-10
4.1 Trigonometric Functions in Terms of One Another . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-10
4.2 Hyperbolic Functions in Terms of One Another . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-10
5 Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-11
5.1 Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-11
5.1.1 Differentiation Formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-11
5.1.2 Derivatives of Common Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-12
5.1.3 Vector Operations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-12
5.2 Orthogonal Coordinate Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-14
5.3 Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-16
5.3.1 Integration Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-16
5.3.2 Transformation of Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-18
5.3.3 Table of Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-19
5.4 Differential Equations. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-45
5.4.1 Linear Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-45
5.4.2 Second Order Linear Constant Coefficient Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-45
5.4.3 Homogeneous Solutions of Higher Order Constant Coefficient Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-46
5.4.4 Particular Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-46
5.4.5 Differential Equation Solution Techniques . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-48
6 Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-49
6.1 Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-49
6.2 Binomial Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-52
6.3 R eversion of Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-52
6.4 Taylor Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-52
Appendices

6.5 Exponential Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-53

6.6 Logarithmic Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-53
6.7 Trigonometric Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-54

A-i
 A-ii Mathematical Tables

7 Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-54
7.1 Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-54
7.2 Table of Fourier Cosine Transforms. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-55
7.3 Table of Finite Cosine Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-56
7.4 Table of Fourier Sine Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-56
7.5 Table of Finite Sine Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-57
7.6 Table of Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-57
7.7 Table of Functional R elations for Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-58
7.8 Table of Multidimensional Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-59
7.9 Table of Laplace Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-59
7.10 Table of Functional R elations for Laplace Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-62
8 Special Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-62
8.1 Orthogonal Polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-62
8.2 Tables of Orthogonal Polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-65
8.3 Bessel Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-66
8.4 Factorial Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-68
8.5 Gamma Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-68
8.6 Beta Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-69
8.7 Error Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-69
9 Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-70
9.1 Normal Probability Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-70
9.2 Confidence Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-71
9.3 Percentage Points, Student’s t-Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-72
9.4 Percentage Points, Chi-Square Distribution. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-73
9.5 Percentage Points, F -Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-74
10 Physics Related . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-76
10.1 Clebsch–Gordan Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-76
10.2 Moment of Inertia for Different Shapes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-78
Appendices

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References

Books
1. Jeffrey, A., and Zwillinger, D., Eds., Table of Integrals, Series, and Products, 7th Edition, Academic Press, New York, 2007.

2. Olver, F. W. J., Lozier, D. W., Boisvert, R. F., and Clark, C. W., Eds., NIST Handbook of Mathematical Functions, Cambridge
University Press, New York, 2010.

3. Zwillinger, D., CRC Standard Mathematical Tables and Formulae, 32nd Edition, CRC Press, Boca Raton, FL 2011.

4. Zwillinger, D., Handbook of Differential Equations, 3rd Edition, Academic Press, New York, 1997.

5. Zwillinger, D., Handbook of Integration, A.K. Peters/CRC Press, Boca Raton, FL, 1992.

Web sites
1. arXiv, e-prints in Mathematics, [Link] 2012.

2. Inverse Symbolic Calculator, has formulas for real numbers, [Link] 2012.

3. Khan Academy, “learn almost anything for free,” [Link] 2012.

4. Math World, “the web’s most extensive mathematical resource,” [Link] 2012.

5. NIST Digital Library of Mathematical Functions, special functions information, [Link] 2012.

6. NIST/SEMATECH e-Handbook of Statistical Methods, statistics, information, [Link] 2012.

7. Wikipedia Mathematics, this Wikipedia entry has connections to many pages, [Link] 2012.

8. Wolfram Alpha, “a computational knowledge engine,” [Link] 2012.

Appendices

A-1
 1 CONSTANTS
π = 3.14159 26535 89793 23846 26433 83279 50288 41971 69399 37511
1/π = 0.31830 98861 83790 67153 77675 26745 02872 40689 19291 48091
e = 2.71828 18284 59045 23536 02874 71352 66249 77572 47093 69996
1/e = 0.36787 94411 71442 32159 55237 70161 46086 74458 11131 03177
i
i = e−π/2 = 0.20787 95763 50761 90854 69556
√
2 = 1.41421 35623 73095 04880 16887 24209 69807 85696 71875 37695
Euler’s Constant γ = 0.57721 56649 01532 86061
Golden Ratio φ = 1.61803 39887 49894 84820 45868 34365 63811 77203 09180

1.1 DECIMAL EQUIVALENTS OF FRACTIONS (INCHES TO MM)

1
16
inches 0.0625 inches 1.59 mm
1
8
inches 0.125 inches 3.18 mm
3
16
inches 0.1875 inches 4.76 mm
1
4
inches 0.25 inches 6.35 mm
5
16
inches 0.3125 inches 7.94 mm
3
8
inches 0.375 inches 9.53 mm
7
16
inches 0.4375 inches 11.1 mm
1
2
inches 0.5 inches 12.7 mm
9
16
inches 0.5625 inches 14.3 mm
5
8
inches 0.625 inches 15.9 mm
11
16
inches 0.6875 inches 17.5 mm
3
4
inches 0.75 inches 19.1 mm
13
16
inches 0.8125 inches 20.6 mm
7
8
inches 0.875 inches 22.2 mm
15
16
inches 0.9375 inches 23.8 mm

1 inches 1 inches 25.4 mm

Appendices

A-2

K24279_AppendixA.indd 2 4/12/16 7:56 AM

1.2 EXPONENTIAL AND HYPERBOLIC FUNCTIONS AND THEIR COMMON LOGARITHMS

ex sinh x cosh x
e−x tanh x
x Value log10 Value Value log10 Value log10 Value
0.00 1.0000 0.00000 1.00000 0.0000 -∞ 1.0000 0.00000 0.00000
0.05 1.0513 .02171 .95123 .0500 −2.69915 1.0013 .00054 .04996
0.10 1.1052 .04343 .90484 .1002 −1.00072 1.0050 .00217 .09967
0.15 1.1618 .06514 .86071 .1506 −1.17772 1.0113 .00487 .14889
0.20 1.2214 .08686 .81873 .2013 −1.30392 1.0201 .00863 .19738
0.25 1.2840 .10857 .77880 .2526 −1.40245 1.0314 .01343 .24492
0.30 1.3499 .13029 .74082 .3045 −1.48362 1.0453 .01926 .29131
0.35 1.4191 .15200 .70469 .3572 −1.55290 1.0619 .02607 .33638
0.40 1.4918 .17372 .67032 .4108 −1.61358 1.0811 .03385 .37995
0.45 1.5683 .19543 .63763 .4653 −1.66777 1.1030 .04256 .42190
0.50 1.6487 .21715 .60653 .5211 −1.71692 1.1276 .05217 .46212
0.55 1.7333 .23886 .57695 .5782 −1.76204 1.1551 .06262 .50052
0.60 1.8221 .26058 .54881 .6367 −1.80390 1.1855 .07389 .53705
0.65 1.9155 .28229 .52205 .6967 −1.84308 1.2188 .08593 .57167
0.70 2.0138 .30401 .49659 .7586 −1.88000 1.2552 .09870 .60437
0.75 2.1170 .32572 .47237 .8223 −1.91504 1.2947 .11216 .63515
0.80 2.2255 .34744 .44933 .8881 −1.94846 1.3374 .12627 .66404
0.85 2.3396 .36915 .42741 .9561 −1.98051 1.3835 .14099 .69107
0.90 2.4596 .39087 .40657 1.0265 .01137 1.4331 .15627 .21630
0.95 2.5857 .41258 .38674 1.0995 .04119 1.4862 .17208 .73978
1.00 2.7183 .43429 .36788 1.1752 .07011 1.5431 .18839 .76159
1.10 3.0042 .47772 .33287 1.3356 .12569 1.6685 .22233 .80050
1.20 3.3201 .52115 .30119 1.5095 .17882 1.8107 .25784 .83365
1.30 3.6693 .56458 .27253 1.6984 .23004 1.9709 .29467 .86172
1.40 4.0552 .60801 .24660 1.9043 .27974 2.1509 .33262 .88535
1.50 4.4817 .65144 .22313 2.1293 .32823 2.3524 .37151 .90515
1.60 4.9530 .69487 .20190 2.3756 .37577 2.5775 .41119 .92167
1.70 5.4739 .73830 .18268 2.6456 .42253 2.8283 .45153 .93541
1.80 6.0496 .78173 .16530 2.9422 .46867 3.1075 .49241 .94681
1.90 6.6859 .82516 .14957 3.2682 .51430 3.4177 .53374 .95624
2.00 7.3891 .86859 .13534 3.6269 .55953 3.7622 .57544 .96403
2.50 12.182 1.08574 .08208 6.0502 .78177 6.1323 .78762 .98661
3.00 20.086 1.30288 .04979 10.018 1.00078 10.068 1.00293 0.99505
3.50 33.115 1.52003 .03020 16.543 1.21860 16.573 1.21940 0.99818
4.00 54.598 1.73718 .01832 27.290 1.43600 27.308 1.43629 0.99933
4.50 90.017 1.95433 .01111 45.003 1.65324 45.014 1.65335 0.99975
5.00 148.41 2.17147 .00674 74.203 1.87042 74.210 1.87046 0.99991
5.50 244.69 2.38862 .00409 122.34 2.08758 122.35 2.08760 0.99997
6.00 403.43 2.60577 .00248 201.71 2.30473 201.72 2.30474 0.99999
6.50 665.14 2.82291 .00150 332.57 2.52188 332.57 2.52189 1.00000
7.00 1096.6 3.04006 .00091 548.32 2.73904 548.32 2.73903 1.00000
7.50 1808.0 3.25721 .00055 904.02 2.95618 904.02 2.95618 1.00000
8.00 2981.0 3.47436 .00034 1490.5 3.17333 1490.5 3.17333 1.00000
8.50 4914.8 3.69150 .00020 2457.4 3.39047 2457.4 3.39047 1.00000
Appendices

9.00 8103.1 3.90865 .00012 4051.5 3.60762 4051.5 3.60762 1.00000

9.50 13360. 4.12580 .00007 6679.9 3.82477 6679.9 3.82477 1.00000
10.00 22026. 4.34294 .00005 11013. 4.04191 11013. 4.04191 1.00000

A-3
 1.3 TRIGONOMETRIC FUNCTIONS TO FOUR DECIMAL PLACES
x x
radians degrees sin x cos x tan x cot x sec x csc x
.0000 0 00
◦ �
.000 1.0000 .0000 – 1.000 – 90◦ 00� 1.5708
.0029 10 .0029 1.0000 .0029 343.8 1.000 343.8 50 1.5679
.0058 20 .0058 1.0000 .0058 171.9 1.000 171.9 40 1.5650
.0087 30 .0087 1.0000 .0087 114.6 1.000 114.6 30 1.5621
.0116 40 .0116 .9999 .0116 85.94 1.000 85.95 20 1.5592
.0145 50 .0145 .9999 .0145 68.75 1.000 68.76 10 1.5563
.0175 1◦ 00� .0175 .9998 .0175 57.29 1.000 57.30 89◦ 00� 1.5533
.0349 2◦ 00� .0349 .9994 .0349 28.64 1.001 28.65 88◦ 00� 1.5359
.0524 3◦ 00� .0523 .9986 .0524 19.08 1.001 19.11 87◦ 00� 1.5184
.0698 4◦ 00� .0698 .9976 .0699 14.30 1.002 14.34 86◦ 00� 1.5010
.0873 5◦ 00� .0872 .9962 .0875 11.43 1.004 11.47 85◦ 00� 1.4835
.1047 6◦ 00� .1045 .9945 .1051 9.514 1.006 9.597 84◦ 00� 1.4661
.1222 7◦ 00� .1219 .9925 .1228 8.144 1.008 8.206 83◦ 00� 1.4486
.1396 8◦ 00� .1392 .9903 .1405 7.115 1.010 7.185 82◦ 00� 1.4312
.1571 9◦ 00� .1564 .9877 .1584 6.314 1.012 6.392 81◦ 00� 1.4137
.1745 10◦ 00� .1736 .9848 .1763 5.671 1.015 5.759 80◦ 00� 1.3963
.1920 11◦ 00� .1908 .9816 .1944 5.145 1.019 5.241 79◦ 00� 1.3788
.2094 12◦ 00� .2079 .9781 .2126 4.705 1.022 4.810 78◦ 00� 1.3614
.2269 13◦ 00� .2250 .9744 .2309 4.331 1.026 4.445 77◦ 00� 1.3439
.2443 14◦ 00� .2419 .9703 .2493 4.011 1.031 4.134 76◦ 00� 1.3265
.2618 15◦ 00� .2588 .9659 .2679 3.732 1.035 3.864 75◦ 00� 1.3090
.2793 16◦ 00� .2756 .9613 .2867 3.487 1.040 3.628 74◦ 00� 1.2915
.2967 17◦ 00� .2924 .9563 .3057 3.271 1.046 3.420 73◦ 00� 1.2741
.3142 18◦ 00� .3090 .9511 .3249 3.078 1.051 3.236 72◦ 00� 1.2566
.3316 19◦ 00� .3256 .9455 .3443 2.904 1.058 3.072 71◦ 00� 1.2392
.3491 20◦ 00� .3420 .9397 .3640 2.747 1.064 2.924 70◦ 00� 1.2217
.3665 21◦ 00� .3584 .9336 .3839 2.605 1.071 2.790 69◦ 00� 1.2043
.3840 22◦ 00� .3746 .9272 .4040 2.475 1.079 2.669 68◦ 00� 1.1868
.4014 23◦ 00� .3907 .9205 .4245 2.356 1.086 2.559 67◦ 00� 1.1694
.4189 24◦ 00� .4067 .9135 .4452 2.246 1.095 2.459 66◦ 00� 1.1519
.4363 25◦ 00� .4226 .9063 .4663 2.145 1.103 2.366 65◦ 00� 1.1345
.4538 26◦ 00� .4384 .8988 .4877 2.050 1.113 2.281 64◦ 00� 1.1170
.4712 27◦ 00� .4540 .8910 .5095 1.963 1.122 2.203 63◦ 00� 1.0996
.4887 28◦ 00� .4695 .8829 .5317 1.881 1.133 2.130 62◦ 00� 1.0821
.5061 29◦ 00� .4848 .8746 .5543 1.804 1.143 2.063 61◦ 00� 1.0647
.5236 30◦ 00� .5000 .8660 .5774 1.732 1.155 2.000 60◦ 00� 1.0472
.5411 31◦ 00� .5150 .8572 .6009 1.664 1.167 1.942 59◦ 00� 1.0297
.5585 32◦ 00� .5299 .8480 .6249 1.600 1.179 1.887 58◦ 00� 1.0123
.5760 33◦ 00� .5446 .8397 .6494 1.540 1.192 1.836 57◦ 00� .9948
.5934 34◦ 00� .5592 .8290 .6745 1.483 1.206 1.788 56◦ 00� .9774
.6109 35◦ 00� .5736 .8192 .7002 1.428 1.221 1.743 55◦ 00� .9599
.6283 36◦ 00� .5878 .8090 .7265 1.376 1.236 1.701 54◦ 00� .9425
.6458 37◦ 00� .6018 .7986 .7536 1.327 1.252 1.662 53◦ 00� .9250
.6632 38◦ 00� .6157 .7880 .7813 1.280 1.269 1.624 52◦ 00� .9076
.6807 39◦ 00� .6293 .7771 .8098 1.235 1.287 1.589 51◦ 00� .8901
.6981 40◦ 00� .6428 .7660 .8391 1.192 1.305 1.556 50◦ 00� .8727
.7156 41◦ 00� .6561 .7547 .8693 1.150 1.325 1.524 49◦ 00� .8552
Appendices

.7330 42◦ 00� .6691 .7431 .9004 1.111 1.346 1.494 48◦ 00� .8378
.7505 43◦ 00� .6820 .7314 .9325 1.072 1.367 1.466 47◦ 00� .8203
.7679 44◦ 00� .6947 .7193 .9657 1.036 1.390 1.440 46◦ 00� .8029
.7854 45◦ 00� .7071 .7071 1.0000 1.0000 1.414 1.414 45◦ 00� .7854
y y
cos y sin y cot y tan y csc y sec y degree radians

A-4

K24279_AppendixA.indd 4 4/12/16 7:56 AM

 2 ALGEBRA

2.1 QUADRATIC FORMULA √

2
−b ± b2 − 4ac
The solutions of the equation ax + bx + c = 0, where a �= 0, are given by: x= .
2a

2.2 VECTOR ALGEBRA

2.2.1 Definitions
Any quantity which is completely determined by its magnitude is called a scalar. Examples include: mass, density, and temperature.
Any quantity which is completely determined by its magnitude and direction is called a vector. Examples include: velocity, accel-
eration, force. A vector quantity is usually represented by a boldfaced letter such as V. Two vectors V1 and V2 are equal to one
another if they have equal magnitudes and are acting in the same directions. A negative vector, written as −V, is one which acts
V
in the opposite direction to V, but is of equal magnitude to it. The magnitude of V is written |V| or simply v. The unit vector
|V|
(when |V| �= 0) is that vector which has the same direction as V, but has a magnitude of unity (sometimes represented as V  ).
The vector sum of V1 and V2 is represented by V1 + V2 . The vector sum of V1 and −V2 , or the difference of the vector V2 from
V1 is represented by V1 − V2 .
If r is a scalar, then r V = Vr and this represents a vector r times the magnitude of V, in the same direction as V if r is positive,
and in the opposite direction if r is negative. If r and s are scalars and V1 , V2 , V3 are vectors then the following rules of scalars and
vectors hold:
V1 + V2 = V2 + V1
(r + s)V1 = r V1 + sV1
(1)
r (V1 + V2 ) = r V1 + r V2
V1 + (V2 + V3 ) = (V1 + V2 ) + V3 = V1 + V2 + V3
The vector 0 is a vector of zero length.
2.2.2 Vectors in Space
1. A plane is described by two distinct vectors V1 and V2 . Should these vectors not intersect each other, then one can be displaced
parallel to itself until they do. Any other vector V lying in this plane is given by
V = r V1 + sV2

2. A position vector specifies the position in space of a point relative to a fixed origin. If V1 and V2 are the position vectors of
the points A and B, relative to the origin O, then any point P on the line AB has a position vector V given by
V = r V1 + (1 − r )V2

The scalar “r ” can be taken as the metric representation of P since r = 0 implies P = B and r = 1 implies P = A. If the
point P divides the line AB in the ratio r : s then
   
r s
V= V1 + V2
r +s r +s

3. The vectors V1 , V2 , V3 , . . . , Vn are said to be linearly dependent if there exist scalars r1 , r2 , r3 , . . . , rn , not all zero, such that
r1 V1 + r2 V2 + · · · + rn Vn = 0

4. A vector V is linearly dependent upon the set of vectors {V1 , V2 , V3 , . . . , Vn } if

V = r1 V1 + r2 V2 + r3 V3 + · · · + rn Vn
Appendices

5. Three vectors are linearly dependent if and only if they are co-planar.

6. All points in space can be uniquely determined by linear dependence upon three base vectors i.e., three vectors any one of
which is linearly independent of the other two. The simplest set of base vectors are the unit vectors along the coordinate axes.
These are usually designated by i, j, and k.

A-5
 A-6 Vector Algebra

7. If V is a vector in space, and a, b, and c are the respective magnitudes of the projections of the vector along the axes then

V = ai + bj + ck and |V| = a 2 + b2 + c2
and the direction cosines of V are
cos α = a/v, cos β = b/v, cos γ = c/v.

8. The law of vector addition yields

V1 + V2 = (a1 + a2 )i + (b1 + b2 )j + (c1 + c2 )k

2.2.3 The Scalar, Dot, or Inner Product of Two Vectors

This product is represented as V1 · V2 and is defined to be equal to v1 v2 cos θ, where v1 = |V1 |, v2 = |V2 |, and θ is the angle from
V1 to V2 . That is
V1 · V2 = v1 v2 cos θ = a1 a2 + b1 b2 + c1 c2 = V2 · V1
Note the relations:
(V1 + V2 ) · V3 = V1 · V3 + V2 · V3
(2)
V1 · (V2 + V3 ) = V1 · V2 + V1 · V3
If V1 is perpendicular to V2 then V1 · V2 = 0, and if V1 is parallel to V2 then V1 · V2 = |V1 | |V2 |. In particular:
i·i=j·j=k·k=1
(3)
i·j=j·k=k·i=0

2.2.4 The Vector or Cross Product of Two Vectors

This product is represented as V1 × V2 and is defined as
V1 × V2 = |V1 | |V2 | sin θ 1
where θ is the angle from V1 to V2 and 1 is a unit vector perpendicular to the plane of V1 and V2 and so directed that a right-handed
screw driven in the direction of 1 would carry V1 into V2 . Note that
|V1 × V2 |
tan θ =
V1 · V2
The following rules apply to vector products:
V1 × V2 = −V2 × V1
V1 × (V2 + V3 ) = V1 × V2 + V1 × V3
(V1 + V2 ) × V3 = V1 × V3 + V2 × V3
(4)
V1 × (V2 × V3 ) = V2 (V3 · V1 ) − V3 (V1 · V2 )
i × i = 0, j × j = 0, k×k=0
i × j = k, j × k = i, k×i=j
If V1 = a1 i + b1 j + c1 k, V2 = a2 i + b2 j + c2 k, and V3 = a3 i + b3 j + c3 k, then
 
 i j k 

V1 × V2 =  a1 b1 c1  = (b1 c2 − b2 c1 )i + (c1 a2 − c2 a1 )j + (a1 b2 − a2 b1 )k (5)
 a2 b2 c2 

Note that, since V1 × V2 = −V2 × V1 , the vector product is not commutative.

2.2.5 Scalar Triple Product
Appendices

There is only one possible interpretation of the expression V1 · V2 × V3 and that is V1 · (V2 × V3 ) which is a scalar. This product is
called the scalar triple product and is written as [V1 V2 V3 ]. Further
[V1 V2 V3 ] = V1 · (V2 × V3 ) = (V1 × V2 ) · V3 = V2 · (V3 × V1 )
 
a1 b1 c1 
 
= a2 b2 c2  (6)
a3 b3 c3 
= |V1 | |V2 | |V3 | cos φ sin θ,

K24279_AppendixA.indd 6 4/12/16 7:56 AM

where θ is the angle between V2 and V3 and φ is the angle between V1 and the normal to the plane of V2 and V3 . The determinant
indicates that it can be considered as the volume of the parallelepiped whose three determining edges are V1 , V2 , and V3 . Note that
cyclic permutation of the subscripts does not change the value of the scalar triple product: [V1 V2 V3 ] = [V2 V3 V1 ] = [V3 V1 V2 ] but
[V1 V2 V3 ] = −[V2 V1 V3 ] and [V1 V1 V2 ] ≡ 0.
2.2.6 Vector Triple Product
The product V1 × (V2 × V3 ) defines the vector triple product. The parentheses are vital to the definition.
V1 × (V2 × V3 ) = (V1 · V3 )V2 − (V1 · V2 )V3
 
 i j k 
 
 a 1 b 1 c1  (7)
=    
 



 a2
 

  b2 c2   c2 a2   b2  
  b3 c3   c3 a3   a3 b3  

This is a vector, perpendicular to V1 , lying in the plane of V2 and V3 . Similarly

 
 i j k 
       
  b1 c1   c1 a1   a1 b1  
(V1 × V2 ) × V3 =         
  c2 a 2   a2 b2  
 b2 c2  (8)
 a3 b3 c3 
V1 × (V2 × V3 ) + V2 × (V3 × V1 ) + V3 × (V1 × V2 ) ≡ 0
If V1 × (V2 × V3 ) = (V1 × V2 ) × V3 then V1 , V2 , V3 form an orthogonal set. Thus {i, j, k} form an orthogonal set.

3 GEOMETRY

3.1 GEOMETRY OF THE PLANE, STRAIGHT LINE, AND SPHERE

Assume the position vectors of the fixed points A, B, C, D relative to an origin O are V1 , V2 , V3 , V4 and the position vector of the
variable point P is V.

1. The equation of the straight line through A parallel to V2 is:

V = V1 + r V2
or (V − V1 ) = r V2
or (V − V1 ) × V2 = 0

2. The equation of the the plane through A perpendicular to V2 is:

(V − V1 ) · V2 = 0

3. The equation of the line AB is:

V = r V1 + (1 − r )V2

4. The equations of the bisectors of the angles between V1 and V2 are:

 
V1 V2
V=r ± or V = r ( V̂1 ± V̂2 )
|V1 | |V2 |

5. The perpendicular from C to the line through A parallel to V2 has as its equation:
V = V1 − V3 − V̂2 · (V1 − V3 ) V̂2 .

6. The condition for the intersection of the two lines (V = V1 + r V3 ) and (V = V2 + sV4 ) is:
Appendices

[(V1 − V2 )V3 V4 ] = 0.

(a) The common perpendicular to the above two lines is the line of intersection of the two planes
[(V − V1 )V3 (V3 × V4 )] = 0 and [(V − V2 )V4 (V3 × V4 )] = 0

(b) The length of this perpendicular is

[(V1 − V2 )V3 V4 ]
.
|V3 × V4 |

A-7
 A-8 Geometry of the Plane, Straight Line, and Sphere

7. The equation of the line perpendicular to the plane ABC is

V = V1 × V2 + V2 × V3 + V3 × V1

and the distance of the plane from the origin is

[V1 V2 V3 ]
|(V2 − V1 ) × (V3 − V1 )|

8. In general the vector equation V · V2 = r defines the plane which is perpendicular to V2 , and the perpendicular distance from
A to this plane is
r − V 1 · V2
|V2 |

r − V 1 · V2 r − V1 · V 2
9. The distance from A, measured along a line parallel to V3 , is or where θ is the angle between V2 and
V2 · v̂3 v2 cos θ
V3 . (If this plane contains the point C then r = V3 · V2 and if it passes through the origin then r = 0.)

10. For two given planes {V·V1 = r, V·V2 = s} any plane through the line of intersection of these planes is given by V·(V1 +λV2 ) =
|V1 |
r + λs where λ is a scalar parameter. In particular, using λ = ± gives the two equations for the two planes bisecting the
|V2 |
angle between the given planes.

11. The plane through A parallel to the plane of V2 , V3 is

V = V1 + r V2 + sV3
or (V − V1 ) · V2 × V3 = 0
or [VV2 V3 ] − [V1 V2 V3 ] = 0
so that the expansion in rectangular Cartesian coordinates yields (where V ≡ xi + yj + zk):
 
(x − a1 ) ( y − b1 ) (z − c1 ) 
 
 a2 b2 c2  = 0

 a3 b3 c3 
which is the usual linear equation in x, y, and z.

12. The plane through AB parallel to V3 is given by [(V − V1 )(V1 − V2 )V3 ] = 0 or

[VV2 V3 ] − [VV1 V3 ] − [V1 V2 V3 ] = 0.

13. The plane through the three points A, B, and C is

V = V1 + s(V2 − V1 ) + t(V3 − V1 )
or V = r V1 + sV2 + tV3 (with r + s + t ≡ 1)
or [(V − V1 )(V1 − V2 )(V2 − V3 )] = 0
or [VV1 V2 ] + [VV2 V3 ] + [VV3 V1 ] − [V1 V2 V3 ] = 0

14. For four points A, B, C, D to be coplanar, then

r V1 + sV2 + tV3 + uV4 ≡ 0 ≡ r + s + t + u

15. The following formulae relate to a sphere when the vectors are taken to lie in three-dimensional space and to a circle when
the space is two-dimensional. For a circle in three dimensions take the intersection of the sphere with a plane.

(a) The equation of a sphere with center O and radius OA is

Appendices

V · V = v12
or (V − V1 ) · (V + V1 ) = 0

(b) Note that in two-dimensional polar coordinates this is simply

r = 2a cos θ

(c) While in three-dimensional Cartesian coordinates it is

x2 + y2 + z2 − 2 (a1 x + b1 y + c1 x) = 0.

K24279_AppendixA.indd 8 4/12/16 7:56 AM

 16. The equation of a sphere having the points A and B as the extremities of a diameter is
(V − V1 ) · (V − V2 ) = 0.

17. The square of the length of the tangent from C to the sphere with center B and radius V1 is given by
(V3 − V2 ) · (V3 − V2 ) = v12

18. The condition that the plane V · V3 = s is tangential to the sphere (V − V2 ) · (V − V2 ) = v12 is
(s − V3 · V2 ) · (s − V3 · V2 ) = v12 v32 .

19. The equation of the tangent plane at D, on the surface of sphere (V − V2 ) · (V − V2 ) = v12 , is
(V − V4 ) · (V4 − V2 ) = 0
or V · V4 − V2 · (V + V4 ) = v12 − v22

20. The condition that the two circles (V − V2 ) · (V − V2 ) = v12 and (V − V4 ) · (V − V4 ) = v32 intersect orthogonally is
(V2 − V4 ) · (V2 − V4 ) = v12 + v32

3.2 GEOMETRY OF CURVES IN SPACE

 b 
Let g be a natural representation of a regular curve C. The arc length is L = g� (u)  du. At each point
a

1. Binormal line y = λb(s) + x 1

8. Radius of curvature ρ(s) = when κ(s) �= 0
|κ(s)|
2. Curvature κ(s) = n(s) · k(s)
3. Curvature vector k(s) = ṫ(s) 9. Rectifying plane (y − x) · n(s) = 0

4. Normal plane (y − x) · t(s) = 0 10. Tangent line y = λt(s) + x

5. Osculating plane (y − x) · b(s) = 0
11. Torsion τ (s) = −n(s) · ḃ(s)
6. Principal normal line y = λn(s) + x
7. Principal normal unit vector 12. Unit binormal vector b(s) = t(s) × n(s)
k(s)  
n(s) = ± for k(s) �= 0 13. Unit tangent vector t(s) = ġ(s) with ġ(s) = dg
|k(s)| ds

κ̇(s) κ 2 (s)
And the osculating sphere is (y − c) · (y − c) = r 2 where c = x + ρ(s)n(s) − b(s) and r 2 = ρ 2 (s) +
κ 2 (s)τ (s) κ 4 (s)τ 2 (s)
Then the moving trihedron is {t(s), n(s), b(s)} and

1. If x = (x(t), y(t), z(t)) = d(t) is a regular representation of a regular curve C, then the following hold at a point d(t) of C:

|x�� × x� | (z�� y� − y�� z� ) 2 + (x�� z� − z�� x� ) 2 + ( y�� x� − x�� y� ) 2
|κ| = =
|x� |3 (x�2 + y�2 + z�2 ) 3/2
(9)
det(x� , x�� , x��� ) (x� × x�� ) · x��� ) z��� (x� y�� − y� x�� ) + z�� (x��� y� − x� y��� ) + z� (x�� y��� − x��� y�� )
τ= 2
= 2
=
|x × x |
� �� |x × x |
� �� (x�2 + y�2 + z�2 )(x��2 + y��2 + z��2 )

2. The vectors of the moving trihedron satisfy the Serret–Frenet equations

Appendices

ṫ = κn, ṅ = −κt + τ b, ḃ = −τ n.

3. For any planar curve represented parametrically by x = d(t) = (t, f (t), 0),
 
 d2 x 
 dt2 
|κ| =   2 3/2 .
1 + dxdt

A-9
 4. Expressions for the curvature vector and curvature of a plane curve corresponding to different representations are:

Representation
x = f (t), y = f (x) r = f (θ)
y = g(t)
Curvature vector ( ẋ ÿ − ẏẍ) y�� (r 2 + 2r � 2 − rr �� ) (−ṙ sin θ − r cos θ,
(− ẏ, ẋ) (−y� , 1)
k ( ẋ2 + ẏ2 ) 2 (1 + y� 2 ) 2 (r 2 + r � 2 ) 2 ṙ cos θ − r sin θ )

Curvature |ẋ ÿ − ẏẍ| |y�� | r 2 + 2r � 2 − rr ��

|κ| = ρ −1 ( ẋ2 + ẏ2 ) 3/2 (1 + y� 2 ) 3/2 (r 2 + r � 2 ) 3/2

5. For a plane curve, the equation of the osculating circle is (y − c) · (y − c) = ρ 2 , where c = x + ρ 2 k is the center of curvature.

4 TRIGONOMETRY

4.1 TRIGONOMETRIC FUNCTIONS IN TERMS OF ONE ANOTHER

Function sin α cos α tan α cot α sec α csc α

√ √
sec2 α −1
sin α = sin α ± 1 − cos2 α √tan α √ 1 ±
sec α
1
csc α
± 1 +tan2 α ± 1 +cot2 α √

csc2 α−1
1 − sin2 α 1 √cot α 1 ±
cos α = ± cos α √ sec α csc α
√ ± 1 +tan2 α ± 1 +cot2 α
1−cos2 α
√
tan α = √sin α ±
cos α
tan α 1
cot α
± sec2 α − 1 √ 1
±√1−sin2 α ± csc2 α−1
1−sin2 α
√
cot α = ±
sin α
√cos α 1
tan α
cot α √ 1
± csc2 α − 1
± 1−cos2 α √ ± sec2 α−1
1 1
√ ± 1+cot2 α
sec α = √ cos α
± 1 + tan2 α cot α
sec α √csc α
± 1−sin2 α √ ± csc2 α−1
1 1 ± 1+tan2 α
√
csc α = sin α
√ tan α
± 1+ cot2 α √sec α csc α
± 1−cos2 α ± sec2 α−1

Note: The choice of sign depends upon the quadrant of the angle.

4.2 HYPERBOLIC FUNCTIONS IN TERMS OF ONE ANOTHER

Function sinh x  cosh x tanh x

2
sinh x = sinh x ± cosh x − 1 √ tanh x
 1−tanh2 x
2
cosh x = 1 + sinh x cosh x √ 1
√ 1−tanh2 x
sinh x cosh2 x−1
tanh x = √ ± cosh x
tanh x
1+sinh2 x √
1 1 1−tanh2 x
cosech x = sinh x
±√ 2 tanh x
cosh x−1 
2
sech x = √ 1 1
cosh x
1 − tanh x
2
√1+sinh x
1+sinh2 x
coth x = sinh x
ñ cosh x 1
tanh x
cosh2 x−1
Function cosech x sech x coth x
√
1 1−sech2 x
sinh x = cosech x
± sech x
√ ±1

√ coth2 x−1
cosech2 x+1 1
cosh x = ± ± √ coth2x
Appendices

cosech x sech x
 coth x−1
1 2 1
tanh x = √ ± 1 + sech x coth x
cosech2 x+1 √
coth2 x−1
cosech x = cosech x ± √ sech x 2 ± 1
1−sech x √
coth2 x−1
sech x = ± √ cosech2x sech x ± coth x
 cosech x+1
2 1
coth x = cosech x + 1 ±√ coth x
1−sech2 x

Note: Whenever two signs are shown, choose + sign if x is positive, − sign if x is negative.

A-10

K24279_AppendixA.indd 10 4/12/16 7:56 AM

 5 CALCULUS

5.1 DIFFERENTIATION

5.1.1 Differentiation Formulas

In the following formulas u, v, w represent functions of x, while a, c, n represent fixed real numbers. All arguments in the
trigonometric functions are measured in radians, and all inverse trigonometric and hyperbolic functions represent principal values.
dy d[ f (x)]
Let y = f (x) and = = f � (x) define, respectively, a function and its derivative for any value x in their common
dx dx
domain. The differential for the function at such a value x is accordingly defined as

dy d[ f (x)]
dy = d[ f (x)] = dx = dx = f � (x) dx
dx dx

Each derivative formula has an associated differential formula. For example, formula 6 below has the differential formula
d(uvw) = uv dw + vw du + uw dv

1.
d
(a) = 0 d  u  v dx
du dv
− u dx 1 du u dv
dx 7. = = −
dx v v2 v dx v2 dx
d d n du
2. (x) = 1 8. (u ) = nun−1
dx dx dx
 
d du d 1 1 du
3. (au) = a 9. =− 2
dx dx dx u u dx
 
d du dv dw d 1 n du
4. (u + v − w) = + − 10. = − n+1
dx dx dx dx dx un u dx
 n  
d dv du d u un−1 du dv
5. (uv) = u +v 11. = nv − mu
dx dx dx dx vm vm+1 dx dx
 
d dw du dv d n m du dv
6. (uvw) = uv + vw + uw 12. (u v ) = un−1 vm−1 nv + mu
dx dx dx dx dx dx dx

du 1 dx
13. = dx if �= 0
dx du
du

d d du
14. [ f (u)] = [ f (u)] ·
dx du dx
 2
d2 d f (u) d2 u d2 f (u) du
15. [ f (u)] = · + ·
dx2 du dx2 du2 dx
  n     2   k   n  
dn n d u n dv dn−1 u n d v dn−2 u n d v dn−ku n d v n n!
16. [uv] = v + + + · · · + + · · · + u where =
dxn 0 dxn 1 dx dxn−1 2 dx2 dxn−2
 k dx k dxn−k n dxn r r !(n − r )!
is the binomial coefficient, n non-negative integer, and 0n = 1.

d 1 du
17. (loga u) = (loga e)
dx u dx
Appendices

d 1 du
18. (loge u) =
dx u dx
d v du dv
19. (u ) = vuv−1 + (loge u) uv
dx dx dx
 q
d
20. f (x) dx = f (q), [ p constant]
dq p

A-11
 A-12 Differentiation

 q
d
21. f (x) dx = − f ( p), [q constant]
dp p
 q  q
d ∂ dq dp
22. f (x, a) dx = [ f (x, a)] dx + f (q, a) − f ( p, a)
da p p ∂a da da

5.1.2 Derivatives of Common Functions

Let a be a constant.
f (x) f � (x) f (x) f � (x) f (x) f � (x)
a
sin x cos x sinh x cosh x x ax a−1
1 a
cos x − sin x cosh x sinh x xa
− x a+1
2 √ 1
tan x sec2 x tanh x sech x x √
2 x
csc x − csc x cot x csch x − csch x coth x ln |x| 1/x
sec x sec x tan x sech x − sech x tanh x ex ex
2
cot x − csc2 x coth x − csch x a x (a > 0) x
a ln a
−1
arcsin x √1 sinh x √ 1
|x| x/|x|
1−x2 x2 +1
−1
arccos x −√ 1 cosh x √1
1−x2 x2 −1
1 −1 1
arctan x 1+x2
tanh x 1−x2
−1
arc csc x − √1 csch x √−1
x x2 −1 |x| 1+x2
−1
arc sec x √1 sech x √−1
x x2 −1 |x| 1−x2
1 −1 1
arc cot x − 1+x2 coth x 1−x2

5.1.3 Vector Operations

 
1. In Cartesian coordinates, ∇ = ∂
, ∂, ∂
∂ x ∂ y ∂z
= i ∂∂x + j ∂∂y + k ∂z
∂
.
3 3
2. ∇ · u = ∂u
i=1 ∂ xi is a scalar while V · ∇ = i=1 Vi ∂∂xi is an operator.

3. A vector field V is irrotational if ∇ × V = 0.

4. A vector field V is solenoidal if ∇ · V = 0.

3
5. If u and v are scalars and F and G are vectors in R , then

(a) ∇(u + v) = ∇u + ∇v
(b) ∇(uv) = u∇v + v∇u
(c) ∇(F + G) = ∇F + ∇G
(d) ∇(F · G) = (F · ∇)G + (G · ∇)F + F × (∇ × G) + G × (∇ × F)
(e) ∇ · (uF) = u(∇ · F) + F · ∇u
(f) ∇ · (F × G) = G · (∇ × F) − F · (∇ × G)
(g) ∇ × (uF) = u(∇ × F) + (∇u) × F
(h) ∇ × (F + G) = ∇ × F + ∇ × G
(i) ∇ × (F × G) = F(∇ · G) − G(∇ · F) + (G · ∇)F − (F · ∇)G
(j) F · dF
dt
= |F| d|F|
dt
(k) ∇ 2 (uv) = u∇ 2 v + 2(∇u) · (∇v) + v∇ 2 u

6. The operator ∇ can be used more than once. If S is a scalar and V is a vector, then:
Appendices

∇ · (∇ S) ≡ div grad S ≡ Laplacian S ≡ ∇ 2 S

∇ × (∇ S) ≡ curl grad S ≡ 0
∇(∇ · V) ≡ grad div V (10)
∇ · (∇ × V) ≡ div curl V ≡ 0
∇ × (∇ × V) ≡ curl curl V ≡ ∇(∇ · V) − ∇ 2 V

K24279_AppendixA.indd 12 4/12/16 7:56 AM

Differentiation A-13

7. If r = |r|, a is a constant vector, and n is an integer, then

� ∇� ∇2�
a·r a 0
rn nr n−2 r n(n + 1)r n−2
log r r/r 2 1/r 2

F ∇ ·F ∇ ×F (G · ∇)F
r 3 0 G
a×r 0 2a a×G
ar n nr n−2 (r · a) nr n−2 (r × a) nr n−2 (r · G)a
rr n (n + 3)r n 0 r n G + nr n−2 (r · G)r
a log r r · a/r 2 r × a/r 2 (G · r)a/r 2

F ∇2F ∇∇ · F
r 0 0
a×r 0 0
ar n n(n + 1)r n−2 a nr n−2 a + n(n − 2)r n−4 (r · a)r
rr n n(n + 3)r n−2 r n(n + 3)r n−2 r
a log r a/r 2 [r 2 a − 2(r · a)r]/r 4

d dF dG
8. (F + G) = +
dt dt dt
d dG dF
9. (F · G) = F · + ·G
dt dt dt
d dG dF
10. (F × G) = F × + ×G
dt dt dt
       
d dV1 dV2 dV3
11. (V1 × V2 × V3 ) = × (V2 × V3 ) + V1 × × V3 + V1 × V2 ×
dt dt dt dt
         
d dV1 dV2 dV3
12. [V1 V2 V3 ] = V2 V3 + V1 V3 + V1 V2
dt dt dt dt

13. If A = A(t) and B = B(t) are matrices then

 
d AB
dA dB
(a) = B+ A
dt dt dt
 
d A⊗ B
dA dB
(b) = ⊗ B + A⊗
dt dt dt
 
d A −1
d A −1
(c) = −A A
dt dt

Appendices
 5.2 ORTHOGONAL COORDINATE SYSTEMS
In an orthogonal coordinate system, let {ai } denote the unit vectors in each of the three coordinate directions, and let {ui } denote
distance along each of these axes. The coordinate system may be designated by the metric coefficients {g11 , g22 , g33 }, defined by
     
∂ x1 2 ∂ x2 2 ∂ x3 2
gii = + + ,
∂ui ∂ui ∂ui
√
where {x1 , x2 , x3 } represent rectangular coordinates. Then define the {hi } by hi = gii . Finally, define g = g11 g22 g33 so that
√
g = h1 h2 h3 .
In the following, φ represents a scalar, and E = E1 a1 + E2 a2 + E3 a3 and F = F1 a1 + F2 a2 + F3 a3 represent vectors.
grad φ = ∇φ = the gradient of φ

a1 ∂φ a2 ∂φ a3 ∂φ
= √ +√ +√ , (11)
g11 ∂u1 g22 ∂u2 g33 ∂u3

div E = ∇ · E = the divergence of E

      
1 ∂ g E1 ∂ g E2 ∂ g E3
= √ + + , (12)
g ∂u1 g11 ∂u2 g22 ∂u3 g33
curl E = ∇ × E = the curl of E
 a1 a2 a3 
 h2 h3 h1 h3 h1 h2

 
�1 �2 �3  ∂ ∂ ∂ 
= a1 √ + a2 √ + a3 √ =  ∂u1 ∂u2 ∂u3 , (13)
g11 g22 g33  
h1 E1 h2 E2 h3 E3 

[(F · ∇) E] j = the convective operator

3   
Fi ∂ E j Ei ∂h j ∂hi
= + Fj − Fi , (14)
i=1
hi ∂ui hi h j ∂ui ∂u j

∇ 2 φ = the Laplacian of φ (sometimes written as �φ)

      
1 ∂ h2 h3 ∂φ ∂ h3 h1 ∂φ ∂ h1 h2 ∂φ
= + +
h1 h2 h3 ∂u1 h1 ∂u1 ∂u2 h2 ∂u2 ∂u3 h3 ∂u3 (15)
 √  √  √ 
1 ∂ g ∂φ ∂ g ∂φ ∂ g ∂φ
= √ + + ,
g ∂u1 g11 ∂u1 ∂u2 g22 ∂u2 ∂u3 g33 ∂u3

a1 ∂ϒ a2 ∂ϒ a3 ∂ϒ
grad div E = ∇(∇ · E) = √ +√ + √ ,
g11 ∂ x1 g22 ∂ x2 g33 ∂ x3
          (16)
1 ∂ g ∂ g ∂ g
where ϒ = √ E1 + E2 + E3
g ∂ x1 g11 ∂ x2 g22 ∂ x3 g33

curl curl E = ∇ × (∇ × E)
        
g11 ∂�3 ∂�2 g22 ∂�1 ∂�3 g33 ∂�2 ∂�1
= a1 − + a2 − + a3 −
g ∂ x2 ∂ x3 g ∂ x3 ∂ x1 g ∂ x1 ∂ x2
 
g11 ∂ √  ∂ √ 
where �1 = √ g33 E3 − g22 E2 ,
g ∂ x2 ∂ x3 (17)
Appendices

 
g22 ∂ √  ∂ √ 
�2 = √ g11 E1 − g33 E3 ,
g ∂ x3 ∂ x1
 
g22 ∂ √  ∂ √ 
�3 = √ g22 E2 − g11 E1 .
g ∂ x1 ∂ x2

A-14

K24279_AppendixA.indd 14 4/12/16 7:56 AM

Orthogonal Coordinate Systems A-15

Example Orthogonal Coordinate Systems

1. Rectangular coordinates {x, y, z}

Ranges: −∞ < x < ∞, −∞ < y < ∞, −∞ < z < ∞.
√
g11 = g22 = g33 = g = 1.
In this coordinate system the following notation is sometimes used: i = ax , j = a y , k = az .

∂f ∂f ∂f
grad f = ax + ay + az
∂x ∂y ∂z
∂ ∂ ∂
div E = ( Ex ) + ( Ey ) + ( Ez )
∂x ∂y ∂z
     
∂ Ez ∂ Ey ∂ Ex ∂ Ez ∂ Ey ∂ Ex
curl E = − ax + − ay + − az (18)
∂y ∂z ∂z ∂x ∂x ∂y
∂2 f ∂2 f ∂2 f
∇2 f = + +
∂ x2 ∂ y2 ∂z2
∂ Ex ∂ Ex ∂ Ex
[(F · ∇) E]x = Fx + Fy + Fz
∂x ∂y ∂z

2. Circular cylinder coordinates {r, θ, z}

Relations: x = r cos θ, y = r sin θ , z = z.
Ranges: 0 ≤ r < ∞, 0 ≤ θ < 2π, −∞ < z < ∞.
√
g11 = g33 = 1, g22 = r 2 , g = r.
∂f aθ ∂ f ∂f
grad f = ar + + az
∂r r ∂θ ∂z
1 ∂ 1 ∂ Eθ ∂ Ez
div E = (r Er ) + +
r ∂r r ∂θ ∂z
1 ∂ Ez ∂ Eθ
(curl E)r = −
r ∂θ ∂z
∂ Er ∂ Ez (19)
(curl E) θ = −
∂z ∂r
1 ∂(r Eθ ) 1 ∂ Er
(curl E) z = −
r ∂r r ∂θ
 
1 ∂ ∂f 1 ∂2 f ∂2 f
∇2 f = r + 2 2 + 2
r ∂r ∂r r ∂θ ∂z

3. Spherical coordinates {r, θ, ψ}

Relations: x = r sin θ cos φ, y = r sin θ sin φ, z = r cos θ.
Ranges: 0 ≤ r < ∞, 0 ≤ θ ≤ π, 0 ≤ ψ < 2π .
√
g11 = 1, g22 = r 2 , g33 = r 2 sin2 θ, g = r 2 sin θ.

∂f eθ ∂ f eφ ∂ f
grad f = er + +
∂r r ∂θ r sin θ ∂φ
1 ∂ 2 1 ∂ 1 ∂ Eφ
div E = (r Er ) + ( Eθ sin θ) +
r 2 ∂r r sin θ ∂θ r sin θ ∂φ
 
1 ∂ ∂ Aθ
(curl E)r = ( Eφ sin θ ) −
r sin θ ∂θ
Appendices

∂φ
(20)
1 ∂ Er 1 ∂(r Eφ )
(curl E) θ = −
r sin θ ∂φ r ∂r
1 ∂(r Eθ ) 1 ∂ Er
(curl E) φ = −
r ∂r r ∂θ
   
1 ∂ ∂ f 1 ∂ ∂f 1 ∂2 f
∇2 f = r 2
+ sin θ + 2
r ∂r
2 ∂r r sin θ ∂θ
2 ∂θ r sin θ ∂φ 2
2
 5.3 INTEGRATION
The following is a brief discussion of some integration techniques. This introduction discusses a few of the important techniques
which may be used, in conjunction with the integral table which follows, to integrate particular functions.
No matter how extensive the integral table, it is a fairly uncommon occurrence to find in the table the exact integral desired.
Usually some form of transformation will have to be made. The simplest type of transformation, and yet the most general, is
substitution. Simple forms of substitution, such as y = ax, are employed almost unconsciously by experienced users of integral
tables. Other substitutions may require more thought. Finding the right substitution is largely a matter of intuition and experience.
Several precautions must be observed when using substitutions:

1. Be sure to make the substitution in the dx term, as well as everywhere else in the integral.

2. Be sure that the function substituted is one-to-one and continuous. If this is not the case, the integral must be restricted in
such a way as to make it true.

3. With definite integrals, the limits should also be expressed in terms of the new dependent variable. With indefinite integrals,
it is necessary to perform the reverse substitution to obtain the answer in terms of the original independent variable. This
may also be done for definite integrals, but it is usually easier to change the limits.

And some useful notes

• Any rational function of x may be integrated if the denominator can be factored into linear and irreducible quadratic factors.
The function may then be broken into partial fractions, and the individual partial fractions integrated by use of the appropriate
formula from the integral table.
• Many integrals may be reduced to rational functions by proper substitutions. For example, z = tan 2x will reduce any rational
function of the six trigonometric functions of x to a rational function of z. (There are other substitutions which may be
simpler to use, but this one will√always work.) √
• Any rational function of x and ax + b may be reduced to a rational function  of z by making  the substitution z = ax + b.
• The other main method of transforming integrals is integration by parts. u dv = uv − v du. The critical factor in this
method is the choice of the functions u and v. In order for the method to be successful, v = ∫ dv and ∫ v du must be easier to
integrate than the original integral. Once again, this choice is largely a matter of intuition and experience.

5.3.1 Integration Examples


x4
Example: √ dx
a − x2
2
Here we make the substitution x = |a| sin θ. Then dx = |a| cos θ dθ, and
  
a 2 − x2 = a 2 − a 2 sin2 θ = |a| 1 − sin2 θ = |a cos θ|
Notice the absolute value signs. It is very important to keep in
√ mind that a square root radical always denotes the positive square
root, and to assure the sign is always kept positive. Thus, x2 = |x|. Failure to observe this is a common cause of errors in
integration.
Notice also that the indicated substitution is not a one-to-one function, that is, it does not have a unique inverse. Thus, we must
restrict the range of θ in such a way as to make the function one-to-one. Fortunately, this is easily done by solving for θ
x
θ = sin−1
|a|
and restricting the inverse sine to the principal values, − π2 ≤ θ ≤ π2 .
Thus, the integral becomes
 4 4
a sin θ |a| cos θ dθ
|a| | cos θ|
Appendices

Now, however, in the range of values chosen for θ, cos θ is always positive. Thus, we may remove the absolute value signs from
cos θ in the denominator. (This is one of the reasons that the principal values of the inverse trigonometric functions are defined as
they are.) Then the cos θ terms cancel, and the integral becomes

a 4 sin4 θ dθ

By application of integral formulas 263 and 261, we integrate this to

sin3 θ cos θ 3a 4 3a 4
−a 4 − cos θ sin θ + θ +C
4 8 8

A-16

K24279_AppendixA.indd 16 4/12/16 7:56 AM

Integration A-17

Now we must perform the inverse substitution to get the result in terms of x. We have
x x
θ = sin−1 and sin θ =
|a| |a|
so that
  √
2 x2 a 2 − x2
cos θ = ± 1 − sin θ = ± 1 − 2 = ± .
a |a|
Because of the previously mentioned fact that cos θ is positive, we may omit the ± sign. The reverse substitution then produces the
final answer

x4 1  3  3 x
√ dx = − x3 a 2 − x2 − a 2 x a 2 − x2 + a 4 sin−1 + C.
a −x
2 2 4 8 8 |a|


Example: x sin x dx
Two obvious choices for integration by parts are u = x, dv = sin x dx, or u = sin x, dv = x dx. Since a preliminary mental
calculation indicates that ∫ v du in the second choice would be more, rather than less, complicated than the original integral (it
would contain x2 ), we use the first choice. We have {u = x and therefore du = dx} and {dv = sin x dx and therefore v = − cos x}.
Hence
   
x sin x dx = u dv = uv − v du = −x cos x + cos x dx = sin x − x cos x

Of course, this result could have been obtained directly from the integral table, but it provides a simple example of the method. In
more complicated examples the choice of u and v may not be so obvious, and several choices may have to be tried. Of course, there
is no guarantee that any of them will work.
Integration by parts may be applied more than once, or combined with substitution. A fairly common case is illustrated by the
following example.

Example: e x sin x dx
We have {u = e x and therefore du = e x dx} and {dv = sin x dx and therefore v = − cos x}. Hence
   
e x sin x dx = u dv = uv − v du = −e x cos x + e x cos x dx

In this latter integral {u = e x and therefore du = e x dx} and {dv = cos x dx and therefore v = sin x} so that
  
e x sin x dx = −e x cos x + e x cos x dx = −e x cos x + u dv

= −e x cos x + uv − v du

= −e x cos x + e x sin x − e x sin x dx

This looks as if a circular transformation has taken place, since we are back at the same integral we started from. However, the
above equation can be solved algebraically for the required integral:

1 1
e x sin x dx = e x sin x − e x cos x
2 2
In the second integration by parts, if the parts had been chosen as u = cos x, dv = e x dx, we would indeed have made a circular
transformation, and returned to the starting place.

Example: The following rule is called the extended rule for integration by parts. It is the result of n + 1 successive applications
Appendices

of integration by parts. If
  
g1 (x) = g(x) dx, g2 (x) = g1 (x) dx, ..., gm(x) = gm−1 (x) dx, . . . ,

then

f (x) g(x) dx = f (x) g1 (x) − f � (x) g2 (x) + f �� (x) g3 (x) − · · ·

+ (−1) n f (n) (x)gn+1 (x) + (−1) n+1 f (n+1) (x)gn+1 (x) dx.
 A-18 Integration

1. A useful special case of the above rule is when f (x) is a polynomial of degree n. Then f (n+1) (x) = 0, and

f (x) g(x) dx = f (x) g1 (x) − f � (x) g2 (x) + f �� (x) g3 (x) − · · · + (−1) n f (n) (x)gn+1 (x) + C

For example: if f (x) = x2 and g(x) = sin x then


x2 sin x dx = −x2 cos x + 2x sin x + 2 cos x + C

2. Another application of this formula occurs if

f �� (x) = a f (x) and g �� (x) = bg(x),

where a and b are unequal constants. In this case, by a process similar to that used in the above example for ∫ e x sin x dx, we
obtain the formula

f (x) g � (x) − f � (x) g(x)
f (x)g(x) dx = +C
b−a

For example: if f (x) = e2x and g(x) = sin 3x, then a = 4, b = −9, and

3 e2x cos 3x − 2 e2x sin 3x e2x
e2x sin 3x dx = +C = (2 sin 3x − 3 cos 3x) + C
−9 − 4 13

5.3.2 Transformation of Integrals

Assume the following

1. s is the distance along a curve “C” in space and is measured from some fixed point.
2. S is a surface area
3. V is a volume contained by a specified surface
4. t̂ is the unit tangent to C at the point
5. n̂ is the unit outward pointing normal
6. F is some vector function
7. ds is the vector element of curve (that is, t̂ ds )
8. dS is the vector element of surface (that is, n̂ dS )

then
   
1. F · t̂ ds = F and when F = ∇φ then (∇φ) · t̂ ds = dφ
C C C C

2. Gauss’ Theorem When S defines a closed region having a volume V:

  
(∇ · F) dV = F · n̂ dS = F · dS
V S S

also
   
(∇φ) dV = φ n̂ dS and (∇ × F) dV = ( n̂ × F) dS
V S V S

3. Stokes’ Theorem When C is closed and bounds the open surface S:

   
n̂ · (∇ × F) dS = F · ds ( n̂ × ∇φ) dS = φ ds
Appendices

S C S (c)

4. Green’s Theorem
  
(∇φ · ∇θ) dS = φ n̂ · (∇θ) dS = φ(∇ 2 θ) dV
S S V
 
= θ n̂ · (∇φ) dS = θ(∇ 2 φ) dV
S V

K24279_AppendixA.indd 18 4/12/16 7:56 AM

Integration A-19

5.3.3 Table of Integrals

The following additional points should be observed when using this table.

1. A constant of integration is to be supplied with the answers for indefinite integrals.

2. Logarithmic expressions are to base e = 2.71828. . ., unless otherwise specified, and are to be evaluated for the absolute value
of the arguments.
3. All angles are measured in radians, and inverse trigonometric and hyperbolic functions represent principal values, unless
otherwise indicated.
4. If the application of a formula produces either a zero denominator or the square root of a negative number in the result, there
is usually available another form of the answer which avoids this difficulty.
5. When inverse trigonometric functions occur in the integrals, be sure that any replacements made for them are strictly in
accordance with the rules for such functions. This causes little difficulty when the argument of the inverse trigonometric
function is positive, since then all angles involved are in the first quadrant. However, if the argument is negative, special care
must be used. Thus if u > 0,
� 1
sin−1 u = cos−1 1 − u2 = csc−1 , etc.
u
However, if u < 0,
� 1
sin−1 u = − cos−1 1 − u2 = −π − csc−1 , etc.
u
6. Bn and En are sometimes used; they represent the Bernoulli numbers and Euler numbers.

Elementary Forms
�
1. a dx = ax
� �
2. a f (x) dx = a f (x) dx
� �
φ( y) dy
3. φ( y) dx = dy, where y� =
�y dx
�
� �
4. (u + v) dx = u dx + v dx, where u and v are any functions of x
� � � �
5. u dv = u dv − v du = uv − v du
� �
dv du
6. u dx = uv− v dx
dx dx
� n+1
x
7. xn dx = , except n = −1
� � n +1
f (x) dx
8. = log f (x), (d f (x) = f � (x) dx)
� f (x)
dx
9. = log x
� x�
f (x) dx �
10. √ = f (x), (d f (x) = f � (x) dx)
� 2 f (x)
11. e x dx = e x
�
12. eax dx = eax /a
�
bax
13. bax dx = , (b > 0)
� a log b
14. log x dx = x log x − x
�
dx 1 x
= tan−1
Appendices

15.
a 2 + x2 a
 a
1 −1 x
�
dx − a coth a

16. = or
x2 − a 2 
1 x−a
2a log x+a
 −1 x
�
dx sin |a|

17. � = or
a 2 − x2 
 x
− cos−1 |a|
� �
dx
18. � = log(x + x2 ± a 2 )
x2 ± a 2
 A-20 Integration

�
dx 1 x
19. � = sec−1
x x2 − a 2 |a| a
� � � �
dx 1 a + a 2 ± x2
20. � = − log
x a 2 ± x2 a x

FORMS CONTAINING (a + bx)

a+bx
For forms containing a + bx, but not listed in the table, the substitution u = x
may prove helpful.
�
(a + bx) n+1
21. (a + bx) n dx = , (n �= −1)
� (n + 1)b
1 a
22. x(a + bx) n dx = 2 (a + bx) n+2 − 2 (a + bx) n+1 , (n �= −1, −2)
b (n � + 2) b (n + 1) �
�
1 (a + bx) n+3 (a + bx) n+2 (a + bx) n+1
23. x2 (a + bx) n dx = 3 − 2a + a2
b n+3 n+2 n+1
 m+1 �
x (a+bx) n


 m+n+1
an
+ m+n+1 xm(a + bx) n−1 dx





 or




� 
 � � �
1
24. xm(a + bx) n dx = a(n+1) −xm+1 (a + bx) n+1 + (m + n + 2) xm(a + bx) n+1 dx





 or





 � � �

 1
 m
b(m+n+1) x (a + bx)
n+1 − ma xm−1 (a + bx) n dx
�
dx 1
25. = log(a + bx)
� a + bx b
dx 1
26. 2
= −
� (a + bx) b(a + bx)
dx 1
27. = −
(a + bx) 3  2b(a + bx) 2
1
�
x dx  b2 [a + bx − a log(a + bx)]

28. = or
a + bx  x a
� b � b2 log(a + bx)
−
�
x dx 1 a
29. 2
= 2 log(a + bx) +
� (a + bx) b � a + bx �
x dx 1 −1 a
30. n
= 2 + , n �= 1, 2
(a + bx) b (n − 2) (a + bx) n−2 (n − 1)(a + bx) n−1
� 2 � �
x dx 1 1
31. = 3 (a + bx) 2 − 2a(a + bx) + a 2 log(a + bx)
a + bx b 2� �
�
x2 dx 1 a2
32. = 3 a + bx − 2a log(a + bx) −
(a + bx) 2 b a + bx
� � �
x2 dx 1 2a a2
33. = 3 log(a + bx) + −
(a + bx) 3 b a + bx 2(a + bx) 2
� � �
2
x dx 1 −1 2a a2
34. = + − , n �= 1, 2, 3
(a + bx) n b3 (n − 3) (a + bx) n−3 (n − 2) (a + bx) n−2 (n − 1) (a + bx) n−1
�
dx 1 a + bx
35. = − log
� x(a + bx) a x
dx 1 1 a + bx
36. = − 2 log
x(a + bx) 2 a(a�+ bx) a x �
� � �
dx 1 1 2a + bx 2 x
37. = + log
x(a + bx) 3 a3 2 a + bx a + bx
Appendices

�
dx 1 b a + bx
38. = − + 2 log
x2 (a + bx) ax a x
�
dx 2bx − a b2 x
39. 3 (a + bx)
= 2 x2
+ 3 log
� x 2a a a + bx
dx a + 2bx 2b a + bx
40. =− 2 + 3 log
x2 (a + bx) 2 a x(a + bx) a x

K24279_AppendixA.indd 20 4/12/16 7:56 AM

Integration A-21

FORMS CONTAINING c2 ± x2 or x2 − c2
�
dx 1 x
41. 2 2
= tan−1
� c +x c c
dx 1 c+x
42. 2 2
= log , (c2 > x2 )
� c −x 2c c−x
dx 1 x−c
43. 2 2
= log , (x2 > c2 )
� x −c 2c x+c
x dx 1
44. 2 ± x2
= ± log(c2 ± x2 )
� c 2
x dx 1
45. 2 ± x2 ) n+1
=∓ 2 ± x2 ) n
� (c 2n(c � � �
dx 1 x dx
46. 2 2 n
= 2 2 2 n−1
+ (2n − 3) 2 2 n−1
� (c ± x ) 2c (n − 1) � (c ± x ) �(c ± x ) �
dx 1 x dx
47. 2 2 n
= 2
− 2 2 n−1
− (2n − 3) 2 2 n−1
� (x − c ) 2c (n − 1) (x − c ) (x − c )
x dx 1 2 2
48. 2 2
= log(x − c )
� x −c 2
x dx 1
49. =−
(x2 − c2 ) n+1 2n (x2 − c2 ) n

FORMS CONTAINING a + bx and c + dx

Define u = a + bx, v = c + dx, and k = ad − bc. If k = 0, then v = ac u.

� �v�
dx 1
50. = log
� uv k u
x dx 1 �a c �
51. = log(u) − log(v)
� uv k� b d�
dx 1 1 d v
52. = + log
� u2 v k u k u
x dx −a c v
53. = − log
u2 v bku k2 �u �
�
x2 dx a2 1 c2 a(k − bc)
54. = 2 + 2 log(v) + log(u)
u2 v b ku k d b2
� � � �
dx 1 −1 dx
55. = − (m + n − 2)b
� un vm k(m − 1) un−1 vm−1 un vm−1
u bx k
56. dx = + log(v)
v d d2 � � �
 −1 um+1 um

 + b(n − m − 2) dx

 k(n−1) vn−1 vn−1







 or


� 
 � � m−1 �
um dx  u m u
57. = −1
d(n−m−1) vn−1 + mk dx
vn 
 vn





 or



 � � m−1 �



 −1 um u

 d(n−1) vn−1 − mb dx
vn−1
Appendices

FORMS CONTAINING (a + bxn )

� √
dx 1 −1 x ab
58. = √ tan , (ab > 0)
a + bx2 ab a √

 1 a + x −ab

 √ log √ (ab < 0)
� 
 2 −ab a − x −ab
dx
59. = or
a + bx2 
 √
 √ 1 tanh−1 x −ab , (ab < 0)


� −ab a
dx 1 −1 bx
60. = tan
a 2 + b2 x2 ab a
 A-22 Integration

�
x dx 1
61. = log(a + bx2 )
� a + bx2 2b
�
2
x dx x a dx
62. 2
= −
� a + bx b b a + bx2 �
dx x 1 dx
63. 2 2
= 2
+
� (a + bx ) 2a(a + bx ) 2a a + bx2
dx 1 a + bx
64. = log
� a 2 − b2 x2 2ab a − bx �
dx 1 x 2m − 1 dx
65. = +
� (a + bx2 ) m+1 2ma (a + bx2 ) m 2ma (a + bx2 ) m
x dx 1
66. =−
(a + bx2 ) m+1 2bm(a + bx2 ) m
� �
x2 dx −x 1 dx
67. = +
(a + bx2 ) m+1 2mb(a + bx2 ) m 2mb (a + bx2 ) m
�
dx 1 x2
68. 2
= log
� x(a + bx ) 2a a + �bx2
dx 1 b dx
69. =− −
� x2 (a + bx2 ) ax a a + bx2 �
dx 1 1 dx
70. = +
� x(a + bx2 ) m+1 2am(a
� + bx )
2 m a � + bx )
x(a 2 m
dx 1 dx b dx
71. = −
x2 (a + bx2 ) m+1� a x2 (a + bx2 ) m a (a +�bx2 ) m+1
� � � �
dx k 1 (k + x) 3 √ 2x − k a
72. 3
= log 3
+ 3 tan−1 √ , k= 3
a + bx 3a 2 a + bx k 3 b
� � � � � �
x dx 1 1 a + bx3 √ 2x − k a
73. = log + 3 tan−1 √ , k= 3
a + bx3 3bk 2 (k + x) 3 k 3 b
�
x2 dx 1
74. = log(a + bx3 )
a + bx3 3b � �
� � � �
dx k 1 x2 + 2kx + 2k2 −1 2kx 4 a
75. = log + tan , ab > 0, k =
a + bx4 2a 2 x2 − 2kx + 2k2 2k2 − x2 4b
� � � � � �
dx k 1 x+k x a
76. = log + tan−1 , ab < 0, k = 4 −
a + bx4 2a 2 x−k k � b
� 2 � �
x dx 1 −1 x a
77. = tan , ab > 0, k =
a + bx4 2bk k �b
� 2 � �
x dx 1 x −k a
78. 4
= log 2 , ab < 0, k = −
a + bx 4bk � x + k b �
� � � �
x2 dx 1 1 x2 − 2kx + 2k2 −1 2kx 4 a
79. = log + tan , ab > 0, k =
a + bx4 4bk 2 x2 + 2kx + 2k2 2k2 − x2 4b
� � � � � �
x2 dx 1 x−k −1 x 4 a
80. = log + 2 tan , ab < 0, k = −
a + bx4 4bk x+k k b
� 3
x dx 1 4
81. 4
= log(a + bx )
� a + bx 4b
dx 1 xn
82. n
= log
� x(a + bx ) an � a + bxn �
dx 1 dx b xn dx
83. n ) m+1
= n )m
−
� (a + bx a � (a + bx a � (a + bxn ) m+1
xm dx 1 xm−n dx a xm−n dx
84. n p+1
= n p
−
� (a + bx ) b �(a + bx ) b (a �+ bxn ) p+1
dx 1 dx b dx
85. = −
xm(a + bxn ) p+1 a xm(a + bx �
n) p a xm−n (a + bxn ) p+1 � �
1 m−n+1 (a + bxn ) p+1 − a(m − n + 1) xm−n (a + bxn ) p dx
 b(np+m+1) x





 or



 � m+1 � �
 1
Appendices

�  np+m+1 x

 (a + bxn ) p + anp xm(a + bxn ) p−1 dx
86. xm(a + bxn ) p dx = or
 1
� m+1 � �


 a(m+1) x (a + bxn ) p+1 − (m + 1 + np + n)b xm+n (a + bxn ) p dx



 or



 � m+1 � �

 1
 an( p+1) −x (a + bxn ) p+1 + (m + 1 + np + n) xm(a + bxn ) p+1 dx

K24279_AppendixA.indd 22 4/12/16 7:56 AM

Integration A-23

FORMS CONTAINING c3 ± x3
�
dx 1 (c ± x) 3 1 2x ∓ c
87. = ± 2 log 3 + √ tan−1 √
� c3 ± x3 6c c ± x3 c2� 3 c 3
dx x 2 dx
88. = 3 3 + 3
� (c3 ± x3 ) 2 3c (c ±� x3 ) 3c c3 ± x3 � �
dx 1 x dx
89. = + (3n − 1)
(c3 ± x3 ) n+1 3nc3 (c3 ± x3 ) n (c3 ± x3 ) n
�
x dx 1 c3 ± x3 1 −1 2x ∓ c
90. = log ± √ tan √
c3 ± x3 6c (c ± x) 3 c 3� c 3
� 2
x dx x 1 x dx
91. = 3 3 + 3
(c3 ± x3 ) 2 3c (c ±� x3 ) 3c c3 ± x3 �
� �
x dx 1 x2 x dx
92. = + (3n − 2)
(c3 ± x3 ) n+1 3nc3 (c3 ± x3 ) n (c3 ± x3 ) n
�
x2 dx 1
93. = ± log(c3 ± x3 )
� c3 ± x3 3
x2 dx 1
94. =∓
(c3 ± x3 ) n+1 3n(c3 ± x3 ) n
�
dx 1 x3
95. 3 3
= 3 log 3
x(c ± x ) 3c c ± x3
�
dx 1 1 x3
96. 3 3 2
= 3 3 3
+ 6 log 3 3
� x(c ± x ) 3c (c ± x ) 3c �c ± x
dx 1 1 dx
97. = + 3
� x(c3 ± x3 ) n+1 3nc3 (c3 ±�x3 ) n c x(c3 ± x3 ) n
dx 1 1 x dx
98. =− 3 ∓ 3
� x2 (c3 ± x3 ) c x � c c3 ± x3 �
dx 1 dx 1 x dx
99. = ∓
x2 (c3 ± x3 ) n+1 c3 x2 (c3 ± x3 ) n c3 (c3 ± x3 ) n+1

FORMS CONTAINING c4 ± x4
� � √ √ �
dx 1 1 x2 + cx 2 + c2 cx 2
100. = √ log √ + tan−1 2
c4 + x4 2c3 2 2 x2 − cx 2 + c2 c − x2
� � �
dx 1 1 c+x x
101. = 3 log + tan−1
c4 − x4 2c 2 c−x c
� 2
x dx 1 −1 x
102. = 2 tan
� c4 + x4 2c c2
x dx 1 c2 + x2
103. = 2 log 2
c4 − x4 4c �c − x
2
√ √ �
�
x2 dx 1 1 x2 − cx 2 + c2 −1 cx 2
104. = √ log √ + tan
c4 + x4 2c 2 2 x2 + cx 2 + c2 c2 − x2
� � �
x2 dx 1 1 c+x x
105. = log − tan−1
c4 − x4 2c 2 c−x c
�
x3 dx 1 4 4
106. = ± log(c ± x )
c4 ± x4 4

FORMS CONTAINING (a + bx + cx2 )

� �2
Define X = a + bx + cx2 and q = 4ac − b2 . If q = 0, then X = c x + 2cb , and other formulas should be used in place of these.
�
dx 2 2cx + b
107. = √ tan−1 √ , (q > 0)
X q q
 −2
 √ tanh 2cx+b
−1 √
�
dx  −q
Appendices

−q
108. = or
X 
 √1 log 2cx+b−√−q ,
√
−q 2cx+b+ −q
(q < 0)
� �
dx 2cx + b 2c dx
109. = +
x2 qX
�
q X
�
� �
dx 2cx + b 1 3c 6c2 dx
110. = + +
� X3 q 2X2 qX � q2 X
dx 2cx + b 2(2n − 1)c dx
111. = +
� Xn+1 nqXn � qn Xn
x dx 1 b dx
112. = log X −
X 2c 2c X
 A-24 Integration

 
x dx bx + 2a b dx
113. 2
= −
 x qX q X 
x dx 2a + bx b(2n − 1) dx
114. = − n
−
X n+1 nqX nq Xn
 
x2 x b b2 − 2ac dx
115. dx = − 2 log X + 2
X c 2c 2c  X

x2 (b2 − 2ac)x + ab 2a dx
116. dx = +
x2 cqX q X
 m m−1  m−1  m−2
x dx x n− m+ 1 b x dx m− 1 a x dx
117. = − − +
Xn+1 (2n − m + 1)cXn 2n − m + 1 c Xn+1 2n − m + 1 c Xn+1
 
dx 1 x2 b dx
118. = log −
xX 2a X 2a X 

dx b X 1 b2 c dx
119. = log 2 − + −
x2 X 2a 2 x ax 2a 2 a X
  
dx 1 b dx 1 dx
120. = − +
 xXn 2a(n − 1) Xn−1 2a Xn a xXn−1

dx 1 n+ m− 1 b dx
121. = − −
xm Xn+1 (m − 1)axm−1 Xn m− 1 a xm−1 Xn+1

2n + m − 1 c dx
−
m− 1 a xm−2 Xn+1

√
FORMS CONTAINING a + bx
 
√ 2
122. a + bx dx = (a + bx) 3
3b 

√ 2(2a − 3bx) (a + bx) 3
123. x a + bx dx = −
15b2 
 2 − 12abx + 15b2 x2 ) (a + bx) 3
√ 2(8a
124. x2 a + bx dx =
   105b3  
m
√ 2 m
√
125. x a + bx dx = x (a + bx) 3 − ma xm−1 a + bx dx
√ b(2m + 3)
 
a + bx √ dx
126. dx = 2 a + bx + a √
√ x √ x a + bx
 
a + bx a + bx b dx
127. dx = + √
x2 x 2 x a + bx 
 √  √
a + bx 1 (a + bx) 3 (2m − 5)b a + bx
128. dx = − + dx
xm (m − 1)a xm−1 2 xm−1
 √
dx 2 a + bx
129. √ =
 a + bx b
x dx 2(2a − bx) √
130. √ =− a + bx
a + bx 3b2

x2 dx 2(8a 2 − 4abx − 3b2 x2 ) √
131. √ = 3
a + bx
a + bx 15b 
 m  m−1
x dx 2 √ x dx
132. √ = xm a + bx − ma √
a + bx (2m + 1)b a + bx
 √ √ 
dx 1 a + bx − a
133. √ = √ log √ √ , (a > 0)
x a + bx a a + bx + a
 
dx 2 a + bx
134. √ = √ tan−1 , (a < 0)
x a + bx −a√ −a
 
dx a + bx b dx
135. √ =− − √
x2 a + bx √ax 2a x a + bx
 
Appendices

dx a + bx (2n − 3)b dx
136. √ =− n−1
− √

n
x a + bx (n− 1)ax (2n − 2)a xn−1 a + bx
dx 1 dx b dx
137. 2 m = − m
x(a + bx) a x(a + bx) 2m−2
a (a + bx) 2
  
(a + bx) n/2 dx (a + bx) (n−2) /2
138. = b (a + bx) (n−2) /2 dx + a dx
x   x
  2
√ 2 z −a √
139. f (x, a + bx) dx = f , z z dz, (z = a + bx)
b b

K24279_AppendixA.indd 24 4/12/16 7:56 AM

Integration A-25

√ √
FORMS CONTAINING a + bx and c + dx
Define u = a + bx, v = c + dx, and k = ad − bc If k = 0, then, v = ( ac )u, and other formulas should be used in place of these.
 √

 √2 tanh−1 bduv , (bd > 0, k < 0)
 bd bv



 or


� 
 √
dx 2
140. √ = √ tanh−1 bduv du , (bd > 0, k > 0)
uv  bd



 or



 √

 √1 log (bυ+ bduv)2 , (bd > 0)
bd υ
 √
2 −1 −bduv

 √ tan bv
� 
 −bd
dx
141. √ = or
uv 
 � �

 − √ 1 sin−1 2bdx+ad+bc ,
−bd |k| (bd < 0)
� �
√ k + 2bv √ k2 dx
142. uv dx = uv − √
4bd 8bd uv
 √ √
d u− kd
1

 √ log √ √
� 
 kd d u+ kd
dx
143. √ = or
v u   √ √ 2
 1
 √ log (d u−υ kd) , (kd > 0)
� kd √
dx 2 d u
144. √ = √ tan−1 √ , (kd < 0)
v u √−kd −kd
� �
x dx uv ad + bc dx
145. √ = − √
uv bd √ 2bd uv
�
dx −2 uv
146. √ =
v uv √ kv
� �
υ dx uυ k dx
147. √ = − √
� uυ b 2b uυ
� �
v v v dx
148. dx = √
� u |v| uv � � m �
√ 1 √ v dx
149. vm u dx = 2vm+1 u + k √
(2m + 3)d � √ � � �u �
�
dx 1 u 3 dx
150. √ = − + m − b √
vm u  (m − 1)k � √ vm−1 2 � vm−1 u
2 m u − mk
� vm−1
� 
 b(2m+1) v √ dx
vm dx  u
151. √ = or
u  √ � � m−r
 2(m!)2 u �m

− 4k (2r )! r
v
b(2m+1)! r =0 b (r !) 2

√
FORMS CONTAINING x2 ± a 2
� �
1� � 2 � �
152. x2 ± a 2 dx = x x ± a 2 ± a 2 log(x + x2 ± a 2 )
� 2
dx �
153. � = log(x + x2 ± a 2 )
2
x ±a 2
�
dx 1 x
154. � = sec−1
x x2 − a 2 |a| a
� � � �
dx 1 a + x2 + a 2
155. � = − log
x x2 + a 2 a x
� � � � �
x2 + a 2 � a + x2 + a 2
Appendices

156. dx = x2 + a 2 − a log
x x
� �
x2 − a 2 � x
157. dx = x2 − a 2 − |a| sec−1
� x a
x dx �
158. � = x2 ± a 2
� x2 ± a 2 �
� 1
159. x x2 ± a 2 dx = (x2 ± a 2 ) 3
3 � �
� � �
1 3a 2 x � 2 3a 4 �
160. (x2 ± a 2 ) 3 dx = x (x2 ± a 2 ) 3 ± x ± a2 + log(x + x2 ± a 2 )
4 2 2
 A-26 Integration

�
dx ±x
161. � = �
� (x2 ± a 2 ) 3 a2 x2 ± a 2
x dx −1
162. � = �
2 2 3 x2 �± a2
� �(x ± a )
2 2 3
1
163. x (x ± a ) dx = (x2 ± a 2 ) 5
5
� � �
x a2 � 2 a4 �
164. x2 x2 ± a 2 dx = (x2 ± a 2 ) 3 ∓ x x ± a2 − log(x + x2 ± a 2 )
4 8 8
�
x2 dx x� 2 a2 �
165. � = x ± a2 ∓ log(x + x2 ± a 2 )
x2 ± a 2 2 2
� � �
x3 dx 1
166. � = (x ± a ) ∓ a 2 x2 ± a 2
2 2 3
2
x ±a 2 3
� �
dx x2 ± a 2
167. � =∓
x 2 2
x ±a 2 a2 x
� � � �
x a2 x a4 x � 2
168. x2 (x2 ± a 2 ) 3 dx = (x2 ± a 2 ) 5 ∓ (x2 ± a 2 ) 3 − x ± a2
6 24 16
a6 �
∓ log(x + x2 ± a 2 )
� � � 16 �
1 a2
169. x3 (x2 ± a 2 ) 3 dx = (x2 ± a 2 ) 7 ∓ (x2 ± a 2 ) 5
� � �7 5
x2 ± a 2 dx x2 ± a 2 �
170. =− + log(x + x2 ± a 2 )
� x2 x
�
xm 1 � m− 1 2 xm−2
171. � dx = xm−1 x2 ± a 2 ∓ a � dx
2
x ±a 2 m m x2 ± a 2
� � m
�
x2m (2m)! � � r !(r − 1)! �
2 ± a2 2 m−r 2r −1 2 m 2 ± a2)
172. � dx = 2m x (∓a ) (2x) + (∓a ) log(x + x
x2 ± a 2 2 (m!) 2 (2r )!
r =1
� 2m+1 � � m 2
x (2r )!(m!)
173. � dx = x2 ± a 2 (∓4a 2 ) m−r x2r
x2 ± a 2 (2m + 1)!(r !) 2
� r =0
� �
dx x2 ± a 2 (m − 2) dx
174. � =∓ 2 xm−1
∓ 2
�
x m 2
x ±a 2 (m − 1)a (m − 1)a xm−2 x2 ± a 2
� � m−1
� 2m−2r −1
dx (m − 1)!m!(2r )!2
175. � = x2 ± a 2
x2m x2 ± a 2 (r !) 2 (2m)!(∓a 2 ) m−r x2r +1
� � r� =0
m
� �
dx (2m)! x2 + a 2 � m−r +1 r !(r − 1)! (−1) m+1 x2 + a 2 + a
176. � = (−1) + 2m 2m+1 log
x2m+1 x2 + a 2 (m!) 2 a2 2(2r )!(4a 2 ) m−r x2r 2 a x
�� r =1 �
� 2 2 � m
dx (2m)! x −a r !(r − 1)! 1 x
177. � = + 2m 2m+1 sec−1
x2m+1 x2 − a 2 (m!) 2 a2 2(2r )!(4a 2 ) m−r x2r 2 |a| a
� r =1
�
dx x2 − a 2
178. � =−
(x − a) x2 − a 2 a(x − a)
� �
dx x2 − a 2
179. � =
(x + a) x2 − a 2 a(x + a)
� � � � �
x
180. f (x, x2 + a 2 ) dx = a f (a tan u, a sec u) sec2 u du, u = tan−1 , a > 0
� � a
� � x �
181. f (x, x2 − a 2 ) dx = a f (a sec u, a tan u) sec u tan u du, u = sec−1 , a > 0
a

√
FORMS CONTAINING a 2 − x2
Appendices

� � � �
1 � 2 x
182. a 2 − x2 dx = x a − x2 + a 2 sin−1
2 |a|
x
� 
 sin−1 |a|
dx
183. � = or
a − x2
2 
 − cos−1 x
� � |a| � �
dx 1 a + a 2 − x2
184. � = − log
x a 2 − x2 a x
� � 2 � � �
a − x2 � a + a 2 − x2
185. dx = a 2 − x2 − a log
x x

K24279_AppendixA.indd 26 4/12/16 7:56 AM

Integration A-27

� �
x dx
186. � = − a 2 − x2
2
a −x 2
� � �
1
187. x a 2 − x2 dx = − (a 2 − x2 ) 3
3 � � �
� � �
x a2 x
188. x2 a 2 − x2 dx = − (a 2 − x2 ) 3 + x a 2 − x2 + a 2 sin−1
4 8 |a|
� � � �
2 1 a2 x a4 x � 2 a6 x
189. x 2 2 3
(a − x ) dx = − x (a − x ) + 2 2 5 2
(a − x ) + 2 3 a − x2 + sin−1
6 24 16 16 |a|
�
x2 dx x� 2 a2 x
190. � =− a − x2 + sin−1
2
a −x 2 2 2 |a|
� �
dx a 2 − x2
191. � =−
x2 a 2 − x2 a2 x
� � �
2
a −x 2 a 2 − x2 x
192. 2
dx = − − sin−1
x x |a| �
�
dx 1 1 a + a 2 − x2
193. � = � − 3 log
x (a 2 − x2 ) 3 a 2 �a 2 − 2 a x
� �x �
dx 1 a 2 − x2 x
194. � = 4 − +�
x2 (a 2 − x2 ) 3 a x a 2 − x2
� � �
x m x m−1 2
a −x 2 (m − 1)a 2 xm−2
195. � dx = − + � dx
2
a −x 2 m m a 2 − x2
� � m
�
x2m (2m)! � � r !(r − 1)! a 2m
2 − x2 2m−2r 2r −1 −1 x
196. � dx = − a a x + sin
a 2 − x2 (m!) 2 22m−2r +1 (2r )! 22m |a|
r =1
� 2m+1 � m
� (2r )!(m!) 2
x
197. � dx = − a 2 − x2 (4a 2 ) m−r x2r
a 2 − x2 (2m + 1)!(r !) 2
� r =0
� �
dx a 2 − x2 m− 2 dx
198. � =− + �
xm a 2 − x2 (m − 1)a 2 xm−1 (m − 1)a 2 xm−2 a 2 − x2
� � m−1
� (m − 1)!m!(2r )!22m−2r −1
dx
199. � = − a 2 − x2
x2m a 2 − x2 (r !) 2 (2m)!a 2m−2r x2r +1
� � r� =0
m
� �
dx (2m)! a 2 − x2 � r !(r − 1)! 1 a − a 2 − x2
200. � = − + log
x2m+1 a 2 − x2 (m!) 2 a2 2(2r )!(4a 2 ) m−r x2r 22ma 2m+1 x
r =1
� �
� 2 2 2 2 2
dx 1 (b a − x + x a − b )
201. � = � log , (a 2 > b2 )
(b2 − x2 ) a 2 − x2 2b a 2 − b2 b2 − x2
� �
dx 1 x b2 − a 2
202. � = � tan−1 � , (b2 > a 2 )
(b2 − x2 ) a 2 − x2 b b2 − a 2 b�a 2 − x2
�
dx 1 x a 2 + b2
203. � = � tan−1 �
2 2
(b + x ) a − � 2 x2 b a + b � b a 2 − x2
2 2
� �
a 2 − x2 a 2 + b2 x a 2 + b2 x
204. dx = sin−1 � − sin−1
b2 + x2 |b| |a| x + b 2 2 |a|
� � � � �
x
205. f (x, a 2 − x2 ) dx = a f (a sin u, a cos u) cos u du, u = sin−1 , a > 0
a

√
FORMS CONTAINING a + bx + cx2

4c
√ √ �� �
b �
Define X = a + bx + cx2 , q = 4ac − b2 , and k = q
. If q = 0, then X= c x+ 2c
. Appendices

 √
 1

 √ log(2 cX + 2cx + b) (c > 0)

 c



 or
� 
 � �
dx  1 2cx + b
−1
206. √ = √ sinh √ (c > 0)
X  c q




 or � �

 1 2cx + b


− √ sin−1 √ (c < 0)
� −c −q
dx 2(2cx + b)
207. √ = √
X X q X
 A-28 Integration

� � �
dx 2(2cx + b) 1
208. √ = √ + 2k
X2 X 3q X √ X
� �
dx 2(2cx + b) X 2k(n − 1) dx
209. √ = n
+ √
Xn X (2n − 1)qX √ 2n − 1 Xn−1 X
� √ �
(2cx + b) X 1 dx
210. X dx = + √
4c √ � 2k X
� � �
√ (2cx + b) X 3 3 dx
211. X X dx = X+ + 2 √
8c √ 2k 8k
� � � X �
√ (2cx + b) X 5X 15 5 dx
212. X2 X dx = X2 + + 2 + 3
√
12c √ 4k 8k 16k X
� �
n
√ (2cx + b) Xn X 2n + 1 n−1
√
213. X X dx = + X X dx
√ 4(n + 1)c 2(n + 1)k
� �
x X b dx
214. √ dx = − √
� X c 2c X
x 2(bx + 2a)
215. √ dx = − √
X X q √X
� �
x X b dx
216. √ dx = − n
− √
� Xn X � (2n − 1)cX �
2c X n X
�
x2 x 3b √ 3b2 − 4ac dx
217. √ dx = − 2 X+ 2
√
X 2c 4c 8c X
� �
x2 (2b2 − 4ac)x + 2ab 1 dx
218. √ dx = √ + √
X X cq X c X
� �
x2 (2b2 − 4ac)x + 2ab 4ac + (2n − 3)b2 dx
219. √ dx = √ + √
Xn X (2n − 1)cq Xn−1 X (2n − 1)cq Xn−1 X
� n √ � n−1 � n−2
x 1 n−1 (2n − 1)b x dx (n − 1)a x dx
220. √ dx = x X− √ − √
X nc √ 2nc X nc X
� √ �
X X b(2cx + b) √ b dx
221. x X dx = − 2
X− √
3c √ 8c 4ck X
� � √
√ X2 X b
222. xX X dx = − X X dx
5c √ 2c
� √ n+1 � √
X X b
223. xXn X dx = − Xn X dx
(2n + 3)c √2c
� � � � √
√ 5b X X 5b2 − 4ac
224. x2 X dx = x − + 2
X dx
6c � 4c � 16c
 1 bx + 2a

√ sin−1 √ (a < 0)

 −a |x| −q



 or


�
dx  2√ X

225. √ = − (a = 0)
x X   bx

 or

 � √ �




 1 2 a X + bx + 2a
− √ log (a > 0)
a x
� √ �
dx X b dx
226. √ =− − √
x
√
2 X ax 2a x X
� √ � �
X b dx dx
227. dx = X + √ +a √
� √x √ 2 � X x X
�
X X b dx dx
228. dx = − + √ +c √
x2 x 2 x X X

√
FORMS INVOLVING 2ax − x2
� �
Appendices

� � �
1 x−a
229. 2ax − x2 dx = (x − a) 2ax − x2 + a 2 sin−1
2 � � |a|
 cos −1 a−x
� 
 |a|
dx
230. � = or� �
2ax − x2 

 sin−1 x−a
|a|

K24279_AppendixA.indd 28 4/12/16 7:56 AM

Integration A-29

 n−1 � n−1 �
(2ax−x2 ) 3/2

−

x
n+2 + (2n+1)a
n+2 x 2ax − x2 dx
� 

� or � n+1 � �
231. xn 2ax − x2 dx = �
!) 2 a n−r +1 r

 2ax − x2 xn+2 − rn=0 2(2n+1)!(r n−r (2r +1)!(n+2)!n! x


 n+2
+ (2n+1)!a
2n n!(n+2)! sin
−1 x−a
|a|
� � � �
2ax − x2 (2ax − x2 ) 1/2 n−3 2ax − x2
232. dx = + dx
xn (3
 n−1 √ − 2n)ax n (2n − 3)a xn−1
−x 2ax−x 2 a(2n−1) � xn−1
� 
 + √ dx
xn dx  n n 2ax−x2
233. � = or
2ax − x2 
 −�2ax − x2 �n (2n)!r !(r −1)!a n−r xr −1 + (2n)!a n sin−1
 x−a
r =1 2n−r (2r )!(n!) 2 2n (n!) 2 |a|
 �
 2ax − x 2 �
� 
 n−1
+ (2n−1)a √dx
dx  a(1−2n)xn xn−1 2ax−x2
234. � =
xn 2ax − x2 

 � or � 2n−r (n−1)!n!(2r )!
 − 2ax − x2 rn−1 =0 (2n)!(r !) 2 a n−r xr +1
�
dx x−a
235. = �
(2ax − x2 ) 3/2 a 2 2ax − x2
�
x dx x
236. = �
(2ax − x2 ) 3/2 a 2ax − x2

MISCELLANEOUS ALGEBRAIC FORMS

� �
dx
237. � = log(x + a + 2ax + x2 )
� � 2ax + x2
x� 2 c � √ � �
238. ax2 + c dx = ax + c + √ log x a + ax2 + c , (a > 0)
2 2 a �
� � � �
x� 2 c a
239. ax2 + c dx = ax + c + √ sin−1 x − , (a < 0)
� 2 2 −a c
� �
1+x
240. dx = sin−1 x − 1 − x2
1−x
 √
n +c− c
√
�  √

 n
1
c
log √ax
ax n +c+ c
√
dx
241. √ n = or
x ax + c 
 √
n
√
 √ 2
n c
log ax√+c− n
c
, (c > 0)
� x
� n
dx 2 ax
242. √ n = √ sec−1 − , (c < 0)
� x ax + c n −c c
dx 1 √ �
243. � = √ log(x a + ax2 + c), (a > 0)
ax2 + c a
� � � �
dx 1 a
244. � = √ sin−1 x − , (a < 0)
2
ax + c −a c
 2 m+1/2 �



x(ax +c)
2(m+1) + (2m+1)c
2(m+1) (ax2 + c) m−1/2 dx
� 

 or
�
245. (ax2 + c) m+1/2 dx = �
x ax2 + c rm=0 22m−2r (2m+1)!(r !) 2 cm−r 2 r

 +1 m!(m+1)!(2r +1)! (ax + c)

 m+1 �

 + 2m+1(2m+1)!c √ dx
2 m!(m+1)! ax2 +c
� 3
m+ 12 (ax2 + c) m+ 2
246. x(ax2 + c) dx =
(2m + 3)a �
 (ax2 +c) m+1/2
 (ax2 + c) m−1/2
� 
 2m+1 + c dx
2
(ax + c) m+1/2  x
247. dx = or �
x 
 � �m cm−r (ax2 +c)r dx

 c m+1
 ax2 + c r =0 + �
Appendices

2r +1
 � x ax2 + c
 x 2m−2 dx
� 
 (2m−1)c(ax2 +c)m−1/2 + (2m−1)c
dx  (ax2 + c) m−1/2
248. 2 m+1/2
= or
(ax + c) 
 �m−1 22m−2r −1 (m−1)!m!(2r )!

 √ x
2 +c r =0 (2m)!(r !) 2 cm−r (ax2 +c)r
� ax
� 2 �
dx ax + c (m − 2)a dx
249. � =− m−1
− �
xm ax2 + c (m − 1)cx (m − 1)c x m−2 ax2 + c
� √ �
1 + x2 1 x 2 + 1 + x4
250. � dx = √ log
(1 − x2 ) 1 + x4 2 1 − x2
 A-30 Integration

� √
1 − x2 1 x 2
251. � dx = √ tan−1 �
(1 + x2 ) 1 + x4 2 1 + x4
� �
dx 2 a + x + a2
n
252. � =− log √
n 2 na xn
� x x +a
dx 2 −1 a
253. � =− sin √
x xn − a 2 na xn
� � � x �3/2
x 2
254. dx = sin−1
a 3 − x3 3 a

FORMS INVOLVING TRIGONOMETRIC FUNCTIONS

�
1
255. (sin ax) dx = − cos ax
� a
1
256. (cos ax) dx = sin ax
� a
1 1
257. (tan ax) dx = − log cos ax = log sec ax
� a a
1 1
258. (cot ax) dx = log sin ax = − log csc ax
� a a
1 1 �π ax �
259. (sec ax) dx = log(sec ax + tan ax) = log tan +
� a a 4 2
1 1 ax
260. (csc ax) dx = log(csc ax − cot ax) = log tan
� a a 2
2 1 1 1 1
261. (sin ax) dx = − cos ax sin ax + x = x − sin 2ax
� 2a 2 2 4a
1
262. (sin3 ax) dx = − (cos ax)(sin2 ax + 2)
3a
� �
n sinn−1 ax cos ax n−1
263. (sin ax) dx = − + (sinn−2 ax) dx
� na n
1 1 1 1
264. (cos2 ax) dx = sin ax cos ax + x = x + sin 2ax
� 2a 2 2 4a
3 1 2
265. (cos ax) dx = (sin ax)(cos ax + 2)
� 3a �
1 n−1
266. (cosn ax) dx = cosn−1 ax sin ax + (cosn−2 ax) dx
� � na n
dx 1
267. 2
= (csc2 ax) dx = − cot ax
� sin ax � a �
dx m 1 cos ax m− 2 dx
268. m = (csc ax) dx = − +
� sin ax � (m − 1)a sinm−1 ax m− 1 sinm−2 ax
dx 1
269. = (sec2 ax) dx = tan ax
� cos2 ax � a �
dx n 1 sin ax n−2 dx
270. n
= (sec ax) dx = n−1
+
� cos ax (n − 1)a cos ax n−1 cosn−2 ax
sin(m − n)x sin(m + n)x � �
271. (sin mx) (sin nx) dx = − , m2 �= n2
� 2(m − n) 2(m + n)
sin(m − n)x sin(m + n)x � �
272. (cos mx) (cos nx) dx = + , m2 �= n2
� 2(m − n) 2(m + n)
1
273. (sin ax) (cos ax) dx = sin2 ax
� 2a
cos(m − n)x cos(m + n)x � �
274. (sin mx) (cos nx) dx = − − , m2 �= n2
� 2(m − n) 2(m + n)
1 x
275. (sin2 ax) (cos2 ax) dx = − sin 4ax +
32a 8
�
cosm+1 ax
276. (sin ax) (cosm ax) dx = −
(m + 1)a
Appendices

�
m sinm+1 ax
277. (sin ax) (cos ax) dx =
(m
 + 1)a �
 cosm−1 ax sinn+1 ax + m−1
 (cosm−2 ax) (sinn ax) dx
� 
 (m+n)a m+n
m n
278. (cos ax) (sin ax) dx = or �

 n−1

 − sin ax cosm+1 ax + n−1 (cosm ax) (sinn−2 ax) dx
(m+n)a m+n

K24279_AppendixA.indd 30 4/12/16 7:56 AM

Integration A-31

 �
 cosm+1 ax m−n+2 cosm ax
� 
 − n−1 ax − n−1 dx
cosm ax  (n−1)a sin sinn−2 ax
279. dx = or
sinn ax 
 �
cosm−2 ax

 cosm−1 ax
n−1 + m−1
m−n n dx
 a(m−n) sin ax � sin max
 sin m+1 ax sin ax
�

 a(n−1)
 cosn−1 ax
− m−n+2
n−1 dx
sinm ax  cosn−2 ax
280. dx = or
cosn ax  �


 sin m−1 ax m−1 sinm−2 ax
 − n−1 + m−n dx
�
a(m−n) cos ax cosn ax
sin ax 1 sec ax
281. dx = =
cos2 ax a cos ax a
� �π
2
sin ax 1 1 ax �
282. dx = − sin ax + log tan +
� cos ax a a 4 2
cos ax 1 csc ax
283. dx = − =−
� sin2 ax a sin ax a
dx 1
284. = log tan ax
� (sin ax) (cos ax) a
dx 1� ax �
285. 2
= sec ax + log tan
� (sin ax) (cos ax) a 2�
dx 1 dx
286. = +
� (sin ax) (cosn ax) a(n − 1) cosn−1 ax (sin ax) (cosn−2 ax)
dx 1 1 �π ax �
287. 2
= − csc ax + log tan +
(sin ax) (cos ax) a a 4 2
�
dx 2
288. = − cot 2ax
(sin2 ax) (cos2 ax)  a
1

 −
 a(m−1) (sinm−1 � ax) (cosn−1 ax)

 dx
� 
 + m+n−2
dx m−1 m−2
289. = (sin ax) (cosn ax)
sinm ax cosn ax   or

 �

 1 m+n−2 dx
 +
� a(n−1) sin m−1 ax cosn−1 ax n−1
sinm ax cosn−2 ax
1
290. sin(a + bx) dx = − cos(a + bx)
� b
1
291. cos(a + bx) dx = sin(a + bx)
� b
dx 1 �π ax �
292. = ∓ tan ∓
� 1 ± sin ax a 4 2
dx 1 ax
293. = tan
� 1 + cos ax a 2
dx 1 ax
294. = − cot
1 − cos ax a 2
 a tan x +b
2

 √ tan−1 √ 2 2 2
� 
 2
a −b 2 a −b
dx or
295. = √
a + b sin x   a tan 2x +b− b2 −a 2

 √ 1 log √
2
b −a 2 x
a tan 2 +b+ b2 −a 2
 √
 a 2 −b2 tan 2x
�  √ 22 2 tan−1

 a+b
dx  a −b
296. = or �√ �
a + b cos x   b2 −a 2 tan 2x +a+b

 √ 21 2 log √ 2 2

b −a b −a tan 2x −a−b
 � √ �
 1 b− b2 +c2 −a 2 +(a−c) tan 2x


 √ log √ x
(if a 2 < b2 + c2 , a =
� c),
� 
 b2 +c2 −a 2 b+ 2 2
� b +c −a +(a−c)
2
� tan 2
dx x
297. = √ 2 −1 b+(a−c) tan 2
(if a 2 > b2 + c2 ),
a + b sin x + c cos x   a 2 −b2 −c2 tan √
a 2 −b 2 −c2

 � �

 1 a−(b+c) cos x−(b−c) sin x
Appendices

a a−(b−c) cos x+(b+c) sin x (if a 2 = b2 + c2 , a =� c).

� 2
� �� �
sin x dx 1 a+b a x
298. = tan−1 tan x − , (ab > 0, or |a| > |b|)
� a + b cos2 x b a � a + b� b
dx 1 b tan x
299. = tan−1
a 2 cos2 x + b2 sin2 x �ab a�
�
cos2 cx a 2 + b2 −1 a 2 + b2 tan cx x
300. 2
dx = 2c
tan − 2
�
2 2
a + b sin cx ab a b
sin cx cos cx 1
301. dx = log(a cos2 cx + b sin2 cx)
a cos2 cx + b sin2 cx 2c(b − a)
 A-32 Integration

� �
cos cx dx
dx =
302. a cos cx + b sin cx a + b tan cx
= c(a 21+b2 ) [acx + b log(a cos cx + b sin cx)]
� �
sin cx dx 1
303. dx = = [acx − b log(a sin cx + b cos cx)]
a sin cx + b cos cx a + b cot cx c(a 2 + b2 ) �


 1 c tan x + b − b2 − ac

 � log � (b2 > ac)

 2 b2 − ac c tan x + b + b2 − ac



 or
� 

dx 1 c tan x + b
304. = � tan−1 � (b2 < ac)
a cos2 x + 2b cos x sin x + c sin2 x  
 ac − b 2 ac − b2



 or



 1
 − (b2 = ac)
� c tan x + b
sin ax 1 � π ax �
305. dx = ±x + tan ∓
� 1 ± sin ax a 4 2
dx 1 �π ax � 1 ax
306. = tan ∓ + log tan
� (sin ax) (1 ± sin ax) a 4 2 a 2
dx 1 �π ax � 1 � ax �
3 π
307. 2
= − tan − − tan −
� (1 + sin ax) 2a 4 2 6a 4 2
dx 1 �π ax � 1 � ax �
3 π
308. = cot − + cot −
� (1 − sin ax) 2 2a 4 2 6a 4 2
sin ax 1 �π ax � 1 � ax �
3 π
309. dx = − tan − + tan −
� (1 + sin ax) 2 2a 4 2 6a 4 2
sin ax 1 �π ax � 1 � ax �
3 π
310. dx = − cot − + cot −
� (1 − sin ax) 2 �2a 4 2 6a 4 2
sin x dx x a dx
311. = −
� a + b sin x b b a + b sin x �
dx 1 x b dx
312. = log tan −
� (sin x) (a + b sin x) a 2 a a + b sin�x
dx b cos x a dx
313. = 2 + 2
� (a + b sin x) 2 (a − b2 ) (a + b sin x) a − b2 � a + b sin x
sin xdx a cos x h dx
314. = 2 +
(a + b sin x) 2 (b − a 2 )(a + b sin x)� b2 − a 2 a + b sin x
�
dx 1 a 2 + b2 tan cx
315. = � tan−1
a 2 + b2 sin2 cx ac a + b2 2 a
 √
 1 a 2 −b2 tan cx
� 
 √ tan −1
a , (a 2 > b2 )
dx  ac a 2 −b2
316. = or √
a 2 − b2 sin2 cx  
 2 2
 √1 log √b −a tan cx+a , (a 2 < b2 )
2ac 2
b −a 2 2 2
b −a tan cx−a
�
cos ax 1 ax
317. dx = x − tan
� 1 + cos ax a 2
cos ax 1 ax
318. dx = −x − cot
� 1 − cos ax a 2
dx 1 �π ax � 1 ax
319. = log tan + − tan
� (cos ax)(1 + cos ax) a 4 2 a 2
dx 1 �π ax � 1 ax
320. = log tan + − cot
� (cos ax)(1 − cos ax) a 4 2 a 2
dx 1 ax 1 3 ax
321. = tan + tan
� (1 + cos ax) 2 2a 2 6a 2
dx 1 ax 1 3 ax
322. =− cot − cot
� (1 − cos ax) 2 2a 2 6a 2
cos ax 1 ax 1 3 ax
323. dx = tan − tan
� (1 + cos ax) 2 2a 2 6a 2
cos ax 1 ax 1 3 ax
324. dx = cot − cot
� (1 − cos ax) 2 2a� 2 6a 2
Appendices

cos x dx x a dx
325. = −
� a + b cos x b b a + b cos x �
dx 1 �x π� b dx
326. = log tan + −
� (cos x)(a + b cos x) a 2 4 a a� + b cos x
dx b sin x a dx
327. = 2 − 2
� (a + b cos x) 2 (b − a 2 )(a + b cos x) b − a2 � b cos x
a +
cos x a sin x b dx
328. dx = 2 −
� (a + b cos x) 2 (a − b2 )(a + b cos x)� a 2 − b2 � b cos x
a +
dx 2 −1 a+b cx
329. = tan tan
a 2 + b2 − 2ab cos cx c(a 2 − b2 ) a−b 2

K24279_AppendixA.indd 32 4/12/16 7:56 AM

Integration A-33

�
dx 1 a tan cx
330. = � tan−1 �
a 2 + b2 cos2 cx ac a 2 + b2 a 2 + b2
 1 a tan cx
 √ tan −1 √ , (a 2 > b2 )
�  ac a 2 −b2
 a 2 −b2
dx or
331. = √
a 2 − b2 cos2 cx   2 2
 √1
2 2
log a tan cx−√b2 −a 2 , (b2 > a 2 )
� 2ac b −a a tan cx+ b −a
sin ax 1
332. dx = ∓ log(1 ± cos ax)
� 1 ± cos ax a
cos ax 1
333. dx = ± log (1 ± sin ax)
� 1 ± sin ax a
dx 1 1 ax
334. =± + log tan
� (sin ax)(1 ± cos ax) 2a(1 ± cos ax) 2a 2
dx 1 1 �π ax �
335. =∓ + log tan +
� (cos ax)(1 ± sin ax) 2a(1 ± sin ax)
� ax
2a 4 2
dx 1 π�
336. = √ log tan ±
� sin ax ± cos ax a 2
�
2 8
dx 1 π�
337. 2
= tan ax ∓
� (sin ax ± cos ax) 2a 4
dx 1 � ax �
338. = ± log 1 ± tan
� 1 + cos ax ± sin ax a 2
dx 1 b tan cx + a
339. 2
= log
2 2 2
� a cos cx − b sin cx 2abc b tan cx − a
1 x
340. x(sin ax) dx = 2 sin ax − cos ax
a a
�
2 2x a 2 x2 − 2
341. x (sin ax) dx = 2 sin ax − cos ax
a 1 m a3
m
� m−1

 − a x cos ax + a x cos ax dx


� 
 or
� �
342. xm sin ax dx = [ m
]
m−1

 � 2 � 2

cos ax m! xm−2r m! xm−2r −1

 (−1)r +1 (m−2r )! a 2r +1 + sin ax (−1)r (m−2r −1)! a 2r +2
r =0 r =0 � �
Note: [s] means greatest integer ≤ s; Thus [3.5] means 3; [5] = 5, 12 = 0.
�
1 x
343. x(cos ax) dx = 2 cos ax + sin ax
a a
�
2x cos ax a 2 x2 − 2
344. x2 (cos ax) dx = 2
+ sin ax
 xm asin ax a3
m
� m−1

 a − a x sin ax dx


� 
 or
� �
345. xm cos ax dx = [ m
]
m−1

 � 2 � 2

sin ax m! xm−2r m! xm−2r −1

 (−1)r (m−2r )! a 2r +1 + cos ax (−1)r (m−2r −1)! a 2r +2
r =0 r =0 � �
Note: [s] means greatest integer ≤ s; Thus [3.5] means 3; [5] = 5, 12 = 0.
� r
sin ax � (ax) 2n+1
346. dx = (−1) n
x (2n + 1)(2n + 1)!
n=0
� r
cos ax � (ax) 2n
347. dx = log x + (−1) n
x 2n(2n)!
n=1
�
x2 x sin 2ax cos 2ax
348. x(sin2 ax) dx = − − 2
4 � 4a �8a
� 3 2
x x 1 x cos 2ax
349. x2 (sin2 ax) dx = − − 3 sin 2ax −
6 4a 8a 4a 2
� 2
x x sin 2ax cos 2ax
350. x(cos2 ax) dx = + + 2
Appendices

4 � 4a �8a
� 3 2
2 2 x x 1 x cos 2ax
351. x (cos ax) dx = + − 3 sin 2ax +
6 4a 8a 4a 2
� �
sin ax sin ax a cos ax
352. m
dx = − + dx
� x (m − 1)xm−1 m − 1 � xm−1
cos ax cos ax a sin ax
353. dx = − − dx
� xm (m − 1)xm−1 m− 1 xm−1
x x cos ax 1
354. dx = ∓ + 2 log(1 ± sin ax)
1 ± sin ax a(1 ± sin ax) a
 A-34 Integration


x x ax 2 ax
355. dx = tan + 2 log cos
 1 + cos ax a 2 a 2
x x ax 2 ax
356. dx = − cot + 2 log sin
 1 − cosax a 2 a 2
x + sin x x
357. dx = x tan
 1 + cos x 2
x − sin x x
358. dx = −x cot
1 − cos x 2 √
   ax 
2 sin ax 2 2
359. 1 − cos ax dx = − √ =− cos
a 1 − cos ax √ a 2
   ax 
2 sin ax 2 2
360. 1 + cos ax dx = √ = sin
  a 1 + cos ax a 2
 x x 
361. 1 + sin x dx = ±2 sin − cos ,
2 2
362.  + if (8k − 1) 2 < x ≤ (8k + 3) 2 , otherwise
[use π π
− ; k an integer]
x x
363. 1 − sin x dx = ±2 sin + cos ,
2 2
[use + if (8k − 3) 2 √< x ≤ (8k + 1) π2 , otherwise −; k an integer]
π

dx x
364. √ = ± 2 log tan ,
1 − cos x 4
[use + if 4kπ < x <√(4k + 2)π  , otherwise  −; k an integer]
dx x+π
365. √ = ± 2 log tan ,
1 + cos x 4
[use + if (4k − 1)π √ < x < (4k + 1)π, otherwise −; k an integer]
x
dx π
366. √ = ± 2 log tan − ,
1 − sin x 4 8
[use + if (8k + 1) 2 √< x < (8k+ 5) 2 ,  otherwise −; k an integer]
π π

dx x π
367. √ = ± 2 log tan + ,
1 + sin x 4 8
[use + if (8k − 1) 2 < x < (8k + 3) 2 , otherwise −; k an integer]
π π

1
368. tan2 (ax) dx = tan ax − x
a
 
n tann−1 ax
369. tan (ax) dx = − (tann−2 ax) dx
 a(n − 1)
1
370. cot2 (ax) dx = − cot ax − x
a
 
n cotn−1 ax
371. cot (ax) dx = − − (cotn−2 ax) dx
  a(n − 1)
x x cot ax 1
372. 2
dx = x(csc2 ax) dx = − + 2 log sin ax
 sin ax  a a
x x cos ax
373. dx = x(cscn ax) dx = −
sinn ax a(n − 1) sinn−1 ax

1 (n − 2) x
− n−2
+ n−2
dx
a 2 (n − 1)(n − 2) sin ax (n − 1) sin ax
 
x 1 1
374. dx = x(sec2 ax) dx = x tan ax + 2 log cos ax
 cos2 ax  a a
x n x sin ax
375. dx = x(sec ax) dx =
cosn (ax) a(n − 1) cosn−1 ax

1 n−2 x
− 2 + dx
 a (n − 1)(n − 2) cosn−2 ax n−1 cosn−2 ax
sin ax 1 b cos ax
376.  dx = − sin−1 
1 + b2 sin2 ax ab 2
  1+b  
sin ax 1
377.  dx = − log b cos ax + 1 − b2 sin2 ax
1 − b 2 sin2 ax ab
 
2 cos ax 1 + b2 b cos ax
378. sin(ax) 1 + b2 sin ax dx = − 1 + b2 sin2 ax − sin−1 
Appendices

2a 2ab 2
   2  1+b  
cos ax 1 − b
379. sin(ax) 1 − b2 sin2 ax dx = − 1 − b2 sin2 ax − log b cos ax + 1 − b2 sin2 ax
  2a  2ab
cos ax 1 2 2
380.  dx = log b sin ax + 1 + b sin ax
1 + b2 sin2 ax ab

cos ax 1
381.  dx = sin−1 (b sin ax)
1 − b2 sin2 ax ab

K24279_AppendixA.indd 34 4/12/16 7:56 AM

Integration A-35

  
sin ax
382. cos(ax) 1 + b2 sin2 ax dx = 1 + b2 sin2 ax
2a

1
+ log(b sin ax + 1 + b2 sin2 ax)
  2ab
sin ax 1
383. cos(ax) 1 − b2 sin2 ax dx = 1 − b2 sin2 ax + sin−1 (b sin ax)
2a  2ab

dx ±1 a−b
384.  = √ sin−1 sin cx , (a > |b|)
2
a + b tan cx c a − b a
[use[use + if (2k − 1) 2 < x ≤ (2k + 1) 2 , otherwise −; k an integer]
π π

FORMS INVOLVING INVERSE TRIGONOMETRIC FUNCTIONS

 
−1 −1 1 − a 2 x2
385. sin (ax) dx = x sin ax +
  a
−1 −1 1 − a 2 x2
386. cos (ax) dx = x cos ax −
 a
1  
387. tan−1 (ax) dx = x tan−1 ax − log 1 + a 2 x2
 2a
1  
388. cot−1 (ax) dx = x cot−1 ax + log 1 + a 2 x2
 2a
1   
389. sec−1 (ax) dx = x sec−1 ax − log ax + a 2 x2 − 1
 a
1   
390. csc−1 (ax) dx = x csc−1 ax + log ax + a 2 x2 − 1
 a
x x 
391. sin−1 dx = x sin−1 + a 2 − x2 , (a > 0)
 a a
x x 
392. cos−1 dx = x cos−1 − a 2 − x2 , (a > 0)
 a a
x x a
393. tan−1 dx = x tan−1 − log(a 2 + x2 )
 a a 2
x x a
394. cot−1 dx = x cot−1 + log(a 2 + x2 )
 a a 2
1 
−1 2 2
395. x sin (ax) dx = [(2a x − 1) sin−1 (ax) + ax 1 − a 2 x2 ]
 4a 2
1 
396. x cos−1 (ax) dx = [(2a 2 x2 − 1) cos−1 (ax) − ax 1 − a 2 x2 ]
 4a 2 
xn+1 a xn+1 dx
397. xn sin−1 (ax) dx = sin−1 (ax) −  , (n �= −1)
n+1 n+1 1 − a 2 x2
 n+1  n+1
x a x dx
398. xn cos−1 (ax) dx = cos−1 (ax) +  , (n �= −1)
n+1 n+1 1 − a 2 x2
 2 2
1+a x x
399. x tan−1 (ax) dx = tan−1 ax −
 2a 2 2a

xn+1 a xn+1
400. xn tan−1 (ax) dx = tan−1 ax − dx

n+1 n+1 1 + a 2 x2
1+a x 2 2 x
401. x(cot−1 ax) dx = cot−1 ax +
 2a 2 2a

xn+1 a xn+1
402. xn cot−1 (ax) dx = cot−1 ax + dx
n +1  n + 1 1 + a 2 x2
 −1 2 2 −1
sin (ax) 1− 1−a x sin (ax)
403. dx = a log −
x2 x x
 
cos−1 (ax) dx 1 1 + 1 − a 2 x2
404. 2
= − cos−1 (ax) + alog
x x x

tan−1 (ax) dx 1 −1 a 1 + a 2 x2
405. = − tan (ax) − log
Appendices

 x2 x 2 x2
cot−1 (ax) 1 a x 2
406. dx = − cot−1 ax − log 2 2
x2 x 2 a x +1
 A-36 Integration

 � �

 n n 1 − a 2 x2 n−1


 x(sin −1
ax) + (sin −1
ax) − n(n − 1) (sin−1 ax) n−2 dx

 a



 or


� 
 [n/2]
407. −1 n
(sin ax) dx = � n!

 (−1)r x(sin−1 ax) n−2r

 (n − 2r )!

 r =0

 �

 [n−1/2]
�

 r n! 1 − a 2 x2


 + (−1) (sin−1 ax) n−2r −1
(n − 2r − 1)!a
r =0 � �
Note: [s] means greatest integer ≤ s. Thus [3.5] means 3; [5] = 5, 12 = 0.
 � �

 n n 1 − a 2 x2


 x(cos −1
ax) − (cos−1 ax) n−1 − n(n − 1) (cos−1 ax) n−2 dx

 a



 or


� 
 [n/2]
408. (cos−1 ax) n dx = � n!

 (−1)r x(cos−1 ax) n−2r

 (n − 2r )!

 r =0

 �

 [n−1/2]
� 2 2

 r n! 1 − a x


 × (−1) (cos−1 ax) n−2r −1
(n − 2r − 1)!a
r =0
�
x2 1 �
409. x sec−1 ax dx = sec−1 ax − 2 a 2 x2 − 1
2 2a
� �
xn+1 1 xn dx
410. xn sec−1 ax dx = sec−1 ax − �
n+1 n+1 a 2 x2 − 1
� �
sec−1 ax sec−1 ax a 2 x2 − 1
411. dx = − +
� x2 x x
−1 x 2
−1 1 � 2 2
412. x csc ax dx = csc ax + 2 a x − 1
2 2a
� n+1 �
n −1 x −1 1 xn dx
413. x csc ax dx = csc ax + �
n+1 n+1 a 2 x2 − 1
� �
csc−1 ax csc−1 ax a 2 x2 − 1
414. dx = − −
x2 x x

FORMS INVOLVING TRIGONOMETRIC SUBSTITUTIONS

� � � � �
2z dz x�
415. f (sin x) dx = 2 f 2 2
, z = tan
� 1 + z � 1 + z 2
� � �
1−z 2 dz x�
416. f (cos x) dx = 2 f , z = tan
1 + z2 1 + z2 2
� �
du
417. f (sin x) dx = f (u) � , (u = sin x)
� � 1 − u2
du
418. f (cos x) dx = − f (u) � , (u = cos x)
� � 1 − u2
� � � du
419. f (sin x, cos x) dx = f u, 1 − u2 � , (u = sin x)
� 1 − u2
�
� � �
2z 1−z 2 dz x�
420. f (sin x, cos x) dx = 2 f , , z = tan
1 + z2 1 + z2 1 + z2 2

LOGARITHMIC FORMS
�
Appendices

421. (log x) dx = x log x − x

�
x2 x2
422. x(log x) dx =log x −
2 4
�
x3 x3
423. x2 (log x) dx = log x −
3 9
�
n xn+1 xn+1
424. x (log ax) dx = log ax −
� n + 1 (n + 1) 2
425. (log x) 2 dx = x(log x) 2 − 2x log x + 2x

K24279_AppendixA.indd 36 4/12/16 7:56 AM

Integration A-37

 �
 n n−1
�  x(log x) − n (log x)
 dx, (n �= −1)
426. (log x) n dx = or

 �
 x)r
(−1) n n!x rn=0 (− log r!
� n
(log x) 1
427. dx = (log x) n+1
x n+1
�
dx (log x) 2 (log x) 3
428. = log(log x) + log x + + + ···
� log x 2 · 2! 3 · 3!
dx
429. = log(log x)
� x log x
dx 1
430. =−
x(log x) n (n − 1)(log x) n−1
� �
xm dx xm+1 m+ 1 xm dx
431. n
=− n−1
+
(log x) (n − 1)(log x) n−1 (log x) n−1
� m+1 n �
x (log x) n
432. xm(log x) n dx = − xm(log x) n−1 dx
m+ 1 m+ 1
�
x p+1
433. x p cos(b ln x) dx = [b sin(b ln x) + ( p + 1) cos(b ln x)]
( p + 1) 2 + b2
� p+1
x
434. x p sin(b ln x) dx = [( p + 1) sin(b ln x) − b cos(b ln x)]
� ( p + 1) 2 + b2
ax + b
435. log(ax + b) dx = log(ax + b) − x
� a
log(ax + b) a ax + b
436. dx = log x − log(ax + b)
x2 b � bx �
� � � � � m+1
m 1 m+1 b m+1 1 b m+1 � 1 � ax �r
437. x [log(ax + b)] dx = x − − log(ax + b) − − −
m+ 1 a m+ 1 a r b
� r =1
log(ax + b) 1 log(ax + b) 1 � a �m−1 ax + b
438. dx = − + − log
xm m− 1 xm−1 m− 1 b x
� � m−2
� � � r
1 a m−1 1 b
+ − − , (m > 2)
m− 1 b r ax
� � � r =1
x+a
439. log dx = (x + a) log(x + a) − (x − a) log(x − a)
x−a
� � �
x+a xm+1 − (−a) m+1 xm+1 − a m+1
440. xm log dx = log(x + a) − log(x − a)
x−a m+ 1 m+ 1
� �
m+1
2 � x �m−2r +2
2a m+1 � 1
+
m+ 1 m − 2r + 2 a
r =1 � �
Note: In the sum, [s] means greatest integer ≤ s; Thus [3.5] means 3; [5] = 5, 12 = 0.
� � �
1 x+a 1 x−a 1 x2 − a 2
441. 2
log dx = log − log
x x−a x x+a a x2
� n+1 � n+2 � n+1
x 2c x b x
442. xn (log(a + bx + cx2 ) dx = log X − dx − dx
� n + 1 n + 1 X n + 1 X
2 2 2 2 −1 x
443. log(x + a ) dx = x log(x + a ) − 2x + 2a tan
� a
x+a
444. log(x2 − a 2 ) dx = x log(x2 − a 2 ) − 2x + a log
� x−a
1 2 1
445. x log(x ± a ) dx = (x ± a ) log(x ± a ) − x2
2 2 2 2 2
� 2 2
� � �
446. log(x + x2 ± a 2 ) dx = x log(x + x2 ± a 2 ) − x2 ± a 2
� � � �
� x2 a2 � x x2 ± a 2
447. 2
x log(x + x ± a ) dx = 2 ± log(x + x2 ± a 2 ) −
2 4 4
� �
Appendices

� x m+1 � 1 xm+1
448. xm log(x + x2 ± a 2 ) dx = log(x + x2 ± a 2 ) − � dx
m+ 1 m+ 1 x2 ± a 2
� � � �
log(x + x2 + a 2 ) log(x + x2 + a 2 ) 1 a + x2 + a 2
449. 2
dx = − − log
x
� �x a x
�
log(x + x2 − a 2 ) log(x + x2 − a 2 ) 1 x
450. dx = − + sec−1
x2 x |a| a
 A-38 Integration

EXPONENTIAL FORMS
�
451. e x dx = e x
�
452. e−x dx = −e−x
�
eax
453. eax dx =
� a
ax eax
454. x e dx = 2 (ax − 1)
� a �
xmeax m
455. xmeax dx = − xm−1 eax dx
a a
�
eax dx ax a 2 x2 a 3 + x3
456. = log x + + + + ···
� x 1! 2 · 2! 3� · 3!
eax 1 eax a eax
457. dx = − + dx
� xm m − 1 xm−1 m�− 1 xm−1
ax
e log x 1 e ax
458. eax log x dx = − dx
� a a x
dx e x
459. = x − log(1 + e x ) = log
� 1 + ex 1 + ex
dx x 1
460. = − log(a + be px )
a + be px a ap � � �
�
dx 1 −1 mx a
461. = √ tan e , (a > 0, b > 0)
aemx + be−mx m ab b
√ mx √

 1 ae − b

 √ log √ √ (a > 0, b > 0)
� 
 2m ab aemx + b
dx
462. = or
aemx − be−mx 
 �� �

 −1 a mx
 √ tanh−1
 e (ab > 0)
m ab b
� x + a −x
a
463. (a x − a −x ) dx =
� log a
eax 1
464. dx = log(b + ceax )
� b + ceax ac
xe ax eax
465. 2
dx = 2
� (1 + ax) a (1 + ax)
2 1 2
466. x e−x dx = − e−x
� 2
eax [a sin(bx) − b cos(bx)]
467. eax sin(bx) dx =
� a 2 + b2
ax eax [(b − c) sin(b − c)x + a cos(b − c)x] eax [(b + c) sin(b + c)x + a cos(b + c)x]
468. e sin(bx) sin(cx) dx = 2 + (b − c) 2 ]
−
 ax 2[a 2[a 2 + (b + c) 2 ]
 e [a sin(b − c)x − (b − c) cos(b − c)x] eax [a sin(b + c)x − (b + c) cos(b + c)x]

 +

 2[a 2 + (b − c) 2 ] 2[a 2 + (b + c) 2 ]


� 
 or

ax
469. eax sin(bx) cos(cx) dx = e [(a sin bx − b cos bx) cos(cx − α) − c(sin bx) sin(cx − α)]

 ρ





 �


where ρ = (a 2 + b2 − c2 ) 2 + 4a 2 c2 , ρ cos α = a 2 + b2 − c2 , ρ sin α = 2ac
�
eax cos c eax [a cos(2bx + c) + 2b sin(2bx + c)]
470. eax sin(bx) sin(bx + c) dx = −
� 2a 2(a 2 + 4b2 )
ax eax sin c eax [a sin(2bx + c) − 2b cos(2bx + c)]
471. e sin(bx) cos(bx + c) dx = − +
� 2a 2(a 2 + 4b2 )
e ax
ax
472. e cos(bx) dx = 2 [a cos(bx) + b sin(bx)]
� a + b2
eax [(b − c) sin(b − c)x + a cos(b − c)x]
473. eax cos(bx) cos(cx) dx =
2[a 2 + (b − c) 2 ]
Appendices

eax [(b + c) sin(b + c)x + a cos(b + c)x]

+
� 2[a 2 + (b + c) 2 ]
e ax cos c eax [a cos(2bx + c) + 2b sin(2bx + c)]
474. eax cos(bx) cos(bx + c) dx = +
� 2a 2(a 2 + 4b2 )
ax eax sin c eax [a sin(2bx + c) − 2b cos(2bx + c)]
475. e cos(bx) sin(bx + c) dx = +
� 2a 2(a 2 + 4b2 ) �
� �
ax n 1 ax n−1 2 ax n−2
476. e sin (bx) dx = 2 (a sin bx − nb cos bx)e sin bx + n(n − 1)b e sin bx dx
a + n2 b2

K24279_AppendixA.indd 38 4/12/16 7:56 AM

Integration A-39

� � � �
ax n 1 ax n−1 2 ax n−2
477. e cos (bx) dx = 2 (a cos bx + nb sin bx)e cos bx + n(n − 1)b e cos bx dx
a + n2 b2
� � �
1 m m
478. xme x sin x dx = xme x (sin x − cos x) − xm−1 e x sin x dx + xm−1 e x cos x dx
� 2 2 � 2
a sin bx − b cos bx m
479. xmeax sin(bx) dx = xmeax − 2 xm−1 eax (a sin bx − b cos bx) dx
� a 2 + b2 � a +b
2
�
1 m m
480. xme x cos x dx = xme x (sin x + cos x) − xm−1 e x sin x dx − xm−1 e x cos x dx
� 2 2 �2
a cos bx + b sin bx m
481. xmeax cos(bx) dx = xmeax − 2 xm−1 eax (a cos bx + b sin bx) dx
� a 2 + b2 a + b2
482. eax (cosm x)(sinn x) dx
 ax

 e cosm−1 x sinn x[a cos x + (m + n) sin x]



 (m
� + n) 2 + a 2 � ax

 − ax (cosm−1 x)(sinn−1 x) dx + (m−1)(m+n)



na
(m+n) 2 +a 2
e (m+n) 2 +a 2
e (cosm−2 x)(sinn x) dx



 or



 eax cosm x sinn−1 x[a sin x − (m + n) cos x]





 (m
� + n) 2 + a 2 � ax

 ax (cosm−1 x)(sinn−1 x) dx + (n−1)(m+n)

 + (m+n)ma
2 2 e (m+n) 2 +a 2
e (cosm x)(sinn−2 x) dx
 +a
= or


 eax (cosm−1 x)(sinn−1 x)(a sin x cos x + m sin2 x − n cos2 x)




 (m + n) 2 + a 2


 m(m−1) � ax m−2 x)(sinn x) dx + n(n−1) � ax


 + (m+n) 2 +a 2 e (cos (m+n) 2 +a 2 e (cosm x)(sinn−2 x) dx



 or



 eax (cosm−1 x)(sinn−1 x)(a cos x sin x + m sin2 x − n cos2 x)





 (m + n) 2 + a 2
 + m(m−1) � eax (cosm−2 x)(sinn−2 x) dx + (n−m)(n+m−1) � eax (cosm x)(sinn−2 x) dx

� (m+n) 2 +a 2 (m+n) 2 +a 2
xeax eax
483. ax
xe sin(bx) dx = 2 2
(a sin bx − b cos bx) − 2 [(a 2 − b2 ) sin bx − 2ab cos bx]
� a + b (a + b2 ) 2
xeax eax
484. xeax cos(bx) dx = 2 (a cos bx − b sin bx) − 2 [(a 2 − b2 ) cos bx − 2ab sin bx]
a + b2 (a + b2 ) 2
� �
eax eax [a sin x + (n − 2) cos x] a 2 + (n − 2) 2 eax
485. dx = − + dx
sinn x (n − 1)(n − 2) sin n−1
x (n − 1)(n − 2) sinn−2 x
� ax ax 2 2 � ax
e e [a cos x − (n − 2) sin x] a + (n − 2) e
486. dx = − + dx
cosn x (n − 1)(n − 2) cosn−1 x (n − 1)(n − 2) cosn−2 x
� n−1 � �
tan x a
487. eax tann x dx = eax − eax tann−1 x dx − eax tann−2 x dx
n−1 n−1

HYPERBOLIC FORMS
�
488. sinh x dx = cosh x
�
489. cosh x dx = sinh x
�
490. tanh x dx = log cosh x
�
491. coth x dx = log sinh x
�
492. sech x dx = tan−1 (sinh x)
� � x�
493. csch x dx = log tanh
� 2
494. x sinh x dx = x cosh x − sinh x
Appendices

� �
495. xn sinh x dx = xn cosh x − n xn−1 (cosh x) dx
�
496. x cosh x dx = x sinh x − cosh x
� �
497. xn cosh x dx − xn sinh x − n xn−1 (sinh x) dx
�
498. sech x tanh x dx = − sech x
�
499. csch x coth x dx = − csch x
 A-40 Integration

�
sinh 2x x
500. sinh2 x dx = −
4 2 �
1 n−1
�


 (sinhm+1 x)(coshn−1 x) + (sinhm x)(coshn−2 x) dx
 m+ n m+ n
501. (sinhm x)(coshn x) dx = or �

 1 m− 1

 sinhm−1 x coshn+1 x − (sinhm−2 x)(coshn x) dx, (m + n �= 0)
 m + n m + n �
 1 m+ n− 2 dx

 − m−1 n−1
− m−2
, (m �= 1)
�
dx

 (m − n)(sinh x)(cosh x) m− 1 (sinh x)(coshn x)
502. or
(sinhm x)(coshn x) 
 1 m+ n− 2
�
dx


 m−1 n−1
+ m n−2
, (n �= 1)
(n − 1) sinh x cosh x n−1 (sinh x)(cosh x)
�
503. tanh2 x dx = x − tanh x
� �
tanhn−1 x
504. tanhn x dx = − + (tanhn−2 x) dx, (n �= 1)
� n−1
505. sech2 x dx = tanh x
�
sinh 2x x
506. cosh2 x dx = +
� 4 2
507. coth2 x dx = x − coth x
� �
cothn−1 x
508. cothn x dx = − + cothn−2 x dx, (n �= 1)
� n−1
509. csch2 x dx = − ctnh x
�
sinh(m + n)x sinh(m − n)x
510. sinh(mx) sinh(nx) dx = − , (m2 �= n2 )
� 2(m + n) 2(m − n)
sinh(m + n)x sinh(m − n)x
511. cosh(mx) cosh(nx) dx = + , (m2 �= n2 )
� 2(m + n) 2(m − n)
cosh(m + n)x cosh(m − n)x
512. sinh(mx) cosh(nx) dx = + , (m2 �= n2 )
� 2(m + n) 2(m − n)
x x �
513. sinh−1 dx = x sinh−1 − x2 + a 2 , (a > 0)
a � a �
� 2 2 �
x x a x x
514. x sinh−1 dx = + sinh−1 − x2 + a 2 , (a > 0)
a 2 4 a 4
� � � �
xn+1 1 xn+1
515. xn sinh−1 x dx = sinh−1 x − 1
dx, (n �= −1)
n+1 n+1 2
 � � (1 + x ) 2 �
 −1 x 2 2 −1 x
�  x cosh a − x − a , cosh a > 0

−1 x
516. cosh dx = or � �
a 
 �
 x cosh−1 x + x2 − a 2 , cosh−1 x < 0 , (a > 0)
a a
�
x 2x2 − a 2 x x 1
517. x cosh−1 dx = cosh−1 − (x2 − a 2 ) 2
a 4 a 4
� �
xn+1 1 xn+1
518. xn (cosh−1 x) dx = cosh−1 x − 1
dx, (n �= −1)
n+1 n+1 2
(x − 1) 2
� �� � �
x x a � x�
519. tanh−1 dx = x tanh−1 + log(a 2 − x2 ), � �<1
� a a 2 a
x x a �� x � �
� �
520. coth−1 dx = x coth−1 + log(x2 − a 2 ), � �>1
a a 2 a
� �� x � �
x x2 − a 2 x ax � �
521. x tanh−1 dx = tanh−1 + , � �<1
a 2 a 2 a
� �
xn+1 1 xn+1
522. xn tanh−1 x dx = tanh−1 x − dx, (n �= −1)
�
n+1 n+1 1 − x2
x 2
x −a 2 x ax � x � �� � �
x coth−1 dx = coth−1 +
Appendices

523. , � �>1
a 2 a 2 a
� n+1 �
x 1 xn+1
524. xn coth−1 x dx = coth−1 x + dx, (n �= −1)
� n+1 n+1 x2 − 1
525. sech−1 x dx = x sech−1 x + sin−1 x
�
x2 1�
526. x sech−1 x dx =
sech−1 x − 1 − x2
2 2
� n+1 �
x 1 xn
527. xn sech−1 x dx = sech−1 x + � dx, (n �= −1)
n+1 n+1 1 − x2

K24279_AppendixA.indd 40 4/12/16 7:56 AM

Integration A-41

�
x
528. csch−1 x dx = x csch−1 x + sinh−1 x
|x|
�
x2 1 x �
529. x csch−1 x dx = csch−1 x + 1 + x2
2 2 |x|
� n+1 �
x 1 x xn
530. xn csch−1 x dx = csch−1 x + � , (n �= −1)
n+1 n + 1 |x| x2 + 1 dx

DEFINITE INTEGRALS
� �
1 n
� ∞ � 1� �n−1 ∞
� 1+
1 1 m
531. xn−1 e−x dx = log dx = n = �(n)
0 0 x n 1+
m=1
m
�for∞
n �= 0, −1, −2, −3, . . . (This is the Gamma function)
n −t n!
532. t p dt = , (n = 0, 1, 2, 3, . . . and p > 0)
�0 ∞ (log p) n+1
�(n)
533. t n−1 e−(a+1)t dt = , (n > 0, a > −1)
(a + 1) n
�0 1 � �n
1 �(n + 1)
534. xm log dx = , (m > −1, n > −1)
0 x (m + 1) n+1
535. �(n) is finite if n > 0; �(n + 1) = n�(n)
π
536. �(n) · �(1 − n) =
sin nπ
537. �(n) = (n �− 1)! if n = integer > 0 � �
1 ∞ √ 1
2
538. �( ) = 2 e−t dt = π = 1.7724538509 · · · = − !
2 0 2
√
539. �(n + 12 ) = 1·3·5...(2n−1)
2n π n = 1, 2, 3, . . .
n n√
(−1) 2 π
540. �(−n + 12 ) = 1·3·5...(2n−1) n = 1, 2, 3, . . .
� 1 � ∞
m−1 n−1 xm−1 �(m)�(n)
541. x (1 − x) dx = dx = = B(m, n)
0 0 (1 + x) m+n �(m + n)
(This is the Beta function)
542. B(m, n) = B(n, m) = �(m)�(n) �(m+n) , where m and n are any positive real numbers.
� b
�(m + 1)�(n + 1)
543. (x − a) m(b − x) n dx = (b − a) m+n+1 , (m > −1, n > −1, b > a)
a
� ∞ �(m + n + 2)
dx 1
544. m
= , (m > 1)
1
� ∞ x m − 1
dx
545. p
= π csc pπ, (0 < p < 1)
�0 ∞ (1 + x)x
dx
546. = −π cot pπ, (0 < p < 1)
0 (1 − x)x p
� ∞ p−1
x dx π
547. = = B( p, 1 − p) = �( p)�(1 − p), (0 < p < 1)
0 (1 + x) sin pπ
� ∞ m−1
x dx π
548. = , (0 < m < n)
0 1 + xn n sin mπn  � � � �
a+1
� ∞
xa dx
a+1−bc
m b � b � c − a+1 b
� �
549. b c
=  a > −1, b > 0, m > 0, c > a+1
b
0 (m + x ) b �(c)
� ∞
dx
550. √ =π
0 (1 + x) x
π
� ∞ 
2 (if a > 0),
a dx
551. = 0 (if a = 0),
0 a 2 + x2 
 π
− 2 (if a < 0)
� a �
1 a 2
552. (a 2 − x2 ) n/2 dx = (a − x2 ) n/2 dx
Appendices

0 2 −a
1 · 3 · 5...n π
= · a n+1 (n odd, a > 0)
2 · 4 · 6 . . . (n + 1)�2 �

 12 a m+n+1 B m+1
 2 , 2
n+2
(a > 0, m > −1, n > −2)
� a 

m 2 2 n/2 or
553. x (a − x ) dx = � � � �
0 
 � m+1 � n+2
 1 a m+n+1
2
 � �2 (a > 0, m > −1, n > −2)
2 � m+n+3
2
 A-42 Integration

� π/2



 (cosn x) dx

 0

 1 · 3 · 5 · 7 . . . (n − 1) π


� π/2  2 · 4 · 6 · 8 . . . (n) 2 , (n an even integer, n > 0),

554. sinn x dx = 1 · 3 · 5 · 7 . . . (n − 1)
0 

 , (n an odd integer),
 2·4�
 · 6 · 8�. . . (n)

 √ n+1

 π � 2

 � � (n > −1)

2 � 2n + 1
� ∞
sin mx dx π π
555. = ; if m > 0; 0, if m = 0; − , if m < 0
0
� ∞ x 2 2
cos x dx
556. =∞
�0 ∞ x
tan x dx π
557. =
�0 x 2 �
π π
558. sin ax · sin bx dx = cos ax · cos bx dx = 0, (a �= b; a, b integers)
�0 π/a 0 � π
559. sin(ax) cos(ax) dx = sin(ax) cos(ax) dx = 0
0 0
� π  2a if a − b is odd
560. sin(ax) cos(bx) dx = a 2 − b2
0 
0 if a − b is even

� ∞ 
 0 if m < −1 or m > 1
sin x cos mx
561. dx = π4 if m = ±1
0 x 
π
2 if m2 < 1
� ∞
sin ax sin bx πa
562. dx = , (a ≤ b)
�0 π x2 � π 2
π
563. sin2 mx dx = cos2 mx dx = (m is a non-zero integer)
2
�0 ∞ 2
0
sin ( px) π | p|
564. dx =
�0 ∞ x2 2
sin x π
565. p
dx = , (0 < p < 1)
�0 ∞ x 2�( p) sin( pπ/2)
cos x π
566. p
dx = , (0 < p < 1)
�0 ∞ x 2�( p) cos( pπ/2)
1 − cos px π | p|
567. dx =
0 x2 2
� ∞ 0 q > p > 0

sin px cos qx
568. dx = π2 p > q > 0
0 x 
π
4 p=q>0
� ∞
cos(mx) π −|ma|
569. 2 2
dx = e
2 |a|
�0 ∞ x + a � ∞ �
1 π
570. cos(x2 ) dx = sin(x2 ) dx =
�0 ∞ 0 2 2
n 1 π
571. sin ax dx = �(1/n) sin , (n > 1)
�0 ∞ na 1/n 2n
1 π
572. cos axn dx = 1/n
�(1/n) cos , (n > 1)
�0 ∞ � na∞
� 2n
sin x cos x π
573. √ dx = √ dx =
0 x 0 x 2
� ∞
sin3 x π
574. dx =
x 4
�0 ∞ 3
sin x 3
575. dx = log 3
x2 4
�0 ∞ 3
sin x 3π
Appendices

576. dx =
0 x3 8
� ∞
sin4 x π
577. dx =
x4 3
�0 π/2
dx cos−1 a
578. = � , (|a| < 1)
0 1 + a cos x 1 − a2
� π
dx π
579. = � , (a > b ≥ 0)
0 a + b cos x a 2 − b2
� 2π
dx 2π
580. = � , (a 2 < 1)
0 1 + a cos x 1 − a2

K24279_AppendixA.indd 42 4/12/16 7:56 AM

Integration A-43

� ∞
� �
cos ax − cos bx �b�
581. dx = log �� ��
0 x a
� π/2
dx π
582. =
0 a 2 sin2 x + b2 cos2 x 2|ab|
� π/2
dx π(a 2 + b2 )
583. 2
= , (a, b > 0)
0 2
(a sin x + b cos x) 2 2 2 4a 3 b3
� π/2 � �
1 n m
584. sinn−1 x cosm−1 x dx = B , , (if m and n are positive integers)
0 2 2 2
� π/2
2 · 4 · 6 . . . (2n)
585. (sin2n+1 θ ) dθ = , (n = 1, 2, 3, . . .)
0 1 · 3 · 5 . . . (2n + 1)
� π/2 �π �
1 · 3 · 5 . . . (2n − 1)
586. (sin2n θ ) dθ = , (n = 1, 2, 3, . . .)
2 · 4 . . . (2n) 2
�0 π/2 � �
x 1 1 1 1
587. dx = 2 − 2 + 2 − 2 + ···
0 sin x 12 3 5 7
� π/2
dx π
588. =
0 1 + tanm x 4
� π/2 √ 3
(2π) 2
589. cos θ dθ = � �2
0
�( 14 )
� π/2
π
590. (tanh θ) dθ = � �, (0 < h < 1)
0 2 cos hπ 2
� ∞ −1 −1
tan (ax) − tan (bx) π a
591. dx = log , (a, b > 0)
�0 ∞ x 2 b
1
592. e−ax dx = , (a > 0)
0 a
� ∞ −ax −bx
e −e b
593. dx = log , (a, b > 0)
0 x a
 �(n+1)
� ∞  a n+1
 (if n > −1 and a > 0)
594. xn e−ax dx = or
0 
 n!
a n+1
(if a > 0 and n is a positive integer)
� �
� ∞ � n+1 p
n p
595. x exp(−ax ) dx = , (n > −1, p > 0, a > 0)
�0 ∞ pa k � �
2 2 1 √ 1 1
596. e−a x dx = π= � , (a > 0)
�0 ∞ 2a 2a 2
2 1
597. xe−x dx =
�0 ∞ 2√
2 π
598. x2 e−x dx =
0 4 �
� ∞
2 1 · 3 · 5 . . . (2n − 1) π
599. x2n e−ax dx = (a > 0, n > − 12 )
�0 ∞ 2n+1 a n a
2 n!
600. x2n+1 e−ax dx = , (a > 0, n > −1)
0 � � 2a n+1
� ∞ 2 √
−x2 − a 2 e−2a π
601. e x
dx = , (a ≥ 0)
�0 ∞ � 2
√ 1 π
602. e−nx x dx = (n > 0)
0 � 2n n
� ∞ −nx
e π
603. √ dx = (n > 0)
0
� ∞ x n
a
604. e−ax cos mx dx = 2 , (a > 0)
�0 ∞ a + m2
m
605. e−ax sin mx dx = 2 , (a > 0)
�0 ∞ a + m2
2ab
Appendices

606. xe−ax sin(bx) dx = 2 , (a > 0)

0 (a + b2 ) 2
� ∞ 2 2
a −b
607. xe−ax cos(bx) dx = 2 , (a > 0)
0 (a + b2 ) 2
� ∞ n+1
n![(a + ib) − (a − ib) n+1 ]
608. xn e−ax sin(bx) dx = , (i 2 = −1, a > 0)
2i(a + b2 ) n+1
2
�0 ∞
n![(a − ib) n+1 + (a + ib) n+1 ]
609. xn e−ax cos(bx) dx = , (i 2 = −1, a > 0, n > −1)
�0 ∞ −ax 2(a 2 + b2 ) n+1
e sin x
610. dx = cot−1 a, (a > 0)
0 x
 A-44 Integration

 √  
∞
2 x2 π b2
611. e−a cos bx dx = exp − , (ab �= 0)
0 2|a| 4a 2
 ∞  
612. e−t cos φ t b−1 sin(t sin φ) dt − �(b) sin(bφ), b > 0, − π2 < φ < π
2
0 ∞  
613. e−t cos φ t b−1 cos(t sin φ) dt − �(b) cos(bφ), b > 0, − π2 < φ < π
2
0
∞  
bπ
614. t b−1 cos t dt = �(b) cos , (0 < b < 1)
0
 ∞ 2 
bπ
615. t b−1 (sin t) dt = �(b) sin , (0 < b < 1)
0 2
 1
616. (log x) n dx = (−1) n n! (n > −1)
0
 1  1 √
1 2 π
617. log dx =
0 x 2
 1 
1 n
618. log dx = n!
x
0 1
3
619. x log(1 − x) dx = −
0 4
 1
1
620. x log(1 + x) dx =
0 4
 1
(−1) n n!
621. xm(log x) n dx = , (m > −1, n = 0, 1, 2, . . .)
0 (m + 1) n+1
If n �= 0, 1, 2, . . . replace n! by �(n + 1).
 1
log x π2
622. dx = −
1+x 12
0 1
log x π2
623. dx = −
1−x 6
0 1
log(1 + x) π2
624. dx =
x 12
0 1
log(1 − x) π2
625. dx = −
x 6
0 1
log x π2
626. dx = −
1 −x2 8
0 1 
1 + x dx π2
627. log =
1−x x 4
0 1
log x dx π
628.  = − log 2
0 1 − x2 2
 1   n
1 �(n + 1)
629. xm log dx = , (if m + 1 > 0 and n + 1 > 0)
0 x (m + 1) n+1
 1 p q  
(x − x ) dx p+1
630. = log , ( p + 1 > 0, q + 1 > 0)
0 log x q+1
 ∞  x  2
e +1 π
631. log dx =
0 ex − 1 4
 π/2  π/2
π
632. log(sin x) dx = log cos x dx = − log 2
0 0 2
 π/2  π/2
π
633. log(sec x) dx = log csc x dx = log 2
2
0 π 0
2
π
634. x log(sin x) dx = − log 2
2
0 π/2
635. sin x log(sin x) dx = log 2 − 1
0 π/2
636. log tan x dx = 0
Appendices

0   
 π
a + a 2 − b2
637. log(a ± b cos x) dx = π log , (a ≥ b)
0 2
 π 
2π log a a ≥b>0
638. log(a 2 − 2ab cos x + b2 ) dx =
0 2π log b b≥a >0
 ∞
sin ax π aπ
639. dx = tanh
0 ∞ sinh bx 2|b| 2b
cos ax π aπ
640. dx = sech
0 cosh bx 2|b| 2b

K24279_AppendixA.indd 44 4/12/16 7:56 AM

 � ∞ dx π
641. =
cosh ax 2|a|
�0 ∞ x dx π2
642. = (a > 0)
�0 ∞ sinh ax 4a 2
a
643. e−ax cosh bx dx = , (0 ≤ |b| < a)
�0 ∞ a 2 − b2
b
644. e−ax sinh bx dx = 2 , (0 ≤ |b| < a)
�0 ∞ a − b2
sinh ax π aπ 1
645. bx
dx = csc − (b > 0)
�0 ∞ e + 1 2b b 2a
sinh ax 1 π aπ
646. dx = − cot (b > 0)
0 ebx − 1 2a 2b� b �
� π/2 � �2 � � � �
dx π 1 2 1·3 2 4 1·3·5 2 6
647. � = 1+ k + k + k + ··· , if k2 < 1
0 1 − k2 sin2 x 2 2 2·4 2·4·6
� π/2 � � � �2 � �2 4 � � 6 �
2 π 1 2 1·3 k 1·3·5 k
648. 2
1 − k sin x dx = 1− k − − − ··· , if k2 < 1
0 2 2 2·4 3 2·4·6 5
� ∞
649. e−x log x dx = −γ = −0.5772157 . . .
�0 ∞ √
2 π
650. e−x log x dx = − (γ + 2 log 2)
0
� ∞� � 4
1 1
651. − e−x dx = γ = 0.5772157 . . . [Euler’s Constant]
0
� ∞ � 1 − e −x x �
1 1
652. − e−x dx = γ = 0.5772157 . . .
0 x 1+x

5.4 DIFFERENTIAL EQUATIONS

5.4.1 Linear Differential Equations

Any linear differential equation may be written in the form p( D) y = R(x) or
bn (x) y(n) + bn−1 (x) y(n−1) + · · · + b1 (x) y� + b0 (x) y = R(x) (21)
where
d dn
• D is the differential operation: D = dx (Powers of D denote repeated differentiation: Dn = dxn )
• p( D) is a polynomial in D (whose coefficients may depend on x)
• y is the dependent variable
• x is the independent variable
• R(x) is an arbitrary function of x
For such an equation, the general solution may be written in the form y = yc + yp where yp is any particular solution, and yc is called the
complementary function. These functions satisfy p( D) yh = 0 and p( D) yp = R(x).
dy
Note that equation (21) can be written in the form = A(x)y + r(x) where
dx
     
y 0 1 0 ... 0 0
 y�   0 0 1 0  0
     
 y��   . .   
..  , r(x) =  ..  .
y=  .  , A(x) =  .. ..
  .   . 
 .     
 .   0 0 0 1  0
(n−1) b0 b1 b2 bn−1 R
y − bn − bn − bn . . . − bn bn

5.4.2 Second Order Linear Constant Coefficient Equation

Consider ay�� + by� + cy = 0, where a, b, and c are real constants. Let m1 and m2 be the roots of am2 + bm + c = 0. There are three forms of the
solution:
Appendices

1. If m1 and m2 are real and distinct, then

y(x) = c1 em1 x + c2 em2 x
2. If m1 and m2 are real and equal, then
y(x) = c1 em1 x + c2 xem1 x
�
b 4ac − b2
3. If m1 = p + iq and m2 = p − iq (with p = − and q = ), then
2a 2a
y(x) = e px (c1 cos qx + c2 sin qx)

A-45
 A-46 Differential Equations

Consider ay�� + by� + cy = R(x), where a, b, and c are real constants. Let m1 and m2 be as above.

1. If m1 and m2 are real and distinct, then

 x  x
em1 x em2 x
y(x) = C1 em1 x + C2 em2 x + e−m1 z R(z) dz + e−m2 z R(z) dz
m1 − m2 m2 − m1
2. If m1 and m2 are real and equal, then
 x  x
y(x) = C1 em1 x + C2 xem1 x + xem1 x e−m1 z R(z) dz − em1 x ze−m1 z R(z) dz

3. If m1 = p + iq and m2 = p − iq, then

 x  x
sin qx cos qx
y(x) = e px (c1 cos qx + c2 sin qx) + e px e− pz R(z) cos qz dz − e px e− pz R(z) sin qz dz
q q

5.4.3 Homogeneous Solutions of Higher Order Constant Coefficient Equations

For the special case of a linear differential equation with constant coefficients (i.e., the {bi } in Equation (21) are constants), the procedure for finding
the homogeneous solution is as follows:

1. Factor the polynomial p( D) into real and complex linear factors, just as if D were a variable instead of an operator.
2. For each non-repeated linear factor of the form ( D − a), where a is real, write a term of the form ceax , where c is an arbitrary constant.
3. For each repeated real linear factor of the form ( D − a) m, write the following sum of m terms

c1 eax + c2 xeax + c3 x2 eax + · · · + cm xm−1 eax

where the ci ’s are arbitrary constants.
4. For each non-repeated complex conjugate pair of factors of the form ( D − a + ib)( D − a − ib), write the following two terms

c1 eax cos bx + c2 eax sin bx.

5. For each repeated complex conjugate pair of factors of the form ( D − a + ib) m( D − a − ib) m, write the following 2m terms

c1 eax cos bx + c2 eax sin bx + c3 xeax cos bx + c4 xeax sin bx + . . .

+ c2m−1 xm−1 eax cos bx + c2m xm−1 eax sin bx. (22)

6. The sum of all the terms thus written is the homogeneous solution.

Example For the linear equation

y(7) − 14y(6) + 81y(5) − 252y(4) + 455y(3) − 474y�� + 263y� − 60y = 0,

p( D) factors as p( D) = ( D − 1) 3 ( D − (2 + i))( D − (2 − i))( D − 3)( D − 4). The roots are thus {1, 1, 1, 2 + i, 2 − i, 3, 4}. Hence, the homogeneous
solution has the form
 
yh (x) = c0 + c1 x + c2 x2 e x + (c3 sin x + c4 cos x) e2x + c5 e3x + c6 e4x

where {c0 , . . . , c6 } are arbitrary constants.

5.4.4 Particular Solutions
The following are solutions for some specific ordinary differential equations. These assume that P(x) is a polynomial of degree n and {a, b, p, q, r, s}
are constants. If you wish to replace “sin” with “cos” in R(x), then use the given result but replace “sin” by “cos,” and replace “cos” by “− sin.”

1. Particular solutions to y� − ay = R(x)

(a) If R(x) = er x , y = er x /(r − a)
a sin sx + s cos sx  −1/2  s
2 2
(b) If R(x) = sin sx, y=− 2 2
=− a +s sin sx + tan−1
a +s  a
1 P � (x) P �� (x) P (n) (x)
(c) If R(x) = P(x), y=− P(x) + + + · · · +
a a a2 an
(d) If R(x) = er x sin sx, Replace a by (a − r ) in formula (1b) and multiply solution by er x
(e) If R(x) = P(x)er x , Replace a by (a − r ) in formula (1c) and multiply solution by er x
Appendices

 a a2 − s2
(f) If R(x) = P(x) sin sx, y = − sin sx 2 2
P(x) + 2 P � (x)
a +s (a + s 2 ) 2
   
a k − 2k a k−2 s 2 + 4k a k−4 s 4 − . . . (k−1) 
+ ··· + 2 2 k
P (x) + . . .
(a + s )
 s 2as
− cos sx 2 P(x) + 2 P � (x)
a + s2 (a + s 2 ) 2
k k−1  
a s − 3k a k−3 s 3 + . . . (k−1) 
+ ··· + 1 2 2 k
P (x) + . . . .
(a + s )
(g) If R(x) = P(x)er x sin sx, Replace a by (a − r ) in formula (1f) and multiply solution by er x

K24279_AppendixA.indd 46 4/12/16 7:56 AM

Differential Equations A-47

(h) If R(x) = eax , y = xeax

(i) If R(x) = eax sin sx, y = −eax cos sx/s
x
(j) If R(x) = P(x)eax ,  y = eax P(z) dz 
ax
e sin sx P (x)� ���
P (x) (5)
P (x)
(k) If R(x) = P(x)eax sin sx, y= − + + . . .
s s s3 s5
 
eax cos sx P �� (x) P (4) (x)
− P(x) − + + . . . .
s s2 s4

2. Particular solutions to y�� − 2ay� + a 2 y = R(x)

(a) If R(x) = er x , y = er x /(r − a) 2 .
 
(a 2 − s 2 ) sin sx + 2as cos sx 1 −1 2as
(b) If R(x) = sin sx, y= = sin sx + tan .
(a 2 + s 2 ) 2 a2 + s2 a2 − s2
 � �� (n) 
1 2P (x) 3P (x) (n + 1) P (x)
(c) If R(x) = P(x), y = 2 P(x) + + + ··· +
a a a2 an
(d) If R(x) = er x sin sx, Replace a by (a − r ) in formula (2a) and multiply solution by er x
(e) If R(x) = P(x)er x , Replace  a by (a − r ) in formula (2b) and multiply solution by e .
rx
2
a −s 2 2
a − 3as 2
(f) If R(x) = P(x) sin sx, y = sin sx P(x) + 2 2 P � (x).
(a 2 + s 2 ) 2 (a + s 2 ) 3
    
a k − 2k a k−2 s 2 + 4k a k−4 s 4 − . . . (k−2)
+ · · · + (k − 1) P (x) + . . .
(a 2 + s 2 ) k

2as 3a 2 s − s 3 �
+ cos sx 2 2 2
P(x) + 2 2 P (x)
(a + s ) (a + s 2 ) 3
k k−1   
a s − 3k a k−3 s 3 + . . . (k−2)
+ · · · + (k − 1) 1 P (x) + . . .
(a 2 + s 2 ) k
(g) If R(x) = P(x)er x sin sx, Replace a by (a − r ) in formula (2e) and multiply solution by er x .
(h) If R(x) = eax , y = x2 eax /2
(i) If R(x) = eax sin sx, −eax sin sx/s 2
y = 
x y
(j) If R(x) = P(x)eax , y = eax P(z) dz dy
 
eax sin sx 3P �� (x) 5P (4) (x)
(k) If R(x) = P(x)eax sin sx, y=− P(x) − + + ...
s2 s2 s4
 
eax cos sx 2P(x) 4P ��� (x) 6P (5) (x)
− − + + . . .
s2 s s3 s5

3. Particular solutions to y�� + qy = R(x)

(a) If R(x) = er x , y = er x /(r 2 + q)
(b) If R(x) = sin sx,  y = sin sx/(q − s 2)
1 P �� (x) P (4) (x) P (2k) (x)
(c) If R(x) = P(x), y= P(x) − + + · · · + (−1) k + ···
q q q 2 qk
2 2 r x r x r x
 
(d) If R(x) = er x sin sx, y = (r −s (r
+q)e sin sx−2r se cos sx
2 −s 2 +q) 2 +(2r s) 2 = √ 2 2e 2 sin sx − tan −1
2
2r s
r −s +q2
(r −s +q) +(2r s) 2
er x  2r 3r 2 − q ��
(e) If R(x) = P(x)er x , y= P(x) − �
P (x) + P (x)
q + r2 q + r2 (q + r 2 ) 2
k k−1 k k−3 
r − 3 r q + . . . (k−1)
+ · · · + (−1) k−1 1 2 k−1
P (x) + . . .
(q + r )
sin sx  3s 2 + q ��
(f) If R(x) = P(x) sin sx, y= P(x) − P (x)
q − s2 (q − s 2 ) 2
2k+1 2k 2k+1 2k−2 
s + 3 s q + . . . (2k)
+ · · · + (−1) k 1 P (x) + . . .
(q − s 2 ) 2k
Appendices

s cos sx  2P � (x) 4s 2 + 4q ���

− − P (x)
q − s 2 (q − s 2 ) (q − s 2 ) 3
2k 2k−2 2k 2k−4 
s + 3 s q + . . . (2k−1)
+ · · · + (−1) k+1 1 2 2k−1
P (x) + . . .
(q − s )
4. Particular solutions to y�� + b2 y = R(x)
(a) If R(x) = sin bx,   y = −x cos bx/2b
P �� (x) P (4) (x)  ��

(b) If R(x) = P(x) sin bx, y= sin bx
(2b) 2
P(x) − (2b) 2
+ (2b) 4
+ ··· − cos bx
2b P(x) − P(2b)(x)2 + · · · dx
 A-48 Differential Equations

5. Particular solutions to y�� + py� + qy = R(x)

(a) If R(x) = er x , y = er x/(r 2 + pr + q)

ps
sin sx−tan−1
(q−s 2 ) sin sx− ps cos sx q−s 2
(b) If R(x) = sin sx, y= (q−s 2 ) 2 +( ps) 2
= √
 (q−s 2 ) 2 +( ps) 2
1 p � p2 − q �� p2 − 2 pq ���
(c) If R(x) = P(x), y= P(x) − P (x) + P (x) − P (x)
q q q2 q2
  n−2   n−4 2 
pn − n−1
1 p q + n−2
2 p q − . . . (n)
+ · · · + (−1) n P (x)
qn
(d) If R(x) = er x sin sx, In (5b): replace p by ( p + 2r ), q by (q + pr + r 2 ), multiply by er x .
(e) If R(x) = P(x)er x , In (5c): replace p by ( p + 2r ), q by (q + pr + r 2 ), multiply by er x .
6. Particular solutions to ( D − a) n y = R(x)
(a) If R(x) = er x ,     y = er x /(r
 − a)
n
(−1) n n
n n−2 2 n n−4 4 n n−1 n n−3 3
(b) If R(x) = sin sx, y= (a 2 +s 2 ) n
a − 2 a s + 4 a s − . . . sin sx + 1 a s+ 3 a s + . . . cos sx
  �    
(−1) n  n P (x) n + 1 P �� (x) n + 2 P ��� (x) 
(c) If R(x) = P(x), y= n
P(x) + + 2
+ 3
+ ...
a 1 a 2 a 3 a
(d) If R(x) = er x sin sx, Replace a by (a − r ) in formula (6b) and multiply solution by er x .
(e) If R(x) = P(x)er x , Replace a by (a − r ) in formula (6c) and multiply solution by er x .

5.4.5 Differential Equation Solution Techniques

Differential equation Solution or solution technique
Autonomous equation
Change dependent variable to u( y) = y� (x)
f ( y(n) , y(n−1) , . . . , y�� , y� , y) = 0
Bernoulli’s equation
Change dependent variable to v(x) = ( y(x)) 1−n
y� + f (x) y = g(x) yn
Bessel’s equation
d2 y dy y = c1 J n (λx) + c2 Yn (λx)
x2 2 + x + (λ2 x2 − n2 ) y = 0
dx dx  α   α 
Transformed Bessel’s equation y = x− p c1 J q/r xr + c2 Yq/r xr where
d2 y dy  2 2r   r r
x2 2 + (2 p + 1)x + α x + β2 y = 0 q = p −β2 2
dx dx
Legendre’s equation
d2 y dy y = c1 Pn (x) + c2 Qn (x)
(1 − x2 ) 2 − 2x + n(n + 1) y = 0
dx dx
Clairaut’s equation
One solution is f (xC − y) = g(C)
f (xy� − y) = g( y� )
Constant coefficient equation
There are solutions of the form y = xkeλx .
a0 y(n) + a1 y(n−1) + · · · + an−1 y� + an y = 0
Dependent variable missing
Change dependent variable to u(x) = y� (x)
f ( y(n) , y(n−1) , . . . , y�� , y� , x) = 0
Euler’s equation
Change independent variable to x = et
a0 xn y(n) + a1 xn−1 y(n−1) + · · · + an−1 xy + an y = 0
Exact equation Integrate M(x, y) with respect to x holding y constant,
  
∂M ∂N ∂m
M(x, y) dx + N(x, y) dy = 0 with ∂y = ∂x call this m(x, y). Then m(x, y) + N− dy = C
 ∂y
Homogeneous equation dv
 y ln x = + C unless f (v) = v, in which case
f (v) − v
y� = f
x y = Cx.
x
 x  
Linear first-order equation z
y(x) = e− f (t) dt e f (t) dt g(z) dz + C
y� + f (x) y = g(x)
Appendices

Reducible to homogeneous
Change variables to u = a1 x + b1 y + c and
(a1 x + b1 y + c1 ) dx + (a2 x + b2 y + c2 ) dy = 0
v = a2 x + b2 y + c
with a1 /a2 �= b1 /b2
Reducible to separable
(a1 x + b1 y + c1 ) dx + (a2 x + b2 y + c2 ) dy = 0 Change dependent variable to u(x) = a1 x + b1 y
with a1 /a2 = b1 /b2
 
Separation of variables dy
= f (x) dx + C
y� = f (x)g( y) g( y)

K24279_AppendixA.indd 48 4/12/16 7:56 AM

 6 SERIES
6.1 FOURIER SERIES

1. If f (x) is a bounded periodic function of period 2L (i.e., f (x + 2L) = f (x)), and satisfies the Dirichlet conditions:

(a) In any period f (x) is continuous, except possibly for a finite number of jump discontinuities.
(b) In any period f (x) has only a finite number of maxima and minima,

then f (x) may be represented by the Fourier series

a0   nπ x 
∞
nπ x
f (x) = + an cos + bn sin (23)
2 L L
n=1

f (x+ ) + f (x− )
where an and bn are given below. This series will converge to f (x) at every point where f (x) is continuous, and to (i.e., the
2
average of the left-hand and right-hand limits) at every point where f (x) has a jump discontinuity.

1 L nπ x
an = f (x) cos dx, n = 0, 1, 2, 3, . . . ,
L −L L
 L (24)
1 nπ x
bn = f (x) sin dx, n = 1, 2, 3, . . .
L −L L
 α+2L  α+2L
1 nπ x 1 nπ x
We may also write an = f (x) cos dx and bn = f (x) sin dx where α is any real number. Thus using α = 0:
L α L L α L

1 2L nπ x
an = f (x) cos dx, n = 0, 1, 2, 3, . . . ,
L 0 L
 2L (25)
1 nπ x
bn = f (x) sin d, n = 1, 2, 3, . . .
L 0 L

2. If in addition to the restrictions for (23), if f (x) is an even function (i.e., f (−x) = f (x)), then the Fourier series reduces to
∞
a0  nπ x
f (x) = + an cos
2 L
n=1

That is, bn = 0. In this case, a simpler formula for an is


2 L nπ x
an = f (x) cos dx, n = 0, 1, 2, 3, . . .
L 0 L

3. If in addition to the restrictions for (23), if f (x) is an odd function (i.e., f (−x) = − f (x)), then the Fourier series reduces to
∞
 nπ x
f (x) = bn sin
L
n=1

That is, an = 0. In this case, a simpler formula for bn is


2 L nπ x
bn = f (x) sin dx, n = 1, 2, 3, . . .
L 0 L

4. Using the Euler relation eiθ = cos θ + i sin θ, we obtain the complex form of the Fourier series
n=+∞
1 
f (x) = cn eiωn x (26)
2 n=−∞

where

Appendices

1 L
cn = f (x) e−iωn x dx, n = 0, ±1, ±2, ±3, . . . (27)
L −L
nπ
with ωn = for n = 0, ±1, ±2, . . . The set of coefficients cn is referred to as the Fourier spectrum.
L
5. If f (x) has period 2L, if it is expandable by a Fourier series, and if both sine and cosine terms are present, then equations (26) and (27) can
be written as
a0 
∞  nπ x 
f (x) = + cn sin + φn ,
2 L
n=1

A-49
 A-50 Fourier Series

where
  
an
an = cn sin φn , bn = cn cos φn , cn = an2 + bn2 , φn = arctan
bn

They can also be represented as

a0 
∞  nπ x 
f (x) = + cn cos + φn ,
2 L
n=1

where
  
bn
an = cn cos φn , bn = −cn sin φn , cn = an2 + bn2 , φn = arctan −
an

and φn is chosen so as to make an , bn , and cn hold.

6. The following table of trigonometric identities is helpful when developing Fourier series. Note that n is an integer.
n n even nodd n/2 odd n/2 even
sin nπ 0 0 0 0 0
cos nπ (−1) n +1 −1 +1 +1
sin nπ
2 0 (−1) (n−1)/2 0 0
cos nπ
2 (−1) n/2 √
0 −1 +1
sin nπ 2
(−1) (n2 +4n+11)/8 (−1) (n−2)/4 0
4 2
nπ (i) n+1
Note also the useful formula for sin nπ
2 and cos nπ
2 : sin = [(−1) n − 1]
2 2
nπ (i) n
cos = [(−1) n + 1]
2 2

Auxiliary Formulas for Fourier Series

 
4 πx 1 3π x 1 5π x
1. 1= sin + sin + sin + ··· [0 < x < k]
π k 3 k 5 k
 
2k πx 1 2π x 1 3π x
2. x= sin − sin + sin − ··· [−k < x < k]
π k 2 k 3 k
 
k 4k πx 1 3π x 1 5π x
3. x = − 2 cos + 2 cos + 2 cos + ··· [0 < x < k]
2 π k 3 k 5 k
      
2 2k2 π2 4 πx π2 2π x π2 4 3π x π 2 4π x π2 4 5π x
4. x = 3 − sin − sin + − 3 sin − sin + − 3 sin + ··· [0 < x < k]
π 1 1 k 2 k 3 3 k 4 k 5 5 k
 
k2 4k2 πx 1 2π x 1 3π x 1 4π x
5. x2 = − 2 cos − 2 cos + 2 cos − 2 cos + ··· [−k < x < k]
3 π k 2 k 3 k 4 k

Fourier Expansions for Basic Periodic Functions

4  1 nπ x
1. f (x) = sin
π n L
n=1,3,5...

2  (−1) n  
∞
nπ c nπ x
2. f (x) = cos − 1 sin
π n L L
n=1
Appendices

∞
c 2  (−1) n nπ c nπ x
3. f (x) = + sin cos
L π n L L
n=1

K24279_AppendixA.indd 50 4/12/16 7:56 AM

Fourier Series A-51

nπ sin( 12 nπ c/L)
∞
2 nπ x
4. f (x) = sin 1
sin
L 2 2 nπc/L L
n=1

∞
2  (−1) n+1 nπ x
5. f (x) = sin
π n L
n=1

1 4  1 nπ x
6. f (x) = − 2 cos
2 π n2 L
n=1,3,5,...

8  (−1) (n−1)/2 nπ x
7. f (x) = sin
π2 n2 L
n=1,3,5,...

∞
1 11 nπ x
8. f (x) = − sin
2 π n L
n=1

1 2
∞
 1 nπ x  c 
9. f (x) = (1 + a) + 2 [(−1) n cos nπa − 1] cos ; a=
2 π (1 − a) n2 L 2L
n=1

   c 
∞
2  (−1) n−1 sin nπa nπ x
10. f (x) = 1+ sin ; a=
π n nπ(1 − a) L 2L
n=1

1 4  1 nπ x  c 
11. f (x) = − 2 cos nπa cos ; a=
2 π (1 − 2a) n2 L 2L
n=1,3,5,...
Appendices

   c 
∞
2  (−1) n 1 + (−1) n nπ x
12. f (x) = 1+ sin nπa sin ; a=
π n nπ(1 − 2a) L 2L
n=1
 ∞
41 nπ nπ x  c 
13. f (x) = sin sin nπa sin ; a=
π n 4 L 2L
n=1

∞
9  1 nπ nπ x  c 
14. f (x) = 2
sin sin ; a=
π n2 3 L 2L
n=1

∞
32  1 nπ nπ x  c 
15. f (x) = 2
sin sin ; a=
3π n2 4 L 2L
n=1

1 1 2  1
16. f (x) = + sin ωt − cos nωt
π 2 π n2 − 1
n=2,4,6,...

6.2 BINOMIAL SERIES

The expression in parentheses following certain of the series indicates the region of convergence. If not otherwise indicated it is to be understood
that the series converges for all finite values of x.

n(n − 1) n−2 2 n(n − 1)(n − 2) n−3 3

1. (x + y) n = xn + nxn−1 y + x y + x y + ··· ( y2 < x2 )
2! 3!

n(n − 1)x2 n(n − 1)(n − 2)x3

2. (1 ± x) n = 1 ± nx + ± + ··· (x2 < 1)
2! 3!

n(n + 1)x2 n(n + 1)(n + 2)x3

3. (1 ± x) −n = 1 ∓ nx + ∓ + ··· (x2 < 1)
2! 3!

4. (1 ± x) −1 = 1 ∓ x + x2 ∓ x3 + x4 ∓ x5 + · · · (x2 < 1)

5. (1 ± x) −2 = 1 ∓ 2x + 3x2 ∓ 4x3 + 5x4 ∓ 6x5 + · · · (x2 < 1)

6.3 REVERSION OF SERIES

Let a series be represented by y = a1 x + a2 x2 + a3 x3 + a4 x4 + a5 x5 + a6 x6 + · · · with a1 �= 0. The coefficients of the series x = A1 y + A2 y2 +
A3 y3 + A4 y4 + A5 y5 + · · · are
1 a2 1 1
A1 = A2 = − A3 = (2a22 − a1 a3 ) A4 = (5a1 a2 a3 − a12 a4 − 5a23 )
a1 a13 a15 a17
1
A5 = (6a12 a2 a4 + 3a12 a32 + 14a24 − a13 a5 − 21a1 a22 a3 )
a19
Appendices

6.4 TAYLOR SERIES

(x−a) 2 (x−a) 3 (x−a) n

1. f (x) = f (a) + (x − a) f � (a) + 2! f �� (a) + 3! f ��� (a) + · · · + n! f (n) (a) + · · · (Taylor’s Series, increment form)

h2 �� h3 ���
2. f (x + h) = f (x) + hf � (x) + f (x) + f (x) + · · ·
2! 3!
2
x �� 3
x ���
= f (h) + xf � (h) + f (h) + f (h) + · · ·
2! 3!

A-52

K24279_AppendixA.indd 52 4/12/16 7:56 AM

3. If f (x) is a function possessing derivatives of all orders throughout the interval [a, b] then the Taylor’s series with remainder term is (for
a ≤ x ≤ b)

(x − a) 2 �� f (n−1) (a)
f (x) = f (a) + (x − a) f � (a) + f (a) + · · · + (x − a) n−1 + Rn (28)
2! (n − 1)!

where

f (n) [a + θ · (x − a)]
Rn = (x − a) n , 0 < θ < 1.
n!

Special cases: There are values 0 < θ < 1 and a < X < b, such that

(b − a) 2 �� (b − a) n−1 (n−1) (b − a) n (n)

f (b) = f (a) + (b − a) f � (a) + f (a) + · · · + f (a) + f ( X)
2! (n − 1)! n!
(29)
h2 �� hn−1 hn (n)
f (a + h) = f (a) + hf � (a) + f (a) + · · · + f (n−1) (a) + f (a + θ h)
2! (n − 1)! n!

4. Taylor’s series for a function of two variables: Define the notation:

 
∂ ∂ ∂ f (x, y) ∂ f (x, y)
h +k f (x, y) = h +k ;
∂x ∂y ∂x ∂y
 2 (30)
∂ ∂ ∂ 2 f (x, y) ∂ 2 f (x, y) ∂ 2 f (x, y)
h +k f (x, y) = h2 2
+ 2hk + k2
∂x ∂y ∂x ∂ x∂ y ∂ y2
 n  y=b

with an extnsion to higher powers. If h ∂∂x + k ∂∂y f (x, y)  where the bar and subscripts means that after differentiation we are to
x=a
replace x by a and y by b, then
   y=b    y=b
∂ ∂  1 ∂ ∂ n 
f (a + h, b + k) = f (a, b) + h +k f (x, y)  + ··· + h +k f (x, y)  + ··· (31)
∂x ∂y x=a n! ∂x ∂y x=a

5. Maclaurin series (use a = 0 in equation (28))

x2 �� x3 ��� f (n−1) (0)

f (x) = f (0) + xf � (0) + f (0) + f (0) + · · · + xn−1 + Rn (32)
2! 3! (n − 1)!

where

xn f (n) (θ x)
Rn = , 0 < θ < 1.
n!

6.5 EXPONENTIAL SERIES

1 1 1 1
e =1+ + + + + ···
1! 2! 3! 4!
x2 x3 x4
ex = 1 + x+ + + + ···
2! 3! 4!
(x loge a) 2 (x loge a) 3
a x = 1 + x loge a + + + ···
2! 3!
 
(x − a) 2 (x − a) 3
e x = ea 1 + (x − a) + + + ···
2! 3!
Appendices

6.6 LOGARITHMIC SERIES

loge (1 + x) = x − 12 x2 + 13 x3 − 14 x4 +  ··· (−1 < x ≤ 1)

1 1 1
loge (n + 1) − loge (n − 1) = 2 + + + · · ·
n 3n3
3
5n5
5 2n−1

1+x
loge 1−x = 2 x + x3 + x5 + · · · + x2n−1 + · · · (−1 < x < 1)
(x−a) (x−a) 2 (x−a) 3
loge x = loge a + a − 2a 2
+ 3a 3
− +··· (0 < x ≤ 2a)

A-53
 6.7 TRIGONOMETRIC SERIES
Let Bn represent the nth Bernoulli number and let En represent the nth Euler number.

x3 x5 x7
• sin x = x − 3! + 5! − 7! + ··· (all real values of x)

x2 x4 x6
• cos x = 1 − 2! + 4! − 6! + ··· (all real values of x)
 
x3 2x5 17x7 62x9 (−1) n−1 22n (22n −1) B2n π2
• tan x = x + 3 + 15 + 315 + 2835 + ··· + (2n)! x2n−1 + · · · x2 < 4

1 x x3 2x5 x7 (−1) n+1 22n  

• cot x = x − 3 − 45 − 945 − 4725 − ··· − (2n)! B2n x2n−1 − · · · x2 < π 2
 
x2 5 4 61 6 277 8 (−1) n π2
• sec x = 1 + 2 + 24 x + 720 x + 8064 x + ··· + (2n)! E2n x2n + · · · x2 < 4

1 x 7 3 31 5 127 7 (−1) n+1 2(22n−1 −1)  

• csc x = x + 6 + 360 x + 15,120 x + 604,800 x + ··· + (2n)! B2n x2n−1 + · · · x2 < π 2
 
x3 1·3 5 1·3·5 7
• sin−1 x = x + 2·3 + 2·4·5 x + 2·4·6·7 x + ··· x2 < 1, − π2 < sin−1 x < π
2
 
x3 1·3 5 1·3·5x7
• cos−1 x = π
2 − x+ 2·3 + 2·4·5 x + 2·4·6·7 + ··· (x2 < 1, 0 < cos−1 x < π )

x3 x5 x7
• tan−1 x = x − 3 + 5 − 7 + ··· (x2 < 1)

1 1 1 1
• tan−1 x = π
2 − x + 3x3
− 5x5
+ 7x7
− ··· (x > 1)

1 1 1 1
• tan−1 x = − π2 − x + 3x3
− 5x5
+ 7x7
− ··· (x < −1)

x3 x5 x7
• cot−1 x = π
2 −x+ 3 − 5 + 7 − ··· (x2 < 1)

7 TRANSFORMS

7.1 FOURIER TRANSFORMS

For a piecewise continuous function F (x) over a finite interval 0 ≤ x ≤ π ; the finite Fourier cosine transform of F (x) is
 π
fc (n) = F (x) cos nx dx (n = 0, 1, 2, . . .)
0
πx
If x ranges over the interval 0 ≤ x ≤ L, the substitution x� = allows the use of this definition, also. The inverse transform is written.
L
x
1 2
F (x) = fc (0) − fc (n) cos nx (0 < x < π )
π π
n=1

F (x+�)+F (x−�)
where F (x) = 2 . Note that F (x+) = F (x−) = F (x) at points of continuity. The formula
 π
fc(2) (n) = F �� (x) cos nx dx = −n2 fc (n) − F � (0) + (−1) n F � (π ) (33)
0

makes the finite Fourier cosine transform useful in certain boundary value problems. Analogously, the finite Fourier sine transform of F (x) is
 π
fs (n) = F (x) sin nx dx (n = 1, 2, 3, . . .)
0

and
Appendices

∞
2
F (x) = fs (n) sin nx (0 < x < π )
π
n=1

Corresponding to equation (33) we have

 π
fs(2) (n) = F �� (x) sin nx dx = −n2 fs (n) − n F (0) − n(−1) n F (π )
0
x
If F (x) is defined for x ≤ 0 and is piecewise continuous over any finite interval, and if 0 F (x) dx is absolutely convergent, then
 
2 x
fc (α) = F (x) cos(αx) dx
π 0

A-54

K24279_AppendixA.indd 54 4/12/16 7:56 AM

is the Fourier cosine transform of F (x). Furthermore,
 
2 x
F (x) = fc (α) cos(αx) dα.
π 0

If limx→∞ dn F /dxn = 0, then an important property of the Fourier cosine transform is

     r −1
(2r ) 2 x d2r F 2
fc (α) = cos(αx) dx = − (−1) n a2r −2n−1 α 2n + (−1)r α 2r fc (α) (34)
π 0 dx2r π
n=0

where limx→∞ dr F /dxr = ar, which is often useful.

Under the same conditions, define the Fourier sine transform of F (x) as follows
 
2 x
fs (α) = F (x) sin(αx) dx
π 0
with
 
2 x
F (x) = fs (α) sin(αx) dα
π 0

Corresponding to (34) we have

     r
2 ∞ d2r F 2
fs(2r ) (α) = sin(αx) dx = − (−1) n α 2n−1 a2r −2n + (−1)r −1 α 2r fs (α)
π 0 dx2r π
n=1

Similarly, if F (x) is defined for −∞ < x < ∞, and if ∫∞

−∞ F (x) dx is absolutely convergent, then
 ∞
1
f (α) = √ F (x)eiax dx
2π −∞
is the Fourier transform of F (x), and
 ∞
1
F (x) = √ f (α)e−iax dα
2π −∞
 n 
d F 
Also, if lim  n  = 0 (n = 1, 2, . . . , r − 1) then
|x|→∞ dx
 ∞
1
f (r ) (α) = √ F (r ) (x)eiαx dx = (−iα)r f (α)
2π −∞

7.2 TABLE OF FOURIER COSINE TRANSFORMS

 
2 ∞
F (ω) = Fc ( f )(ω) = f (x) cos(ωx) dx, ω > 0.
π 0

No. f (x) F (ω)

 
1 0<x<a 2 sin aω
1
0 x>a π ω

2 2 �( p) pπ
x p−1 (0 < p < 1) π ωp cos 2

cos x 0 < x < a  
3 √1 sin[a(1−ω)] sin[a(1+ω)]
1−ω + 1+ω
0 x>a 2π
Appendices


4 2 1
e−x π 1+ω2

2 /2 2 /2
5 e−x e−ω
 
6 x2 ω2
cos 2 cos 2 − π
4
 
7 x2 ω2
sin 2 cos 2 + π
4

A-55
 7.3 TABLE OF FINITE COSINE TRANSFORMS
� π
fc (n) = F (x) cos nx dx, for n = 0, 1, 2, . . . .
0

No. fc (n) F (x)

1 (−1) n fc (n) F (π − x)
�
π n=0
2 1
0 n = 1, 2, . . .

 �
0 n=0 1 for 0 < x < π/2
3 2 nπ
 sin n = 1, 2, . . . −1 for π/2 < x < π
n 2
 2
π
n=0
4 x
 2 n
(−1) − 1/n2 n = 1, 2, . . .

 2
π
n=0 x2
5
 6 n 2 2π
(−1) /n n = 1, 2, . . .

(−1) n ec π − 1 1 cx
6 ce
n2 + c2
k
7 [(−1) n cos π k − 1] sin kx
n2 − k2
with k �= 0, 1, 2, . . .

0 m = 1, 2, . . .
1
8 (−1) n+m − 1 sin mx
 m �= 1, 2, . . . m
n2 − m2

1 cos k(π − x)
9 −
n2 − k2 k sin kπ
with k �= 0, 1, 2, . . .
�
π/2 when n = m
10 cos mx (m = 1, 2, . . . )
0 when n �= m

7.4 TABLE OF FOURIER SINE TRANSFORMS

� �
2 ∞
F (ω) = Fs ( f )(ω) = f (x) sin(ωx) dx, ω > 0.
π 0

No. f (x) F (ω)

� � � �
1 0<x<a 2 1 − cos ωa
1
0 x>a π ω
Appendices

�
2 2 �( p) pπ
x p−1 (0 < p < 1) π ωp sin 2
�
sin x 0 < x < a � �
3 √1 sin[a(1−ω)] sin[a(1+ω)]
1−ω − 1+ω
0 x>a 2π

�
4 2 ω
e−x π 1+ω2

2 /2 2 /2
5 xe−x ωe−ω

A-56

K24279_AppendixA.indd 56 4/12/16 7:56 AM

 7.5 TABLE OF FINITE SINE TRANSFORMS
 π
fs (n) = F (x) sin nx dx, for n = 1, 2, . . . .
0

No. fs (n) F (x)

1 (−1) n+1 fs (n) F (π − x)

2 1/n π − x/π

3 (−1) n+1 /n x/π

4 1 − (−1) n /n 1

2 nπ x when 0 < x < π/2
5 sin
n2 2 π − x when π/2 < x < π

6 (−1) n+1 /n3 x(π 2 − x2 )/6π

7 1 − (−1) n /n3 x(π − x)/2

8 π 2 (−1) n−1 2[1 − (−1) n ] x2

−
n n3

9 n
[1 − (−1) n ecπ ] ecx
n2 + c2

n sinh c(π − x)
10
n2 + c2 sinh cπ

n sin k(π − x)
11 with k �= 0, 1, 2, . . .
n2 − k2 sin kπ

π/2 when n = m
12 sin mx
0 when n �= m, m = 1, 2, . . .
n
[1 − (−1) n cos kπ ]
13 n2 − k2 cos kx
with k �= 1, 2, . . . (0 if n = k)

bn 2 b sin x
14 with |b| ≤ 1 arctan
n π 1 − b cos x

1 − (−1) n n 2 2b sin x
15 b with |b| ≤ 1 arctan
n π 1 − b2

7.6 TABLE OF FOURIER TRANSFORMS

 ∞
1
F (ω) = F( f )(ω) = √ f (x)eiωx dx
2π −∞

No. f (x) F (ω)

√
1 1/ 2π
Appendices

δ(x)
√
2 δ(x − τ ) eiωτ / 2π
√
3 δ (n) (x) (−iω) n / 2π
 
1 x>0 1 π
4 H(x) = − √ + δ(ω)
0 x<0 iω 2π 2
 
1 x>0 2 1
5 sgn(x) = −
−1 x < 0 π iω

A-57
 � ∞
1
F (ω) = F( f )(ω) = √ f (x)eiωx dx
2π −∞

No. � f (x) F (ω)

�
1 |x| < a 2 sin aω
6
−1 |x| > a π ω
� �
ei�t |x| < a 2 sin a(� + ω)
7
0 |x| > a π �+ω
�
8 e−a|x| a>0 − π2 a
a 2 +ω2
��
sin ax
π
2 |ω| < a
9
x 0 |ω| > a
�
eiax p < x < q i
10 √ ei p(ω+a) − eiq(ω+a) /ω + a
0 x < p, x > q 2π
�
e−cx+iax x > 0 i
11 (c > 0) √
0 x<0 2π (ω + a + ic)
2 2 /4 p
12 e− px Re p > 0 √1 e−ω
2p
� �
√1 cos ω2
13 cos px2 4p − π
4
2p
� �
√1 cos ω2
14 sin px2 4p + π
4
2p
� pπ
15 |x| −p
(0 < p < 1) 2 �(1− p) sin 2
π |ω|1− p
�√
√ a 2 +ω2 +a
16 e−a|x| / |x| √
ω2 +a 2
� a ω
17 cosh ax
(−π < a < π ) 2 cos 2 cosh 2
cosh π x π cos a+cosh ω

18 sinh ax √1 sin a
sinh π x
(−π < a < π )
2π cos a+cosh ω

√ 1
|x| < a �π
19 a 2 −x2
0 2 J 0 (aω)
|x| > a
�
√ 0 |ω| > b
sin[b 2 2
20 √ a +x ] �π �
a 2 +x2 2 J 0 (a b2 − ω2 ) |ω| < b

7.7 TABLE OF FUNCTIONAL RELATIONS FOR FOURIER TRANSFORMS

� ∞
1
F (ω) = F( f )(ω) = √ f (x)eiωx dx
2π −∞

No. f (x) F (ω)

1 ag(x) + bh(x) aG(ω) + bH(ω)

1
�ω�
2 f (ax) a �= 0, Im a = 0 |a| F a

3 f (−x) F (−ω)

4 f (x) F (−ω)
Appendices

5 f (x − τ ) Im τ = 0 eiωτ F (ω)

6 ei�x f (x) Im � = 0 F (ω + �)

7 F (x) f (−ω)

8 dn
dxn f (x) (−iω) n F (ω)

9 dn
(i x) n f (x) dωn F (ω)

A-58

K24279_AppendixA.indd 58 4/12/16 7:56 AM

 7.8 TABLE OF MULTIDIMENSIONAL FOURIER TRANSFORMS
 
F (u) = (2π ) −n/2 ··· f (x)ei(x·u) dx
n
R

No. f (x) F (u)

Two dimensions: let x = (x, y) and u = (u, v).
1 u v
1 f (ax, by) F ,
|ab| a b

2 f (x − a, y − b) ei(au+bv) F (u, v)

3 ei(ax+by) f (x, y) F (u + a, v + b)

4 F (x, y) (2π ) 2 F (−u, −v)

1 −i(au+bv)
5 δ(x − a)δ( y − b) e
2π
2 /4a−y2 /4b √ 2 2
6 e−x a, b > 0 2 ab e−au −bv

1 |x| < a, |y| < b 2 sin au sin bv
7 (rectangle)
0 otherwise π uv

1 |x| < a 2 sin au
8 (strip) δ(v)
0 otherwise π uv
 
1 x2 + y2 < a 2 a J 1 (a u2 + v2 )
9 (circle) 
0 otherwise u2 + v2
Three dimensions: let x = (x, y, z) and u = (u, v, w).
1
10 δ(x − a)δ( y − b)δ(z − c) e−i(au+bv+cw)
(2π) 3/2
2 2 2 √ 2 2 2
11 e−x /4a−y /4b−z /4c a, b, c > 0 23/2 abc e−au −bv −cw
  3/2
1 |x| < a, |y| < b, |z| < c 2 sin au sin bv sin cw
12
0 otherwise (box) π uvw

1 x2 + y2 + z2 < a 2 sin aρ − aρ cos aρ
13 (ball) √
0 otherwise 2π ρ 3
ρ 2 = u2 + v2 + w2

7.9 TABLE OF LAPLACE TRANSFORMS

 ∞
F (s) = L( f )(s) = f (t)e−st dt.
0

No. f (t) F (s)

1 δ(t), delta function 1

2 H(t), unit step function or 1/s

Heaviside function

3 t 1/s 2
Appendices

4 t n−1
(n−1)! 1/s n (n = 1, 2, . . . )
√ √
5 1/ πt 1/ s
√
6 2 t/π s −3/2
n n−1/2
7 √2 t s −(n+1/2) (n = 1, 2, . . . )
π (2n−1)!!

A-59
 A-60 Table of Laplace Transforms

 ∞
F (s) = L( f )(s) = f (t)e−st dt.
0

No. f (t) F (s)

8 t k−1 �(k)
(k > 0)
sk

9 1
eat s−a

10 1
teat (s−a) 2

11 1 n−1 eat 1
(n−1)! t (s−a) n (n = 1, 2, . . . )

12 t k−1 eat �(k)

(k > 0)
(s−a) k

1
  1
13 a−b eat − ebt (s−a)(s−b) (a �= b)

1
 at  s
14 a−b ae − be
bt
(s−a)(s−b) (a �= b)
at bt ct
15 − (b−c)e(a−b)(b−c)(c−a)
+(c−a)e +(a−b)e 1
(s−a)(s−b)(s−c) (a, b, c distinct)

16 1 1
a sin at s 2 +a 2

17 s
cos at s 2 +a 2

18 1 1
a sinh at s 2 −a 2

19 s
cosh at s 2 −a 2

20 1 1
a2
(1 − cos at) s(s 2 +a 2 )

21 1 1
a3
(at − sin at) s 2 (s 2 +a 2 )

22 1 1
2a 3
(sin at − at cos at) (s 2 +a 2 ) 2

23 t s
2a sin at (s 2 +a 2 ) 2

24 1 s2
2a (sin at + at cos at) (s 2 +a 2 ) 2

25 s 2 −a 2
t cos at (s 2 +a 2 ) 2

cos at−cos bt s
26
b2 −a 2 (s 2 +a 2 )(s 2 +b2 )
(a 2 �= b2 )

27 1 at 1
be sin bt (s−a) 2 +b2

28 s−a
eat cos bt (s−a) 2 +b2

29 4a 3
sin at cosh at − cos at sinh at s 4 +4a 4

30 1 s
2a 2
sin at sinh at s 4 +4a 4

31 1 1
2a 3
(sinh at − sin at) s 4 −a 4
Appendices

32 1 s
2a 2
(cosh at − cos at) s 4 −a 4

8a 3 s 2
33 (1 + a 2 t 2 ) sin at − cos at (s 2 +a 2 ) 3
 n
34 et dn n −t 1 s−1
n! dt n (t e ) s s

35 √1 eat (1 + 2at) s
πt (s−a) 3/2
√ √
36 √1 (ebt − eat ) s−a− s−b
2 π t3

K24279_AppendixA.indd 60 4/12/16 7:56 AM

Table of Laplace Transforms A-61

 ∞
F (s) = L( f )(s) = f (t)e−st dt.
0

No. f (t) F (s)

a2 t
√
37 √1 − ae erfc(a t) √1
πt s+a
√ √
2 s
38 √1 + aea t erf(a t)
πt s−a 2

1 a2 t √
39 erf(a t) √ 1 2
ae s(s−a )

0 when 0 < t < k e−ks
40
1 when t > k s

0 when 0 < t < k e−ks
41
t − k when t > k s2

0 when 0 < t < k e−ks
42 (t−k) p−1 ( p > 0)
when t > k sp
 �( p)
1 when 0 < t < k 1 − e−ks
43
0 when t > k s

44 a
|sin at| s 2 +a 2
coth πs
2a

√ 1 −a/s
45 J 0 (2 at) se

√
46 √1 cos 2 at √1 e−a/s
πt s
√
47 √1 cosh 2 at √1 ea/s
πt s

2 √
48 √a e−a /4t e−a s (a > 0)
2 πt

2 √
49 √1 e−a /4t √1 e−a s (a ≥ 0)
πt s

50 1
� � (1) − log t s log s
 
51 � � (k) log t 1
t k−1 − sk
log s (k > 0)
|�(k)|2 �(k)

52 log s
eat [log a − Ei(−at)] s−a (a > 0)

53 1 bt s−a
t (e − eat ) log s−b

54 2 s 2 +a 2
t (1 − cos at) log s2

55 2 s 2 −a 2
t (1 − cosh at) log s2

56 1 a
t sin at arctan s

1 2 2 2 s2
57 √ e−t /4a ea erfc(as) (a > 0)
a π
 t
 1 a2 s2
58 erf 2a se erfc(as) (a > 0)
√ √
59 a
√
π t(t+a)
eas erfc( as) (a > 0)
√  
60 1 √a
sin(2a t) erf
Appendices

πt s
 7.10 TABLE OF FUNCTIONAL RELATIONS FOR LAPLACE TRANSFORMS
 ∞
F (s) = L( f )(s) = f (t)e−st dt.
0

No. f (t) F (s)

1 a f (t) + bg(t) a F (s) + bG(s)

2 f � (t) s F (s) − F (0+)

3 f �� (t) s 2 F (s) − s F (0+) − F � (0+)

n−1

4 f (n) (t) s n F (s) − s n−1−k F (k) (0+)
k=0
t 1
5 0 f (τ ) dτ s F (s)

tτ 1
6 0 0 f (u) du dτ F (s)
s2
t
7 0 f1 (t − τ ) f2 (τ ) dτ = f1 ∗ f2 F1 (s) F2 (s)

8 t f (t) −F � (s)

9 t n f (t) (−1) n F (n) (s)

1
∞
10 t f (t) s F (z) dz

11 eat f (t) F (s − a)

12 f (t − b) with f (t) = 0 for t < 0 e−bs F (s)

1
t
13 c f c F (cs)

1 bt/c
t
14 ce f c F (cs − b)
a
15 f (t + a) = f (t) 0 e−st f (t) dt/1 − e−as
a
16 f (t + a) = − f (t) 0 e−st f (t) dt/1 + e−as

8 SPECIAL FUNCTIONS

8.1 ORTHOGONAL POLYNOMIALS

1. Legendre Symbol: Pn (x) Interval: [−1, 1]

Differential Equation: (1 − x2 ) y�� − 2 xy� + n(n + 1) y = 0
[n/2]   
1  n 2n − 2m n−2m
Explicit Expression: Pn (x) = n (−1) m x
2 m n
m=0
Recurrence Relation: (n + 1) Pn+1 (x) = (2n + 1)xPn (x) − nPn−1 (x)
Appendices

Weight: 1
Standardization: Pn (1) = 1
 +1
2
Norm: [Pn (x)]2 dx =
−1 2n + 1
(−1) n dn
Rodrigues’ Formula: Pn (x) = {(1 − x2 ) n }
2n n! dxn

A-62

K24279_AppendixA.indd 62 4/12/16 7:56 AM

Orthogonal Polynomials A-63

∞
Generating Function: R−1 = Pn (x)zn ; −1 < x < 1, |z| < 1,
 n=0
R = 1 − 2xz + z2
Inequality: |Pn (x)| ≤ 1, −1 ≤ x ≤ 1.

2. Tschebysheff, First Kind Symbol: Tn (x) Interval:[−1, 1]

Differential Equation: (1 − x2 ) y − xy� + n2 y = 0
[n/2]
n (n − m − 1)!
Explicit Expression: (−1) m (2x) n−2m = cos(n arccos x) = Tn (x)
2 m!(n − 2m)!
m=0
Recurrence Relation: Tn+1 (x) = 2xTn (x) − Tn−1 (x)
Weight: (1 − x2 ) −1/2
Standardization: Tn (1) = 1

 +1 2 −1/2 [T (x)]2 dx = π/2, n �= 0
Norm: −1 (1 − x ) n
π, n=0
n 2 1/2 √ n
(−1) (1 − x ) π d
Rodrigues’ Formula: {(1 − x2 ) n−(1/2) } = Tn (x)
2n+1 �(n + 12 ) dxn
 ∞
1 − xz
Generating Function: = Tn (x) zn , −1 < x < 1, |z| < 1
1 − 2xz − z2
n=0
Inequality: |Tn (x)| ≤ 1, −1 ≤ x ≤ 1.

3. Tschebysheff, Second Kind Symbol Un (x) Interval: [−1, 1]

Differential Equation: (1 − x2 ) y�� − 3 xy� + n(n + 2) y = 0
[n/2]
 (m − n)!
Explicit Expression: Un (x) = (−1) m (2x) n−2m
m!(n − 2m)!
m=0
sin[(n + 1)θ ]
Un (cos θ ) =
sin θ

Recurrence Relation: Un+1 (x) = 2xUn (x) − Un−1 (x)

Weight: (1 − x2 ) 1/2
Standardization: Un (1) = n + 1
 +1
π
Norm: (1 − x2 ) 1/2 [Un (x)]2 dx =
−1 2
√
(−1) n (n + 1) π dn
Rodrigues’ Formula: Un (x) = {(1 − x2 ) n+(1/2) }
(1 − x2 ) 1/2 2n+1 �(n + 32 ) dxn
 ∞
1
Generating Function: = Un (x)zn , − 1 < x < 1, |z| < 1
1 − 2xz + z2
n=0
Inequality: |Un (x)| ≤ n + 1, −1 ≤ x ≤ 1.

(α,β)
4. Jacobi Symbol: Pn (x) Interval: [−1, 1]
Differential Equation: (1 − x2 ) y�� + [β − α − (α + β + 2)x]y� + n(n + α + β + 1) y = 0
n   
1  n+α n+β
Explicit Expression: Pn(α,β) (x) = n (x − 1) n−m(x + 1) m
2 m n−m
m=0
(α,β)
Recurrence Relation: 2(n + 1) (n + α + β + 1) (2n + α + β) Pn+1 (x)
Appendices

= (2n + α + β + 1)[(α 2 − β 2 ) + (2n + α + β + 2)

× (2n + α + β)x]Pn(α,β) (x)
(α,β)
− 2(n + α) (n + β) (2n + α + β + 2) Pn−1 (x)
Weight: (1 − x) α (1 + x) β ; α, β > 1
(α,β)  
Standardization: Pn (x) = n+αn
 +1
2α+β+1 �(n + α + 1)�(n + β + 1)
Norm: (1 − x) α (1 + x) β [Pn(α,β) (x)]2 dx =
−1 (2n + α + β + 1)n!�(n + α + β + 1)
 A-64 Orthogonal Polynomials

(−1) n dn
Rodrigues’ Formula: Pn(α,β) (x) = {(1 − x) n+α (1 + x) n+β }
2n n!(1 − x) (1 + x) dxn
α β

� ∞
Generating Function: R−1 (1 − z + R) −α (1 + z + R) −β = 2−α−β Pn(α,β) (x)zn ,
� n=0
R = 1 − 2xz + z2 , |z| < 1
 �n + q � 1


 ∼ nq if q = max(α, β) ≥ −

 n 2
(α,β) �
Inequality: max |Pn(α,β) (x)| = |Pn (x )| ∼ n−1/2 if q < − 12
−1≤x≤1 
 �

 x is one of the two maximum points nearest
 β−α
α+β+1

5. Generalized Laguerre Symbol: L(α)

n (x) Interval: [0, ∞]
Differential Equation: xy��
+ (α + 1 − + ny = 0 x) y�
�
n
� �
n + α 1 m
Explicit Expression: L(α)
n (x) = (−1) m x
n − m m!
m=0

Recurrence Relation: (n + 1)L(α)

n + 1(x) = [(2n + α + 1) − x]L(α) (α)
n (x) − (n + α)Ln − 1(x)

Weight: xα e−x , α > −1

n
Standardization: L(α) (−1) n
n (x) = n! x + · · ·
� ∞
�(n + α + 1)
Norm: xα e−x [L(α) 2
n (x)] dx =
0 n!
(α) 1 dn n+α −x
Rodrigues’ Formula: Ln (x) = {x e }
n!xα e−x dxn
� � � ∞
Generating Function: (1 − z) −α−1 exp z−1xz
= L(α)
n (x)z
n
n=0
�(n + α + 1) x/2 x≥0
Inequality: |L(α)
n (x) ≤ e ;
n!�(α + 1) α>0
� � x≥0
|L(a) �(α+n+1)
n (x)| ≤ 2 − n!�(α+1) e
x/2 ;
−1 < α < 0

6. Hermite Symbol:Hn (x) Interval: [−∞, ∞]

Differential Equation: y�� − 2xy� + 2ny = 0
[n/2]
� (−1) mn!(2x) n−2m
Explicit Expression: Hn (x) =
m!(n − 2m)!
m=0
Recurrence Relation: Hn+1 (x) = 2xHn (x) − 2nHn−1 (x)
2
Weight: e−x
Standardization: Hn (1) = 2n xn + · · ·
� ∞
2 2 √
Norm: e−x [Hn (x)] dx = 2n n! π
−∞
2 dn −x2 )
Rodrigues’ Formula: Hn (x) = (−1) n e x dxn (e
∞
2 +2zx � zn
Generating Function: e−x = Hn (x)
n!
n=0
2 √
Inequality: |Hn (x)|e x /2 k2n/2 n! k ≈ 1.086435
Appendices

K24279_AppendixA.indd 64 4/12/16 7:56 AM

 8.2 TABLES OF ORTHOGONAL POLYNOMIALS

In the following, {Hn , Ln , Pn , Tn , Un } represent the nth order Hermite, Laguerre, Legendre, Tschebysheff (first kind), and Tschebysheff (second kind)
polynomials.

H0 = 1 x10 = (30240H0 + 75600H2 + 25200H4 + 2520H6 + 90H8 + H10 )/1024

H1 = 2x x9 = (15120H1 + 10080H3 + 1512H5 + 72H7 + H9 )/512
H2 = 4x2 − 2 x8 = (1680H0 + 3360H2 + 840H4 + 56H6 + H8 )/256
H3 = 8x3 − 12x x7 = (840H1 + 420H3 + 42H5 + H7 )/128
H4 = 16x4 − 48x2 + 12 x6 = (120H0 + 180H2 + 30H4 + H6 )/64
H5 = 32x5 − 160x3 + 120x x5 = (60H1 + 20H3 + H5 )/32
H6 = 64x6 − 480x4 + 720x2 − 120 x4 = (12H0 + 12H2 + H4 )/16
H7 = 128x7 − 1344x5 + 3360x3 − 1680x x3 = (6H1 + H3 )/8
H8 = 256x8 − 3584x6 + 13440x4 − 13440x2 + 1680 x2 = (2H0 + H2 )/4
H9 = 512x9 − 9216x7 + 48384x5 − 80640x3 + 30240x x = ( H1 )/2
H10 = 1024x10 − 23040x8 + 161280x6 − 403200x4 + 302400x2 − 30240 1 = H0

L0 =1 x6 = 720L0 − 4320L1 + 10800L2 − 14400L3 + 10800L4 − 4320L5 + 720L6

L1 = −x + 1 x5 = 120L0 − 600L1 + 1200L2 − 1200L3 + 600L4 − 120L5
L2 = (x2 − 4x + 2)/2 x4 = 24L0 − 96L1 + 144L2 − 96L3 + 24L4
L3 = (−x3 + 9x2 − 18x + 6)/6 x3 = 6L0 − 18L1 + 18L2 − 6L3
L4 = (x4 − 16x3 + 72x2 − 96x + 24)/24 x2 = 2L0 − 4L1 + 2L2
L5 = (−x5 + 25x4 − 200x3 + 600x2 − 600x + 120)/120 x = L0 − L1
L6 = (x6 − 36x5 + 450x4 − 2400x3 + 5400x2 − 4320x + 720)/720 1 = L0

P0 = 1 x10 = (4199P0 + 16150P2 + 15504P4 + 7904P6 + 2176P8 + 256P10 )/46189

P1 = x x9 = (3315P1 + 4760P3 + 2992P5 + 960P7 + 128P9 )/12155
2
P2 = (3x − 1)/2 x8 = (715P0 + 2600P2 + 2160P4 + 832P6 + 128P8 )/6435
P3 = (5x3 − 3x)/2 x7 = (143P1 + 182P3 + 88P5 + 16P7 )/429
4 2
P4 = (35x − 30x + 3)/8 x6 = (33P0 + 110P2 + 72P4 + 16P6 )/231
P5 = (63x5 − 70x3 + 15x)/8 x5 = (27P1 + 28P3 + 8P5 )/63
6 4 2
P6 = (231x − 315x + 105x − 5)/16 x4 = (7P0 + 20P2 + 8P4 )/35
P7 = (429x7 − 693x5 + 315x3 − 35x)/16 x3 = (3P1 + 2P3 )/5
8 6 4 2
P8 = (6435x − 12012x + 6930x − 1260x + 35)/128 x2 = ( P0 + 2P2 )/3
P9 = (12155x9 − 25740x7 + 18018x5 − 4620x3 + 315x)/128 x = P1
P10 = (46189x10 − 109395x8 + 90090x6 − 30030x4 + 3465x2 − 63)/256 1 = P0

T0 = 1 x10 = (126T0 + 210T2 + 120T4 + 45T6 + 10T8 + T10 )/512

T1 = x x9 = (126T1 + 84T3 + 36T5 + 9T7 + T9 )/256
T2 = 2x2 − 1 x8 = (35T0 + 56T2 + 28T4 + 8T6 + T8 )/128
T3 = 4x3 − 3x x7 = (35T1 + 21T3 + 7T5 + T7 )/64
T4 = 8x4 − 8x2 + 1 x6 = (10T0 + 15T2 + 6T4 + T6 )/32
T5 = 16x5 − 20x3 + 5x x5 = (10T1 + 5T3 + T5 )/16
T6 = 32x6 − 48x4 + 18x2 − 1 x4 = (3T0 + 4T2 + T4 )/8
T7 = 64x7 − 112x5 + 56x3 − 7x x3 = (3T1 + T3 )/4
T8 = 128x8 − 256x6 + 160x4 − 32x2 + 1 x2 = (T0 + T2 )/2
T9 = 256x9 − 576x7 + 432x5 − 120x3 + 9x x = T1
T10 = 512x10 − 1280x8 + 1120x6 − 400x4 + 50x2 − 1 1 = T0

U0 = 1 x10 = (42U0 + 90U2 + 75U4 + 35U6 + 9U8 + U10 )/1024

Appendices

U1 = 2x x9 = (42U1 + 48U3 + 27U5 + 8U7 + U9 )/512

U2 = 4x2 − 1 x8 = (14U0 + 28U2 + 20U4 + 7U6 + U8 )/256
U3 = 8x3 − 4x x7 = (14U1 + 14U3 + 6U5 + U7 )/128
U4 = 16x4 − 12x2 + 1 x6 = (5U0 + 9U2 + 5U4 + U6 )/64
U5 = 32x5 − 32x3 + 6x x5 = (5U1 + 4U3 + U5 )/32
U6 = 64x6 − 80x4 + 24x2 − 1 x4 = (2U0 + 3U2 + U4 )/16
U7 = 128x7 − 192x5 + 80x3 − 8x x3 = (2U1 + U3 )/8
U8 = 256x8 − 448x6 + 240x4 − 40x2 + 1 x2 = (U0 + U2 )/4
U9 = 512x9 − 1024x7 + 672x5 − 160x3 + 10x x = (U1 )/2
U10 = 1024x10 − 2304x8 + 1792x6 − 560x4 + 60x2 − 1 1 = U0

A-65
 8.3 BESSEL FUNCTIONS

1. Bessel’s differential equation for a real variable x is

d2 y dy
x2 +x + (x2 − n2 ) y = 0
dx2 dx

2. When n is not an integer, two independent solutions of the equation are J n (x) and J −n (x) where
∞
 (−1) k  x n+2k
J n (x) =
k!�(n + k + 1) 2
k=0

3. If n is an integer then J n (x) = (−1) n J n (x), where

 
xn x2 x4 x6
J n (x) = n 1− 2 + 4 + + ...
2 n! 2 · 1!(n + 1) 2 · 2!(n + 1) (n + 2) 26 · 3!(n + 1) (n + 2) (n + 3)

4. For n = 0 and n = 1, this formula becomes

x2 x4 x6 x8
J 0 (x) = 1 − + 4 − 6 + 8 − ···
22 (1!) 2 2 (2!) 2 2 (3!) 2 2 (4!) 2
x x3 x5 x7 x9
J 1 (x) = − 3 + 5 − 7 + 9 − ...
2 2 · 1!2! 2 · 2!3! 2 · 3!4! 2 · 4!5!

5. Table of zeros for J 0 (x) and J 1 (x). Define {αn , βn } by J 0 (αn ) = 0 and J 1 (βn ) = 0.

Roots αn J 1 (αn ) Roots βn J 0 (βn )

2.4048 0.5191 0.0000 1.0000
5.5201 −0.3403 3.8317 −0.4028
8.6537 0.2715 7.0156 0.3001
11.7915 −0.2325 10.1735 −0.2497
14.9309 0.2065 13.3237 0.2184
18.0711 −0.1877 16.4706 −0.1965
21.2116 0.1733 19.6159 0.1801

6. Recurrence formulas
2n
J n−1 (x) + J n+1 (x) = J n (x) nJ n (x) + xJ n� (x) = xJ n−1 (x)
x
J n−1 (x) − J n+1 (x) = 2J n� (x) nJ n (x) − xJ n� (x) = xJ n+1 (x)

dk
7. If J n is written for J n (x) and J n(k) is written for {J (x)},
dxk n
then the following derivative relationships are important

J 0(r ) = −J 1(r −1)

J 0(2) = −J 0 + 1
J 1 = 12 ( J 2 − J 0 )
x 
J 0(3) = 1x J 0 + 1 − x22 J 1 = 14 (−J 3 + 3J 1 )
   
J 0(4) = 1 − x32 J 0 − 2x − x63 J 1 = 18 ( J 4 − 4J 2 + 3J 0 ), etc.

8. Half-order Bessel functions


2
J 1 (x) = sin x
2 π x
2
J − 1 (x) = π x cos x
2
1 1
J n+ 3 (x) = −xn+ 2 dxd
{x−(n+ 2 ) J n+ 1 (x)}
2 2
Appendices

1 1
J n− 1 (x) = x−(n+ 2 ) dx
d
{xn+ 2 J n+ 1 (x)}
2 2

 πx  1  πx  1
n 2
2 J n+ 1 (x) 2
2 J −(n+ 1 ) (x)
2 2
0 sin x cos x
sin x
1 x − cos x − cosx x − sin x
   
3
2 − 1 sin x − 3x cos x
x2
3
x2
− 1 cos x + 3x sin x
       
15
3 x3
− 6x sin x − 15
x2 − 1 cos x − 15
x3
− 6x cos x − 15 x2 − 1 sin x

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Bessel Functions A-67

9. Additional solutions to Bessel’s equation are Yn (x) (also called Weber’s function, and sometimes denoted by Nn (x)) and Hn(1) (x) and Hn(2) (x)
(also called Hankel functions) These solutions are defined as follows

 J n (x) cos (nπ ) − J −n (x) n not an integer
 Hn(1) (x) = J n (x) + iYn (x)
Yn (x) = sin(nπ)
 lim Jv (x) cos(vπ )−J−v (x)
 n an integer Hn(2) (x) = J n (x) − iYn (x)
v→n sin(vπ)

The additional properties of these functions may all be derived from the above relations and the known properties of J n (x).

10. Complete solutions to Bessel’s equation may be written as c1 J n (x) + c2 J −n (x) when n is not an integer or, for any value of n, c1 J n (x) + c2 Yn (x)
or c1 Hn(1) x + c2 Hn(2) (x).

11. The modified (or hyperbolic) Bessel’s differential equation is

d2 y dy
x2 +x − (x2 + n2 ) y = 0
dx2 dx

12. When n is not an integer, two independent solutions of the equation are In (x) and I−n (x), where
∞
� 1 � x �n+2k
In (x) =
k!�(n + k + 1) 2
k=0

13. If n is an integer,
� �
xn x2 x4 x6
In (x) = I−n (x) = n 1+ 2 + 4 + 6 + ···
2 n! 2 · 1!(n + 1) 2 · 2!(n + 1)(n + 2) 2 · 3!(n + 1) (n + 2) (n + 3)

14. For n = 0 and n = 1, this formula becomes

x2 x4 x6 x8
I0 (x) = 1 + + + + + ···
22 (1!) 2 24 (2!) 2 26 (3!) 2 28 (4!) 2
x x3 x5 x7 x9
I1 (x) = + 3 + 5 + 7 + 9 + ···
2 2 · 1!2! 2 · 2!3! 2 · 3!4! 2 · 4!5!

15. Another solution to the modified Bessel’s equation is

 1 I−n (x)−In (x)
 2π sin (nπ ) n not an integer
Kn (x) =
 lim 1 π I−v (x)−Iv (x) n an integer
v→n 2 sin (vπ )

This function is linearly independent of In (x) for all values of n. Thus the complete solution to the modified Bessel’s equation may be written
as

c1 In (x) + c2 I−n (x) when n is not an integer

or

c1 In (x) + c2 Kn (x) for any value of n

16. The following relations hold among the various Bessel functions:

In (z) = i −m J m(i z)
2 −n
Yn (i z) = (i) n+1 In (z) −
Appendices

πi Kn (z)

Most of the properties of the modified Bessel function may be deduced from the known properties of J n (x) by use of these relations and
those previously given.

17. Recurrence formulas

2n
In−1 (x) − In+1 (x) = x In (x) In−1 (x) + In+1 (x) = 2In� (x)
n n
In−1 (x) − x In (x) = In� (x) In� (x) = In+1 (x) + x In (z)
 8.4 FACTORIAL FUNCTION
For non-negative integers n, the factorial of n, denoted n!, is the product of all positive integers less than or equal to n; n! = n · (n − 1) · (n − 2) · · · 2 · 1.
If n is a negative integer (n = −1, −2, . . . ) then n! = ±∞.
Approximations to n! for large n include Stirling’s formula
√  n n+ 1
2
n! ≈ 2π e ,
e
and Burnsides’s formula
 n+ 1
√ 1 2
n+ 2
n! ≈ 2π .
e

n n! log10 n! n n! log10 n!
0 1 0.00000 1 1 0.00000
2 2 0.30103 3 6 0.77815
4 24 1.38021 5 120 2.07918
6 720 2.85733 7 5040 3.70243
8 40320 4.60552 9 3.6288 × 105 5.55976
10 3.6288 × 106 6.55976 11 3.9917 × 107 7.60116
12 4.7900 × 108 8.68034 13 6.2270 × 109 9.79428
14 8.7178 × 1010 10.94041 15 1.3077 × 1012 12.11650
16 2.0923 × 1013 13.32062 17 3.5569 × 1014 14.55107
18 6.4024 × 1015 15.80634 19 1.2165 × 1017 17.08509
20 2.4329 × 1018 18.38612 25 1.5511 × 1025 25.19065
30 2.6525 × 1032 32.42366 40 8.1592 × 1047 47.91165
50 3.0414 × 1064 64.48307 60 8.3210 × 1081 81.92017
70 1.1979 × 10100 100.07841 80 7.1569 × 10118 118.85473
90 1.4857 × 10138 138.17194 100 9.3326 × 10157 157.97000
110 1.5882 × 10178 178.20092 120 6.6895 × 10198 198.82539
130 6.4669 × 10219 219.81069 150 5.7134 × 10262 262.75689
500 1.2201 × 101134 1134.0864 1000 4.0239 × 102567 2567.6046

8.5 GAMMA FUNCTION

∞
Definition: �(n) = t n−1 e−t dt n>0
0
Recursion Formula: �(n + 1) = n�(n)
�(n + 1) = n! if n = 0, 1, 2, . . . where 0! = 1
�(n+1)
For n < 0 the gamma function can be defined by using �(n) = n
√
Special Values: �(1/2) = π
 
1 1 · 3 · 5 · · · (2m − 1) √
� m+ = π m = 1, 2, 3, . . .
2 2m
  m m √
1 (−1) 2 π
� −m + = m = 1, 2, 3, . . .
2 1 · 3 · 5 · · · (2m − 1)
1 · 2 · 3···k
Special Formulas: �(x + 1) = lim kx
k→∞ (x + 1) (x + 2) · · · (x + k)
∞ 
1  x  −x/m
= xeγ x 1+ e (γ is Euler’s constant)
�(x) m
m=1
 ∞
Properties: � � (1) = eγ x ln x dx = −γ
0
     
Appendices

� � (x) 1 1 1 1 1 1
= −γ + − + − + ... + − + ···
�(x) 1 x 2 x+1 n x+n−1
√  
1 1 139
�(x + 1) = 2π x xx e−x 1 + + − + ... (Stirling’s asymptotic series)
12x 288x2 51, 840x3

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 n �(n) n �(n) n �(n) n �(n)
1.00 1.00000 1.25 .90640 1.50 .88623 1.75 .91906
1.01 .99433 1.26 .90440 1.51 .88659 1.76 .92137
1.02 .98884 1.27 .90250 1.52 .88704 1.77 .92376
1.03 .98355 1.28 .90072 1.53 .88757 1.78 .92623
1.04 .97844 1.29 .89904 1.54 .88818 1.79 .92877
1.05 .97350 1.30 .89747 1.55 .88887 1.80 .93138
1.06 .96874 1.31 .89600 1.56 .88964 1.81 .93408
1.07 .96415 1.32 .89464 1.57 .89049 1.82 .93685
1.08 .95973 1.33 .89338 1.58 .89142 1.83 .93969
1.09 .95546 1.34 .89222 1.59 .89243 1.84 .94261
1.10 .95135 1.35 .89115 1.60 .89352 1.85 .94561
1.11 .94740 1.36 .89018 1.61 .89468 1.86 .94869
1.12 .94359 1.37 .88931 1.62 .89592 1.87 .95184
1.13 .93993 1.38 .88854 1.63 .89724 1.88 .95507
1.14 .93642 1.39 .88785 1.64 .89864 1.89 .95838
1.15 .93304 1.40 .88726 1.65 .90012 1.90 .96177
1.16 .92980 1.41 .88676 1.66 .90167 1.91 .96523
1.17 .92670 1.42 .88636 1.67 .90330 1.92 .96877
1.18 .92373 1.43 .88604 1.68 .90500 1.93 .97240
1.19 .92089 1.44 .88581 1.69 .90678 1.94 .97610
1.20 .91817 1.45 .88566 1.70 .90864 1.95 .97988
1.21 .91558 1.46 .88560 1.71 .91057 1.96 .98374
1.22 .91311 1.47 .88563 1.72 .91258 1.97 .98768
1.23 .91075 1.48 .88575 1.73 .91466 1.98 .99171
1.24 .90852 1.49 .88595 1.74 .91683 1.99 .99581
2.00 1.00000

8.6 BETA FUNCTION

 1
Definition: B(m, n) = t m−1 (1 − t) n−1 dt m > 0, n > 0
0
�(m)�(n)
Relationship with Gamma function: B(m, n) =
�(m + n)
Properties: B(m, n) = B(n, m)
 π/2
B(m, n) = 2 0 sin2m−1 θ cos2n−1 θ dθ
 ∞ tm−1
B(m, n) = 0 (1+t) m+n dt
 1 m−1 (1−t)n−1
B(m, n) = r n (r + 1) m 0 t (r +t) m+n dt

8.7 ERROR FUNCTION

 x
2 2
Definition: erf(x) = √ e−t dt
 π 0 
2 x3 1 x5 1 x7
Series: erf(x) = √ x− + − + ···
π 3 2! 5 3! 7
Property: erf(x) = − erf(−x)  
x 1
Relationship with Normal Probability Function f (t): √x To evaluate erf(2.3), one proceeds as follows: For √x = 2.3,
0 f (t) dt = 2 erf 2 2
√
one finds x = (2.3) ( 2) = 3.25. In the normal probability function table, one finds the entry 0.4994 opposite the value 3.25. Thus erf(2.3) =
2(0.4994) = 0.9988.
Appendices

 ∞
2 2
erfc(z) = 1 − erf(z) = √ e−t dt (35)
π z
is known as the complementary error function.

A-69
 9 PROBABILITY

9.1 NORMAL PROBABILITY FUNCTION

∞ 2 /2
  
�(z) = √1 e−t dt = 1
1 + erf √z is the area under the Standard Normal Curve from −∞ to z.
2π −∞ 2 2

Proportion of Remaining
Limits
the total area area
µ − λσ µ + λσ (%) (%)
µ−σ µ+σ 68.27 31.73
µ − 1.65σ µ + 1.65σ 90 10
µ − 1.96σ µ + 1.96σ 95 5
µ − 2σ µ + 2σ 95.45 4.55
µ − 2.58σ µ + 2.58σ 99 0.99
µ − 3σ µ + 3σ 99.73 0.27
µ − 3.09σ µ + 3.09σ 99.8 0.2
µ − 3.29σ µ + 3.29σ 99.9 0.1

x 1.282 1.645 1.960 2.326 2.576 3.090

�(x) 0.90 0.95 0.975 0.99 0.995 0.999
2[1 − �(x)] 0.20 0.10 0.05 0.02 0.01 0.002

x 3.09 3.72 4.26 4.75 5.20 5.61 6.00 6.36

1 − �(x) 10−3 10−4 10−5 10−6 10−7 10−8 10−9 10−10

Area under the Standard Normal Curve from 0 to z

z 0 1 2 3 4 5 6 7 8 9
0.0 .0000 .0040 .0080 .0120 .0160 .0199 .0239 .0279 .0319 .0359
0.1 .0398 .0438 .0478 .0517 .0557 .0596 .0636 .0675 .0714 .0754
0.2 .0793 .0832 .0871 .0910 .0948 .0987 .1026 .1064 .1103 .1141
0.3 .1179 .1217 .1255 .1293 .1331 .1368 .1406 .1443 .1480 .1517
0.4 .1554 .1591 .1628 .1664 .1700 .1736 .1772 .1808 .1844 .1879
0.5 .1915 .1950 .1985 .2019 .2054 .2088 .2123 .2157 .2190 .2224
0.6 .2258 .2291 .2324 .2357 .2389 .2422 .2454 .2486 .2518 .2549
0.7 .2580 .2612 .2652 .2673 .2704 .2734 .2764 .2794 .2823 .2852
0.8 .2881 .2910 .2939 .2967 .2996 .3023 .3051 .3078 .3106 .3133
0.9 .3159 .3186 .3212 .3238 .3264 .3289 .3315 .3340 .3365 .3389
1.0 .3413 .3438 .3461 .3485 .3508 .3531 .3554 .3577 .3599 .3621
1.1 .3643 .3665 .3686 .3708 .3729 .3749 .3770 .3790 .3810 .3830
1.2 .3849 .3869 .3888 .3907 .3925 .3944 .3962 .3980 .3997 .4015
1.3 .4032 .4049 .4066 .4082 .4099 .4115 .4131 .4147 .4162 .4177
1.4 .4192 .4207 .4222 .4236 .4251 .4265 .4279 .4292 .4306 .4319
1.5 .4332 .4345 .4357 .4370 .4382 .4394 .4406 .4418 .4429 .4441
1.6 .4452 .4463 .4474 .4484 .4495 .4505 .4515 .4525 .4535 .4545
1.7 .4554 .4564 .4573 .4582 .4591 .4599 .4608 .4616 .4625 .4633
1.8 .4641 .4649 .4656 .4664 .4671 .4678 .4686 .4693 .4699 .4706
1.9 .4713 .4719 .4726 .4732 .4738 .4744 .4750 .4756 .4761 .4767
2.0 .4772 .4778 .4783 .4788 .4793 .4798 .4803 .4808 .4812 .4817
Appendices

2.1 .4821 .4826 .4830 .4834 .4838 .4842 .4846 .4850 .4854 .4857
2.2 .4861 .4864 .4868 .4871 .4875 .4878 .4881 .4884 .4887 .4890
2.3 .4893 .4896 .4898 .4901 .4904 .4906 .4909 .4911 .4913 .4916
2.4 .4918 .4920 .4922 .4925 .4927 .4929 .4931 .4932 .4934 .4936
2.5 .4938 .4940 .4941 .4943 .4945 .4946 .4948 .4949 .4951 .4952

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 9.2 CONFIDENCE INTERVALS

Common one sample confidence intervals

Parameter Assumptions 100(1 − α)% Confidence interval

σ
µ n large, σ 2 known, or normality, σ 2 known x̄ ± zα/2 √
n

s
µ normality, σ 2 unknown x̄ ± tα/2,n−1 √
n
 
(n − 1)s 2 (n − 1)s 2
σ2 normality 2
, 2
χα/2,n−1 χ1−α/2,n−1

p̂(1 − p̂)
p binomial experiment, n large p̂ ± zα/2
n

Common two sample confidence intervals

Parameter Assumptions 100(1 − α)% Confidence interval

normality, independence, σ12 , σ22 known 

σ12 σ2
µ1 − µ 2 or n1 , n2 large, independence, σ12 , σ22 ( x̄1 − x̄2 ) ± zα/2 + 2
known n1 n2
( x̄1 − x̄2 ) ±

1 1
normality, independence, σ12 = σ22 t α ,n1 +n2 −2 s p +
µ1 − µ 2 2 n1 n2
unknown
(n1 − 1)s12 + (n2 − 1)s22
s 2p =
n1 + n 2−2
s12 s2
( x̄1 − x̄2 ) ± tα/2,ν + 2
n1 n2
normality, independence, σ12 �= σ22  2 2
µ1 − µ 2 s1 s22
unknown n1 + n2
ν≈ 2
(s1 /n1 ) 2 (s22 /n2 ) 2
n −1 + n −1
1 2

sd
µ1 − µ 2 normality, n pairs, dependence d̄ ± tα/2,n−1 √
n
( p̂1 − p̂2 )±
binomial experiments, n1 , n2 large, 
p1 − p2 p̂1 (1 − p̂1 ) p̂2 (1 − p̂2 )
independence zα/2 +
n1 n2

Appendices

A-71
 9.3 PERCENTAGE POINTS, STUDENT’S T-DISTRIBUTION
This table gives values of t such that
   
 t � n+12 x2 n+1
F (t) = √ n 1 + − dx
−∞ nπ � 2 n 2

where n is the number of degrees of freedom. The t-distribution is symmetrical, so that F (−t) = 1 − F (t)

n/F .60 .75 .90 .95 .975 .99 .995 .9995

1 .325 1.000 3.078 6.314 12.706 31.821 63.657 636.619
2 .289 .816 1.886 2.920 4.303 6.965 9.925 31.598
3 .277 .765 1.638 2.353 3.182 4.541 5.841 12.924
4 .271 .741 1.533 2.132 2.776 3.747 4.604 8.610
5 .267 .727 1.476 2.015 2.571 3.365 4.032 6.869
6 .265 .718 1.440 1.943 2.447 3.143 3.707 5.959
7 .263 .711 1.415 1.895 2.365 2.998 3.499 5.408
8 .262 .706 1.397 1.860 2.306 2.896 3.355 5.041
9 .261 .703 1.383 1.833 2.262 2.821 3.250 4.781
10 .260 .700 1.372 1.812 2.228 2.764 3.169 4.587
11 .260 .697 1.363 1.796 2.201 2.718 3.106 4.437
12 .259 .695 1.356 1.782 2.179 2.681 3.055 4.318
13 .259 .694 1.350 1.771 2.160 2.650 3.012 4.221
14 .258 .692 1.345 1.761 2.145 2.624 2.977 4.140
15 .258 .691 1.341 1.753 2.131 2.602 2.947 4.073
16 .258 .690 1.337 1.746 2.120 2.583 2.921 4.015
17 .257 .689 1.333 1.740 2.110 2.567 2.898 3.965
18 .257 .688 1.330 1.734 2.101 2.552 2.878 3.922
19 .257 .688 1.328 1.729 2.093 2.539 2.861 3.883
20 .257 .687 1.325 1.725 2.086 2.528 2.845 3.850
21 .257 .686 1.323 1.721 2.080 2.518 2.831 3.819
22 .256 .686 1.321 1.717 2.074 2.508 2.819 3.792
23 .256 .685 1.319 1.714 2.069 2.500 2.807 3.767
24 .256 .685 1.318 1.711 2.064 2.492 2.797 3.745
25 .256 .684 1.316 1.708 2.060 2.485 2.787 3.725
26 .256 .684 1.315 1.706 2.056 2.479 2.779 3.707
27 .256 .684 1.314 1.703 2.052 2.473 2.771 3.690
28 .256 .683 1.313 1.701 2.048 2.467 2.763 3.674
29 .256 .683 1.311 1.699 2.045 2.462 2.756 3.659
30 .256 .683 1.310 1.697 2.042 2.457 2.750 3.646
40 .255 .681 1.303 1.684 2.021 2.423 2.704 3.551
60 .254 .679 1.296 1.671 2.000 2.390 2.660 3.460
120 .254 .677 1.289 1.658 1.980 2.358 2.617 3.373
∞ .253 .674 1.282 1.645 1.960 2.326 2.576 3.291
Appendices

A-72

K24279_AppendixA.indd 72 4/12/16 7:56 AM

 9.4 PERCENTAGE POINTS, CHI-SQUARE DISTRIBUTION

This table gives values of χ 2 such that

 χ2 1
F (χ ) 2 =   x(n−2)/2 e−x/2 dx
0 2n/2 � 2n
√ √
where n is the number of degrees of freedom. For n > 30, a normal approximation is accurate: the expression 2x2 − 2n − 1 is approximately
2
distributed as the standard normal distribution. Thus χα , the α-point of the distribution, may be computed by the formula
1 
χα2 = [xα + 2n − 1]2 ,
2
where xα is the α-point of the cumulative normal distribution. For even values of n, F (χ 2 ) can be written as
x� −1
 e−λ λx
1 − F (χ 2 ) =
x!
x=0

1 2 1
with λ = 2χ and = x� Thus the cumulative Chi-Square distribution is related to the cumulative Poisson distribution.
2 n.
Another approximate formula for large n
  3
2 2
χα2 = n 1 − + zα
9n 9n

where n = degrees of freedom, zα = the normal deviate (the value of x for which F (x) = the desired percentile)

x 1.282 1.645 1.960 2.326 2.576 3.090

F (x) .90 .95 .975 .99 .995 .999
2 = 60[1 − 0.00370 + 2.326(0.06086)]3 = 88.4 is the 99th percentile for 60 degrees of freedom.
χ.99

 χ2 1
F (χ 2 ) =   xn−2/2 e−x/2 dx (36)
0 2n/2 � 2n

n F .005 .010 .025 .050 .100 .250 .500 .750 .900 .950 .975 .990 .995
1 .0000393 .000157 .000982 .00393 .0158 .102 .455 1.32 2.71 3.84 5.02 6.63 7.88
2 .0100 .0201 .0506 .103 .211 .575 1.39 2.77 4.61 5.99 7.38 9.21 10.6
3 .0717 .115 .216 .352 .584 1.21 2.37 4.11 6.25 7.81 9.35 11.3 12.8
4 .207 .297 .484 .711 1.06 1.92 3.36 5.39 7.78 9.49 11.1 13.3 14.9
5 .412 .554 .831 1.15 1.61 2.67 4.35 6.63 9.24 11.1 12.8 15.1 16.7
6 .676 .872 1.24 1.64 2.20 3.45 5.35 7.84 10.6 12.6 14.4 16.8 18.5
7 .989 1.24 1.69 2.17 2.83 4.25 6.35 9.04 12.0 14.1 16.0 18.5 20.3
8 1.34 1.65 2.18 2.73 3.49 5.07 7.34 10.2 13.4 15.5 17.5 20.1 22.0
9 1.73 2.09 2.70 3.33 4.17 5.90 8.34 11.4 14.7 16.9 19.0 21.7 23.6
10 2.16 2.56 3.25 3.94 4.87 6.74 9.34 12.5 16.0 18.3 20.5 23.2 25.2
11 2.60 3.05 3.82 4.57 5.58 7.58 10.3 13.7 17.3 19.7 21.9 24.7 26.8
12 3.07 3.57 4.40 5.23 6.30 8.44 11.3 14.8 18.5 21.0 23.3 26.2 28.3
13 3.57 4.11 5.01 5.89 7.04 9.30 12.3 16.0 19.8 22.4 24.7 27.7 29.8
14 4.07 4.66 5.63 6.57 7.79 10.2 13.3 17.1 21.1 23.7 26.1 29.1 31.3
15 4.60 5.23 6.26 7.26 8.55 11.0 14.3 18.2 22.3 25.0 27.5 30.6 32.8
16 5.14 5.81 6.91 7.96 9.31 11.9 15.3 19.4 23.5 26.3 28.8 32.0 34.3
17 5.70 6.41 7.56 8.67 10.1 12.8 16.3 20.5 24.8 27.6 30.2 33.4 35.7
18 6.26 7.01 8.23 9.39 10.9 13.7 17.3 21.6 26.0 28.9 31.5 34.8 37.2
19 6.84 7.63 8.91 10.1 11.7 14.6 18.3 22.7 27.2 30.1 32.9 36.2 38.6
20 7.43 8.26 9.59 10.9 12.4 15.5 19.3 23.8 28.4 31.4 34.2 37.6 40.0
21 8.03 8.90 10.3 11.6 13.2 16.3 20.3 24.9 29.6 32.7 35.5 38.9 41.4
22 8.64 9.54 11.0 12.3 14.0 17.2 21.3 26.0 30.8 33.9 36.8 40.3 42.8
23 9.26 10.2 11.7 13.1 14.8 18.1 22.3 27.1 32.0 35.2 38.1 41.6 44.2
Appendices

24 9.89 10.9 12.4 13.8 15.7 19.0 23.3 28.2 33.2 36.4 39.4 43.0 45.6
25 10.5 11.5 13.1 14.6 16.5 19.9 24.3 29.3 34.4 37.7 40.6 44.3 46.9
26 11.2 12.2 13.8 15.4 17.3 20.8 25.3 30.4 35.6 38.9 41.9 45.6 48.3
27 11.8 12.9 14.6 16.2 18.1 21.7 26.3 31.5 36.7 40.1 43.2 47.0 49.6
28 12.5 12.6 15.3 16.9 18.9 22.7 27.3 32.6 37.9 41.3 44.5 48.3 51.0
29 13.1 14.3 16.0 17.7 19.8 23.6 28.3 33.7 39.1 42.6 45.7 49.6 52.3
30 13.8 15.0 16.8 18.5 20.6 24.5 29.3 34.8 40.3 43.8 47.0 50.9 53.7

A-73
 9.5 PERCENTAGE POINTS, F -DISTRIBUTION
This table gives values of F such that
  
F � m+n
F (F ) =  m  2  n  mm/2 nn/2 xm−2/2 (n + mx) −(m+n)/2 dx
0 � 2 � 2

for selected values of m, the number of degrees of freedom of the numerator of F ; and for selected values of n, the number of degrees freedom of the
denominator of F . The table also provides values corresponding to F ( F ) = .10,.05,.025,.01,.005,.001 since F1−α for m and n degrees of freedom
is the reciprocal of Fα for n and m degrees of freedom. Thus
1 1
F.05 (4, 7) = = = .164
F.95 (7, 4) 6.09

  
F � m+n
F (F ) =  m  2  n  mm/2 nn/2 x(m/2)−1 (n + mx) −(m+n)/2 dx = 0.90
0 � 2 � 2

n m 1 2 3 4 5 6 7 8 9 10 12 15 20 24 30 40 60 120 ∞

1 39.86 49.50 53.59 55.83 57.24 58.20 58.91 59.44 59.86 60.19 60.71 61.22 61.74 62.00 62.26 62.53 62.79 63.06 63.33
2 8.53 9.00 9.16 9.24 9.29 9.33 9.35 9.37 9.38 9.39 9.41 9.42 9.44 9.45 9.46 9.47 9.47 9.48 9.49
3 5.54 5.46 5.39 5.34 5.31 5.28 5.27 5.25 5.24 5.23 5.22 5.20 5.18 5.18 5.17 5.16 5.15 5.14 5.13
4 4.54 4.32 4.19 4.11 4.05 4.01 3.98 3.95 3.94 3.92 3.90 3.87 3.84 3.83 3.82 3.80 3.79 3.78 3.76
5 4.06 3.78 3.62 3.52 3.45 3.40 3.37 3.34 3.32 3.30 3.27 3.24 3.21 3.19 3.17 3.16 3.14 3.12 3.10
6 3.78 3.46 3.29 3.18 3.11 3.05 3.01 2.98 2.96 2.94 2.90 2.87 2.84 2.82 2.80 2.78 2.76 2.74 2.72
7 3.59 3.26 3.07 2.96 2.88 2.83 2.78 2.75 2.72 2.70 2.67 2.63 2.59 2.58 2.56 2.54 2.51 2.49 2.47
8 3.46 3.11 2.92 2.81 2.73 2.67 2.62 2.59 2.56 2.54 2.50 2.46 2.42 2.40 2.38 2.36 2.34 2.32 2.29
9 3.36 3.01 2.81 2.69 2.61 2.55 2.51 2.47 2.44 2.42 2.38 2.34 2.30 2.28 2.25 2.23 2.21 2.18 2.16
10 3.29 2.92 2.73 2.61 2.52 2.46 2.41 2.38 2.35 2.32 2.28 2.24 2.20 2.18 2.16 2.13 2.11 2.08 2.06
11 3.23 2.86 2.66 2.54 2.45 2.39 2.34 2.30 2.27 2.25 2.21 2.17 2.12 2.10 2.08 2.05 2.03 2.00 1.97
12 3.18 2.81 2.61 2.48 2.39 2.33 2.28 2.24 2.21 2.19 2.15 2.10 2.06 2.04 2.01 1.99 1.96 1.93 1.90
13 3.14 2.76 2.56 2.43 2.35 2.28 2.23 2.20 2.16 2.14 2.10 2.05 2.01 1.98 1.96 1.93 1.90 1.88 1.85
14 3.10 2.73 2.52 2.39 2.31 2.24 2.19 2.15 2.12 2.10 2.05 2.01 1.96 1.94 1.91 1.89 1.86 1.83 1.80
15 3.07 2.70 2.49 2.36 2.27 2.21 2.16 2.12 2.09 2.06 2.02 1.97 1.92 1.90 1.87 1.85 1.82 1.79 1.76
16 3.05 2.67 2.46 2.33 2.24 2.18 2.13 2.09 2.06 2.03 1.99 1.94 1.89 1.87 1.84 1.81 1.78 1.75 1.72
17 3.03 2.64 2.44 2.31 2.22 2.15 2.10 2.06 2.03 2.00 1.96 1.91 1.86 1.84 1.81 1.78 1.75 1.72 1.69
18 3.01 2.62 2.42 2.29 2.20 2.13 2.08 2.04 2.00 1.98 1.93 1.89 1.84 1.81 1.78 1.75 1.72 1.69 1.66
19 2.99 2.61 2.40 2.27 2.18 2.11 2.06 2.02 1.98 1.96 1.91 1.86 1.81 1.79 1.76 1.73 1.70 1.67 1.63
20 2.97 2.59 2.38 2.25 2.16 2.09 2.04 2.00 1.96 1.94 1.89 1.84 1.79 1.77 1.74 1.71 1.68 1.64 1.61
21 2.96 2.57 2.36 2.23 2.14 2.08 2.02 1.98 1.95 1.92 1.87 1.83 1.78 1.75 1.72 1.69 1.66 1.62 1.59
22 2.95 2.56 2.35 2.22 2.13 2.06 2.01 1.97 1.93 1.90 1.86 1.81 1.76 1.73 1.70 1.67 1.64 1.60 1.57
23 2.94 2.55 2.34 2.21 2.11 2.05 1.99 1.95 1.92 1.89 1.84 1.80 1.74 1.72 1.69 1.66 1.62 1.59 1.55
24 2.93 2.54 2.33 2.19 2.10 2.04 1.98 1.94 1.91 1.88 1.83 1.78 1.73 1.70 1.67 1.64 1.61 1.57 1.53
25 2.92 2.53 2.32 2.18 2.09 2.02 1.97 1.93 1.89 1.87 1.82 1.77 1.72 1.69 1.66 1.63 1.59 1.56 1.52
26 2.91 2.52 2.31 2.17 2.08 2.01 1.96 1.92 1.88 1.86 1.81 1.76 1.71 1.68 1.65 1.61 1.58 1.54 1.50
27 2.90 2.51 2.30 2.17 2.07 2.00 1.95 1.91 1.87 1.85 1.80 1.75 1.70 1.67 1.64 1.60 1.57 1.53 1.49
28 2.89 2.50 2.29 2.16 2.06 2.00 1.94 1.90 1.87 1.84 1.79 1.74 1.69 1.66 1.63 1.59 1.56 1.52 1.48
29 2.89 2.50 2.28 2.15 2.06 1.99 1.93 1.89 1.86 1.83 1.78 1.73 1.68 1.65 1.62 1.58 1.55 1.51 1.47
30 2.88 2.49 2.28 2.14 2.05 1.98 1.93 1.88 1.85 1.82 1.77 1.72 1.67 1.64 1.61 1.57 1.54 1.50 1.46
40 2.84 2.44 2.23 2.09 2.00 1.93 1.87 1.83 1.79 1.76 1.71 1.66 1.61 1.57 1.54 1.51 1.47 1.42 1.38
60 2.79 2.39 2.18 2.04 1.95 1.87 1.82 1.77 1.74 1.71 1.66 1.60 1.54 1.51 1.48 1.44 1.40 1.35 1.29
120 2.75 2.35 2.13 1.99 1.90 1.82 1.77 1.72 1.68 1.65 1.60 1.55 1.48 1.45 1.41 1.37 1.32 1.26 1.19
∞ 2.71 2.30 2.08 1.94 1.85 1.77 1.72 1.67 1.63 1.60 1.55 1.49 1.42 1.38 1.34 1.30 1.24 1.17 1.00
Appendices

A-74

K24279_AppendixA.indd 74 4/12/16 7:56 AM

Percentage points, F -distribution A-75

F table for 0.95

s12 S1 S2
F = = m/ n , where s12 = S1 /m and s22 = S2 /n are independent mean squares estimating a common variance σ 2 and based on m and n degrees
s22
of freedom, respectively.
  
F � m+n
F (F ) =  m  2  n  mm/2 nn/2 x(m/2)−1 (n + mx) −(m+n)/2 dx = 0.95
0 � 2 � 2

n m 1 2 3 4 5 6 7 8 9 10 12 15 20 24 30 40 60 120 ∞

1 161.4 199.5 215.7 224.6 230.2 234.0 236.8 238.9 240.5 241.9 243.9 245.9 248.0 249.1 250.1 251.1 252.2 253.3 254.3
2 18.51 19.00 19.16 19.25 19.30 19.33 19.35 19.37 19.38 19.40 19.41 19.43 19.45 19.45 19.46 19.47 19.48 19.49 19.50
3 10.13 9.55 9.28 9.12 9.01 8.94 8.89 8.85 8.81 8.79 8.74 8.70 8.66 8.64 8.62 8.59 8.57 8.55 8.53
4 7.71 6.94 6.59 6.39 6.26 6.16 6.09 6.04 6.00 5.96 5.91 5.86 5.80 5.77 5.75 5.72 5.69 5.66 5.63
5 6.61 5.79 5.41 5.19 5.05 4.95 4.88 4.82 4.77 4.74 4.68 4.62 4.56 4.53 4.50 4.46 4.43 4.40 4.36
6 5.99 5.14 4.76 4.53 4.39 4.28 4.21 4.15 4.10 4.06 4.00 3.94 3.87 3.84 3.81 3.77 3.74 3.70 3.67
7 5.59 4.74 4.35 4.12 3.97 3.87 3.79 3.73 3.68 3.64 3.57 3.51 3.44 3.41 3.38 3.34 3.30 3.27 3.23
8 5.32 4.46 4.07 3.84 3.69 3.58 3.50 3.44 3.39 3.35 3.28 3.22 3.15 3.12 3.08 3.04 3.01 2.97 2.93
9 5.12 4.26 3.86 3.63 3.48 3.37 3.29 3.23 3.18 3.14 3.07 3.01 2.94 2.90 2.86 2.83 2.79 2.75 2.71
10 4.96 4.10 3.71 3.48 3.33 3.22 3.14 3.07 3.02 2.98 2.91 2.85 2.77 2.74 2.70 2.66 2.62 2.58 2.54
11 4.84 3.98 3.59 3.36 3.20 3.09 3.01 2.95 2.90 2.85 2.79 2.72 2.65 2.61 2.57 2.53 2.49 2.45 2.40
12 4.75 3.89 3.49 3.26 3.11 3.00 2.91 2.85 2.80 2.75 2.69 2.62 2.54 2.51 2.47 2.43 2.38 2.34 2.30
13 4.67 3.81 3.41 3.18 3.03 2.92 2.83 2.77 2.71 2.67 2.60 2.53 2.46 2.42 2.38 2.34 2.30 2.25 2.21
14 4.60 3.74 3.34 3.11 2.96 2.85 2.76 2.70 2.65 2.60 2.53 2.46 2.39 2.35 2.31 2.27 2.22 2.18 2.13
15 4.54 3.68 3.29 3.06 2.90 2.79 2.71 2.64 2.59 2.54 2.48 2.40 2.33 2.29 2.25 2.20 2.16 2.11 2.07
16 4.49 3.63 3.24 3.01 2.85 2.74 2.66 2.59 2.54 2.49 2.42 2.35 2.28 2.24 2.19 2.15 2.11 2.06 2.01
17 4.45 3.59 3.20 2.96 2.81 2.70 2.61 2.55 2.49 2.45 2.38 2.31 2.23 2.19 2.15 2.10 2.06 2.01 1.96
18 4.41 3.55 3.16 2.93 2.77 2.66 2.58 2.51 2.46 2.41 2.34 2.27 2.19 2.15 2.11 2.06 2.02 1.97 1.92
19 4.38 3.52 3.13 2.90 2.74 2.63 2.54 2.48 2.42 2.38 2.31 2.23 2.16 2.11 2.07 2.03 1.98 1.93 1.88
20 4.35 3.49 3.10 2.87 2.71 2.60 2.51 2.45 2.39 2.35 2.28 2.20 2.12 2.08 2.04 1.99 1.95 1.90 1.84
21 4.32 3.47 3.07 2.84 2.68 2.57 2.49 2.42 2.37 2.32 2.25 2.18 2.10 2.05 2.01 1.96 1.92 1.87 1.81
22 4.30 3.44 3.05 2.82 2.66 2.55 2.46 2.40 2.34 2.30 2.23 2.15 2.07 2.03 1.98 1.94 1.89 1.84 1.78
23 4.28 3.42 3.03 2.80 2.64 2.53 2.44 2.37 2.32 2.27 2.20 2.13 2.05 2.01 1.96 1.91 1.86 1.81 1.76
24 4.26 3.40 3.01 2.78 2.62 2.51 2.42 2.36 2.30 2.25 2.18 2.11 2.03 1.98 1.94 1.89 1.84 1.79 1.73
25 4.24 3.39 2.99 2.76 2.60 2.49 2.40 2.34 2.28 2.24 2.16 2.09 2.01 1.96 1.92 1.87 1.82 1.77 1.71
26 4.23 3.37 2.98 2.74 2.59 2.47 2.39 2.32 2.27 2.22 2.15 2.07 1.99 1.95 1.90 1.85 1.80 1.75 1.69
27 4.21 3.35 2.96 2.73 2.57 2.46 2.37 2.31 2.25 2.20 2.13 2.06 1.97 1.93 1.88 1.84 1.79 1.73 1.67
28 4.20 3.34 2.95 2.71 2.56 2.45 2.36 2.29 2.24 2.19 2.12 2.04 1.96 1.91 1.87 1.82 1.77 1.71 1.65
29 4.18 3.33 2.93 2.70 2.55 2.43 2.35 2.28 2.22 2.18 2.10 2.03 1.94 1.90 1.85 1.81 1.75 1.70 1.64
30 4.17 3.32 2.92 2.69 2.53 2.42 2.33 2.27 2.21 2.16 2.09 2.01 1.93 1.89 1.84 1.79 1.74 1.68 1.62
40 4.08 3.23 2.84 2.61 2.45 2.34 2.25 2.18 2.12 2.08 2.00 1.92 1.84 1.79 1.74 1.69 1.64 1.58 1.51
60 4.00 3.15 2.76 2.53 2.37 2.25 2.17 2.10 2.04 1.99 1.92 1.84 1.75 1.70 1.65 1.59 1.53 1.47 139
120 3.92 3.07 2.68 2.45 2.29 2.17 2.09 2.02. 1.96 1.91 1.83 1.75 1.66 1.61 1.55 1.50 1.43 1.35 1.25
∞ 3.84 3.00 2.60 2.37 2.21 2.10 2.01 1.94 1.88 1.83 1.75 1.67 1.57 1.52 1.46 1.39 1.32 1.22 1.00

F table for 0.975

s12 S1 S2
F = = m/ n , where s12 = S1 /m and s22 = S2 /n are independent mean squares estimating a common variance σ 2 and based on m and n degrees
s22
of freedom, respectively.

  
F � m+n
F (F ) =  m  2  n  mm/2 nn/2 x(m/2)−1 (n + mx) −(m+n)/2 dx = 0.975
0 � 2 � 2

n m 1 2 3 4 5 6 7 8 9 10 12 15 20 24 30 40 60 120 ∞

1 647.8 799.5 864.2 899.6 921.8 937.1 948.2 956.7 963.3 968.6 976.7 984.9 993.1 997.2 1001 1006 1010 1014 1018
2 38.51 39.00 39.17 39.25 39.30 39.33 39.36 39.37 39.39 39.40 39.41 39.43 39.45 39.46 39.46 39.47 39.48 39.49 39.50
3 17.44 16.04 15.44 15.10 14.88 14.73 14.62 14.54 14.47 14.42 14.34 14.25 14.17 14.12 14.08 14.04 13.99 13.95 13.90
4 12.22 10.65 9.98 9.60 9.36 9.20 9.07 8.98 8.90 8.84 8.75 8.66 8.56 8.51 8.46 8.41 8.36 8.31 8.26
5 10.01 8.43 7.76 7.39 7.15 6.98 6.85 6.76 6.68 6.62 6.52 6.43 6.33 6.28 6.23 6.18 6.12 6.07 6.02
6 8.81 7.26 6.60 6.23 5.99 5.82 5.70 5.60 5.52 5.46 5.37 5.27 5.17 5.12 5.07 5.01 4.96 4.90 4.85
7 8.07 6.54 5.89 5.52 5.29 5.12 4.99 4.90 4.82 4.76 4.67 4.57 4.47 4.42 4.36 4.31 4.25 4.20 4.14
8 7.57 6.06 5.42 5.05 4.82 4.65 4.53 4.43 4.36 4.30 4.20 4.10 4.00 3.95 3.89 3.84 3.78 3.73 3.67
9 7.21 5.71 5.08 4.72 4.48 4.32 4.20 4.10 4.03 3.96 3.87 3.77 3.67 3.61 3.56 3.51 3.45 3.39 3.33
10 6.94 5.46 4.83 4.47 4.24 4.07 3.95 3.85 3.78 3.72 3.62 3.52 3.42 3.37 3.31 3.26 3.20 3.14 3.08
11 6.72 5.26 4.63 4.28 4.04 3.88 3.76 3.66 3.59 3.53 3.43 3.33 3.23 3.17 3.12 3.06 3.00 2.94 2.88
12 6.55 5.10 4.47 4.12 3.89 3.73 3.61 3.51 3.44 3.37 3.28 3.18 3.07 3.02 2.96 2.91 2.85 2.79 2.72
13 6.41 4.97 4.35 4.00 3.77 3.60 3.48 3.39 3.31 3.25 3.15 3.05 2.95 2.89 2.84 2.78 2.72 2.66 2.60
14 6.30 4.86 4.24 3.89 3.66 3.50 3.38 3.29 3.21 3.15 3.05 2.95 2.84 2.79 2.73 2.67 2.61 2.55 2.49
15 6.20 4.77 4.15 3.80 3.58 3.41 3.29 3.20 3.12 3.06 2.96 2.86 2.76 2.70 2.64 2.59 2.52 2.46 2.40
16 6.12 4.69 4.08 3.73 3.50 3.34 3.22 3.12 3.05 2.99 2.89 2.79 2.68 2.63 2.57 2.51 2.45 2.38 2.32
17 6.04 4.62 4.01 3.66 3.44 3.28 3.16 3.06 2.98 2.92 2.82 2.72 2.62 2.56 2.50 2.44 2.38 2.32 2.25
18 5.98 4.56 3.95 3.61 3.38 3.22 3.10 3.01 2.93 2.87 2.77 2.67 2.56 2.50 2.44 2.38 2.32 2.26 2.19
19 5.92 4.51 3.90 3.56 3.33 3.17 3.05 2.96 2.88 2.82 2.72 2.62 2.51 2.45 2.39 2.33 2.27 2.20 2.13
20 5.87 4.46 3.86 3.51 3.29 3.13 3.01 2.91 2.84 2.77 2.68 2.57 2.46 2.41 2.35 2.29 2.22 2.16 2.09
21 5.83 4.42 3.82 3.48 3.25 3.09 2.97 2.87 2.80 2.73 2.64 2.53 2.42 2.37 2.31 2.25 2.18 2.11 2.04
22 5.79 4.38 3.78 3.44 3.22 3.05 2.93 2.84 2.76 2.70 2.60 2.50 2.39 2.33 2.27 2.21 2.14 2.08 2.00
23 5.75 4.35 3.75 3.41 3.18 3.02 2.90 2.81 2.73 2.67 2.57 2.47 2.36 2.30 2.24 2.18 2.11 2.04 1.97
24 5.72 4.32 3.72 3.38 3.15 2.99 2.87 2.78 2.70 2.64 2.54 2.44 2.33 2.27 2.21 2.15 2.08 2.01 1.94
25 5.69 4.29 3.69 3.35 3.13 2.97 2.85 2.75 2.68 2.61 2.51 2.41 2.30 2.24 2.18 2.12 2.05 1.98 1.91
26 5.66 4.27 3.67 3.33 3.10 2.94 2.82 2.73 2.65 2.59 2.49 2.39 2.28 2.22 2.16 2.09 2.03 1.95 1.88
27 5.63 4.24 3.65 3.31 3.08 2.92 2.80 2.71 2.63 2.57 2.47 2.36 2.25 2.19 2.13 2.03 2.00 1.93 1.85
Appendices

28 5.61 4.22 3.63 3.29 3.06 2.90 2.78 2.69 2.61 2.55 2.45 2.34 2.23 2.17 2.11 2.05 1.98 1.91 1.83
29 5.59 4.20 3.61 3.27 3.04 2.88 2.76 2.67 2.59 2.53 2.43 2.32 2.21 2.15 2.09 2.03 1.96 1.89 1.81
30 5.57 4.18 3.59 3.25 3.03 2.87 2.75 2.65 2.57 2.51 2.41 2.31 2.20 2.14 2.07 2.01 1.94 1.87 1.79
40 5.42 4.05 3.46 3.13 2.90 2.74 2.62 2.53 2.45 2.39 2.29 2.18 2.07 2.01 1.94 1.88 1.80 1.72 1.64
60 5.29 3.93 3.34 3.01 2.79 2.63 2.51 2.41 2.33 2.27 2.17 2.06 1.94 1.88 1.82 1.74 1.67 1.58 1.48
120 5.15 3.80 3.23 2.89 2.67 2.52 2.39 2.30 2.22 2.16 2.05 1.94 1.82 1.76 1.69 1.61 1.53 1.43 1.31
∞ 5.02 3.69 3.12 2.79 2.57 2.41 2.29 2.19 2.11 2.05 1.94 1.83 1.71 1.64 1.57 1.48 1.39 1.27 1.00
 F table for 0.99
s12 S1 S2
F = = m/ n , where s12 = S1 /m and s22 = S2 /n are independent mean squares estimating a common variance σ 2 and based on m and n degrees
s22
of freedom, respectively.
  
F � m+n
F (F ) =  m  2  n  mm/2 nn/2 x(m/2)−1 (n + mx) −(m+n)/2 dx = 0.99
0 � 2 � 2

n m 1 2 3 4 5 6 7 8 9 10 15 20 30 40 ∞
1 4052 4999.5 5403 5625 5764 5859 5928 5982 6022 6056 6157 6209 6261 6287 6366
2 98.50 99.00 99.17 99.25 99.30 99.33 99.36 99.37 99.39 99.40 99.43 99.45 99.47 99.47 99.50
3 34.12 30.82 29.46 28.71 28.24 27.91 27.67 27.49 27.35 27.23 26.87 26.69 26.50 26.41 26.13
4 21.20 18.00 16.69 15.98 15.52 15.21 14.98 14.80 14.66 14.55 14.20 14.02 13.84 13.75 13.46
5 16.26 13.27 12.06 11.39 10.97 10.67 10.46 10.29 10.16 10.05 9.72 9.55 9.38 9.29 9.02
6 13.75 10.92 9.78 9.15 8.75 8.47 8.26 8.10 7.98 7.87 7.56 7.40 7.23 7.14 6.88
7 12.25 9.55 8.45 7.85 7.46 7.19 6.99 6.84 6.72 6.62 6.31 6.16 5.99 5.91 5.65
8 11.26 8.65 7.59 7.01 6.63 6.37 6.18 6.03 5.91 5.81 5.52 5.36 5.20 5.12 4.86
9 10.56 8.02 6.99 6.42 6.06 5.80 5.61 5.47 5.35 5.26 4.96 4.81 4.65 4.57 4.31
10 10.04 7.56 6.55 5.99 5.64 5.39 5.20 5.06 4.94 4.85 4.56 4.41 4.25 4.17 3.91
15 8.68 6.36 5.42 4.89 4.56 4.32 4.14 4.00 3.89 3.80 3.52 3.37 3.21 3.13 2.87
20 8.10 5.85 4.94 4.43 4.10 3.87 3.70 3.56 3.46 3.37 3.09 2.94 2.78 2.69 2.42
30 7.56 5.39 4.51 4.02 3.70 3.47 3.30 3.17 3.07 2.98 2.70 2.55 2.39 2.30 2.01
40 7.31 5.18 4.31 3.83 3.51 3.29 3.12 2.99 2.89 2.80 2.52 2.37 2.20 2.11 1.80
∞ 6.63 4.61 3.78 3.32 3.02 2.80 2.64 2.51 2.41 2.32 2.04 1.88 1.70 1.59 1.00

s12 S1 S2
F = = m/ n , where s12 = S1 /m and s22 = S2 /n are independent mean squares estimating a common variance σ 2 and based on m and n degrees
s22
of freedom, respectively.

10 PHYSICS RELATED

10.1 CLEBSCH–GORDAN COEFFICIENTS

The Clebsch–Gordan coefficients arise in the integration of three spherical harmonic functions.
  
j1 j2 j ( j1 + j2 − j)!( j + j1 − j2 )!( j + j2 − j1 )!(2 j + 1)
= δm,m1 +m2
m1 m2 m ( j + j1 + j2 + 1)!
√
 (−1) k ( j1 + m1 )!( j1 − m1 )!( j2 + m2 )!( j2 − m2 )!( j + m)!( j − m)!
× .
k!( j1 + j2 − j − k)!( j1 − m1 − k)!( j2 + m2 − k)!( j − j2 + m1 + k)!( j − j1 − m2 + k)!
0≤k<∞

1. Conditions:
(a) Each of { j1 , j2 , j, m1 , m2 , m} may be an integer, or half an integer.
(b) j1 + j2 − j ≥ 0 (f) j + j1 + j2 is an integer
(c) j1 − j2 + j ≥ 0 (g) j1 + m1 is an integer
(d) − j1 + j2 + j ≥ 0 (h) j2 + m2 is an integer
(e) j > 0, j1 > 0, j2 > 0 (i) |m1 | ≤ j1 , |m2 | ≤ j2 , |m| ≤ j

2. Special values:
   
j1 j2 j j1 j2 j
(a) = 0 if m1 + m2 �= m. (c) = 0 when j1 + j2 + j is an odd integer.
m m2 m 0 0 0
 1   
j1 0 j j1 j1 j
(b) = δ j1 , j δm1 ,m. (d) = 0 when 2 j1 + j is an odd integer.
m1 0 m m1 m1 m

 
j1 j2 j
3. Symmetry relations: all of the following are equal to :
Appendices

m1 m2 m
    
j2 j1 j 2 j+1 j
j1 −m1 + j−m j2 j1
(a) , (e) 2 j1 +1 (−1) ,
−m2 −m1 −m m −m2 m1
    
j2 j1 j 2 j+1 j 2 j j 1
(b) (−1) j1 + j2 − j , (f) 2 j1 +1 (−1)
j−m+ j1 −m1 ,
m m2 m m2 −m −m1
 1    
j1 j2 j 2 j+1 j1 j j2
(c) (−1) j1 + j2 − j , (g) 2 j2 +1 (−1)
j1 −m1 ,
−m1 −m2 −m m1 −m −m2
     
2 j+1 j2 +m2 j j2 j1 2 j+1 j1 −m1 j j1 j2
(d) 2 j1 +1 (−1) , (h) 2 j2 +1 (−1) .
−m m2 −m1 m −m1 m2

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Clebsch–Gordan Coefficients A-77

 
j1j2 j
Using symmetry relations, Clebsch–Gordan coefficients may be put in the standard form j1 ≤ j2 ≤ j and m ≥ 0.
m1m2 m
 
  1 1 1
1/2 1/2 j j1 j2 m1 m2 j m
j1 j2 m1 m2 j m m1 m2 m
m1 m2 m  1/2
1/2 1/2 −1/2 −1/2 1 −1 1 1 1 −1 0 1 −1 − 12 = −0.70711
 1/2  1/2
1 1
1/2 1/2 −1/2 1/2 0 0 − 2 = −0.70711 1 1 −1 1 1 0 − 2 = −0.70711
 1/2  1/2
1 1
1/2 1/2 −1/2 1/2 1 0 2 = 0.70711 1 1 0 −1 1 −1 2 = 0.70711
 1/2  1/2
1
1/2 1/2 1/2 −1/2 0 0 2 = 0.70711 1 1 0 1 1 1 − 12 = −0.70711
 1/2  1/2
1 1
1/2 1/2 1/2 −1/2 1 0 2 = 0.70711 1 1 1 −1 1 0 2 = 0.70711
 1/2
1/2 1/2 1/2 1/2 1 1 1 1
1 1 1 0 1 1 2 = 0.70711
 
  1 1/2 2
1 1 2 j1 j2 m1 m2 j m
j1 j2 m1 m2 j m m1 m2 m
m1 m2 m 1 1/2 −1 −1/2 3/2 −3/2 1
1 1 −1 −1 2 −2 1  1/2
 1/2 1 1/2 −1 1/2 1/2 −1/2 − 23 = −0.816497
1
1 1 −1 0 2 −1 2 = 0.70711  1/2
1
 1/2 1 1/2 −1 1/2 3/2 −1/2 3 = 0.577350
1
1 1 −1 1 2 0 6 = 0.40825  1/2
2
 1/2 1 1/2 0 −1/2 3/2 −1/2 3 = 0.816497
1
1 1 0 −1 2 −1 2 = 0.70711  1/2
1
 1/2 1 1/2 0 −1/2 1/2 −1/2 3 = 0.577350
2
1 1 0 0 2 0 3 = 0.81650  1/2
1
 1/2 1 1/2 0 1/2 1/2 1/2 − 3 = −0.577350
1
1 1 0 1 2 1 2 = 0.70711  1/2
2
 1/2 1 1/2 0 1/2 3/2 1/2 3 = 0.816497
1
1 1 1 −1 2 0 6 = 0.40825  1/2
2
 1/2 1 1/2 1 −1/2 1/2 1/2 3 = 0.816497
1
1 1 1 0 2 1 2 = 0.70711  1/2
1
1 1/2 1 −1/2 3/2 1/2 = 0.577350
1 1 1 1 2 2 1 3
1 1/2 1 1/2 3/2 3/2 1

Appendices
 10.2 MOMENT OF INERTIA FOR DIFFERENT SHAPES

The moment of inertia of a volume V about an axis is ρ(r)d2 (r) dV(r) where ρ is the density and d is the distance of a point to the axis. Often
V 
the result can be written in terms of the total mass of the body, m = ρ(r) dV(r).
V

Body Axis Moment of inertia

Uniform thin rod of length l Normal to the length, at one end m 13 l 2
1 2
Uniform thin rod of length l Normal to the length, at the center m 12 l
1 2
Thin rectangular sheet, sides a and b Through the center parallel to b m 12 a
1
Thin rectangular sheet, sides a and b Through the center perpendicular to the sheet m 12 (a 2 + b2 )
Thin circular sheet of radius r Normal to the plate through the center m 12 r 2
Thin circular sheet of radius r Along any diameter m 14 r 2
Thin circular ring. Radii r1 and r2 Through center normal to plane of ring m 12 (r12 + r22 )
Thin circular ring. Radii r1 and r2 Any diameter m 14 (r12 + r22 )
Through center perpendicular to face ab, (parallel 1
Rectangular parallelepiped, edges a, b, and c m 12 (a 2 + b2 )
to edge c)
Sphere, radius r Any diameter m 25 r 2
(r15 −r25 )
Spherical shell, external radius, r1 , internal radius r2 Any diameter m 25
(r13 −r23 )
Spherical shell, very thin, mean radius, r Any diameter m 23 r 2
Right circular cylinder of radius r , length l The longitudinal axis of the solid m 12r 2 
r2 l2
Right circular cylinder of radius r , length l Transverse diameter m 4 + 12
Hollow circular cylinder, length l, radii r1 and r2 The longitudinal axis of the figure m 12 (r12 + r22 )
Thin cylindrical shell, length l, mean radius, r The longitudinal axis of the figure mr 2 
r12 +r22 l2
Hollow circular cylinder, length l, radii r1 and r2 Transverse diameter m 4 + 12

Elliptic cylinder, length l, transverse semiaxes a and b Longitudinal axis m 14 (a 2 + b2 )

3 2
Right cone, altitude h, radius of base r Axis of the figure m 10 r
Spheroid of revolution, equatorial radius r Polar axis m 25 r 2
Ellipsoid with axes 2a, 2b, 2c Axis 2a m 15 (b2 + c2 )
Appendices

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