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The Handbook of
Mathematics and
Computational Science

Article January 1998


DOI: 10.1007/978-1-4612-5317-4

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Handbook of Mathematics and


Computational Science

With 545 Illustrations

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Contents

Introduction v

1 Numerical computation (arithmetics and numerics) 1


1.1 Sets 1
1.1.1 Representation of sets 1
1.1.2 Operations on sets 2
1.1.3 Laws of the algebra of sets 4
1.1.4 Mapping and function 4
1.2 Number systems 4
1.2.1 Decimal number system 5
1.2.2 Other number systems 6
1.2.3 Computer representation . . . ." 6
1.2.4 Homer's scheme for the representation of numbers 7
1.3 Natural numbers ' 7
1.3.1 Mathematical induction 8
1.3.2 Vectors and fields, indexing 8
1.3.3 Calculating with natural numbers 9
1.4 Integers 11
1.5 Rational numbers (fractional numbers) 11
1.5.1 Decimal fractions 11
1.5.2 Fractions 13
1.5.3 Calculating with fractions 13
1.6 Calculating with quotients 14
1.6.1 Proportion 14
1.6.2 Rule of three 15
1.7 Mathematics of finance 15
1.7.1 Calculations of percentage 16
1.7.2 Interest and compound interest 16
1.7.3 Amortization 17
viii Contents

1.7.4 Annuities 18
1.7.5 Depreciation 19
1.8 Irrational numbers 20
1.9 Real numbers 20
1.10 Complex numbers 20
1.10.1 Field of complex numbers 21
1.11 Calculating with real numbers 22
1.11.1 Sign and absolute value 22
1.11.2 Ordering relations 23
1.11.3 Intervals 23
1.11.4 Rounding and truncating 24
1.11.5 Calculating with intervals 25
1.11.6 Brackets 25
1.11.7 Addition and subtraction 26
1.11.8 Summation sign 27
1.11.9 Multiplication and division 28
1.11.10 Product sign 29
1.11.11 Powers and roots 30
1.11.12 Exponentiation and logarithms 32
1.12 Binomial theorem 33
1.12.1 Binomial formulas 33
1.12.2 Binomial coefficients 34
1.12.3 Pascal's triangle 34
1.12.4 Properties of binomial coefficients 35
1.12.5 Expansion of powers of sums 36

2 Equations and inequalities (algebra) 37


2.1 Fundamental algebraic laws 37
2.1.1 Nomenclature 37
2.1.2 Group 39
2.1.3 Ring 39
2.1.4 Field 39
2.1.5 Vector space . 40
2.1.6 Algebra . . . . ' . 40
2.2 Equations with one unknown . 41
2.2.1 Elementary equivalence transformations 41
2.2.2 Overview of the different kinds of equations 41
2.3 Linear equations 42
2.3.1 Ordinary linear equations 42
2.3.2 Linear equations in fractional form 42
2.3.3 Linear equations in irrational form 43
2.4 Quadratic equations 43
2.4.1 Quadratic equations in fractional form 44
2.4.2 Quadratic equations in irrational form 44
2.5 Cubic equations 44
2.6 Quartic equations 46
2.6.1 General quartic equations 46
2.6.2 Biquadratic equations 46
2.6.3 Symmetric quartic equations 46
2.7 Equations of arbitrary degree 47
2.7.1 Polynomial division 47
Contents ix

2.8 Fractional rational equations 48


2.9 Irrational equations 48
2.9.1 Radical equations 48
2.9.2 Power equations 49
2.10 Transcendental equations 49
2.10.1 Exponential equations 49
2.10.2 Logarithmic equations 50
2.10.3 Trigonometric (goniometric) equations 51
2.11 Equations with absolute values 51
2.11.1 Equations with one absolute value 51
2.11.2 Equations with several absolute values 52
2.12 Inequalities 53
2.12.1 Equivalence transformations for inequalities 53
2.13 Numerical solution of equations 54
2.13.1 Graphical solution 54
2.13.2 Nesting of intervals 54
2.13.3 Secant methods and method of false position 55
2.13.4 Newton's method 56
2.13.5 Successive approximation 57

Geometry and trigonometry in the plane 59


3.1 Point curves 60
3.2 Basic constructions 60
3.2.1 Construction of the midpoint of a segment 60
3.2.2 Construction of the bisector of an angle 61
3.2.3 Construction of perpendiculars 61
3.2.4 To drop a perpendicular 61
3.2.5 Construction of parallels at a given distance 61
3.2.6 Parallels through a given point 62
3.3 Angles 62
3.3.1 Specification of angles 62
3.3.2 Types of angles 63
3.3.3 Angles between two parallels . .-. 64
3.4 Similarity and intercept theorems 64
3.4.1 Intercept theorems * 64
3.4.2 Division of a segment 65
3.4.3 Mean values 66
3.4.4 Golden Section 66
3.5 Triangles 67
3.5.1 Congruence theorems 67
3.5.2 Similarity of triangles 68
3.5.3 Construction of triangles 68
3.5.4 Calculation of a right triangle 70
3.5.5 Calculation of an arbitrary triangle 70
3.5.6 Relations between angles and sides of a triangle 72
3.5.7 Altitude 73
3.5.8 Angle-bisectors 74
3.5.9 Medians 74
3.5.10 Mid-perpendiculars, incircle, circumcircle, excircle 75
3.5.11 Area of a triangle 76
3.5.12 Generalized Pythagorean theorem 76
Contents

3.5.13 Angular relations 76


3.5.14 Sine theorem 76
3.5.15 Cosine theorem 77
3.5.16 Tangent theorem 77
3.5.17 Half-angle theorems 77
3.5.18 Mollweide's formulas 77
3.5.19 Theorems of sides 78
3.5.20 Isosceles triangle 78
3.5.21 Equilateral triangle 79
3.5.22 Right triangle 80
3.5.23 Theorem of Thales 81
3.5.24 Pythagorean theorem 81
3.5.25 Theorem of Euclid 81
3.5.26 Altitude theorem 81
3.6 Quadrilaterals 82
3.6.1 General quadrilateral 82
3.6.2 Trapezoid 82
3.6.3 Parallelogram 83
3.6.4 Rhombus 83
3.6.5 Rectangle 84
3.6.6 Square 84
3.6.7 Quadrilateral of chords 85
3.6.8 Quadrilateral of tangents 86
3.6.9 Kite 86
3.7 Regular n-gons (polygons) 86
3.7.1 General regular n-gons 87
3.7.2 Particular regular n-gons (polygons) 87
3.8 Circular objects 89
3.8.1 Circle 89
3.8.2 Circular areas 90
3.8.3 Annulus, circular ring 91
3.8.4 Sector of a circle 91
3.8.5 Sector of an annulus . \ 92
3.8.6 Segment of a circle 92
3.8.7 Ellipse - 93

Solid geometry 95
4.1 General theorems . . 95
4.1.1 Cavalieri's theorem 95
4.1.2 Simpson's rule 95
4.1.3 Guldin's rules 96
4.2 Prism 96
4.2.1 Oblique prism 96
4.2.2 Right prism 97
4.2.3 Cuboid 97
4.2.4 Cube 97
4.2.5 Obliquely truncated n-sided prism 98
4.3 Pyramid 98
4.3.1 Tetrahedron 98
4.3.2 Frustum of a pyramid 99
4.4 Regular polyhedron 99
Contents xi

4.4.1 Euler's theorem for polyhedrons 99


4.4.2 Tetrahedron 99
4.4.3 Cube (hexahedron) 100
4.4.4 Octahedron 100
4.4.5 Dodecahedron 101
4.4.6 Icosahedron 101
4.5 Other solids 102
4.5.1 Prismoid, prismatoid 102
4.5.2 Wedge 102
4.5.3 Obelisk 102
4.6 Cylinder 102
4.6.1 General cylinder 103
4.6.2 Right circular cylinder 103
4.6.3 Obliquely cut circular cylinder 103
4.6.4 Segment of a cylinder 104
4.6.5 Hollow cylinder (tube) 104
4.7 Cone 104
4.7.1 Right circular cone 105
4.7.2 Frustum of a right circular cone 105
4.8 Sphere 106
4.8.1 Solid sphere 106
4.8.2 Hollow sphere 106
4.8.3 Spherical sector 106
4.8.4 Spherical segment (spherical cap) 107
4.8.5 Spherical zone (spherical layer) 107
4.8.6 Spherical wedge 108
4.9 Spherical geometry 108
4.9.1 General spherical triangle (Euler's triangle) 108
4.9.2 Right-angled spherical triangle 109
4.9.3 Oblique spherical triangle 110
4.10 Solids of rotation Ill
4.10.1 Ellipsoid Ill
4.10.2 Paraboloid of revolution 112
4.10.3 Hyperboloid of revolution 112
4.10.4 Barrel 112
4.10.5 Torus 113
4.11 Fractal geometry 113
4.11.1 Scaling invariance and self-similarity 113
4.11.2 Construction of self-similar objects 113
4.11.3 Hausdorff dimension 113
4.11.4 Cantor set 114
4.11.5 Koch's curve 114
4.11.6 Koch's snowflake 115
4.11.7 Sierpinski gasket 115
4.11.8 Box-counting algorithm 116

5 Functions 117
5.1 Sequences, series, and functions 117
5.1.1 Sequences and series 117
5.1.2 Properties of sequences, limits 119
5.1.3 Functions 120
xii Contents

5.1.4 Classification of functions 122


5.1.5 Limit and continuity 123
5.2 Discussion of curves 124
5.2.1 Domain of definition 124
5.2.2 Symmetry 124
5.2.3 Behavior at infinity 125
5.2.4 Gaps of definition and points of discontinuity 126
5.2.5 Zeros 127
5.2.6 Behavior of sign 127
5.2.7 Behavior of slope, extremes 128
5.2.8 Curvature 129
5.2.9 Point of inflection 129
5.3 Basic properties of functions 130

Simple functions 137

5.4 Constant function 137


5.5 Step function 139
5.6 Absolute value function 143
5.7 Delta function 147
5.8 Integer-part function, fractional-part function 150

Integral rational functions 155

5.9 Linear functionstraight line 155


5.10 Quadratic function parabola 158
5.11 Cubic equation 162
5.12 Power function of higher degree 166
5.13 Polynomials of higher degree 170
5.14 Representation of polynomials and particular polynomials 174
5.14.1 Representation by sums and products 174
5.14.2 Taylor series . . 175
5.14.3 Homer's scheme 176
5.14.4 Newton's interpolation polynomial 179
5.14.5 Lagrange polynomials 180
5.14.6 Bezier polynomials and splines 181
5.14.7 Particular polynomials 187

Fractional rational functions 189

5.15 Hyperbola 189


5.16 Reciprocal quadratic function 192
5.17 Power functions with a negative exponent 196
5.18 Quotient of two polynomials 200
5.18.1 Polynomial division and partial fraction decomposition . . . 203
5.18.2 Pade's approximation 205

Irrational algebraic functions 209

5.19 Square-root function 209


5.20 Root function 212
5.21 Power functions with fractional exponents ...216
Contents xiii

5.22 Roots of rational functions 219

Transcendental functions 228

5.23 Logarithmic function 228


5.24 Expansion function 233

5.25 Exponential functions of powers 239

Hyperbolic functions 245

5.26 Hyperbolic sine and cosine functions 247


5.27 Hyperbolic tangent and cotangent function 252
5.28 Hyperbolic secant and hyperbolic cosecant functions 258
Area hyperbolic functions 263

5.29 Area hyperbolic sine and hyperbolic cosine 264


5.30 Area-hyperbolic tangent and hyperbolic cotangent 267
5.31 Area-hyperbolic secant and hyperbolic cosecant 271

Trigonometric functions 274

5.32 Sine and cosine functions 278


5.32.1 Superpositions of oscillations 287
5.32.2 Periodic functions 292
5.33 Tangent and cotangent functions 294
5.34 Secant and cosecant 300

Inverse trigonometric functions 306

5.35 Inverse sine and cosine functions 307


5.36 Inverse tangent and cotangent functions 311
5.37 Inverse secant and cosecant functions 315

Plane curves 319

5.38 Algebraic curves of the n-th order 319


5.38.1 Curves of the second order 319
5.38.2 Curves of the third order 321
5.38.3 Curves of the fourth and higher order 323
5.39 Cycloidal curves 324
5.40 Spirals : 327
5.41 Other curves 328

Vector analysis 331


6.1 Vector algebra 331
6.1.1 Vector and scalar 331
6.1.2 Particular vectors 332
6.1.3 Multiplication of a vector by a scalar 332
6.1.4 Vector addition 333
6.1.5 Vector subtraction 333
6.1.6 Calculating laws 333
6.1.7 Linear dependence/independence of vectors 334
xiv Contents

6.1.8 Basis 335


6.2 Scalar product or inner product 338
6.2.1 Calculating laws 339
6.2.2 Properties and applications of the scalar product 339
6.2.3 Schmidt's orthonormalization method 341
6.2.4 Direction cosine 341
6.2.5 Application hypercubes of vector analysis 342
6.3 Vector product of two vectors 343
6.3.1 Properties of the vector product 344
6.4 Multiple products of vectors 345
6.4.1 Scalar triple product 345

7 Coordinate systems 349


7.1 Coordinate systems in two dimensions 349
7.1.1 Cartesian coordinates 349
7.1.2 Polar coordinates 350
7.1.3 Conversions between two-dimensional coordinate systems . 350
7.2 Two-dimensional coordinate transformation 350
7.2.1 Parallel displacement (translation) 351
7.2.2 Rotation 352
7.2.3 Reflection 353
7.2.4 Scaling 353
7.3 Coordinate systems in three dimensions 354
7.3.1 Cartesian coordinates 354
7.3.2 Cylindrical coordinates 354
7.3.3 Spherical coordinates 355
7.3.4 Conversions between three-dimensional coordinate systems . 355
7.4 Coordinate transformation in three dimensions 356
7.4.1 Parallel displacement (translation) 356
7.4.2 Rotation 357
7.5 Application in computer graphics 357
7.6 Transformations 358
7.6.1 Object representation and object description 358
7.6.2 Homogeneous coordinates 359
7.6.3 Two-dimensional translations with homogeneous
coordinates 360
7.6.4 Two-dimensional scaling with homogeneous coordinates . . 360
7.6.5 Three-dimensional translation with homogeneous
coordinates 361
7.6.6 Three-dimensional scaling with homogeneous coordinates . 361
7.6.7 Three-dimensional rotation of points with homogeneous
coordinates 362
7.6.8 Positioning of an object in space 363
7.6.9 Rotation of objects about an arbitrary axis in space 364
7.6.10 Animation 366
7.6.11 Reflections 366
7.6.12 Transformation of coordinate systems 367
7.6.13 Translation of a coordinate system 367
7.6.14 Rotation of a coordinate system about a principal axis . . . . 368
7.7 Projections 370
7.7.1 Fundamental principles 370
Contents xv

7.7.2 Parallel projection 370


7.7.3 Central projection 373
7.7.4 General formulation of projections 374
7.8 Window/viewport transformation 376

8 Analytic geometry 377


8.1 Elements of the plane 377
8.1.1 Distance between two points 377
8.1.2 Division of a segment 377
8.1.3 Area of a triangle 378
8.1.4 Equation of a curve 378
8.2 Straight line 378
8.2.1 Forms of straight-line equations 379
8.2.2 Hessian normal form 380
8.2.3 Point of intersection of straight lines 381
8.2.4 Angle between straight lines 381
8.2.5 Parallel and perpendicular straight lines 382
8.3 Circle ,. 382
8.3.1 Equations of a circle 382
8.3.2 Circle and straight line 383
8.3.3 Intersection of two circles 383
8.3.4 Equation of the tangent to a circle 384
8.4 Ellipse 384
8.4.1 Equations of the ellipse 384
8.4.2 Focal properties of the ellipse 385
8.4.3 Diameters of the ellipse 385
8.4.4 Tangent and normal to the ellipse 385
8.4.5 Curvature of the ellipse 386
8.4.6 Areas and circumference of the ellipse 386
8.5 Parabola 387
8.5.1 Equations of the parabola 387
8.5.2 Focal properties of the parabola 388
8.5.3 Diameters of the parabola 388
8.5.4 Tangent and normal of the parabola , 388
8.5.5 Curvature of a parabola 389
8.5.6 Areas and arc lengths of the parabola 389
8.5.7 Parabola and straight line 389
8.6 Hyperbola 390
8.6.1 Equations of the hyperbola 390
8.6.2 Focal properties of the hyperbola 391
8.6.3 Tangent and normal to the hyperbola 392
8.6.4 Conjugate hyperbolas and diameter 392
8.6.5 Curvature of a hyperbola 392
8.6.6 Areas of hyperbola 393
8.6.7 Hyperbola and straight line 393
8.7 General equation of conies 393
8.7.1 Form of conies 394
8.7.2 Transformation to principal axes 394
8.7.3 Geometric construction (conic section) 395
8.7.4 Directrix property 395
8.7.5 Polar equation 396
xvi Contents

8.8 Elements in space 396


8.8.1 Distance between two points 396
8.8.2 Division of a segment 396
8.8.3 Volume of a tetrahedron 396
8.9 Straight lines in space 397
8.9.1 Parametric representation of a straight line 397
8.9.2 Point of intersection of two straight lines 397
8.9.3 Angle of intersection between two intersecting straight
lines 398
8.9.4 Foot of a perpendicular (perpendicular line) 398
8.9.5 Distance between a point and a straight line 398
8.9.6 Distance between two lines 399
8.10 Planes in space 399
8.10.1 Parametric representation of the plane 399
8.10.2 Coordinate representation of the plane 399
8.10.3 Hessian normal form of the plane 400
8.10.4 Conversions 400
8.10.5 Distance between a point and a plane 401
8.10.6 Point of intersection of a line and a plane 401
8.10.7 Angle of intersection between two intersecting planes . . . . 401
8.10.8 Foot of the perpendicular (perpendicular line) 401
8.10.9 Reflection 402
8.10.10 Distance between two parallel planes 402
8.10.11 Cut set of two planes 402
8.11 Plane of the second order in normal form 403
8.11.1 Ellipsoid 403
8.11.2 Hyperboloid 403
8.11.3 Cone 404
8.11.4 Paraboloid 404
8.11.5 Cylinder 405
8.12 General plane of the second order 406
8.12.1 General equation 406
8.12.2 Transformation to principal axes 406
8.12.3 Shape of a surface of the second order 407

9 Matrices, determinants, and systems of linear equations 409


9.1 Matrices 409
9.1.1 Row and column vectors 411
9.2 Special matrices 412
9.2.1 Transposed, conjugate, and adjoint matrices 412
9.2.2 Square matrices 412
9.2.3 Triangular matrices 414
9.2.4 Diagonal matrices 415
9.3 Operations with matrices 418
9.3.1 Addition and subtraction of matrices 418
9.3.2 Multiplication of a matrix by a scalar factor c 418
9.3.3 Multiplication of vectors, scalar product 419
9.3.4 Multiplication of a matrix by a vector 421
9.3.5 Multiplication of matrices 421
9.3.6 Calculating rules of matrix multiplication 422
9.3.7 Multiplication by a diagonal matrix 424
Contents xvii

9.3.8 Matrix multiplication according to Falk's scheme 424


9.3.9 Checking of row and column sums 425
9.4 Determinants 426
9.4.1 Two-row determinants 427
9.4.2 General computational rules for determinants 427
9.4.3 Zero value of the determinant 429
9.4.4 Three-row determinants 430
9.4.5 Determinants of higher (n-th) order 432
9.4.6 Calculation of n-row determinants 433
9.4.7 Regular and inverse matrix 434
9.4.8 Calculation of the inverse matrix in terms of determinants . . 435
9.4.9 Rank of a matrix 436
9.4.10 Determination of the rank by means of minor determinants . 437
9.5 Systems of linear equations 437
9.5.1 Systems of two equations with two unknowns 439
9.6 Numerical solution methods 441
9.6.1 Gaussian algorithm for systems of linear equations 441
9.6.2 Forward elimination 441
9.6.3 Pivoting 443
9.6.4 Backsubstitution 444
9.6.5 LU-decomposition 445
9.6.6 Solvability of (m x n) systems of equations 448
9.6.7 Gauss-Jordan method for matrix inversion 450
9.6.8 Calculation of the inverse matrix A" 1 452
9.7 Iterative solution of systems of linear equations 454
9.7.1 Total-step methods (Jacobi) 456
9.7.2 Single-step methods (Gauss-Seidel) 456
9.7.3 Criteria of convergence for iterative methods 457
9.7.4 Storage of the coefficient matrix 458
9.8 Table of solution methods 459
9.9 Eigenvalue equations 461
9.10 Tensors 463
9.10.1 Algebraic operations with tensors 465

10 Boolean algebra-application in switching algebra 467


10.1 Basic notions 467
10.1.1 Propositions and truth values 467
10.1.2 Proposition variables ' 468
10.2 Boolean connectives 468
10.2.1 Negation: not 469
10.2.2 Conjunction: and 469
10.2.3 Disjunction (inclusive): or 469
10.2.4 Calculating rules 470
10.3 Boolean functions 471
10.3.1 Operator basis 472
10.4 Normal forms 472
10.4.1 Disjunctive normal forms 472
10.4.2 Conjunctive normal form 473
10.4.3 Representation of functions by normal forms 473
10.5 Karnaugh-Veitch diagrams 475
10.5.1 Producing a KV-diagram 476
xviii Contents

10.5.2 Entering a function in a KV-diagram 476


10.5.3 Minimization with the help of KV-diagrams 477
10.6 Minimization according to Quine and McCluskey 478
10.7 Multi-valued logic and fuzzy logic 481
10.7.1 Multi-valued logic 481
- 10.7.2 Fuzzy logic 481

11 Graphs and Algorithms 483


11.1 Graphs 483
11.1.1 Basic definitions 483
11.1.2 Representation of graphs 485
11.1.3 Trees 485
11.2 Matchings 486
11.3 Networks 487
11.3.1 Flows in networks 487
11.3.2 Eulerian line and Hamiltonian circuit 487

12 Differential calculus 489


12.1 Derivative of a function 489
12.1.1 Differential 490
12.1.2 Differentiability 491
12.2 Differentiation rules 492
12.2.1 Derivatives of elementary functions 492
12.2.2 Derivatives of trigonometric functions 492
12.2.3 Derivatives of hyperbolic functions 492
12.2.4 Constant rule 493
12.2.5 Factor rule 493
12.2.6 Power rule 493
12.2.7 Sum rule 493
12.2.8 Product rule 493
12.2.9 Quotient rule 494
12.2.10 Chain rule 494
12.2.11 Logarithmic differentiation of functions 495
12.2.12 Differentiation of functions in parametric representation . . . 495
12.2.13 Differentiation of functions in polar coordinates 496
12.2.14 Differentiation of an implicit function 496
12.2.15 Differentiation of the inverse function 497
12.2.16 Table of differentiation rules 498
12.3 Mean value theorems 499
12.3.1 Rolle's theorem 499
12.3.2 Mean value theorem of differential calculus 499
12.3.3 Extended mean value theorem of differential calculus . . . . 500
12.4 Higher derivatives 500
12.4.1 Slope, extremes 502
12.4.2 Curvature 503
12.4.3 Point of inflection 503
12.5 Approximation method of differentiation 504
12.5.1 Graphical differentiation 504
12.5.2 Numerical differentiation 505
12.6 Differentiation of functions with several variables 506
12.6.1 Partial derivative 506
Contents xix

12.6.2 Total differential 508


12.6.3 Extremes of functions in two dimensions 508
12.6.4 Extremes with constraints 509
12.7 Application of differential calculus 510
12.7.1 Calculation of indefinite expressions 510
12.7.2 Discussion of curves 511
12.7.3 Extreme value problems 512
12.7.4 Calculus of errors 513
12.7.5 Determination of zeros according to Newton's method ... 514

13 Differential geometry 517


13.1 Plane curves 517
13.1.1 Representation of curves 517
13.1.2 Differentiation by implicit representation 517
13.1.3 Differentiation by parametric representation 518
13.1.4 Differentiation by polar coordinates 518
13.1.5 Differential of arc of a curve 518
13.1.6 Tangent, normal 519
13.1.7 Curvature of a curve 520
13.1.8 Evolutes and evolvents 522
13.1.9 Points of inflection, vertices 522
13.1.10 Singular points 522
13.1.11 Asymptotes 523
13.1.12 Envelope of a family of curves 524
13.2 Space curves 524
13.2.1 Representation of space curves 524
13.2.2 Moving trihedral 525
13.2.3 Curvature 527
13.2.4 Torsion of a curve 527
13.2.5 Frenet formulas 528
13.3 Surfaces 528
13.3.1 Representation of a surface 528
13.3.2 Tangent plane and normal to the surface 529
13.3.3 Singular points of the surface 530

14 Infinite series 531


14.1 Series 531
14.2 Criteria of convergence 532
14.2.1 Special number series 535
14.3 Taylor and MacLaurin series 535
14.3.1 Taylor's formula 535
14.3.2 Taylor series 536
14.4 Power series 537
14.4.1 Test of convergence for power series 537
14.4.2 Properties of convergent power series 538
14.4.3 Inversion of power series 540
14.5 Special expansions of series and products 540
14.5.1 Binomial series 540
14.5.2 Special binomial series 540
14.5.3 Series of exponential functions 541
14.5.4 Series of logarithmic functions 542
xx Contents

14.5.5 Series of trigonometric functions 542


14.5.6 Series of inverse trigonometric functions 543
14.5.7 Series of hyperbolic functions 544
14.5.8 Series of area hyperbolic functions 544
14.5.9 Partial fraction expansions 544
14.5.10 Infinite products 545

15 Integral calculus 547


15.1 Definition and integrability 547
15.1.1 Primitive 547
15.1.2 Definite and indefinite integrals 548
15.1.3 Geometrical interpretation 549
15.1.4 Rules for integrability 550
15.1.5 Improper integrals 551
15.2' Integration rules 552
15.2.1 Rules for indefinite integrals 552
15.2.2 Rules for definite integrals 553
15.2.3 Table of integration rules 554
15.2.4 Integrals of some elementary functions 555
15.3 Integration methods 557
15.3.1 Integration by substitution 557
15.3.2 Integration by parts 560
15.3.3 Integration by partial fraction decomposition 562
15.3.4 Integration by series expansion 565
15.4 Numerical integration 567
15.4.1 Rectangular rule 567
15.4.2 Trapezoidal rule 568
15.4.3 Simpson's rule 568
15.4.4 Romberg integration 569
15.4.5 Gaussian quadrature 570
15.4.6 Table of numerical integration methods 572
15.5 Mean value theorem of integral calculus 574
15.6 Line, surface, and volume integrals 574
15.6.1 Arc length (rectification) 574
15.6.2 Area 575
15.6.3 Solid of rotation (solid of revolution) 576
15.7 Functions in parametric representation 577
15.7.1 Arc length in parametric representation 577
15.7.2 Sector formula 578
15.7.3 Solids of rotation in parametric representation 578
15.8 Multiple integrals and their applications 579
15.8.1 Definition of multiple integrals 579
15.8.2 Calculation of areas 580
15.8.3 Center of mass of arcs 581
15.8.4 Moment of inertia of an area 581
15.8.5 Center of mass of areas 582
15.8.6 Moment of inertia of planes 582
15.8.7 Center of mass of a body 582
o 15.8.8 Moment of inertia of a body 583
15.8.9 Center of mass of rotational solids 583
15.8.10 Moment of inertia of rotational solids 583
Contents xxi

15.9 Technical applications of integral calculus 584


15.9.1 Static moment, center of mass 584
15.9.2 Mass moment of inertia 585
15.9.3 Statics 588
15.9.4 Calculation of work 588
15.9.5 Mean values 589

16 Vector analysis 591


16.1 Fields 591
16.1.1 Symmetries of fields 592
16.2 Differentiation and integration of vectors 594
16.2.1 Scale factors in general orthogonal coordinates 596
16.2.2 Differential operators 597
16.3 Gradient and potential 598
16.4 Directional derivative and vector gradient 600
16.5 Divergence and Gaussian integral theorem 601
16.6 Rotation and Stokes's theorem 604
16.7 Laplace operator and Green's formulas 607
16.7.1 Combinations of div, rot, and grad; calculation of fields . . . 609
16.8 Summary 610

17 Complex variables and functions 613


17.1 Complex numbers 613
17.1.1 Imaginary numbers 613
17.1.2 Algebraic representation of complex numbers 614
17.1.3 Cartesian representation of complex numbers 614
17.1.4 Conjugate complex numbers 615
17.1.5 Absolute value of a complex number 615
17.1.6 Trigonometric representation of complex numbers 616
17.1.7 Exponential representation of complex numbers 616
17.1.8 Transformation from Cartesian to trigonometric
representation 617
17.1.9 Riemann sphere 618
17.2 Elementary arithmetical operations with complex numbers 619
17.2.1 Addition and subtraction of complex numbers 619
17.2.2 Multiplication and division of complex numbers 619
17.2.3 Exponentiation in the complex domain 622
17.2.4 Taking the root in the complex domain 623
17.3 Elementary functions of a complex variable 623
17.3.1 Sequences in the complex domain 624
17.3.2 Series in the complex domain 625
17.3.3 Exponential function in the complex domain 626
17.3.4 Natural logarithm in the complex domain 626
17.3.5 General power in the complex domain 627
17.3.6 Trigonometric functions in the complex domain 627
17.3.7 Hyperbolic functions in the complex domain 629
17.3.8 Inverse trigonometric, inverse hyperbolic functions in the
complex domain 630
17.4 Applications of complex functions 631
17.4.1 Representation of oscillations in the complex plane 631
17.4.2 Superposition of oscillations of equal frequency 632
xxii Contents

17.4.3 Loci 633


17.4.4 Inversion of loci 634
17.5 Differentiation of functions of a complex variable 635
17.5.1 Definition of the derivative in the complex domain 635
17.5.2 Differentiation rales in the complex domain 636
17.5.3 Cauchy-Riemann differentiability conditions 637
17.5.4 Conformal mapping 637
17.6 Integration in the complex plane 639
17.6.1 Complex curvilinear integrals 639
17.6.2 Cauchy's integral theorem 640
17.6.3 Primitive functions in the complex domain 641
17.6.4 Cauchy's integral formulas 641
17.6.5 Taylor series of an analytic function 642
17.6.6 Laurent series 643
17.6.7 Classification of singular points 643
17.6.8 Residue theorem 644
17.6.9 Inverse Laplace transformation 645

18 Differential equations 647


18.1 General definitions 647
18.2 Geometric interpretation 649
18.3 Solution methods for first-order differential equations 650
18.3.1 Separation of variables 650
18.3.2 Substitution 651
18.3.3 Exact differential equations 651
18.3.4 Integrating factor 651
18.4 Linear differential equations of the first order 652
18.4.1 Variation of the constants 652
18.4.2 General solution 653
18.4.3 Determination of a particular solution 653
18.4.4 Linear differential equations of the first order with constant
coefficients 653
18.5 Some specific equations 654
18.5.1 Bernoulli differential equation 654
18.5.2 Riccati differential equation 654
18.6 Differential equations of the second order 655
18.6.1 Simple special cases 655
18.7 Linear differential equations of the second order 656
18.7.1 Homogeneous linear differential equation of the
second order 657
18.7.2 Inhomogeneous linear differential equations of the second
order 657
18.7.3 Reduction of special differential equations of the second
order to differential equations of the first order 659
18.7.4 Linear differential equations of the second order with
constant coefficients 659
18.8 Differential equations ofthew-th order 662
18.9 Systems of coupled differential equations of the first order 668
18.10 Systems of linear homogeneous differential equations with constant
coefficients 670
18.11 Partial differential equations 672
Contents xxiii

18.11.1 Solution by separation 673


18.12 Numerical integration of differential equations 676
18.12.1 Euler method 676
18.12.2 Heun method 677
18.12.3 Modified Euler method 679
18.12.4~ Runge-Kutta methods 679
18.12.5 Runge-Kutta method for systems of differential equations . . 685
18.12.6 Difference method for the solution of partial differential
equations 685
18.12.7 Method of finite elements 688

19 Fourier transformation 691


19.1 Fourier series 691
19.1.1 Introduction 691
19.1.2 Definition and coefficients 691
19.1.3 Condition of convergence 693
19.1.4 Extended interval 694
19.1.5 Symmetries 696
19.1.6 Fourier series in complex and spectral representation .... 698
19.1.7 Formulas for the calculation of Fourier series 699
19.1.8 Fourier expansion of simple periodic functions 699
19.1.9 Fourier series (table) 705
19.2 Fourier integrals 707
19.2.1 Introduction 707
19.2.2 Definition and coefficients 707
19.2.3 Conditions for convergence 708
19.2.4 Complex representation, Fourier sine and cosine
transformation 708
19.2.5 Symmetries 710
19.2.6 Convolution and some calculating rales 710
19.3 Discrete Fourier transformation (DFT) 712
19.3.1 Definition and coefficients 712
19.3.2 Shannon scanning theorem 713
19.3.3 Discrete sine and cosine transformation 714
19.3.4 Fast Fourier transformation (FFT) 715
19.3.5 Particular pairs of Fourier transforms 720
19.3.6 Fourier transforms (table) 720
19.3.7 Particular Fourier sine transforms 722
19.3.8 Particular Fourier cosine transforms 723
19.4 Wavelet transformation 724
19.4.1 Signals 724
19.4.2 Linear signal analysis 725
19.4.3 Symmetry transformations 726
19.4.4 Time-frequency analysis and Gabor transformation 727
19.4.5 Wavelet transformation 728
19.4.6 Discrete wavelet-transformation 732

20 Laplace and z transformations 735


20.1 Introduction 735
20.2 Definition of the Laplace transformation 736
20.3 Transformation theorems 737
xxiv Contents

20.4 Partial fraction separation 745


20.4.1 Partial fraction separation with simple real zeros 745
20.4.2 Partial fraction decomposition with multiple real zeros . . . 746
20.4.3 Partial fraction decomposition with complex zeros 747
20.5 Linear differential equations with constant coefficients 748
20.5.1 Laplace transformation: linear differential equation of the
first order with constant coefficients 749
20.5.2 Laplace transformation: linear differential equation of the
second order with constant coefficients 751
20.5.3 Example: linear differential equations 753
20.5.4 Laplace transforms (table) 756
20.6 z transformation 764
20.6.1 Definition of the z transformation 764
20.6.2 Convergence conditions for the z transformation 766
20.6.3 Inversion of the z transformation 767
20.6.4 Calculating rales 767
20.6.5 Calculating rales for the z transformation 770
20.6.6 Table of z transforms 770

21 Probability theory and mathematical statistics 773


21.1 Combinatorics 773
21.2 Random events 774
21.2.1 Basic notions 774
21.2.2 Event relations and event operations 775
21.2.3 Structural representation of events 777
21.3 Probability of events 778
21.3.1 Properties of probabilities 778
21.3.2 Methods to calculate probabilities 778
21.3.3 Conditional probabilities 779
21.3.4 Calculating with probabilities 779
21.4 Random variables and their distributions 781
21.4.1 Individual probability, density function and distribution
function x 782
21.4.2 Parameters of distributions 783
21.4.3 Special discrete distribution 785
21.4.4 Special continuous distributions 793
21.5 Limit theorems 800
21.5.1 Laws of large numbers 800
21.5.2 Limit theorems 801
21.6 Multidimensional random variables 802
21.6.1 Distribution functions of two-dimensional random variables . 802
21.6.2 Two-dimensional discrete random variables 803
21.6.3 Two-dimensional continuous random variables 804
21.6.4 Independence of random variables 805
21.6.5 Parameters of two-dimensional random variables 806
21.6.6 Two-dimensional normal distribution 807
21.7 Basics of mathematical statistics 808.
21.7.1 Description of measurements . . 809
21.7.2 Types of error 810
21.8 Parameters for describing distributions of measured values 812
21.8.1 Position parameter, means of series of measurements . . . . 812
Contents xxv

21.8.2 Dispersion parameter 814


21.9 Special distributions 815
21.9.1 Frequency distributions 815
21.9.2 Distribution of random sample functions 816
21.10 Analysis by means of random sampling (theory of testing
and estimating) 820
21.10.1 Estimation methods 821
21.10.2 Construction principles for estimators 823
21.10.3 Method of moments 823
21.10.4 Maximum likelihood method 824
21.10.5 Method of least squares 824
21.10.6 x 2 -minimum method 825
21.10.7 Method of quantiles, percentiles 825
21.10.8 Interval estimation 826
21.10.9 Interval bounds for normal distribution 828
21.10.10 Prediction and confidence interval bounds for binomial
and hypergeometric distributions 829
21.10.11 Interval bounds for a Poisson distribution 830
21.10.12 Determination of sample sizes n 830
21.10.13 Test methods 831
21.10.14 Parameter tests 834
21.10.15 Parameter tests for a normal distribution 834
21.10.16 Hypotheses about the mean value of arbitrary
distributions 836
21.10.17 Hypotheses about p of binomial and hypergeometric
distributions 837
21.10.18 Tests of goodness of fit 837
21.10.19 Application: acceptance/rejection test 838
21.11 Reliability 839
21.12 Computation of adjustment, regression 841
21.12.1 Linear regression, least squares method 843
21.12.2 Regression of the n-th order 844

22 Fuzzy logic 847


22.1 Fuzzy sets 847
22.2 Fuzzy concept 848
22.3 Functional graphs for the modeling of fuzzy sets 849
22.4 Combination of fuzzy sets 852
22.4.1 Elementary operations 852
22.4.2 Calculating rales for fuzzy sets 855
22.4.3 Rules for families of fuzzy sets 856
22.4.4 t norm and t conorm 856
22.4.5 Non-parametrized operators: t norms and s norms
(t conorms) 858
22.4.6 Parametrized t and s norms 859
22.4.7 Compensatory operators 860
22.5 Fuzzy relations 861
22.6 Fuzzy inference 863
22.7 Denazification methods 864
22.8 Example: erect pendulum 866
22.9 Fuzzy realizations 870
xxvi Contents

23 Neural networks 871


23.1 Function and structure 871
23.1.1 Function 871
23.1.2 Structure 872
23.2 Implementation of the neuron model 873
~ 23.2.1 Time-independent systems 873
23.2.2 Time-dependent systems 873
23.2.3 Application 874
23.3 Supervised learning 874
23.3.1 Principle of supervised learning 874
23.3.2 Standard backpropagation 876
23.3.3 Backpropagation through time 877
23.3.4 Improved learning methods 878
23.3.5 Hopfield network 879
23.4 Unsupervised learning 881
23.4.1 Principle of unsupervised learning 881
23.4.2 Kohonen model 881

24 Computers 883
24.1 Operating systems 883
24.1.1 Introduction to MS-DOS 885
24.1.2 Introduction to UNIX 886
24.2 High-level programming languages 889
24.2.1 Program structures 890
24.2.2 Object-oriented programming (OOP) 892

Introduction to PASCAL 893

24.3 Basic structure 894


24.4 Variables and types 894
24.4.1 Integers 895
24.4.2 Real numbers . . . 895
24.4.3 Boolean values 895
24.4.4 ARRAYS \ 895
24.4.5 Characters and character strings 896
24.4.6 RECORD ' 897
24.4.7 Pointers 898
24.4.8 Self-defined types 899
24.5 Statements 900
24.5.1 Assignments and expressions 900
24.5.2 Input and output 901
24.5.3 Compound statements 902
24.5.4 Conditional statements I F and CASE 903
24.5.5 Loops FOR, WHILE, and REPEAT 904
24.6 Procedures and functions 905
24.6.1 Procedures 905
24.6.2 Functions 906
24.6.3 Local and global variables, parameter passing 906
24.7 Recursion 908
24.8 Basic algorithms 909
24.8.1 Dynamic data structures 909
Contents xxvii

24.8.2 Search 910


24.8.3 Sorting 911
24.9 Computer graphics 913
24.9.1 Basic functions 913

Introduction to C 914

24.9.2 Basic structures 914


24.9.3 Operators 916
24.9.4 Data structures 918
24.9.5 Loops and branches 921

Introduction to C++ 924

24.9.6 Variables and constants 924


24.9.7 Overloading of functions 924
24.9.8 Overloading of operators 924
24.9.9 Classes 925
24.9.10 Instantiation of classes 926
24.9.11 f r i e n d functions 926
24.9.12 Operators as member functions 926
24.9.13 Constructors 927
24.9.14 Derived classes (inheritance) 928
24.9.15 Class libraries 929

Introduction to FORTRAN 930

24.9.16 Program structure 930


24.9.17 Data structures 930
24.9.18 Type conversion 931
24.9.19 Operators 933
24.9.20 Loops and branches 933
24.9.21 Subprograms 934

Computer algebra 937

24.9.22 Structural elements of Mathematica 937


24.9.23 Structural elements of Maple 940
24.9.24 Algebraic expressions 942
24.9.25 Equations and systems of equations 943
24.9.26 Linear algebra 944
24.9.27 Differential and integral calculus 945
24.9.28 Programming 947
24.9.29 Fitting curves and interpolation with Mathematica 948
24.9.30 Graphics 949

25 Tables of integrals 951


25.1 Integrals of rational functions 951
25.1.1 Integrals with P - ax + b, a^0 951
25.1.2 Integrals with x" 1 /(ax + fc)\ P = ax + b,a ^ 0, F ^ 0 . . 952
25.1.3 Integrals with 1/(xn(ax + b)m), P = ax + b b ^ 0 . . . 953
25.1.4 Integrals with ax + b and ex + d c ^ 0 955
xxviii Contents

25.1.5 Integrals with a + x and b + x a = b 955


25.1.6 Integrals with P = ax2 + bx + c (a / 0) 956
25.1.7 Integrals with xn/(ax2 + bx + c)m, P = ax2 + bx+c
a / 0 956
25.1.8 Integrals with l/(xn(ax2 + bx + c)m), P = ax2 + bx + c
c/0 957
25.1.9 Integrals with P = a 2 x 2 958
25.1.10 Integrals with l / ( a 2 x 2 ) " , P = a 2 x 2 a / 0 . . . . 9 5 8
2 5 . 1 . 1 1 I n t e g r a l s w i t h x " / {a2 x 2 ) m , P = a 2 x 2 a / 0 . . . 9 5 8
2 5 . 1 . 1 2 Integrals with 1/ (xn{a2 x2)m) P = a2x2 a / 0 . . 960
3 3
25.1.13 Integrals with P = a x a / 0 961
25.1.14 Integrals with a4 + xA (a > 0) 962'
25.1.15 Integrals with a4 - x 4 (a > 0) 962
25.2 Integrals of irrational functions 963
25.2.1 Integrals with x 1 / 2 and P = ax + b a,b^0 963
25.2.2 Integrals with (ax + b)l/2 P = ax + b a / 0 964
25.2.3 Integrals with (ax + b)l/2 and (ex + d ) 1 / 2 , a, c / 0 . . . . 966
25.2.4 Integrals with R = (a2 + x2)1'2 a / 0 966
25.2.5 Integrals with S = (x 2 - a2)y'2 a # 0 968
25.2.6 Integrals with T = {a2- x2)x'2 a / 0 970
25.2.7 Integrals with (ax 2 + bx + c)l/2
X = ax2 + bx + c a / 0 972
25.3 Integrals of transcendental functions 973
25.3.1 Integrals with exponential functions 973
25.3.2 Integrals with logarithmic functions (x > 0) 975
25.3.3 Integrals with hyperbolic functions (a / 0) 977
25.3.4 Integrals with inverse hyperbolic functions 979
25.3.5 Integrals with sine and cosine functions (a / 0) 979
25.3.6 Integrals with sine and cosine functions (a / 0) 984
25.3.7 Integrals with tangent or cotangent functions (a / 0) . . . 989
25.3.8 Integrals with inverse trigonometric functions (a / 0) . . . 990
25.4 Definite integrals 992
25.4.1 Definite integrals with algebraic functions 992
25.4.2 Definite integrals with exponential functions 992
25.4.3 Definite integrals with logarithmic functions 994
25.4.4 Definite integrals with trigonometric functions 995

Index 999

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