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Mathematical Formulae

1. Vector Formulae
Bold characters are vector functions and f is a scalar function.
A (B

C) = C (A
(B

A
(A

B) (C

B) = B (C

C) = B(A C)

A)

C(A B)

D) = (A C)(B D)

(A D)(B C)

r (f A) = rf A + f r A
r
r(A B) = A

(r

r (A
r

(A

(f A) = rf
B) + B

A + fr
(r

B) = B (r

B) = Ar B

A (r

A)

rf

r (r
(r

A) + (B r)A + (A r)B
B)

Br A + (B r)A

r
r

(A r)B

A)

A) = r(r A)

r2 A

r r = 3; r = position vector
r2

1
jr

r=0

r0 j

(r

r0 )

df
@f
=
+ (v r)f; v = velocity
dt
@t
dA
@A
Substantive derivative:
=
+ (v r)A
dt
@t
@v
@v 1 2
dv
Substantive derivative:
=
+ (v r)v =
+ rv + (r v)
dt
@t
@t
2
Z
I
Gausstheorem:
r AdV =
A dS
Substantive derivative:

Stokestheorem

(r

A dS =

A dl

A) dS = 0 for closed surface

AdV =

dS

A=

dS

2. Delta Function
Z

1
(at) =
(t);
jaj

=
=
=

g(t) [f (t)]dt =

g(t0 )
where f (t0 ) = 0
df
dt t=t0

r0 ) (3-D delta function)

(r
=

t0 )dt = f (t0 )

f (t) (t

(x x0 ) (y y 0 ) (z z 0 ) (Cartesian)
0
(r r0 ) (
)
0
(
) (spherical)
0
rr
sin
(r r0 )
0
(cos
cos 0 ) (
) (spherical)
rr0
0)
(
0
(
) (z z 0 ) (cylindrical)

3. Curvilinear Coordinates
Let ui (x; y; z) (i = 1; 2; 3) be a system of curvilinear coordinates. The metric coe cients are
s
@x 2
@y 2
@z 2
hi =
+
+
;
@ui
@ui
@ui
and the length segments in each direction are hi dui ei (ei unit vector).
Area elements
dSi = hj hk duj duk ej ek
Volume element
dV = h1 h2 h3 du1 du2 du3
Gradient
rf =
Divergence
r A=

1
h1 h 2 h3

3
X
1 @f
hi @ui
i=1

@
@
@
(h2 h3 A1 ) +
(h3 h1 A2 ) +
(h1 h2 A3 )
@u1
@u2
@u3

Curl

A=

e1
h 2 h3

e2
h 3 h1

e3
h1 h 2

@
@u1

@
@u2

@
@u3

h1 A1

h2 A2

h3 A3

Scalar Laplacian
r2 f = r rf =

1
h1 h2 h 3

@
@u1

h2 h3 @f
h1 @u1

+
2

@
@u2

h3 h1 @f
h2 @u2

@
@u3

h1 h2 @f
h3 @u3

Vector Laplacian (denition)


r2 A

r(r A)

(r

A)

Spherical Coordinates (r; ; )


Transformation
x = r sin cos
y = r sin sin
z = r cos
Metric coe cients
hr = 1; h = r; h = r sin :
Transformation of the unit vectors
2
3 2
er
sin cos
4 e 5 = 4 cos cos
sin
e
2
3 2
ex
sin cos
4 ey 5 = 4 sin sin
ez
cos

sin sin
cos sin
cos

cos
sin
0

cos cos
cos sin
sin

sin
cos
0

32

3
ex
5 4 ey 5
ez
32
3
er
54 e 5
e

For example,

ex = rx = r(r sin cos )

= sin cos er + cos cos e

sin e

Derivative of the unit vectors


@er
@e
@er
=e ;
= sin e ;
=
@
@
@
Gradient
rf =

er ;

@e
@e
= cos e ;
=
@
@

sin er

1 @f
1 @f
@f
er +
e +
e
@r
r@
r sin @

Divergence
r A=

1 @ 2
1 @
1 @A
(r Ar ) +
(sin A ) +
2
r @r
r sin @
r sin @

Curl

e
r sin

e
r

@
@r

@
@

@
@

Ar

rA

r sin A

er
2
r sin
r

A=

Scalar Laplacian
r2 f =

@2f
2 @f
1
@
+
+ 2
@r2
r @r
r sin @
3

sin

@f
@

@2f
1
2
r2 sin @ 2

cos e :

Vector Laplacian
r2 A

r(r A)

(r A)
2
2 @A
2 cot
2 @A
=
r 2 Ar
er
Ar
A
2
2
2
2
r
r @
r
r sin @
1
2 @Ar
2 cos @A
+ r2 A
e
2 A + r2 @
2
r sin
r2 sin2 @
1
2 @Ar
2 cos @A
+ r2 A
e
+ 2 2
2 A + r 2 sin
2
@
@
r sin
r sin

Note that in non-cartesian coordinates,


(r2 A)i 6= r2 Ai

Cylindrical Coordinates ( ; ; z)
Transformation

x =

cos

y =

sin

z = z
Metric coe cients
h = 1; h = ; hz = 1
Derivatives of the unit vectors
@e
@e
=e ;
=
@
@
Gradient
rf =

1 @f
@f
@f
e +
e +
ez
@
@
@z

Divergence
r A=

1 @
1 @A
@Az
( A )+
+
@
@
@z

Curl

A=

ez

@
@

@
@

@
@z

Az

Scalar Laplacian
r2 f =

@2f
1 @f
1 @2f
@2f
+
+
+
2
@ 2
@
@z 2
@ 2

Vector Laplacian
r2 A

r(r A)

r (r A)
2 @A
1
=
r2 A
A e
2 @
2
2 @A
1
+ r2 A + 2
A e + r2 Az ez
2
@

4. Special Functions
Bessel Functions Zm (x) = Jm (x); Nm (x) [or Ym (x) in some books]
J0 (x); J1 (x)
y

1
0.75
0.5
0.25
0
0

10

15

20
x

-0.25

J0 (x) (solid line) and J1 (x) (dashed line).


Y0 (x); Y1 (x)
y

0.5

0
5

10

15

20
x

-0.5

-1

Y0 (x) (solid line) and Y1 (x) (dashed line).


Dierential equation
d2
1 d
+
+ k2
d 2
d

m2
2

Zm (k ) = 0

Wronskian
0
Jm (x)Nm
(x)

0
Jm
(x)Nm (x) =

2
x

Series representation of Jm (x)


x
2
x
2

Jm (x) =
Jm (x) '

n=0
m

( 1)n
x
(m + n)!n! 2

for small x

1
2x

Generating functions
x
exp
2

1
t

eix sin =

2n

; J

m (x)

= ( 1)m Jm (x)

1 2
1 4
4 x + 64 x for small
1 3
16 x for small x

J0 (x) ' 1

J1 (x) '

1
X

1
1
X

Jm (x)tm

m= 1
1
X

Jm (x)eim

m= 1

n-th root of J0 (x) = 0; x0n ; and value of J1 (x0n )


x0n
2:40483
J1 (x0n ) 0:51915

5:52008 8:65373
0:34026 0:27145

11:79153 14:93092
0:23246 0:20655

18:07106
0:18773

n-th root of J1 (x) = 0; x1n ; and value of J0 (x1n )


x1n
J0 (x1n )
For small x (
Jm (x) '

3:83171 7:01559
0:40276 0:30012

10:17347 13:32369
0:24970 0:21836

16:47063 19:61586
0:19647 0:18006

1);
x
2

Nm (x) '

ln

x
+
2

= 0:5772

Hankel functions of the rst and second kinds


(1;2)
Hm
(x) = Jm (x)

Asymptotic forms at large x

iNm (x)

Jm (x) '

Nm (x) '
(1;2)
Hm
(x) '

2
cos x
x

2m + 1
4

2
sin x
x

2m + 1
4

2
exp
x

i x

Z00 (x) =

Z1 (x)

2m + 1
4

Recurrence formulae
1
[Zm 1 (x) Zm+1 (x)]
2
x
Zm (x) =
[Zm+1 (x) + Zm 1 (x)]
2m
0
Zm
(x) =

(Eulers constant).

d m
[x Zm (x)] = xm Zm 1 (x)
dx
Integral representations (There are many. A few are listed.)
Z 2
Z
1
2 1 cos(xt)
p
Jm (x) =
cos(m
x sin )d ; J0 (x) =
dt
2 0
1 t2
0
Z
2 1 cos(xt)
p
dt
N0 (x) =
1 t2
1
Z 1
cos xt
2m+1 x m
Nm (x) = p
dt
1
2
1)m+(1=2)
( 2 m) 1 (t
Integrals
Z

Jm (ax)dx =

1
m
tan
a
2

Nm (ax)dx =

2
K(a=b); K : complete elliptic integral of the rst kind
b
8
Z 1
< 1=b; b > a > 0
1=2b; a = b > 0 (step function)
J0 (ax)J1 (bx)dx =
:
0
0;
a>b>0

J0 (ax)J0 (bx)dx =

1
;
a

(a

xJ1 (ax)J1 (bx)dx =

b)

; (derivative of the above with respect to a)

In fact for any integer m;


Z

xJm (ax)Jm (bx)dx =

+x (ax)J

x (ax)dx

=J

(a

b)
a

(2a);

>1

J (ax)dx =

2
a

+
2

1
2

+1

: gamma function

J (ax)J (bx)
i
dx = J (by)H (1) (ay)
2
2
x
y
2
0
Z 1
1
e ax J0 (bx)dx = p
2
a + b2
0
p
Z 1
( a2 + b2 a)
p
e ax J (bx)dx =
b a2 + b2
0

ax

1
a2 + b2 + c2
J (bx)J (cx)dx = p Q 1
; Q : Legendre function of the 2nd kind
2
2bc
bc
p
Z 1
b2
b2
2 2
exp
e a x J2 (px)dx =
I
2a
8a2
8a2
0
Z 1
1
b2
2 2
e a x x2 J0 (bx)dx = 2 exp
2a
4a2
0
Z 1
1
p2 + q 2
pq
2 2
e a x J (px)J (qx)dx = 2 exp
I
2
2
2a
4a
2a
0
7

sin(ax)J (bx)dx =

p 1
sin sin 1 (a=b)
b2 a2
b p
p
cos 2
a2 b2 (a+ a2 b2 )

sin(ax)J0 (bx)dx =

Sum
J0 (x) + 2

8
<

: p

1
X

0;
1
a2

b>a
; a<b

b>a
b2

; a>b

J2n (x) = 1

n=1
1
X

Jn2 (x) = 1

n= 1
1
X

n2 Jn2 (x) =

n=0

J0 (x) + 2

1
X

x2
4

( 1)n J2n (x) = cos x

n=1
1
X

( 1)n J2n+1 (x) =

n=0
1
X

1
sin x
2

(2n + 1)J2n+1 (x) =

n=0

x
2

1
X
1
x2
J
(2nx)
=
2n
n2
2

n=1
1
X

J2n (2nx) =

n=1
1
X

x2
2(1

n2 J2n (2nx) =

n=1
1
X

n=1

x2 )

x2 (1 + x2 )
2(1 x2 )4

J2n (2nt)dt =

x3
6(1 x2 )3

Spherical Bessel Functions zl (x) = jl (x); nl (x)


Spherical Bessel functions are elementary functions. Some low order forms are:
j0 (x) =
n0 (x) =

sin x
;
x

cos x
;
x

j1 (x) =
n1 (x) =

Denition
jl (x)

sin x

x cos x
x2

j2 (x) =

cos x + x sin x
;
x2

2x

Jl+ 1 (x);

nl (x)

(3

n2 (x) =
r

2x

x2 ) sin x
x3
(3

x2 ) cos x + 3x sin x
x3

Nl+ 1 (x)
2

3x cos x

(1;2)

hl

(x) = jl (x)

inl (x)

Dierential equation
d2
2 d
+
+ k2
2
dr
r dr

l(l + 1)
r2

zl (kr) = 0

Wronskian
jl (x)n0l (x)
For x

1
x2

1;
jl (x) '

For x

jl0 (x)nl (x) =

xl
;
(2l + 1)!!

nl (x) '

(2l 1)!!
xl+1

1;
jl (x) '

1
cos x
x

l+1
2

(1)

hl (x) ' ( i)l+1

nl (x) '

eix
;
x

(2)

1
sin x
x

hl (x) ' il+1

l+1
2
ix

Recurrence formulae
(2l + 1)zl (x) = x[zl

1 (x)

zl+1 (x)]

dzl (x)
= lzl 1 (x) (l + 1)zl+1 (x)
dx
d l+1
[x zl (x)] = xl+1 zl 1 (x)
dx
d
[x l zl (x)] = x l zl+1 (x)
dx

(2l + 1)

Modied Bessel Functions Im (x); Km (x)


I0 (x); I1 (x)
y
25
20
15
10
5
0
0

1.25

2.5

3.75

5
x

I0 (x) (solid line) and I1 (x) (dashed line).


K0 (x); K1 (x)

10

7.5

2.5

0
0

0.5

1.5

2.5

3
x

K0 (x) (solid line) and K1 (x) (dashed line).


Denition
Im (x) = e

im =2

x
2

Jm (ix)
1
X
0

(x=2)2n
n!(m + n)!

" k
#
1
k+m
X 1
x
( 1)m X (x=2)m+2k X 1
+ ln
+
+
2
2
k!(m + k)!
n
n

Km (x) = ( 1)m+1 Im (x)

n=1

k 0

1
2

m
X1

( 1)r

(m

r
r!

r=0

1)! x
2

n=1

2r m

Dierential equation
d2
1 d
m2
2
+
+
k
+
2
d 2
d

Im (k )
Km (k )

Wronskian
0
Im
(x)Km (x)

0
Im (x)Km
(x) =

=0

1
x

Series representation of Im (x)


x
2

Im (x) =
For x

1
X

n=0

1
x
m!(m + n)! 2

2n

1
I0 (x) ' 1 + x2 +
4
x
1
I1 (x) ' + x3 +
2 16

Recurrence formulae
Im
Km

1 (x)

1 (x)

2m
Im (x);
x

Im

2m
Km (x);
x

Km

Im+1 (x) =

Km+1 (x) =

10

1 (x)

1 (x)

0
Im+1 (x) = 2Im
(x)

+ Km+1 (x) =

0
2Km
(x)

I00 (x) = I1 (x);

K00 (x) =

K1 (x)

Integral representation
Z

Z 1
tJ0 (xt)
cos xt
p
dt
=
dt
2+1
t
t2 + 1
0
0
Z 1 2
t J1 (xt)
0
K1 (x) = K0 (x) =
dt
1 + t2
0
!
Z 1
3
2x3=2
=p
cos(t3 + xt)dt; (Airys integral)
x 0
33=2
K0 (x) =

K1=3

Legendre Functions Plm (x); Qm


l (x)
Dierential equation
(1

x2 )

d2
dx2

2x

d
+ l(l + 1)
dx

m2
1 x2

Plm (x)
Qm
l (x)

=0

1 dl 2
(x
1)l (Rodriguesformula)
2l l! dxl
1
1+x
Ql (x) = Pl (x) ln
Wl 1 (x); x real and jxj 1
2
1 x
1
z+1
Ql (z) = Pl (z) ln
Wl 1 (z) for general complex z
2
z 1
3
5
2
W 1 (x) = 0; W0 (x) = 1; W1 (x) = x; W2 (x) = x2
;
2
2
3
Special values (m = 0)
Pl (1) = 1; Pl ( 1) = ( 1)l
Pl (x) =

Pl (0) = 0 for odd l; Pl (0) = ( 1)l=2

(l

1)!!
for even l
l!!

l(l + 1)
; Pl0 (0) = (l + 1)Pl+1 (0)
2
Denition of Plm (x); Qm
1)
l (x) in terms of Pl (x); Ql (x) (x real, jxj
Pl0 (1) =

Plm (x) = 1

x2

m=2

dm
Pl (x);
dxm

Qm
l (x) = 1

x2

dm
Pl (z);
dz m

2
Qm
l (z) = z

m=2

dm
Ql (x)
dxm

For general complex argument z


Plm (z) = z 2

m=2

m=2

Orthogonality of Plm (x)


Z

1
1
1
1

Plm (x)Plm (x)


1 (l + m)!
dx =
2
1 x
m (l m)!
Plm (x)Plm
0 (x)dx =
11

mm0

2 (l + m)!
2l + 1 (l m)!

ll0

dm
Ql (z)
dz m

Wronskian
m = 0; Pl (x)Q0l (x)

Plm (x)

dQm
l (x)
dx

Pl0 (x)Ql (x) =

dPlm (x) m
Ql (x) =
dx

1
1

x2

22m [(l + m + 1)=2] [(l + m)=2 + 1]


1 x2 [(l m + 1)=2] [(l m)=2 + 1]
1 (l + m)!
; 0 m l
1 x2 (l m)!

=
Generating function

(cos + i sin cos )l = Pl (cos ) + 2

l
X

im

m=1

l!
P m (cos ) cos(m )
(l + m)! l

Low order forms of Plm (x); (x = cos )


m=0
P0 (x) = 1; P1 (x) = x; P2 (x) =
l = 1; m = 1

P11 (x) =
l = 2; m = 1; 2
P21 (x) = 3

p
1

P22 (x) = 3(1

5x3 3x
3x2 1
; P3 (x) =
;
2
2

x2 = sin

x2 x = 3 sin cos =
3
x2 ) = 3 sin2 = (1
2

3
sin 2
2
cos 2 )

l = 3; m = 1; 2; 3
P31 (x) =

3p
1
2

x2 (5x2

3
1) = (sin + 5 sin 3 )
8
15
(cos
4

P32 (x) = 15(1

x2 )x =

P33 (x) = 15(1

x2 )3=2 = 15 sin3 =

cos 3 )
15
(2 sin 2 + 7 sin 4 )
4

Qm
l (x) (associated Legendre function of the second kind)
Special case z = i sinh
Q0 (i sinh ) =

i cot

(sinh ); Q1 (i sinh ) = sinh cot

Q11 (i sinh ) = cosh cot

(sinh )

(sinh )

tanh

Spherical harmonic function Ylm ( ; )


m

Positive m : Ylm ( ; ) = ( 1)

2l + 1 (l m)! m
P (cos )eim for 0
4
(l + m)! l
12

Negative m : Yl;

m(

; ) = ( 1)m Ylm ( ; ) for

General form
Ylm ( ; ) = (

m+jmj
1) 2

2l + 1 (l jmj)! jmj
P (cos )eim ; for
4
(l + jmj)! l

1
Y00 ( ; ) = p
4
r

3
cos
4
r
3
sin e
8

Y10 ( ; ) =
Y1;

1(

; ) =

Y20 ( ; ) =
Y2;

1(

; ) =

Y2;

2(

; ) =

5 1
(3 cos2
1)
4 2
r
15
sin cos e i
8
r
1 15
sin2 e i2
4 2

Orthogonality of Ylm ( ; )
I
Ylm ( ; )Yl0 m0 ( ; )d
Toroidal functions Pl

1
2

(cosh ); Ql

d
d2
+ coth
2
d
d

1
2

ll0 mm0 ;

= sin d d

(cosh ) satisfy
l2 +

1
4

m2 cosech2

F( ) = 0

Integral representations
Plm 1 (cosh ) =
2

(cosh ) =
Qm
l 1
2

( 1)m (2l 1)!!


2m+1 (2l 2m 1)!!
( 1)m (2l 1)!!
2m+1 (2l 2m 1)!!

cos m
1

(cosh + cos sinh )l+ 2

cosh mt
1

(cosh + cosh t sinh )l+ 2

dt

Gamma Function
Denition
(z) =

e t tz

dt

Properties
(z + 1) = z (z) ;

(z) (1

z) =

sin ( z)

If z is a positive integer, z = n;
(n + 1) = n!
13

z+

1
2

1
2

z =

cos ( z)

Special values
1
2

(1) = 1;

n+

1
2

(2n
2n

1)!! p

(x)
y

2.5

0
-5

-2.5

2.5

5
x

-2.5

-5

Gamma function

(x) :

Elliptic Integrals K (k 2 ) and E (k 2 )


Complete Elliptic Integrals of the First Kind K(k 2 ) and Second Kind E k 2
Denitions
Z =2 p
Z =2
1
2
2
p
d ; E k =
1 k 2 sin2 d ; 0
K k =
2
2
0
0
1 k sin
Special values

K(0) = E (0) =

; lim K (1

") = ln

"!0

K (x) =

=2

E (x) =

x sin2

x sin2 d

=2 p

14

4
p
"

; E (1) = 1

k2

3
2.5
2
1.5
1
0.5
0
0

0.25

0.5

0.75

1
x

K k 2 (thick line) and E k 2 (thin line).


Relationship between K and E
E(k 2 ) = 1

k2

d
kK k 2
dk

Integrals that can be reduced to the elliptic integrals


Z =2
sin2
1
p
E k2
d = 2 K k2
2
2
k
0
1 k sin
Z =2
cos2
1
p
(1 k 2 )K k 2
d = 2 E k2
2
2
k
0
1 k sin
Z =2
1
1
d
d =
E k2 =
kK k 2
2
2
3=2
2
1 k
dk
(1 k sin )
0
Z =2
sin2
1
d = 2
E k2
(1 k 2 )K k 2
2
2
3=2
2
k
(1
k
)
(1 k sin )
0
Z =2
1
cos2
d = 2 K k2
(1 k 2 )E k 2
2 sin2 )3=2
k
(1
k
0

Series Expansion of Elementary Functions


1
=1
1+x

x + x2

x3 +

; jxj < 1

1
1 2
x + x3 +
2!
3!
1 2
1
cos x = 1
x + x4
2!
4!
1 3
1
sin x = x
x + x5
3!
5!
1 3
2 5
17 7
tan x = x + x + x +
x +
3
15
315
ex = 1 + x +

15

1 2
1
x + x4 +
2!
4!
1 3
1 5
sinh x = x + x + x +
3!
5!
1 3
2
17 7
tanh x = x
x + x5
x +
3
15
315
1 2 1 3
x + x
; jxj < 1
ln(1 + x) = x
2
3
cosh x = 1 +

Innite Products
1
Y

1+

x2
n2

sinh x
x

x2
n2

sin x
x

n=1
1
Y

n=1
1
Y

1+

n=1
1
Y

n=1
1
Y

n= 1

(2n

1)2

= cosh

x
2

= cos

x
2

x2
(2n

1)2

1+

x2
(a 2n )2

cosh x cos a
1 cos a

x2
(a 2n )2

cos x cos a
1 cos a

n= 1
1
Y

x2

16

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