N OTES ON B ASIC M ATHEMATICS

Mathematics
Common Derivations and Techniques

Author
R AIYAN H AQUE
Contents
1 Exponents and Logarithms 4
1.1 Rules for Indices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2 Rules for Logarithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

2 Permutation and Combination 6

2.1 Permutation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2.2 Combination . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

3 The Binomial Theorem 7

3.1 Binomial Expansion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
3.2 Simplified Binomial Expansion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

4 Coordinate Systems 8
4.1 Cartesian Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
4.2 Polar Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

5 Conic Sections 10
5.1 The General Ellipse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
5.2 Circle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
5.3 Parabola . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
5.4 Hyperbola . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
5.5 Rectangular Hyperbola . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
5.6 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

6 Matrices 20
6.1 Representing Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
6.2 Transpose Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

7 Transformations 21
7.1 Translation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
7.2 Rotation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
7.3 Enlargement or Dilation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
7.4 Reflection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
7.5 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28

8 Trigonometry 29
8.1 Trigonometric Operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
8.2 Graphs of Trigonometric Function . . . . . . . . . . . . . . . . . . . . . . . . . . . 30

9 Hyperbolic Functions 34
9.1 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
9.2 Graphs of Basic Hyperbolic Funtions . . . . . . . . . . . . . . . . . . . . . . . . . . 35
9.3 Formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39

10 Series 42
10.1 The Sigma Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
10.2 Sum of the First n Positive Integers . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
10.3 Sum of the Squares of the First n Positive Integers . . . . . . . . . . . . . . . . . . 43
10.4 Sum of the Cubes of the First n Positive Integers . . . . . . . . . . . . . . . . . . . 43
10.5 Arithmetic Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
10.6 Geometric Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
10.7 Common Series Formulae [Summary] . . . . . . . . . . . . . . . . . . . . . . . . . 47
1
11 Quadratic Functions, Equations & Inequalities 48
11.1 General Quadratic Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
11.2 Quadratic Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
11.3 Quadratics in Graphs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53

12 Single Variable Calculus 57

12.1 Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
12.2 Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59

13 Multivariable Calculus 60
13.1 Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60

14 Complex Numbers 61
14.1 Real and Imaginary Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
14.2 Argand Diagrams and Complex Number Representation . . . . . . . . . . . . . . 63
14.3 Simple Operations with Complex Numbers . . . . . . . . . . . . . . . . . . . . . . 67
14.4 Triangle Inequality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
14.5 de Moivre’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
14.6 Circles on the Complex Plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
14.7 Complex Trigonometric and Hyperbolic Functions . . . . . . . . . . . . . . . . . . 76
14.8 Logarithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77

15 Calculus of Complex Functions 78

15.1 Complex Derivatives and Analytics Functions . . . . . . . . . . . . . . . . . . . . 78
15.2 Rules and Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
15.3 Cauchy-Riemann Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
15.4 Differentiations of Complex Logarithms . . . . . . . . . . . . . . . . . . . . . . . . 83
15.5 Complex Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84

16 Vector Analysis 85
16.1 Scalars and Vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
16.2 Vector Algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
16.3 Vector Equation of Straight Line . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
16.4 Vector Calculus: Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
16.5 Vector Calculus: Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
16.6 Green’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94
16.7 Kelvin-Stokes Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94
16.8 Gauss’s Divergence Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94

17 Ordinary Differential Equations 95

17.1 First Order Ordinary Differential Equations . . . . . . . . . . . . . . . . . . . . . . 95
17.2 Second Order Ordinary Differential Equations . . . . . . . . . . . . . . . . . . . . 100
17.3 Clairaut Differential Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102

18 Partial Differential Equations 103

19 Approximation Using Infinite Series 104

19.1 Maclaurin Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
19.2 Taylor Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
19.3 Laurent’s Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
19.4 Common Series Expansions of Functions . . . . . . . . . . . . . . . . . . . . . . . 107

20 Fourier Analysis 108

2
 20.1 Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
20.2 Complex Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
20.3 Fourier Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111

21 The Dirac Delta Function 112

21.1 Defining the Dirac Delta Function . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
21.2 Integrals Involving the Dirac Delta . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
21.3 Properties of the Dirac Delta Function . . . . . . . . . . . . . . . . . . . . . . . . . 118
21.4 The Dirac Comb: Fourier Series Representation of the Dirac Delta Function . . . 121

22 The Kronecker Delta 123

23 Symbols 124

3
1 Exponents and Logarithms
1.1 Rules for Indices
In the following, p, q ∈ R, a, b ∈ R + and m, n ∈ Z + .
1. a p aq = a p+q
ap
2. aq = a p−q
3. ( a p )q = a pq
4. a0 = 1 { a ̸= 0}
5. a− p = 1
ap

6. ( ab) p = a p b p
√ 1
7. n a = a n
√ m
8. n am = a n
√
n a
9. n ba = √
p
n
b

In a p , p is called the exponent, a is the base and a p is called the pth power of a.
The function y = a x is called an exponential function.

4
1.2 Rules for Logarithms
Any logarithmic function is the inverse of an exponential function. It is given in the form,

f ( x ) = loga b

The function is said “the logarithm of b with base a”, and what this means will be cleared out
in a bit. First, we need to know how the numbers a and b make the function behave.

If the base a = e (Euler’s number), the logarithm function is just written as

f ( x ) = loge b = ln b

This is called the “natural logarithm of b”.

If the base a = 10, the logarithm function is simply written as,

f ( x ) = log10 b ≡ log b ≡ lg b

The base is not necessary to show if it has a value of 10.

The logarithm function f ( x ) = loga b is valid only if a > 0, b > 0 and a ̸= 1.

Logarithm Formulae
1. If a x = b, x = loga b
∴ If (base) power = product, then power = logbase product
2. loga 1 = 0
3. loga ( MN ) = loga M + loga N
4. loga ( M
N ) = loga M − loga N

5. loga Mr = r loga M
6. loga a = 1
1
7. loga b = logb a

logc b
8. loga b = logc a [Base Conversion]

5
2 Permutation and Combination
Permutation and combination are the ways to represent a group of objects by selecting them in
a set and forming subsets. It defines the various ways to arrange a certain group of data. When
we select the data or objects from a certain group, it is said to be permutations, whereas the
order in which they are represented is called combination. Both concepts are very important
in Mathematics.

2.1 Permutation
Permutation relates to the act of arranging all the members of a set into some sequence or or-
der. In other words, if the set is already ordered, then the rearranging of its elements is called
the process of permuting. Permutations occur, in more or less prominent ways, in almost ev-
ery area of mathematics. They often arise when different orderings on certain finite sets are
considered.

A permutation is the choice of r things from a set of n things without replacement and where
the order matters.

The permutation formula is,

n n!
Pr =
(n − r )!

2.2 Combination
The combination is a way of selecting items from a collection, such that (unlike permutations)
the order of selection does not matter. In smaller cases, it is possible to count the number of
combinations. Combination refers to the combination of n things taken r at a time without
repetition.

A combination is the choice of r things from a set of n things without replacement and where
order does not matter.

The combination formula is,

nP
 
n n r n!
Cr = = =
r r! r!(n − r )!

6
3 The Binomial Theorem
Any expression in the form ( a + b)n is called a binomial of power n (also, an expression
( a + b + c)n is known as a trinomial, and so on).

3.1 Binomial Expansion

The generalized binomial theorem is given by the summation formula,
∞
( a + b)n = ∑ n
Cr an−r br


r =0

n!
Here, n ∈ Z and we know that n Cr = r!(n−r )!
. Therefore, we can see that the binomial expan-
sion of ( a + b)n becomes,

( a + b)n =n C0 an b0 +n C1 an−1 b1 +n C2 an−2 b2 +n C3 an−3 b3 + ... +n Cn a0 bn

n(n − 1) n−2 2 n(n − 1)(n − 2) n−3 3
= an + nan−1 b + a b + a b + ... + bn
2! 3!

3.2 Simplified Binomial Expansion

The binomial expansion of ( a + b)n is greatly simplified if a = 1. We can do this pretty easily
using the following method.
b n
 
n n
( a + b) = a 1 +
a

Let x be a parameter such that x = ba . So,

( a + b ) n = a n (1 + x ) n
∞
= an ∑ (n Cr xr )
r =0
n(n − 1) 2 n(n − 1)(n − 2) 3
 
n
=a 1 + nx + x + x + ... + x n
2! 3!

Here, the binomial expansion is represented in ascending powers of x with the binomial coef-
ficients, which is wholely multiplied by a factor of an . This is more managable in most cases.

7
4 Coordinate Systems
4.1 Cartesian Coordinates

8
4.2 Polar Coordinates
Polar Coordinates in Two Dimensions

A point P is described as being a distance x horizontally and y verticallt from the origin, where
the horizontal and vertical directions are marked with x and y axes respectively. An alternative
way of describing the position of P is to use polar coordinates.

We use the origin O as a starting point and measure the distance ⃗r of P from O, soOP = ⃗r. We
call the point O the pole. Of course just knowing how far from O the point P is does not help
us to uniquely identify its position. The second measurement we make is the angle measured
from the positive x-axis in an anti-clockwise direction. We call the positive x-axis the inital line
(or initial beam), the angle is ususally denoted as θ and the polar coordinates are written in as
(r, θ ).

The following are some formulae linking polar coordinates and Cartesian coordinates. From
the figure above, it is clear that:
• r cos θ = x
r sin θ = y
• r 2 = x 2 + y2
y
θ = arctan x

9
5 Conic Sections
In mathematics, a conic section (or simply conic) is a curve obtained as the intersection of the
surface of a cone with a plane. The three types of conic section are the hyperbola, the parabola,
and the ellipse; the circle is a special case of the ellipse, though historically it was sometimes
called a fourth type.

The general equation for a conic is as follows.

ax2 + by2 + 2hxy + 2gx + 2 f y + x = 0

Here, a, b, c, f , g, and h are constants. The nature of the conic is determined by the values
of these constants, and can be interpreted using the determinant delta ∆, which is just the
determinant of a 3 × 3 matrix.
a h g
∆= h b f
g f c

The determinant delta is used as follows:

• ∆ = 0; h2 − ab = 0 : Parabola
• ∆ ̸= 0; h2 − ab < 0 : Ellipse
• ∆ ̸= 0; h2 − ab < 0; a = b : Circle
• ∆ ̸= 0; h2 − ab > 0 : Hyperbola

10
5.1 The General Ellipse
A standard ellipse with center at the origin O has the Cartesian equation,

x2 y2
+ =1
a2 b2

From the equation, we can easily infer the following things:

y2
1. When x = 0, then b2
= 1, and so,
y = ±b

x2
2. When y = 0, then a2
= 1, and so,
x = ±a

We can already see that the ellipse would be like as follows.

Note that the figure above is for a > b.

11
Features of an Ellipse

Consider the ellipse above. The labels are explained in the table below.

Category Symbol Label

Center (h, k) O
Focus (plural: Foci) F, G
Vertex (plural: Vertices) B, D
Co-vertices A, C
Semi-major axis a |OA| = |OD |
Major axis | BD | = 2|OB| = 2|OD |
Semi-minor axis b |OA| = |OC |
Minor Axis | AC | = 2|OA| = 2|OC |
Linear eccentricity c |OE| = |OF |
Perihelion distance | BE| = | DF |
Aphelion distance | BF | = | DE|

The following formulae are applicable for the ellipse:

b
• Aspect ratio: a
√
• Linear eccentricity: c = a2 + b2
√ q
2 2 b2
• Eccentricity: E = c
a = a a+b = 1 − a2

The conic section is an ellipse only when the eccentricity is such that 0 ≤ E < 1.

12
If the ellipse is translated such that the center is now at the (Cartesian) coordinates (h, k ), the
standard equation can be modified to a more general form.
2 2
x−h y−k
 
+ =1
a b

Also, the standard polar equation for an ellipse is given by,

a (1 − E2 ) a (1 − E2 )
r= =
1 ± E cos θ 1 ± E sin θ

Note that the polar equation presumes the center of the ellispe to be at origin.

13
5.2 Circle
2 
y−k 2
 
We already found the general equation for an ellipse to be x−a h + b = 1. Now, con-
sider that a and b are equal. So, we can replace them by the parameter r. So, we can write,
2 2
x−h y−k
 
+ =1
r r

( x − h )2 + ( y − k )2 = r 2

We can see that this is the equation for a circle of radius r, centered at (h, k ).
The eccentricity of a circle can be calculated as follows.
r
b2
E = 1− 2
a

For a = b, √
E= 1−1 = 0

Therefore, the eccentricity of a circle is E = 0 by definition.

14
5.3 Parabola
A parabola is any curve with the general Cartesian equation in the form,

y2 = 4ax

Here, a ∈ R + is a constant.

This curve is symmetrical about the x-axis. Note that if it had the equation x2 = 4ay, it would
resemble a quadratic function curve (also a parabola), which is symmetric about the y-axis.

A parabola can be said to be the locus of points where every point P( x, y) on the parabola is
the same distance from a fixed point S, called the focus. and a fixed straight line called the
directrix.

The parabola is the set of points where |SP| = | PX |.

1. The focus, S, has coordinates ( a, 0).
2. The directrix has equation x + a = 0.
3. The vertex is at the point (0, 0).

15
Parameterizing the Parabola
The parametric form of the equation of the parabola is given by the following set of equations.
(
x = at2
y = 2at

Here, a ∈ R + is a constant and t ∈ R.

So, a general point on a parabola has coordinates P( x, y) or P( at2 , 2at).

16
5.4 Hyperbola

17
5.5 Rectangular Hyperbola

The standard Cartesian equation for the rectangular hyperbola is xy = c2 , where c ∈ R +

is a constant. However, this is not a very general equation, because the asymptotes intersect
each other at the origin. What this means, and how to move the asymptotes is explained below.

18
5.6 Summary

19
6 Matrices
6.1 Representing Matrices
Matrices are arrays of elements in an m × n arrangement. A matrix A can be expressed in the
form,  
a11 a12 a13 · · · a1n
 a21 a22 a23 · · · a2n 
 
A =  a31 a32 a33 · · · a3n 


 .. .. .. .. .. 
 . . . . . 
am1 am2 am3 · · · amn

6.2 Transpose Matrix

Consider a m × n matrix A to be,
 
a11 a12 a13 ··· a1n
 a21
 a22 a23 ··· a2n 

A =  a31
 a32 a33 ··· a3n 

 .. .. .. .. .. 
 . . . . . 
am1 am2 am3 · · · amn

Then, the transpose of the matrix A T would be an n × m matrix A T ,

 
a11 a12 a13 ··· a1n
 a21
 a22 a23 ··· a2n 

A T =  a31
 a32 a33 ··· a3n 

 .. .. .. .. .. 
 . . . . . 
am1 am2 am3 · · · amn

20
7 Transformations
7.1 Translation
Translation along x-axis

Consider an arbitrary function f ( x ).

Suppose the curve y = f ( x ) is to be entirely shifted by a units along the negative x-axis. The
resulting curve would have the equation y = f ( x + a).

Consider the equation y = f ( x ), for which f ( x ) = ( x − 5)2 . This is a parabola. When

we translate this such that y now becomes equal to f ( x + 2), the new equation would be
y = f ( x + 2) = ( x − 5 + 2)2 = ( x − 3)2 . By the rule of translation, we can simply draw
the new curve by shifting the entire original curve by 2 units to the left hand side (in the di-
rection of the negative x-axis). Of course, if the translation is such that the function becomes
f ( x − 2), the equation becomes y = f ( x − 2) = ( x − 5 − 2)2 = ( x − 7)2 , and by the rule of
translation, we can simply draw the new curve by shifting the entire original curve by 2 units
to the right hand side (in the direction of the positive x-axis).

These are shown below.

21
Translation along y-axis

Consider an arbitrary function f ( x ).

Suppose the curve y = f ( x ) is to be entirely shifted by a units along the positive y-axis. The
resulting curve would have the equation y = f ( x ) + a.

Consider the equation of the parabola from before y = f ( x ), for which f ( x ) = ( x − 5)2 .
When we translate this such that y now becomes equal to f ( x ) + 2, the new equation would
be y = f ( x ) + 2 = ( x − 5)2 + 2. By the rule of translation, we can simply draw the new curve
by shifting the entire original curve by 2 units upwards (in the direction of the positive y-axis).
Of course, if the translation is such that the function becomes f ( x ) − 2, the equation becomes
y = f ( x ) − 2 = ( x − 5)2 − 2, and by the rule of translation, we can simply draw the new curve
by shifting the entire original curve by 2 units downwards (in the direction of the negative
y-axis).

These are shown below.

22
Translation along both x and y-axes

We can also do a composite translation by shifting a curve along both the axes. A translation
of the curve y = f ( x + a) + b implies that the entire original curve y = f ( x ) is shifted a units
to the right and b units upwards.
For example, for the parabola y = f ( x ) = ( x − 5)2 , a translation of f ( x + 3) − 2 implies a shift
of the original curve by 3 units to the left and 2 units downwards.

This is shown below.

23
7.2 Rotation
Rotation of a Function

y cos θ − x sin θ = f (y sin θ + x cos θ )

24
Rotation Matrix

Individual points (or a set of distinct points) can be rotated about the origin using rotation
matrices. The general matrices for rotation in two dimensions by an angle of θ is given as
follows.
• Counter-clockwise (Anti-clockwise)
 
cos θ − sin θ
sin θ cos θ

• Clockwise
 
cos θ sin θ
− sin θ cos θ

25
7.3 Enlargement or Dilation

26
7.4 Reflection
Special Case: Inverse Function

27
7.5 Summary
Translation and Enlargement/Dilation

• f ( x + a) : Shift entire curve to the left (negative x-axis) by a units.

• f ( x ) + b : Shift entire curve to upwards (positive x-axis) by b units.
• f ( x + a) + b : Shift entire curve to the left (negative x-axis) by a units, and upwards
(positive x-axis) by b units.
• f (cx ) : Compress entire curve by a factor of c along the x-axis.
• m f ( x ) : Stretch entire curve by a factor of m along the y-axis.
• m f (cx ) : Compress entire curve by a factor of c along the x-axis, and stretch entire curve
by a factor of m along the y-axis.
• m f (c( x + a)) + b : Shift entire curve to the left (negative x-axis) by a units, and upwards
(positive x-axis) by b units, by simultaneously compressing entire curve by a factor of c
along the x-axis, and stretching entire curve by a factor of m along the y-axis.

Rotation

• Rotate a curve by θ counter-clockwise :

y cos θ − x sin θ = f (y sin θ + x cos θ )

• Rotate a set of points counter-clockwise

 
cos θ − sin θ
sin θ cos θ

• Rotate a set of points clockwise

 
cos θ sin θ
− sin θ cos θ

28
8 Trigonometry
8.1 Trigonometric Operators
The basic trigonometric operators are the sine and cosine. The other operators are all derived
from these basic ones. The third operator, the tangent, is defined as the ratio of the sine and
cosine. But more on this later.

29
8.2 Graphs of Trigonometric Function
The Sine Function

The Cosine Function

30
The Tangent Function

The Cosecant Function

31
The Secant Function

The Cotangent Function

32
Comparison

33
9 Hyperbolic Functions
Hyperbolic functions are similar to trigonometric functions in certain aspects. However, hy-
perbolic functions are defined in terms of exponential functions.

9.1 Definitions
Hyperbolic Functions
The basic hyperbolic functions are the hyperbolic sine and the hyperbolic cosine functions.

The Hyperbolic Sine { x ∈ R }:

e x − e− x
sinh x =
2

The Hyperbolic Cosine { x ∈ R }:

e x + e− x
cosh x =
2

The other four hyperbolic functions are related to the hyperbolic sine and cosine functions in
the same way that the corresponding trigonometric functions are related to sine and cosine.

Hyperbolic Tangent { x ∈ R }:

sinh x e2x − 1
tanh x = = 2x
cosh x e +1

Hyperbolic Secant { x ∈ R }:
1 2
sech x = = x
cosh x e + e− x

Hyperbolic Cosecant { x ∈ R, x ̸= 0}:

1 2
csch x = = x
sinh x e − e− x

Hyperbolic Cotangent { x ∈ R, x ̸= 0}:

1 cosh x e2x + 1
coth x = = = 2x
tanh x sinh x e −1

34
Inverse Hyperbolic Functions

9.2 Graphs of Basic Hyperbolic Funtions

The Hyperbolic Sine Function

The Hyperbolic Cosine Function

35
The Hyperbolic Tangent Function

The Hyperbolic Secant Function

36
The Hyperbolic Cosecant Function

The Hyperbolic Cotangent Function

37
Comparison

38
9.3 Formulas
Relationships Among Hyperbolic Functions
1. cosh2 x − sinh2 x = 1
2. sech2 x + tanh2 x = 1
3. coth2 x + csch2 x = 1

Functions of Negative Arguments

1. sinh (− x ) = − sinh x
2. cosh (− x ) = cosh x
3. tanh (− x ) = − tanh x
4. csch (− x ) = − csch x
5. sech (− x ) = sech x
6. coth (− x ) = − coth x

Addition Formulas
1. sinh ( x ± y) = sinh x cosh y ± cosh x sinh y
2. cosh ( x ± y) = cosh x cosh y ± sinh x sinh y
tanh x ±tanh y
3. tanh ( x ± y) = 1±tanh x tanh y
1±coth x coth y
4. coth ( x ± y) = coth x ±coth y

Double Angle Formulas

1. sinh (2x ) = 2 sinh x cosh x
2. cosh (2x ) = cosh2 x + sinh2 x = 2 cosh2 x − 1 = 1 − 2 sinh2 x
2 tanh x
3. tanh (2x ) =
1+tanh2 x

Half Angle Formulas

q
1. sinh ( 2 ) = ± cosh2x−1 {+ if x > 0, − if x < 0}
x

q
2. cosh ( 2 ) = cosh2x+1
x

q
x x −1 sinh x cosh x −1
3. tanh ( 2 ) = ± cosh
cosh x +1 {+ if x > 0, − if x < 0} = cosh x +1 = sinh x

39
Multiple Angle Formulas
1. sinh (3x ) = 3 sinh x + sinh3 x
2. cosh (3x ) = 4 cosh3 x − 3 cosh x
3 tanh x +tanh3 x
3. tanh (3x ) =
1+3 tanh2 x

4. sinh (4x ) = 8 sinh3 x cosh x + 4 sinh x cosh x

5. cosh (4x ) = 8 cosh4 x − 8 cosh2 x + 1
4 tanh x +tanh3 x
6. tanh (4x ) =
1+6 tanh2 x +tanh4 x

Powers of Hyperbolic Functions

1. sinh2 x = 1
2 cosh (2x ) − 1
2

2. cosh2 x = 1
2 cosh (2x ) + 1
2

3. sinh3 x = 1
4 sinh (3x ) − 34 sinh x

4. cosh3 x = 1
4 cosh (3x ) + 34 cosh x

5. sinh4 x = 3
8 − 12 cosh (2x ) + 18 cosh (4x )
6. cosh4 x = 3
8 + 21 cosh (2x ) + 18 cosh (4x )

Sum, Difference, and Product Hyperbolic Functions

x +y x −y
1. sinh x + sinh y = 2 sinh ( 2 ) cosh ( 2 )
x +y x −y
2. sinh x − sinh y = 2 cosh ( 2 ) sinh ( 2 )
x +y x −y
3. cosh x + cosh y = 2 cosh ( 2 ) cosh ( 2 )
x +y x −y
4. cosh x − cosh y = 2 sinh ( 2 ) sinh ( 2 )

5. sinh x sinh y = 12 (cosh ( x + y) − cosh ( x − y))

6. cosh x cosh y = 21 (cosh ( x + y) + cosh ( x − y))
7. sinh x sinh y = 12 (sinh ( x + y) + sinh ( x − y))

40
Relationships Between Inverse Hyperbolic Functions
1. arccsch = arcsinh ( 1x )

41
10 Series
10.1 The Sigma Notation
The sigma notation (Σ) is a very useful and concise way to define a series. It makes further
study of series more manageable.

Sigma notation is used as follows:

n
∑ Ur = U1 + U2 + U3 + ... + Un
r =1

Here, Ur is a function of r.

The notation implies that the series starts from the r th term, all the way to the nth term, which
needs to be added up to for finding the sum. In this case, r = 1 denotes that the series starts
from the 1st term. If the value of r is any number other than 1, we can use the formula:
n n k
∑ Ur = ∑ Ur − ∑ Ur
r =k r =1 r =1

Here, k is another number such that the series starts from the kth term. The logic that is used
for the formula above is that to find the sum of the terms, from the kth term to the nth term of
a series, we can find the sum of the first k terms and subtract this from the sum of the first n
terms.

Series such as arithmetic series, geometric series and the binomial series can all be written in
Σ notation. This will be discussed later.

10.2 Sum of the First n Positive Integers

We usually denote the summation of consecutive n integers starting from the integer a as,
n
∑r
r=a

For finding the summation of the first n integers starting from 1, we can write it as,
Sn = 1 + 2 + 3 + 4 + ... + n

We can also write it in the reverse order,

Sn = n + (n − 1) + (n − 2) + (n − 3) + ... + 1

Grouping and adding the two sums gives,

2Sn = (1 + n) + (2 + n − 1) + (3 + n − 2) + ... + (n + 1)
2Sn = (1 + n) + (1 + n) + (1 + n) + ... + (1 + n)

As there are n number of terms, we can write,

2Sn = n(1 + n)
n
∴ Sn = ( n + 1)
2
42
10.3 Sum of the Squares of the First n Positive Integers
We usually denote the summation of the squares of n consecutive integers starting from the
integer a as,
n
∑ r2
r=a

To find the summation formula, first we consider the binomial expansion of (r − 1)3 .

(r − 1)3 = r3 − 3r2 + 3r − 1

Rearranging the terms,

r3 − (r − 1)3 = 3r2 − 3r + 1

Summing the left side from r = 1 to n yields n3 . This gives,

! ! !
n n n
3 2
n =3 ∑r −3 ∑r + ∑1
r =1 r =1 r =1
!
n n 
n3 = 3 ∑ r2 −3 ( n + 1) + n
r =1
2
!
n
3
3 ∑ r2 = n3 + n ( n + 1) − n
2
r =1
n
1 1 1
∑ r 2 = 3 n3 + 2 n2 + 6 n
r =1
n
n
∑ r2 = 6
(n + 1)(2n + 1)
r =1

10.4 Sum of the Cubes of the First n Positive Integers

We usually denote the summation of the cubes of n consecutive integers starting from the
integer a as,
n
∑ r3
r=a

To find the summation formula, first we consider the binomial expansion of (r − 1)4 .

(r − 1)4 = r4 − 4r3 + 6r2 − 4r + 1

Rearranging the terms,

r4 − (r − 1)4 = 4r3 − 6r2 + 4r − 1

Summing the left side from r = 1 to n yields n4 . This gives,

! ! ! !
n n n n
4 4 3 2
n − (r − 1) = 4 ∑r −6 ∑r +4 ∑r − ∑1
r =1 r =1 r =1 r =1

43
 !
n n  n 
3
4 ∑r = n4 + 6 (n + 1)(2n + 1) − 4 ( n + 1) + n
r =1
6 2
n
1 1 1
∑ r 3 = 4 n4 + 2 n3 + 4 n2
r =1
n
n2
∑ r3 = 4
( n + 1)2
r =1

10.5 Arithmetic Series

Arithmetic series are those whose terms can be defined by the following formula:
U (r ) = U1 + (r − 1)d

Here, U1 is the first term of the series. d is called the “common difference”, which is just the
difference between any two consecutive terms of the sequence, such that d = rk+1 − rk .

To find the sum of the first n terms, we can express it in sigma notation.
n
∑ U1 + (r − 1)d
r =1

Manually, the sum S(n) of the first n terms can be written as,
S(n) = U1 + (U1 + d) + (U1 + 2d) + (U1 + 3d) + ... + (U1 + (n − 1)d)

We could have also started with the nth term and successively subtracted the common differ-
ence. So,
S(n) = Un + (Un − d) + (Un − 2d) + (Un − 3d) + ... + (Un − (n − 1)d)

Both the approaches lead us to the sum of the series. However, if we looked at the equations,
we can see that if we add the two equations together, the terms add out.
2S(n) = (U1 + Un ) + (U1 + Un ) + (U1 + Un ) + ... + (U1 + Un )

Notice that all the d terms added out. So,

2S(n) = n(U1 + Un )
n
S(n) = (U1 + Un )
2
This formula can be used to find the sum of the first n terms of arithmetic sequences.

We can also modify the equation S(n) = n2 (U1 + Un ). We know that the nth term is Un =
U1 + (n − 1)d. Putting this value in our formula, we get,
n
S(n) = (U1 + U1 + (n − 1)d)
2
n
S(n) = (2U1 + (n − 1)d)
2
This is another formula for finding the sum.
44
10.6 Geometric Series
Geometric series are those whose terms can be defined by the following formula:

U (r ) = U1 Rr−1

Here, U1 is the first term of the series. R is called the “common ratio”, which is just the ratio
r
between any two consecutive terms of the sequence, such that R = kr+k 1 .

To find the sum of the first n terms, we can express it in sigma notation.
n
∑ U1 Rr−1
r =1

Manually, the sum S(n) of the first n terms can be written as,

S(n) = U1 + (U1 R) + (U1 R2 ) + (U1 R3 ) + ... + (U1 Rr−1 )

We can also write this in the reverse order.

S(n) = (U1 Rr−1 ) + (U1 Rr−2 ) + ... + (U1 R3 ) + (U1 R2 ) + (U1 R) + U1

We can take the common factor U1 out front.

S(n) = U1 ( Rr−1 + Rr−2 + ... + R3 + R2 + R + 1)

It is a basic property of polynomials is that if we divide x n − 1 by ( x − 1), we get,

x n−1 + x n−2 + ... + x3 + x2 + x + 1

This means that,

xn − 1
x n−1 + x n−2 + ... + x3 + x2 + x + 1 =
x−1

Note that if we reverse both subtractions in the fraction above, we will obtain the same func-
tion.
xn − 1 1 − xn
=
x−1 1−x

Applying the formula to the geometric summation (by reading R instead of x), we get,

S(n) = U1 ( Rr−1 + Rr−2 + ... + R3 + R2 + R + 1)

1 − Rn
 
= U1
1−R
 n
R −1

= U1
R−1

Both of the formulae can be used to find the sum of the first n terms of geometric sequences.
Special Case

45
If the common ratio is such that −1 < R < 1, then the sum of the terms of the geometric series
is convergent to a finite value as the number of terms tend to infinity.

We know that,
n
1 − Rn
 
r −1
∑ U1 R = U1
1−R
r =1

We can see that for −1 < R < 1, Rn → 0 as n → ∞. Putting this in the summation formula,
n
1−0
 
r −1 U1
∑ U1 R = U1
1−R
=
1−R
r =1

So, this formula can be used to the sum to infinity of convergent geometric sequences.

46
10.7 Common Series Formulae [Summary]
Series Sigma Notation Formula Validity

Sum of a number k ∑rn=1 k kn n ∈ Z+

added with itself n times

Sum of the first n integers ∑rn=1 r n

2 (n + 1) r, n ∈ Z +

Sum of the squares of the ∑rn=1 r2 n

6 (n + 1)(2n + 1) r, n ∈ Z +
first n integers

n2
Sum of the cubes of the first n integers ∑rn=1 r3 4 (n + 1)2 r, n ∈ Z +

Sum of first n terms of ∑rn=1 U1 + (r − 1)d n

2 (2U1 + ( n − 1) d )
2 r, n ∈ Z +
n
an arithmetic sequence 2 (U1 + Un )

Sum of the first n   r, n ∈ Z +

1− R n
terms of a geometric ∑rn=1 U1 Rr−1 ∑rn=1 U1 1− R R>1
 n 
sequence U1 RR−−11 R < −1

Sum to infinite r, n ∈ Z +
∑r∞=1 U1 Rr−1
U1
terms of a convergent 1− R −1 < R < 1
geometric series

47
11 Quadratic Functions, Equations & Inequalities
11.1 General Quadratic Function
Expanded Form

The general form of quadratic functions is given as,

f ( x ) = ax2 + bx + c

Here, a, b, c ∈ R and a ̸= 0.

The quadratic function is also called a second order function because the highest power of x is
2.

Completing Squares

Consider a quadratic function,

f ( x ) = ax2 + bx + c

We can manipulate the function algebraically as follows.

 
2 b
f (x) = a x + x + c
a

Recall the formula ( p + q)2 = p2 + 2pq + q2 . We can apply this in the bracket as,

 2  2 !
b b b
f (x) = a x2 + 2 × ×x+ − +c
2a 2a 2a
 2 !  2
2 b b b
= a x +2× ×x+ +c−a
2a 2a 2a
2
b2

b
= a x+ +c−a× 2
2a 4a
 2  2

b b
= a x+ + c−
2a 4a

b b2
Let A = a, B = 2a and C = c − 4a . So, we can write this function as,

f ( x ) = A ( x + B )2 + C

This format of the quadratic function is called a completed square form.

48
11.2 Quadratic Equations
A quadratic equation in x is any equation second order in x in terms of exponent. Obviously,
this is in the form,
ax2 + bx + c = 0

As seen before, we can complete squares of the quadratic function, and thus, the quadrating
function can also be written in the form,

A ( x + B )2 + C = 0

Solving the Quadratic Equation

We solve quadratic equations of the form ax2 + bx + c = 0 using the following method.

ax2 + bx + c = 0
b c
x2 + x + = 0
a a
b c
x2 + x = −
a a
 2  2
2 b b c b
x + x+ =− +
a 2a a 2a
2
b2

b c
x+ =− + 2
2a a 4a
2
b2 − 4ac

b
x+ =
2a 4a2
r
b b2 − 4ac
x+ =±
2a 4a2
√
b b2 − 4ac
x=− ±
2a 2a
√
−b ± b2 − 4ac
x=
2a

Roots of the Quadratic Equation

We found that if we solve a quadratic equation, we get two "solutions". These two solutions
are are just as follows. √ √
−b + b2 − 4ac −b − b2 − 4ac
x= ,
2a 2a

The two roots are often denoted as α and β. So, the solution of the quadratic becomes x = α, β.

49
Discriminant

We found the quadratic formula to be,

√
−b ± b2 − 4ac
x=
2a

Here, the term inside the square root is known as the determinant. So, the determinant is
D = b2 − 4ac. √
−b ± D
∴x=
2a

The way the discriminant describes the roots is shown in the table below.

Condition Interpretation

The roots of the quadratic equation are real and distinct.

b2 − 4ac > 0 α, β ∈ R
α ̸= β

The roots of the quadratic equation are real and equal.

It denotes that there is only one solution of the equation.
b2 − 4ac = 0 α, β ∈ R
α=β

The roots of the quadratic equation are imaginary/complex and distinct.

b2 − 4ac < 0 There are no real solutions to the equation.
α, β ∈ C
α and β are complex conjugates of each other.

50
α and β form of the Quadratic Equation

We found that the soution of the equation ax2 + bx + c = 0 to be x = α, β, such that,

( √
α = −b+
2a
D
√
−b− D
β= 2a

Consider the sum of the roots, α + β.

√ √
−b + D −b − D
α+β = +
2a 2a
b b
=− −
2a 2a
b
=−
a

Now, consider the product of the roots, αβ.

√ ! √ !
−b + D −b − D
αβ =
2a 2a
√ √
b2 + b D − b D − D
=
4a2
2
b −D
=
4a2
b − b2 + 4ac
2
=
4a2
4ac
=
4a2
c
=
a

So, we got α + β = − ba and αβ = ac . Let us return to the general quadratic equation, ax2 + bx +
c = 0. It can be written as,

ax2 + bx + c = 0
b c
x2 + x + = 0
a a
 
2 b c
x − − x+ =0
a a
∴ x2 − (α + β) x + αβ = 0

Therefore, we can see that any general quadratic equations can be solved without using the
quadratic formula also, by solving two equations in α and β simultaneously.
(
α + β = − ba
αβ = ac

51
Factorized Form

We found that the soution of the equation ax2 + bx + c = 0 to be x = α, β, such that,

( √
α = −b+
2a
D
√
−b− D
β= 2a

Therefore, the equation can also be written as factors of the roots, that is,

( x − α)( x − β) = 0

Of course, this is not only inherent about the equation, but also for the quadratic function. A
quadratic function can be factorized to f ( x ) = ( x − α)( x − β) from the form f ( x ) = ax2 + bx +
c using the quadratic formula, assuming that f ( x ) = 0.

52
11.3 Quadratics in Graphs
The most basic quadratic function is f ( x ) = x2 . Graphically, it is as follows. For better under-
standing of how the shape of the curve y = ax2 changes as the value of a increases or decreases,
curves with different values of a are provided.

NOTE: All quadratics in graph form parabolas.

53
Meaning of the Expanded form

54
Meaning of the Completed Square Form

The completed square form of a quadratic equation is written as y = A( x + B)2 + C. This

form gives the turning point (maximum or minimum point) of the curve. To be more precise,
a curve with such a form will have a turning point at the coordinates ( x, y) = (− B, C ). Also,
A determines whether the curve is a "happy face" (having a minimum point) or a "sad face"
(having a maximum point). If A > 0, the curve resembles a "happy face" and if A < 0, the
curve resembles a "sad face".

Consider a quadratic equation of whose the squares are completed, y = −2( x − 2)2 + 2. Even
without drawing the curve, we can infer that the curve will have a maximum point at the
coordinates (2, 2) Similarly, the curve of the equation y = 2( x + 2)2 − 2 will have a minimum
point at the coordinates (−2, −2).

55
Meaning of the Factorized Form

The factorized form of quadratic equation is straight-forward in its meaning. If the equation is
in the form f ( x ) = ( x − α)( x − β), then we can infer the roots of the equation directly, x = α, β.

Consider an equation y = −( x − 2)( x − 4). Then, the roots are x = 2, 4 and thus, the x-
intercepts are the coordinates (2, 0) and (4, 0). Also, if the equation is y = x ( x + 3), the roots
are x = 0, 3 and thus, the x-intercepts are the coordinates (0, 0) and (−3, 0). Both the curves
are shown in the figure below.

56
12 Single Variable Calculus
Calculus is the measure of change.

12.1 Differentiation
First Principles

Consider an arbitrary equation y = f ( x ). which can be plotted graphically to form a smooth

curve. We can use algebra to find the exact gradient of a curve at a given point. The diagram
shows two points, A and B, that lie on the curve with equation y = f ( x ).

As the point B moves closer to the point A, the gradient of the chord AB gets closer to the
gradient of the tangent to the curve at A.

We can "formalise" this approach by letting the x-coordinate of A be x0 and the x-coordinate
of B be x0 + h. Consider what happens to the gradient of AB as h gets smaller.

Point A has coordinates ( x0 , f ( x0 )) and point B has coordinates ( x0 + h, f ( x0 + h)).

57
The vertical distance from A to B is f ( x0 + h) − f ( x0 ), and the horizontal distance between the
points is x0 + h − x0 = h.

As the gradient is simply the ration between the vertical and horizontal distances, we can write
f ( x + h)− f ( x0 )
that the gradient of AB is 0 h .

As h gets smaller, the gradient of AB gets closer to the gradient of the tangent to the curve at
A. This means that the gradient of the curve at A is the limit of this expression as the value of
h tends to zero.

We can use this to define the gradient function.

dy
The gradient function, or the derivative, of the curve y = f ( x ) is written as f ′ ( x ) or dx .

f ( x0 + h ) − f ( x0 )
f ′ ( x ) = lim
h →0 h

The gradient function can be used to find the gradient of the curve for any value of x.

Using this rule to find the derivative is called differentiating from the first principles.

58
12.2 Integration

59
13 Multivariable Calculus
13.1 Partial Derivatives

60
14 Complex Numbers
14.1 Real and Imaginary Numbers
Assume a quadratic equation,
ax2 + bx + c = 0

has roots α and β.

The nature of the roots can be determined even by not solving the equation whatsoever. This
is done by finding out the discriminant of the quadratic equation. The discriminant D of a
quadratic equation of the form as shown above is as follows.

D = b2 − 4ac

We previously derived a formula to solve the general quadratic equation.

√
−b ± D
x=
2a

The formula we got is known as the quadratic formula. Here, we can see the discriminant
inside a square root, which when is less than zero, cannot give a real solution. This is because
no real numbers can be squared to get a negative number. To solve such problem, complex
numbers are used.

To keep things simple, an imaginary unit, i (or sometimes j in electrical engineering), is intro-
duced which is such that, √
i = −1
( i 2 = −1)

All imaginary numbers are written in relation to this imaginary unit.

Complex numbers are denoted by the letter z, such that,

z = a + bi

Here, a, b ∈ R. The real part of z is Re[z] = a and the imaginary part of z is Im[z] = b. We can
write down the complex conjugate, z∗ , of a complex number, which is such that,

z∗ = a − bi

The complex numbers z and z∗ are called the complex conjugate pair of each other. All
quadratic equations with imaginary roots have roots that are the complex conjugate of each
other.

NOTE:
• If a complex number z = a + bi is such that a ̸= 0, then it is a partially complex number.
• If a complex number z = a + bi is such that a = 0, then it isa perfectly complex number.

61
Polynomial Equations with Higher Powers of x

Polynomial equations with more than two roots have some trend in terms of nature of roots.

If all the roots are real, they can be any real number. There cannot be only one complex root
of a polynomial, while other roots are real. This is because complex roots come in conjugate
pairs. So, there have to be even numbers of roots which are complex. For example, a quartic
equation has either,
1. All four roots real
2. Two roots real and the other two roots form a complex conjugate pair
3. Two roots form a complex conjugate pair and the other two roots also form a complex
conjugate pair

Real and Imaginary Parts of Complex Numbers

Consider a complex number z = a + bi and its complex conjugate z∗ = a − bi. We already

know that Re[z] = a and Im[z] = b. Now, we do the following manipulations.

z + z∗ = ( a + bi ) + ( a − bi ) = 2a

z − z∗ = ( a + bi ) − ( a − bi ) = 2bi

Therefore, the real and imaginary parts of the complex number z can be written as,
(
Re[z] = 21 (z + z∗ )
Im[z] = 2i1 (z − z∗ ) = − 2i (z − z∗ )

The following inequalities hold for the real and imaginary parts of a complex number.
(
| Re[z]| ≤ |z|
| Im[z]| ≤ |z|

62
14.2 Argand Diagrams and Complex Number Representation
We can represent complex numbers on a diagram, called an Argand diagram. Argand dia-
grams are like graphs, but with a real axis and an imaginary axis. We regard the real "line" or
axis as embedded in the complex plane. R ⊂ C.

NOTE:
• If a number is located on the real axis, it is a real number.
• If a number is located on the imaginary axis, it is a perfectly complex.
• If a number is located anywhere in between, it is partially complex.

Cartesian Form

If we consider the x-axis of a graph to be the real axis and the y-axis to be the imaginary axis,
then any complex number with the form z = x + yi can be shown in the graph as a Cartesian
coordinate, ( x, y). So, we can define an Argand diagram as a Cartesian coordinate diagram to
represent complex numbers.

63
Vector Notation

⃗ where O is the origin and

The complex number z = x + yi can be represented by the vector OP,
P is the point ( x, y) on the Argand diagram. Addition of complex numbers can be represented
on the Argand diagram by the addition of their respective vectors on the diagram.

Polar Form

We can also draw an Argand diagram using polar coordinates. For this, the Cartesian coordi-
nates of z must be converted to the polar equivalent. Then, we will get the polar coordinates
of the complex number in the form (r, θ ).

64
r is called the modulus or norm of z. It is also denoted by |z|. We can calculate the norm of z
using the following method. {r ∈ R }.

We are taking z = x + yi as our complex number.

q
| z | = x 2 + y2

We can manipulate this equation and derive another very fundamental formula.

| z |2 = x 2 + y2
= x2 − (yi )2
= ( x + yi )( x − yi )
= zz∗

This formula is useful because of its many applications.

θ is also known as the argument of z, and is also denoted by arg(z). The argument is such that
−π < θ < π (or −180 < θ < 180). This is sometimes referred to as the principle argument.
The value of θ which is put in the polar coordinate (r, θ ) depends on the quadrant in which the
complex number is located.

If,
y
tan (φ) =
x
y
φ = arctan
x

then, the value of θ is determined by following the table below.

Quadrant Value of θ
First quadrant φ
Second quadrant π−φ
Third quadrant −(π − φ)
Fourth quadrant −φ

65
Modulus-Argument Form

The modulus-argument form of the complex number z = x + yi is such that,

z = r (cos θ + i sin θ )

The way to determine the values of r and θ is the same as before, and this is true for a complex
number in any of Argand diagram quadrants.

Exponential Form

We can find the series expansions of the functions cos θ and sin θ. They are,

θ2 θ4 θ6 (−1)r θ 2r
cos θ = 1 − + − + ... + + ...
2! 4! 6! (2r )!

θ3 θ5 θ7 (−1)r θ 2r+1
sin θ = θ − + − + ... + + ...
3! 5! 7! (2r + 1)!

Also, for x ∈ R, the series expansion for e x is,

x x2 x3 xr
ex = 1 + + + + ... + + ...
1! 2! 3! r!

It can be proved that the series expansion for e x is also true if x is replaced by a complex
number. If we replace x in e x by iθ, the series expansion becomes,

66
14.3 Simple Operations with Complex Numbers
Let two numbers be,
(
z1 = a + bi
z2 = c + di

Finding the Sum

The sum of the two complex numbers is such that,

z1 + z2 = ( a + bi ) + (c + di )
= a + c + b − +di
= ( a + b ) + ( b + d )i

Multiplication

The product of a complex number z1 with a real scalar constant c is simply,

cz1 = c( a + bi )
= ac + bci

The product of the two complex numbers is such that,

z1 z2 = ( a + bi )(c + di )
= ac + bci + adi + bdi2
= ac + bci + adi − bd
= ( ac − bd) + (bc + ad)i

For modulus-argument form, we assume,

(
z1 = r1 (cos θ1 + i sin θ1 )
z2 = r2 (cos θ2 + i sin θ2 )

So, the product of z1 and z2 is,

z1 × z2 = r1 (cos θ1 + i sin θ1 ) × r2 (cos θ2 + i sin θ2 )

= r1 r2 (cos θ1 + i sin θ1 )(cos θ2 + i sin θ2 )
= r1 r2 (cos θ1 cos θ2 − sin θ1 sin θ2 + i sin θ1 cos θ2 + i cos θ1 sin θ2 )
= r1 r2 [(cos θ1 cos θ2 − sin θ1 sin θ2 ) + i (sin θ1 cos θ2 + cos θ1 sin θ2 )]
= r1 r2 [cos (θ1 + θ2 ) + i sin (θ1 + θ2 )]

The result is also in modulus-argument form and has a modulus r1 r2 and argument (θ1 + θ2 ).

67
We can see that this result gives the formula,

|z1 z2 | = r1 r2 = |z1 ||z2 |

Also, in fact, arg (z1 z2 ) = θ1 + θ2 .

For exponential form, (

z1 = r1 eiθ1
z2 = r2 eiθ2

So, the product of z1 and z2 is,

z1 × z2 = (r1 eiθ1 )(r2 eiθ2 )

= r1 r2 eiθ1 +iθ2
= r 1 r 2 e i ( θ1 + θ2 )

Therefore, the complex number z1 z2 = r1 r2 ei(θ1 +θ2 ) is in exponential form and has a modulus
r1 r2 and argument (θ1 + θ2 ).

Division

z1
The value of z2 will be such that,

z1 a + bi
=
z2 c + di
a + bi c − di
= ×
c + di c − di
( a + bi )(c − di )
=
(c + di )(c − di )
( a + bi )(c − di )
=
c2 + d2
( ac + bd) + (bc − ad)i
=
c2+ d2
ac + bd bc − ad
 
= + i
c2 + d2 c2 + d2

For modulus-argument form, we assume,

(
z1 = r1 (cos θ1 + i sin θ1 )
z2 = r2 (cos θ2 + i sin θ2 )

68
 z1
Then, z2 is,

z1 r (cos θ1 + i sin θ1 )
= 1
z2 r2 (cos θ2 + i sin θ2 )
r1 (cos θ1 + i sin θ1 ) (cos θ2 − i sin θ2 )
= ×
r2 (cos θ2 + i sin θ2 ) (cos θ2 − i sin θ2 )
r (cos θ1 cos θ2 − i cos θ1 sin θ2 + i sin θ1 cos θ2 − i2 sin θ1 sin θ2 )
= 1
r2 (cos θ2 cos θ2 − i cos θ2 sin θ2 + i sin θ2 cos θ2 + i2 sin θ2 sin θ2 )
r [(cos θ1 cos θ2 + sin θ1 sin θ2 ) − i (cos θ1 sin θ2 − sin θ1 cos θ2 )]
= 1
r2 (cos2 θ2 + sin2 θ2 )
r
= 1 [cos (θ1 + θ2 ) + i sin (θ1 + θ2 )]
r2

Therefore the complex number zz12 = rr21 [cos (θ1 + θ2 ) + i sin (θ1 + θ2 )] is in modulusargument
form and has a modulus rr12 and argument (θ1 − θ2 ).

For exponential form, (

z1 = r1 eiθ1
z2 = r2 eiθ2

z1
Then, z2 is,

z1 r eiθ1
= 1 iθ
z2 r2 e 2
r
= 1 eiθ1 e−iθ2
r2
r
= 1 eiθ1 −iθ2
r2
r
= 1 e i ( θ1 − θ2 )
r2

z1 r1 i ( θ1 − θ2 )
Therefore the complex number z2 = r2 e is in modulus-argument form and has a modu-
lus rr12 and argument (θ1 − θ2 ).

Reciprocal

This is similar to the division method. The reciprocal of the complex number z is found as
follows.

1 1 z∗
= × ∗
z z z
z∗
= ∗
zz
z∗
= 2
|z|

69
Summary
• |z1 z2 | = |z1 ||z2 |
• arg (z1 z2 ) = arg (z1 ) + arg (z2 )
z1 | z1 |
• z2 = | z2 |

• arg ( zz21 ) = arg (z1 ) − arg (z2 )

1 z∗
• z = | z |2

70
14.4 Triangle Inequality
Consider two complex numbers z and w. Therefore,

|z + w|2 = (z + w)(z∗ + w∗ )
= zz∗ + zw∗ + z∗ w + ww∗
= |z|2 + 2Re[zw∗ ] + |w|2
≤ |z|2 + 2|zw∗ | + |w|2

We know that |zw| = |z||w| and |z∗ | = |z| (geometrically, this is simple and trivial). So, we can
say that |zw∗ | = |z||w∗ | = |z||w|. Now, we can write,

|z|2 + 2|zw∗ | + |w|2 = |z|2 + 2|z||w| + |w|2

= |z|2 + 2|z||w| + |w|2
= (|z| + |w|)2

Finally, we get the triangle inequality to be,

|z + w|2 ≤ (|z| + |w|)2

∴ |z + w| ≤ |z| + |w|

71
14.5 de Moivre’s Theorem
de Moivre’s theorem states that,
zn = [r (cos θ + i sin θ )]n = r n (cos (nθ ) + i sin (nθ ))

Proof of de Moivre’s Theorem when n is a positive integer

The theorem states [r (cos θ + i sin θ )]n = r n (cos (nθ ) + i sin (nθ )).

When n = 1,

L.H.S. = [r (cos θ + i sin θ )]1 = r (cos θ + i sin θ )

R.H.S. = r1 (cos (1 × θ ) + i sin (1 × θ )) = r (cos θ + i sin θ )

As L.H.S.=R.H.S., de Moivre’s theorem is true for n = 1.

Assume that de Moivre’s theorem is true for n = k, k ∈ Z + , i.e.,

[r (cos θ + i sin θ )]k = r n (cos (kθ ) + i sin (kθ ))

With n = k + 1, de Moivre’s theorem becomes,

[r (cos θ + i sin θ )]k+1 = [r (cos θ + i sin θ )]k × r (cos θ + i sin θ )
= r k (cos kθ + i sin kθ ) × r (cos θ + i sin θ )
= r k+1 (cos kθ + i sin kθ )(cos θ + i sin θ )
= r k+1 (cos (kθ + θ ) + i sin (kθ + θ ))
= r k+1 [cos (θ (k + 1)) + i sin (θ (k + 1))]

Therefore, de Moivre’s theorem is true when n = k + 1.

If de Moivre’s theorem is true for n = k, then it has been shown to be true for n = k + 1. As de
Moivre’s theorem is true for n = 1, it is now also true for all n ≥ 1 and n ∈ Z + by mathemati-
cal induction.

Proof of de Moivre’s Theorem when n is a negative integer

The theorem states [r (cos θ + i sin θ )]n = r n (cos (nθ ) + i sin (nθ )).

If n is a negative integer, it can then be written in the form n = −m, where m is a positive
integer.

Therefore, we need to prove that,

[r (cos θ + i sin θ )]n = [r (cos θ + i sin θ )]−m
72
L.H.S. = [r (cos θ + i sin θ )]n

R.H.S. = [r (cos θ + i sin θ )]−m

1
=
[r (cos θ + i sin θ )]m
1
= m
r (cos mθ + i sin mθ )
1 (cos mθ − i sin mθ )
= m ×
r (cos mθ + i sin mθ ) (cos mθ − i sin mθ )
(cos mθ − i sin mθ )
= m
r (cos2 mθ − i2 sin2 mθ )
(cos mθ − i sin mθ )
= m
r (cos2 mθ + sin2 mθ )
= r −m [cos (−mθ ) − i sin (−mθ )]
= r n (cos nθ + i sin nθ )
= L.H.S.

Therefore, we have proved that de Moivre’s theorem is true when n is a negative integer.

Proof of de Moivre’s Theorem when n = 0

The theorem states [r (cos θ + i sin θ )]n = r n (cos (nθ ) + i sin (nθ )).

When n = 0,

L.H.S. = [r (cos θ + i sin θ )]0 = 1

R.H.S. = r0 (cos (0 × θ ) + i sin (0 × θ )) = 1

As L.H.S. = R.H.S., de Moivre’s theorem is true when n = 0.

Extras

We have proved that de Moivre’s theorem is true of any integer n.

de Moivre’s theorem can also be written in exponential form.

73
If z = r (cos θ + i sin θ ) = reiθ , then,

zn = [r (cos θ + i sin θ )]n

= [reiθ ]n = r n (eiθ )n
= r n einθ
= r n (cos nθ + i sin nθ )

Therefore,
[reiθ ]n = r n einθ

74
14.6 Circles on the Complex Plane

75
14.7 Complex Trigonometric and Hyperbolic Functions

76
14.8 Logarithms
Given that z ̸= 0, we can find w ∈ C, such that ew = z. Writing the expressions of z and w, we
get, (
z = reiθ {r > 0}
w = u + iv

Therefore,
ew = z
eu+iv = reiθ
eu eiv = reiθ

Comparing both the sides of the equation, we get,

(
eu = r > 0
eiv = eiθ
(
u = ln r
v − θ ∈ 2πk {k ∈ Z }

Therefore, we can define the complex logarithm ln z as,

ln z := ln |z| + i arg z

where, arg z = θ + 2πk {k ∈ Z }.

When k = 0, the logarithm becomes the principal logarithm.

Ln z := ln |z| + iθ

We can also see that eln z = z and ln ez = z + 2πki.

77
15 Calculus of Complex Functions
15.1 Complex Derivatives and Analytics Functions
Definition of Derivative

Let a function be f : C → C, and a ∈ C is a point. Then, the following displacements are

equivalent.
1. ∃α ∈ C such that the limit below exists.

f (z) − f ( a)
lim =α
z→ a,z̸= a z−a

2. ∃α ∈ C such that the limit below exists.

f ( a + h) − f ( a)
lim =α
h→0,h̸=0 h

3. ∃α ∈ C such that ∀h ∈ C, ∃ R f ( a; h) ∈ C, such that,

(
f ( a + h) − f ( a) = αh + R f ( a; h)h
limh→0 R f ( a; h) = 0

Proofs

For (1) ⇔ (2), we can just say z = a + h. Then, we can turn (1) to (2) and vice versa.

For (2) ⇔ (3), define R f ( a; h) to be such that,

f ( a+ h)− f ( a)
(
h − α { h ̸ = 0}
0 { h = 0}

These are found from (3) and (2), respectively.

78
Analytic Functions

Let a function be f : C → C, and a ∈ C is a point. Also, ∃α ∈ C such that,

f (z) − f ( a)
lim =α
z→ a,z̸= a z−a

Then, α is uniquely determined by f and a. We denote α by f ′ ( a). So, we can write,

f (z) − f ( a)
lim = f ′ ( a)
z→ a,z̸= a z−a

Here, f is said to be differentiable at a. If f is differentiable everywhere, then we have a new

function f ′ : x 7→ f ′ (z) known as the derivative of f , and f is said to be an analytic function.

The definition of complex differentiation may seem very similar to the defintion of real differ-
entiation, but there are some things to keep in mind. The parameters here are in the complex
plane. Also, the division in the limit is a complex division, and the limit itself is in complex
sense - we can approach a from any directions.
[image]

79
15.2 Rules and Remarks
If the two functions f and g are analytic, ∀z ∈ C and λ ∈ C, then in pointwise notation,
1. ( f + g)(z) := f (z) + g(z)
2. (λ f )(z) := λ f (z)
3. ( f g)(z) := f (z) g(z)
 ′
f f ′ g− f g′
4. g = g2

Proofs

We know that z = a + h.

Remark (1):

( f + g)( a + h) − ( f + g)( a) − ( f ′ ( a) + g′ ( a))h

= ( f ( a + h) − f ( a) − f ′ ( a) h) + ( g( a + h) − g( a) − g′ ( a) h)
= ( R f ( a; h) + R g ( a; h))h

We can see that R f ( a; h) + R g ( a; h) = R( f + g) ( a; h). When R( f + g) ( a; h) → 0, the formula is

proved. So, we can also say that,
( f + g)′ = f ′ + g′

Remark (2):

(λ f )( a + h) − (λ f )( a) − (λ f ′ ( a))h
= λ( f ( a + h) − f ( a) − f ′ ( a)h)
= (λR f ( a; h))h

We can see that λR f ( a; h) = Rλ f ( a; h). When Rλ f ( a; h) → 0, the formula is proved. So, we can
also say that,
(λ f )′ = λ f ′

Remark (3):

( f g)( a + h) − ( f g)( a) − ( f ′ ( a) g( a) + f ( a) g′ ( a))h

= ( f ( a + h) − f ( a) − f ′ ( a)h) g( a + h) + f ( a)( g( a + h) − g( a) − g′ ( a)h) + f ′ ( a)( g( a + h) − g( a))h
= ( R f ( a; h) g( a + h) + f ( a) R g ( a; h) + f ′ ( a)( g′ ( a) + R g ( a; h)))h

We can see that R f ( a; h) g( a + h) + f ( a) R g ( a; h) + f ′ ( a)( g′ ( a) + R g ( a; h)) = R f g ( a; h). When

R f g ( a; h) → 0, the formula is proved. We can also say that,

( f g)′ = f ′ g + f g′

This is known as Leibniz’s rule.

Remark (4): When g(z) ̸= 0, we can consider division by g, pointwise.
 ′
f ′ g − f g′
 
f f
: analytic, =
g g g2

80
  ′ ′
It suffices to prove that 1
g = − gg2 , considering f ≡ 1 is a constant function.

1 1 g′ ( a)
− + h
g ( a + h ) g ( a ) g ( a )2
g( a) − g( a + h) g′ ( a)
= + h
g( a + h) g( a) g ( a )2
g( a + h) − g( a) − g′ ( a) h g′ ( a)
 
1 1
=− − − h
g( a + h) g( a) g( a) g( a + h) g( a)
R g ( a; h) g′ ( a)( g( a + h) − g( a))
 
= − + h
g( a + h) g( a) g ( a )2 g ( a + h )
R ( a;h) g′ ( a)( g( a+ h)− g( a))
We can see that − g(a+g h) g(a) + g ( a )2 g ( a + h )
= R( 1 ) ( a; h). When R( 1 ) ( a; h) → 0, the formula
g g
is proved.

81
15.3 Cauchy-Riemann Equations
Consider an analytic function f : C → C. The function can be written in the form f (z) = u + iv,
where u = Re[ f ] and v = Im[ f ] are both functions of x and y. If the function is differentiable
at the point z = x + iy, then at z, the first-order partial derivatives of u and v must exist and
satisfy the Cauchy-Riemann (CM) equations below.
(
∂u ∂v
∂x = ∂y
∂u ∂v
∂y = − ∂x

The satisfaction of the CR equations is a necessity for analycity.

82
15.4 Differentiations of Complex Logarithms
Theorem: The natural logarithm of a complex function is analytic on C \{0} (away from the
origin). Its derivative is given by,

d 1
ln z = {z ∈ C \{0}}
dz z

83
15.5 Complex Integration
Consider a function F (z) such that F ′ (z) = f (z). This means that F (z) is the (complex indefi-
nite) integral of f (z). F (z) is also called the primitive of f (z). As usual, we use integral sign to
represent the relationship between F (z) and f (z).
Z
F (z) = f (z)dz

Definite Integrals
In the real case, we define definite integral in the interval [ a, b] as,
Z b
f (x) = f ( x )dx
a

We want to find a similar form of definite integrals for complex functions in the interval [α, β],
where α, β ∈ C. However, there are infinite paths connecting the points α and β.

84
16 Vector Analysis
16.1 Scalars and Vectors
A quantity that only has magnitude is called a scalar quantity. Examples of scalar quantities
are mass, time, energy, length, density, and volume. Sacalr quantities can be added to each
other according to the simple laws of arithmetic.

A quantity that possesses both magnitude and direction is called a vector quantity. Exam-
ples of vector quantities are displacement, velocity, acceleration, force and momentum. unlike
scalar quantities, vector additions and subtractions do not obey arithmetic laws. Instead, two
vectors are added or combined according to the laws of vector algebra. This, and other vector
operations, will be discussed here.

Vector Notations

To define the absolution position of objects, let us use the Cartesian coordinate system. The R3
space is considered to make the matter more general, but the dimensions can easily be reduced
as per requirement.

In the R3 Cartesian coordinate system, the three dimensional axes are labelled to be the x, y,
and z axes. They are orthogonal to each other (as a necessity). The origin O of the coordinate
system, ( x, y, z) = (0, 0, 0) is the reference point for all other points in the space.

Consider a particle fixed at a position A. Let the coordinates of the point A be ( X, Y, Z ). We

can say that the point A is X units away from the origin along the x-axis, Y units away from
the origin along the y-axis and Z units away from the origin along the z-axis. Also, let one
unit along the positive x-axis be x̂, one unit along the positive y-axis be ŷ and one unit along
the positive z-axis be ẑ. These units are known as the unit vectors along the respective axis (or
direction). Now, the position of the point A in the defined R3 space can be written with respect
to the origin as,
⃗ = X x̂ + Y ŷ + Z ẑ
OA

The arrow over OA indicates that the position is marked at A from the origin O by a vector
arrow, whose "tail" is at O and "head" is at A. In other words, the vector notation implies an
arrow pointing towards the point A starting from the pont O.

⃗ can also be denoted in other forms. For example, we can use the column vector
The vector OA
representation to denote the vector.  
X
⃗ = Y 
OA
Z

Here, the column vector is a 3 × 1 matrix. The unit vectors need not be written, as the top part
of the matrix represents the x̂ unit vector, the middle part of the matrix represents the ŷ unit
vector and the the bottom part of the matrix represents the ẑ unit vector. This method is very
simple to use, especially for the applications.

85
We usually denote the Cartesian coordinates of a point in the form ( x, y, z). We know that the
⃗ can also be denoted using angle
position of A is at the coordinates ( X, Y, Z ). So, the vector OA
brackets as,
⃗ = ⟨ X, Y, Z ⟩
OA

16.2 Vector Algebra

Vector Addition and Substraction

To add two vectors, we add the like components together. The general rule for the vectors
⃗ = ⟨ A x , Ay , Az ⟩ and ⃗B = ⟨ Bx , By , Bz ⟩ is,
A
     
Ax Bx A x + Bx
⃗ + ⃗B =  Ay  +  By  =  Ay + By 
A
Az Bz Az + Bz

For subtraction, we do the same thing.

     
Ax Bx A x − Bx
⃗ − ⃗B =  Ay  −  By  =  Ay − By 
A
Az Bz Az − Bz

86
Vector Multiplications

A vector can be multiplied with both scalars, or another vector. However, there are two kinds
of vector multiplications in the case of when two vectors are being multiplied. These are the
dot product and the cross product. The result of the dot product between two vectors give a
scalar result, and hence it is also called the scalar product of two vectors. On the other hand,
the cross product gives a vector-valued result, and hence is called the vector product.

Multiplication with a Scalar:

⃗ = ⟨ A x , Ay , Az ⟩, the result is simply as

When a scalar quantity φ is mulitplied with a vector A
follows.    
Ax φA x
φA⃗ = φ  Ay  =  φAy 
Az φAz

⃗ Hence, the name.

We can see that the scalr φ "scaled" the vector A.

The Dot Product:

⃗ = ⟨ A x , Ay , Az ⟩ and ⃗B =
The general format for finding the dot product of two vectors A
⟨ Bx , By , Bz ⟩ is,
   
Ax Bx
⃗ ⃗
A · B = Ay · By  = A x Bx + Ay By + Az Bz
  
Az Bz

For n dimensions,
n
⃗ · ⃗B =
A ∑ Ai Bi
i =1

The dot product of two vectors is the product of the length projection of one vector on the other
with the modulus of the other.

From this, we can find another very important formula.

⃗ · ⃗B = | A
A ⃗ ||⃗B| cos θ

87
The Cross Product:

The cross product of two vectors is found by arranging their values in a 3 × 3 matrix, and
⃗ = ⟨ A x , Ay , Az ⟩ and ⃗B = ⟨ Bx , By , Bz ⟩, the cross product
finding its modulus. For the vectors A
is,      
Ax Bx x̂ ŷ ẑ Ay Bz − Az By
⃗ × ⃗B =  Ay  ×  By  = A x Ay Az =  Az Bx − A x Bz 
A
Az Bz Bx By Bz A x By − Ay Bx

The cross product can be

⃗ × ⃗B = | A
A ⃗ ||⃗B| sin θ n̂

88
16.3 Vector Equation of Straight Line
In three dimensions, the equation of a straight line can be written in the form, ⃗r = ⃗p + λ⃗q.

     
px qx p x + λq x
⃗r =  py  + λ  qy  =  py + λqy 
pz qz pz + λqz

Here, ⃗p is a position vector in R3 lying on the straight line. ⃗q is a direction vector which points
to any direction along the straight line. Of course, it must be parallel to the line. The scalar
λ scales the direction vector without ever changing its direction. Hence, this is what draws
the straight line, starting from the position vector ⃗p to either sides of the line directed by the
direction vector ⃗q.

Line Parallel to a Given Line

Consider two lines,    

ax bx
l1 : ⃗r = ⃗a + λ⃗b =  ay  + λ  by 
az bz
   
cx dx
l2 : ⃗r = ⃗c + µd⃗ =  cy  + µ  dy 
cz dz

The lines can be parallel if and only if their direction vectors are the same, or if they are just
the negative of each other. So, for the two lines above, the condition that must be met is,

⃗b = ±d⃗

This is because, the negative can be taken out and included with the scalar.

Line Perpendicular to a Given Line

For two lines to be perpendicular, the dot product of their direction vectors must be zero.
Consider the lines,    
ax bx
l1 : ⃗r = ⃗a + λ⃗b =  ay  + λ  by 
az bz
   
cx dx
l2 : ⃗r = ⃗c + µd⃗ =  cy  + µ  dy 
cz dz

For these two to be perpendicular, the condition to be met is as follows.

   
bx dx
⃗b · d⃗ =  by  ·  dy  = 0
bz dz

89
To understand this, recall the definition of the dot product. Dot product of two vectors ⃗b and d⃗
is given by,
⃗b · d⃗ = |⃗b||d⃗| cos θ

If the vectors are perpendicular, i.e., the angle between the vectors is to be θ = 90◦ , then the
dot product becomes,
⃗b · d⃗ = |⃗b||d⃗| cos 90 = 0

Intersection of Two Lines

Consider two lines,      

ax bx a x + λbx
l1 :  ay  + λ  by  =  ay + λby 
az bz az + λbz
     
cx dx c x + λd x
l2 :  cy  + λ  dy  =  cy + λdy 
cz dz cz + λdz

The two lines intersect only if they are not parallel.

Below is shown the algorithm for finding the intersection point of two lines.

90
16.4 Vector Calculus: Differentiation
The Nabla Operator

The nabla operator is denoted by ∇, and it is expressed in Cartesian coordiantes as follows.

 
∂
∂ ∂ ∂  ∂x
∂ 
∇ = x̂ + ŷ + ẑ =  ∂y
∂x ∂y ∂z

∂
∂z

Gradient (grad)

Gradient of a scalar function defines the slope of the function in each direction. The gradient
operator works only on scalar fields, but it is included in vector calculus because the result is
a vector-valued solution.
We can see that it is takes the derivative with respect to each coordinates, and thus, when it acts
on a scalar field ψ( x, y, z), it outputs the gradient of the scalar field in each respective direction,
giving us ∇ψ, which is a vector-valued function.
 ∂ψ 
∂x
∇ψ( x, y, z) =  ∂ψ
 
∂y 
∂ψ
∂z

For this reason, the action of the nabla on a scalar function is also known as finding the "direc-
tional derivative" of the scalar function.

Divergence (div)

The divergence of a vector field measures the density of change in the strength of the vector
field. In other words, the divergence measures the instantaneous rate of change in the strength
of the vector field along the direction of flow.



Ax
In mathematical terms, the divergence of a vector field A⃗ ( x, y, z) =  Ay  is its dot product
Az
with the nabla operator.      ∂A 
∂ x
∂x Ax ∂x
⃗ = ∂   ∂Ay 
∇·A  ∂y  ·  Ay  =  ∂y 
∂ Az ∂Az
∂z ∂z

NOTE: The divergence of a vector field is a scalar field because of the nature of the dot product.

Rotation (rot) or Curl (curl)

The curl is a vector operator that describes the infinitesimal circulation of a vector field in
three-dimensional Euclidean space. The curl at a point in the field is represented by a vector
whose length and direction denote the magnitude and axis of the maximum circulation. The

91
curl of a field is formally defined as the circulation density at each point of the field.

 
Ax
⃗ ( x, y, z) =  Ay  is its cross product
In mathematical terms, the divergence of a vector field A
Az
with the nabla operator.
   ∂A ∂A 
∂
x̂ ŷ ẑ z
− ∂zy
 
Ax ∂y
⃗ =  ∂x
∂  ∂ ∂ ∂  ∂Ax
∇×A × Ay = ∂x = − ∂A z

 ∂y    ∂y ∂z  ∂z ∂x 
∂ Az ∂Ay
∂z
Ax Ay Az
∂x − ∂A
∂y
x

NOTE: The curl of a vector field is also a vector field because of the nature of the cross product.

The Laplacian Operator

The nabla operator was a first order directional derivative operator. For the second order
directional derivative, we use the Laplacian operator. It is defined as the square of the nabla
operator as follows.
 ∂2 
∂x2
2  ∂2 
∆ = ∇ =  ∂y 2
∂2
∂z2

92
16.5 Vector Calculus: Integration

93
 ①  ∂M
16.6 Green’s Theorem

∂L
I
− dS = ( Ldx + Mdy)
∂x ∂y C
D

16.7 Kelvin-Stokes Theorem

①  I
⃗ ) · n̂ dS = ( A
⃗ · d⃗r )
(∇ × A
C
S

④⃗ ④ ②
16.8 Gauss’s Divergence Theorem
A · d⃗S = ⃗ · n̂)dS =
(A ⃗ )dV
(∇ · A
S S V

94
17 Ordinary Differential Equations
Differential equations arise whenever it is easier to describe change than the absolute amounts.
For example, it is easier to say why population size grow or shrink than it is to describe why
they have the particular values that they do at a given point in time.

Differential equations come in two flavors: Ordinary Differential Equations (ODE) and Partial
Differential Equations (PDE). Ordinary differential equations deal with functions with a single
input, often thought of as time, while partial differential equations deal with multiple inputs,
and can be thought of as a whole continuum of values changing with time, for example, the
temperature at every point in a solid body, or the velocity of a fluid at every point in space.

17.1 First Order Ordinary Differential Equations

Separable ODEs

If a differential equation is such that,

dy
= f ( x ) g(y)
dx
Then, its general function can be found by the following integration.

1
Z Z
dy = f ( x )dx + C
g(y)

Here, C is the integration constant to be found in order to determine the particular solution.

Non-Separable ODEs

The method for finding the general solution for these differential equations is based on the
product rule of differentiation.
dv du d
u +v = (uv)
dx dx dx
where, u and v are functions of x.

Therefore, if a differential equation is such that,

dy
u + u̇y = f ( x )
dx
du
where u̇ = dx , then the general solution is derived by,

d
(uy) = f ( x )
dx
Z
uy = f ( x )dx + C
Z 
1
y= × f ( x )dx + C
u

95
Assume that a differential equation is such that,

dy
a + by = c
dx
dy b c
+ =
dx a a
where a, b and c are functions of x.

b
Assuming that P = a and Q = ac , then the equation becomes,

dy
+ Py = Q
dx

If a differential equation has this format, we need to determine an integrating factor to solve
for the general solution.

R
Integrating factor: e Pdx

Multiplying the integrating factor on both sides of the differential equation,

Pdx dy
R R R
Pdx Pdx
e +e Py = e Q
dx

Now, the differential equation becomes such that the first derivative of the coefficient of y
dy
becomes the first derivative of the coefficient of dx .
 R  R
d
i.e. dx e Pdx = Pe Pdx

Therefore, just like in the previous method, we can solve,

d  R Pdx
 R
Pdx
e y = Qe
dx
R Z R
Pdx Pdx
e y= Qe dx + C
R
Z R

− Pdx Pdx
y=e × Qe dx + C

Bernoulli ODEs

A Bernoulli ODE is any differential equation in the form,

dy
+ P( x )y = Q( x )yn
dx

Here, n > 1, and nR. Note, that when n = 0, 1, the ODE is simply separable/non-separable as
discussed before.

96
Now, let us return to the Bernoulli ODE. If we multiply y−n on both sides, we get,

dy
y−n + P ( x ) y 1− n = Q ( x )
dx

It would be much more convenient to transform this differential equation in terms of a new
variable v, such that v( x ) = y1−n . But for that, we need to manipulate this equation a bit
dy
more. The term y−n dx can be put in the form of the chain rule of differentiation, by simply
multiplying (1 − n) on both sides of the equation.

dy
(1 − n ) y − n + ( 1 − n ) P ( x ) y 1− n = ( 1 − n ) Q ( x )
dx
d 1− n
( y ) + (1 − n ) P ( x ) y 1− n = ( 1 − n ) Q ( x )
dx

Now, if we consider v = y1−n , we end up with the ODE,

dv
+ (1 − n ) P ( x ) v = (1 − n ) Q ( x )
dx

This is a linear first order non-homogeneous differential equation, which we can easily now
solve using the technique we solved non-separable ODEs. But still, the general formula for the
solution can be found as follows.

R
The integrating factor of the found ODE is e(1−n) P( x )dx . Multiplying this on both sides of the
ODE, we get,

P( x )dx dv
R R R
e (1− n ) + ( 1 − n ) e (1− n ) P( x )dx
P ( x ) v = ( 1 − n ) e (1− n ) P( x )dx
Q( x )
dx
d  (1− n ) R P( x )dx
 R
e v = ( 1 − n ) e (1− n ) P( x )dx
Q( x )
dx
R Z  R 
(1− n ) P( x )dx
e v = (1 − n ) e (1− n ) P( x )dx
Q( x ) dx
R Z  R 
v = ( 1 − n ) e ( n −1) P( x )dx
e (1− n ) P( x )dx
Q( x ) dx

We know that v = y1−n . Therefore,

R Z  R 
y 1− n = ( 1 − n ) e ( n −1) P( x )dx
e (1− n ) P( x )dx
Q( x ) dx

 R Z  R   1−1 n
( n −1) P( x )dx (1− n ) P( x )dx
y = (1 − n ) e e Q( x ) dx

 R
Z  R   1−1 n
( n −1) P( x )dx (1− n ) P( x )dx
∴ y = (1 − n ) e e Q( x ) dx + C

Here, C is the integration constant.

97
Exact ODEs

Assume a first order ODE in the form,

dy M( x, y)
=−
dx N ( x, y)

→ M( x, y)dx + N ( x, y)dy = 0

Here, M and N are two functions of x and y.

∂M ∂N
If this ODE is such that ∂y = ∂x , then the ODE is said to be an exact differential equation.

We can either integrate M with respect to x or integrate N with respect to y. Both the ap-
proaches are shown below.

Integrating N with respect to y to find a function Ψ( x, y):

Z
Ψ( x, y) = N ( x, y)dy + h( x )

h( x ) is the integration constant (constant in y, but can very well be a function of x). Now, you
can see that if we partially differential the function Ψ with respect to x, we get M.
Z 
∂
Ψ x ( x, y) = N ( x, y)dy + h( x ) = M( x, y)
∂x
Z 
∂
N ( x, y)dy + h′ ( x ) = M( x, y)
∂x

Upon comparing coefficients or algebraic manipulations, we get the function h′ ( x ).

Z 
′ ∂
h ( x ) = M( x, y) − N ( x, y)dy
∂x

If we integrate this function with respect to x, we find the function h( x ).

Z  Z 
∂
h( x ) = M( x, y) − N ( x, y)dy dx
∂x

Putting this value for h( x ) in the general solution, we get,

Z  Z 
∂
Z
Ψ( x, y) = N ( x, y)dy + M ( x, y) − N ( x, y)dy dx
∂x

Finally, the implicit solution to the differential equation becomes Ψ( x, y) = C, which is,
Z  Z 
∂
Z
N ( x, y)dy + M( x, y) − N ( x, y)dy dx = C
∂x

98
Here, C is a constant.

Integrating M with respect to x to find a function Ψ( x, y):

Z
Ψ( x, y) = M( x, y)dx + h(y)

h(y) is the integration constant (constant in x, but can very well be a function of y). Now, you
can see that if we partially differential the function Ψ with respect to y, we get N.
Z 
∂
Ψy ( x, y) = M ( x, y)dx + h(y) = N ( x, y)
∂y
Z 
∂
M ( x, y)dx + h′ (y) = N ( x, y)
∂y

Upon comparing coefficients or algebraic manipulations, we get the function h′ (y).

Z 
′ ∂
h (y) = N ( x, y) − M( x, y)dx
∂y

If we integrate this function with respect to y, we find the function h(y).

Z  Z 
∂
h(y) = N ( x, y) − M( x, y)dx dy
∂y

Putting this value for h(y) in the general solution, we get,

Z  Z 
∂
Z
Ψ( x, y) = M ( x, y)dx + N ( x, y) − M ( x, y)dx dy
∂y

Finally, the implicit solution to the differential equation becomes Ψ( x, y) = C, which is,
Z  Z 
∂
Z
M( x, y)dx + N ( x, y) − M( x, y)dx dy = C
∂y

Here, C is a constant.

Although the notations differ in the two answers in appearnace, they are the same. Both ap-
proaches will lead to the same general solution.

99
17.2 Second Order Ordinary Differential Equations
The general solution of the linear second order differential equation,

d2 y dy
a 2
+ b + cy = f ( x )
dx dx
where a, b and c are constants, is found using the equation,

y = complementary function + particular equation

Complementary Function

To solve a differential equation of the format shown above, we need to break it down. To find
the complementary function, we need to solve the equation assuming f ( x ) = 0.

d2 y dy
a 2
+ b + cy = 0
dx dx

As the equation above resembles a quadratic equation, we can write it in a simplified manner.

am2 + bm + c = 0

This equation is known as the auxiliary equation. The roots of this equation when we solve for
m determines the complementary function of the differential equation. The table below shows
the format of the complementary functions for the nature of roots.

Nature of Roots Complementary Function Notes

Real, Distinct y = C1 eαx + C2 e βx α and β are the roots of

the auxiliary equation,
where α and β are real

Real, Equal y = ( A + Bx )eαx α is the root of the

auxiliary equation, where
α is real

Complex y = e px (C1 cos qx z denotes the roots of

+C2 sin qx the auxiliary equation, where
z = p ± qi and
p and q are real

100
Particular Integral

The complementary function solves the differential equation for,

d2 y dy
a + b + cy = 0
dx2 dx

For a differential equation,

d2 y dy
a 2
+ b + cy = f ( x )
dx dx
we, need to find the particular integral too.

The form of the particular integral is dependent on the form of f ( x ).

Form of f ( x ) Form of Particular Integral

k λ
kx λ + µx
kx2 λ + µx + γx2
ke px λe px
m cos ωx λ cos ωx + µ sin ωx
m sin ωx λ cos ωx + µ sin ωx
m cos ωx + sin ωx λ cos ωx + µ sin ωx

To find the particular integral of a differential equation, a suitable form of particular integral is
taken. Let us assume the equation to be y = g( x ), where g( x ) is a form of particular integral.

The first two derivatives of y are determined:

ẏ = g′ ( x )

ÿ = g′′ ( x )

Now, we put the functions of y, ẏ and ÿ in the original differential equation,

d2 y dy
a 2
+ b + cy = f ( x )
dx dx
where a, b and c are known constants.

Therefore, the equation becomes,

ag′′ ( x ) + bg′ ( x ) + cg( x ) = f ( x )

The left hand side of the equation is rearranged as such that it is of the same form as f ( x ). After
that, the unknown constants (λ, µ, γ and/or p) can be found out by comparing the coefficients
of both sides of the equation. The now known constants are put in the assumed equation,

y = g( x )

This equation, hence, becomes the particular integral of the differential equation.

101
17.3 Clairaut Differential Equation
Clairaut’s differential equation is an ODE in the form,

y = xy′ + f (y′ )

If we differentiate this with respect to x, we get,

y′ = y′ + xy′′ + y′′ f ′ (y′ )

xy′′ + y′′ f ′ (y′ ) = 0

y′′ ( x + f ′ (y′ )) = 0

From this, we can see that y′′ = 0. So, y′ = C is a constant. Therefore, we can now write
Clairaut’s ODE as,
y = Cx + f (C )

The general solution is a linear equation.

102
18 Partial Differential Equations

103
19 Approximation Using Infinite Series
Under certain conditions, a wide range of functions of x can be expressed as an infinite se-
ries in ascending powers of x; these are often referred to as power series. Integrals of many
2
common functions, e.g. e−kx , familiar to students of statistics, cannot be expressed in terms of
elementary functions, but approximations to any required degree of accuracy can be found.

19.1 Maclaurin Series

For the continuous funtion f , given by

f : x → f ( x ), { x ∈ R }

The providing that f (0), f ′ (0), f ′′ (0), f ′′′ (0), ... , f (r) (0) all have finite values,

f ′′ (0) 2 f ′′′ (0) 3 f (r ) (0) r

f ( x ) ≡ f (0) + f ′ (0) x + x + x + ... + x + ...
2! 3! r!

The plot above shows the Maclaurin approximations of the standard cosine function f ( x ) =
cos x. The true cosine function can be compared with the different approximation curves plot-
ted by taking different numbers of terms (r ) into the calculation.

104
19.2 Taylor Series
We can find an approximation to a function of x close to x = a, where a ̸= 0, using Taylor’s
expansion of the function.

The conditions of the Maclaurin

√
expansion mean that some functions, for example ln x (not
defined at x = 0) and e x (not continuous before x = 0), cannot be expressed as a series in
ascending powers of x.

The construction of the Maclaurin expansion focuses on x = 0 and for a value of x very close
to 0, a few terms of the series may well give a good approximation of the function. For values
of x further away from 0, even if they are in the interval of validity, more and more terms of
series are required to give a good degree of accuracy. To overcome these problems, a series
expansion focusing on x = a can be derived.

Consider the functions f and g, where f ( x + a) ≡ g( x ), a ̸= 0, then f (r) ( x + a) = g(r) ( x ),

r ∈ N; in particular f (r) ( a) = g(r) (0), r ∈ N.
g′′ (0) 2 g′′′ (0) 3 g (r ) (0) r
g ( x ) = g (0) + g ′ (0) x + x + x + ... + x + ...
2! 3! r!
This equation becomes,
f ′′ ( a) 2 f ′′′ ( a) 3 f (r ) ( a ) r
f ( x + a) = f ( a) + f ′ ( a) x + x + x + ... + x + ...
2! 3! r!

Replacing x by ( x − a), gives a second useful form.

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

f ( x + a) and f ( a) are the two forms of Taylor’s expansion or series. When a = 0, they both be-
come the Maclaurin expansion. So, we can say that Maclaurin series is a special case of Taylor
series.

To find the Taylor series expansion of a function of x, f ( x ), in the powers of ( x + φ) up to and

including the term in ( x + φ)n , we need to find each and every derivative of f ( x ) up to the nth
derivative. Here, we can see that,
x+φ = 0
x = −φ

Therefore, we can say that a = −φ if we want to compare it with our derived formula.
f ′′ (−φ) f ′′′ (−φ) f (n) (−φ)
f ( x ) = f (−φ) + f ′ (−φ)( x + φ) + ( x + φ )2 + ( x + φ)3 + ... + ( x + φ)n
2! 3! n!
The Taylor series formula can be written as the sigma notation as follows.
!
∞
f (r ) ( x0 ) r
f (x) = ∑ ( x − x0 )
r →0 r!

Note that the Taylor series formula becomes the Maclaurin series when x0 = 0. The Maclaurin
series is a special case of the Taylor series expansion.

105
19.3 Laurent’s Series
∞
∑ ( ar ( z − z0 )r )
r =−∞

Here, ar is,
1 f (z)
Z
ar = dz
2πi c ( z − z 0 ) n +1

106
19.4 Common Series Expansions of Functions
Function Series When is Valid/True

1 + x + x2 + x3 + x4 + ...
1
1− x x ∈ (−1, 1)
∑∞
n =0 xn

x2 x3 x4
1+x+ 2! + 3! + 4! + ...
ex x∈R
xn
∑∞
n=0 n!

x2 x4 x6 x8
1− 2! + 4! − 6! + 8! − ...
cos x x∈R
n x2n
∑∞
n=0 (−1) (2n)!

x3 x5 x7 x9
x− 3! + 5! − 7! + 9! − ...
(2n−1)
sin x ∑∞
n=1 (−1)
( n −1) x
(2n−1)!
x∈R

(2n+1)
∑∞ n x
n=0 (−1) (2n+1)!

x2 x3 x4 x5
x− 2 + 3! − 4! + 5! − ...
n
ln 1 + x ∑∞
n=1 (−1)
( n −1) x
n x ∈ (−1, 1]
n
∑∞
n=1 (−1)
( n +1) x
n

x3 x5 x7 x9
x− 3 + 5! − 7! + 9! − ...
(2n−1)
arctan x ∑∞
n=1 (−1)
( n −1) x
(2n−1)
x ∈ [−1, 1]

(2n+1)
∑∞ nx
n=1 (−1) (2n+1)

107
20 Fourier Analysis
20.1 Fourier Series
Almost any periodic function can be represented by the sum of a series of sine and cosine
functions. The formula for the series is,
∞     
1 2πk 2πk
f ( x ) = a0 + ∑ ak cos x + bk sin x
2 k =1
L L

Here, a0 , ak and bk are Fourier coefficients. These are found using the integrals,
 RL

 a0 = − L f ( x )dx 
 RL
ak = − L cos 2πk x dx
 L 
L

2πk
b =
 R
k − L sin L x dx

108
20.2 Complex Fourier Series
Consider a Fourier series in the domain [−π, π ] that has the general form,
∞
1
f (x) = a0 + ∑ ( ak cos (kx ) + bk sin (kx ))
2 k =1

We can use the following formulae to represent the sine and cosine terms as exponential func-
tions. (
cos (kx ) = 21 (eikx + e−ikx )
sin (kx ) = 2i1 (eikx − e−ikx ) = − 2i (eikx − e−ikx )

If these are inserted into the original Fourier series equation, we get,
∞
1
f (x) = a0 + ∑ ( ak cos (kx ) + bk sin (kx ))
2 k =1
∞     
1 1 ikx −ikx i ikx −ikx
= a0 + ∑ a k (e + e ) + bk − ( e − e )
2 k =1
2 2
∞ 
ak − ibk ak + ibk
   
1 ikx −ikx
= a0 + ∑ e + e
2 k =1
2 2
∞  ∞ 
ak − ibk ak + ibk
   
1 ikx −ikx
= a0 + ∑ e +∑ e
2 k =1
2 k =1
2

Now, let c0 = 12 a0 and ck = ak −2ibk . Also, for the last second summation term, change k to −k.
So, we can write, the last summation term as,
−1
a−k + ib−k
  
ikx
∑ 2
e
k =−∞

a−k +ib−k
Here, we can see that the term 2 is equivalent to ck . So, we can write the Fourier series
as,
∞   −1  
f ( x ) = c0 + ∑ ck eikx + ∑ ck eikx
k =1 k=−∞
∞
∴ f (x) = ∑ ck eikx
k =−∞

Now, we need to find the constants ck . For this, let us multiply both sides by e−imx , where
m ∈ Z is a constant.
∞
f ( x )e−imx = ∑ ck eikx e−imx
k=−∞

We integrate both side with respect to x in the entire domain of [−π, π ], we get,
Z π ∞ Z π
f ( x )e−imx dx = ∑ ck eikx e−imx dx
−π k =−∞ −π

109
 (
Rπ 0 {k ̸= m}
We can see that the integral −π eikx e−imx dx = . For our purposes, n = m. So,
2π {k = m}
we get,
Z π ∞ Z π
f ( x )e−imx dx = ∑ ck eikx e−imx dx = 2πcn = 2πcm
−π k =−∞ −π
Z π
2πcm = f ( x )e−imx dx
−π
Z π
1
cm = f ( x )e−imx dx
2π −π

As k = m, we can write, Z π
1
ck = f ( x )e−ikx dx
2π −π

Finally, we get the complex Fourier series formula to be,

∞
f (x) = ∑ ck eikx
k=−∞

where, Z π
1
ck = f ( x )e−ikx dx
2π −π

110
20.3 Fourier Transform
Fourier Transform and the Inverse Fourier Transform

The Fourier transform fˆ(k ) of a function f ( x ) is given by the formula,

Z ∞
fˆ(k) = f ( x )e−ikx dx
−∞

The inverse Fourier transform formula is,

Z ∞
1
f (x) = fˆ(k )eikx dk
2π −∞

Relation between the Modulus of a Function and the Modulus of its Fourier Transform

We know that the inverse Fourier relation is,

Z ∞
1
f (x) = √ fˆ(k)eikx dk
2π −∞

R∞
Now, consider the integral −∞ | f ( x )|2 dx. We know that | f ( x )|2 = f ( x ) f ∗ ( x ). So, we can write,
Z ∞ Z ∞
2
| f ( x )| dx = f ( x ) f ∗ ( x )dx
−∞ −∞

R∞ ′
From the inverse Fourier relation, f ∗ ( x ) = √12π −∞ fˆ(k′ )eik x dk′ . Now, the equation above
becomes,
Z ∞  Z ∞  Z ∞ 
1 1 ′x
2
| f ( x )| dx = √ fˆ(k )e dk
ikx
√ fˆ(k )e dk
′ ik ′
−∞ 2π −∞ 2π −∞
Z ∞ Z ∞  Z ∞  
ˆ∗ ˆ ′ 1 − x (k′ −k)
= f (k) f (k ) e dx dk′ dk
−∞ −∞ 2π −∞
R ∞ −ixk′ −k
We can see from the definition of the delta function that δ(k′ − k ) = 2π 1
−∞ e dx. So, we
can write, Z ∞ Z ∞ Z ∞ 
2
| f ( x )| dx = ˆ∗
f (k) ˆ ′ ′ ′
f (k )δ(k − k )dk dk
−∞ −∞ −∞

Consider λ = k′ − k. Then, dλ = dk′ . Putting this substitution in the integral, we get,

Z ∞ Z ∞ Z ∞ 
2
| f ( x )| dx = ˆ∗
f (k) ˆ
f (k + λ)δ(λ)dλ dk
−∞ −∞ −∞

Due to the nature of the delta function, we get,

Z ∞ Z ∞
| f ( x )|2 dx = fˆ∗ (k) fˆ(k)dk
−∞ −∞

We know that | fˆ(k)|2 = fˆ(k ) fˆ∗ (k). Therefore,

Z ∞ Z ∞
| f ( x )|2 dx = | f (k)|2 dk
−∞ −∞

111
21 The Dirac Delta Function
The delta function is a not a "true function". We call it a function out of convenience, but to
mathematicians, this is a "generalized function" or a "distribution".

21.1 Defining the Dirac Delta Function

Dirac Delta Function as the Limit of a Gaussian Distribution

Consider a Gaussian distribution with a mean of x0 and a variance of σ. Then, we can write
the probability density function as,

1 x − x0 2
e− 2 ( )
1
G ( x − x0 ) = √ σ
2πσ

The domain of the function is (−∞, ∞).

The Dirac delta function can be said to be a Gaussian distribution such that the width tends to
zero (σ → 0).  
1 x−x
− 12 ( σ 0 )
2
δ( x − x0 ) = lim √ e
σ →0 2πσ

In other words, the Dirac delta function is generally written as the non-continuos function as
follows. (
∞ { x = x0 }
δ ( x − x0 ) =
0 { x ̸ = x0 }

The plots above shows the Gaussian distribution for different σ values. It can be seen that as
σ → 0, the graph resembles the delta function.

112
Dirac Delta Function as the Derivative of the Heaviside Step Function

The Heaviside step function (also known as a "jump" fuction) H ( x ) is a function defined as,
(
0 { x < 0}
H (x) =
1 { x ≥ 0}

We can see here that the graph of H ( x ) resembles a single step of a stair, from which it gets its
name.

The more general Heaviside step function would be H ( x − x0 ), so that,

(
0 { x < x0 }
H ( x − x0 ) =
1 { x ≥ x0 }

Now, let us see what the derivative of the step function. For finding the derivative, we can
divide the function’s domain into three parts, and then find the derivatives at the respective
parts.

1. When t < x0 , the expression for the step function is a constant (0), and so the derivative
in this interval is zero.
2. When t > x0 , the expression for the step function is a constant (1), and so the derivative
in this interval is zero.
3. When t = x0 , the function jumps from 0 to 1 instantaneously, which implies an infinite
gradient.

113
From these, we find that the derivative of the Heaviside step function is 0 everywhere, but at
the point x0 . So, we can write,

0
 { x < x0 }
′
H ( x − x0 ) = ∞ { x = x0 }

0 { x > x0 }


This is the same as the Dirac delta function,

(
∞ { x = x0 }
δ ( x − x0 ) = H ′ ( x − x0 ) =
0 { x ̸ = x0 }

Dirac Delta Function as the Limit of a sinc Function

Conisder the function,

sin x
f ( x ) = sinc x =
x

114
21.2 Integrals Involving the Dirac Delta
For the integration of the Dirac delta, first recall what an integral implies. A definite integral
of a function is the area under the curve within a certain domain. Also recall that the delta
function is just a standard Gaussian distribution whose variance tends to zero. So, let us begin
by integrating the standard Gaussian distribution first.

Integral of the Standard Gaussian Distribution

Let Q be the integral of the standard Gaussian distribution function in an infinite domain. So,

Z ∞  
1 − 21 (
x − x0
)
2
Q= √ e σ dx
−∞ 2πσ

We solve this integral using substitution to simplify the problem. Let u = x−σx0 . So, the differ-
ential is du = σ1 dx, which implies dx = σdu. The domain in u is still (−∞, ∞) according to the
definition of u. With this substitution, the integral simplifies into,

Z ∞  
1 − 12 u2
Q= √ e σdu
−∞ 2πσ
Z ∞ 
1 1 2

=√ e− 2 u du
2π −∞

It turns out that it is easier to find the integral of Q2 instead of Q. So, that is what we are going
to do.


1
Z ∞   2
2 − 12 u2
Q = √ e du
2π −∞
1
Z ∞   2
− 21 u2
= e du
2π −∞

Remember that a2 = a × b if a = b. Using this property, we can write the integral as,
Z ∞    Z ∞  1 2  
1 − 21 u2
2
Q = e du e− 2 v dv
2π −∞ −∞

Here, u and v are serving the same purpose. We can further simplify this by writing this as a
double integral as follows.

Z ∞ Z ∞ 
1 1 2 1 2

Q2 = e− 2 u e− 2 v du dv
2π −∞ −∞
Z ∞ Z ∞ 
1 1 2 2

= e− 2 (u +v ) du dv
2π −∞ −∞

115
Here, u and v are the bases for the Cartesian coordinate system, which we have been working
on till now. To solve the integral, it is easier to do it in polar coordinates. So, the orthogonal u
and v coordinates become the corresponding r and θ polar coordinates using the relations,
(
u = r cos θ
v = r sin θ

Also, the reverse transformation equations are,

(
r = u2 + v2
θ = arctan ( uv )

Here, the extent of r is [0, ∞) and the extent of θ is [0, 2π ]. With this, the integral in polar
coordinate system becomes,

Z 2π Z ∞ 
1 1 2

Q2 = e− 2 r r dr dθ
2π 0 0

The extra r is just the Jacobian of the transformation. We now perform another substituion
using ω = r2 . So, the differential dω = 2rdr and rdr = 21 dω. the extent of omega is also [0, ∞).
Now, the integral becomes,

Z 2π Z ∞ 
1 1
1
Q2 = e− 2 ω dω dθ
2π 0 0 2

Now, we can solve this integral normally.

1 2π
Z Z∞ 1

2
Q = e− 2 ω dω dθ
4π 0 0
1 ∞  − 1 ω
Z
= e 2 dω
2 0
1h 1
i∞
= −2e− 2 ω
2 0
= −(−1)
=1

∴Q=1

This shows that the integral of the standard Gaussian distribution function over in infinite
domain is 1. Z ∞  
1 1 x − x0 2
√ e− 2 ( σ ) dx = 1
−∞ 2πσ

116
Integral of the Dirac Delta in Infinite Domain

Consider the integral, Z ∞

δ( x )dx
−∞

This just implies the area of bounded by the delta function. Now, instead of the delta function
inside the integral, we can write the expression of the Gaussian distribution.

Z ∞  ( x − x0 )2

1 −
lim √ e 2σ2 dx
σ →0 − ∞ 2πσ

The standard Gaussian distribution is a probability distribution, so the area under the curve
between two points tells you the probability of variables taking on a range of values. The total
area under the curve is 1 or 100% for any σ value. This was derived previously. Therefore, the
integral of the Dirac delta across infinite domain has a value of,
Z ∞
δ( x )dx = 1
−∞

Integral of the Dirac Delta in Finite Domain

We saw that the delta function is just a standard Gaussian distribution whose σ → 0. As the
Gaussian distribution is a probability distribution, the area integral of it has a value of 1. But
that is for an infinite domain, of course. The Dirac delta, however, has discrete values as given
by, (
∞ { x = x0 }
δ ( x − x0 ) =
0 { x ̸ = x0 }

Now, if the domain is finite such that the domain is [ x1 , x2 ], we can propose an integral,
Z x2
δ( x − x0 )dx
x1

This integral implies the area under the distribution curve within that domain. Howver, since
the distribution is a delta function, we can use its defnition to deduce the solution.

The delta function δ( x − x0 ) is such that it has a non-zero value only when x = x0 . Therefore,
the integral of the delta function in a domain which does not include x0 must be zero. With the
same reason, if the integral domain includes the point x0 , the integral will have value of 1.
Z x2
(
1 { x0 ∈ [ x1 , x2 ]}
δ( x − x0 )dx =
x1 0 { x0 ∈
/ [ x1 , x2 ]}

117
21.3 Properties of the Dirac Delta Function
Translation Property

Consider the integral, Z ∞

f ( x )δ( x − x0 )dx
−∞

Here, the function f ( x ) is multiplied by a Dirac delta, which is at a point x0 . Therefore, the
function f ( x )δ( x − x0 ) is zero everywhere, but when x = x0 , the function has a value of f ( x0 ).
So, we can write, Z ∞
f ( x0 ) δ( x − x0 )dx
−∞
R∞
By the definition of the integral of the Dirac delta in infinite domain, we know −∞ δ( x − x0 )dx =
1. So, the integral of a function multiplied by the Dirac delta is,
Z ∞
f ( x )δ( x − x0 )dx = f ( x0 )
−∞

Even Funtion Property

Recall the translation property, which states that for any continuous function f ( x ), it holds
that, Z ∞
f (x) = f ( x0 )δ( x − x0 )dx0
−∞

Let a parameter s such that s = x0 − x → x0 = x + s. Thus, the differential ds = dx0 . The

domain in s remains to be (−∞, ∞). So, the integral below becomes,
Z ∞ Z ∞
f ( x0 )δ( x0 − x )dx0 = f ( x + s)δ(s)ds = f ( x )
−∞ −∞

Now, we got two expressions for f ( x ). Equating them, we get,

Z ∞ Z ∞
f ( x0 )δ( x − x0 )dx0 = f ( x0 )δ( x0 − x )dx0
−∞ −∞

f ( x0 ) δ ( x − x0 ) = f ( x0 ) δ ( x0 − x )
∴ δ ( x − x0 ) = δ ( x0 − x )

Therefore, the delta function operates like an even function.

118
Scaling Property

Let the parameter y be such that y = a( x − x0 ) = ax − ax0 , where a > 0 is constant. So, the
y
parameter x can be written as x = a + x0 and the differential of it becomes dx = 1a dy.

R∞
Recall the integral, −∞ f ( x )δ( x − x0 )dx. For our case, this becomes,

Z ∞ Z ∞ y  
 1
f ( x )δ( a( x − x0 ))dx = f + x0 δ ( y ) dy
−∞ −∞ a a
Z ∞ y
1 
= f + x0 δ(y)dy
a −∞ a
R∞
According to the formula −∞ f ( x )δ( x − x0 )dx = f ( x0 ), we get,

1
= f ( x0 )
a

So, we can say that for a > 0,

Z ∞
1
f ( x )δ( a( x − x0 ))dx = f ( x0 )
−∞ a

Now, let the parameter y be such that y = − a( x − x0 ) = − ax + ax0 , where a > 0 is constant. So,
y
the parameter x can be written as x = − a + x0 and the differential of it becomes dx = − 1a dy.
The integral thus becomes,

Z ∞ Z −∞  y  
 1
f ( x )δ(− a( x − x0 ))dx = f − + x0 δ(y) − dy
−∞ ∞ a a
Z −∞ 
1 y 
= − f − + x0 δ(y)dy
a ∞ a
1 ∞  y
Z 
= f − + x0 δ(y)dy
a −∞ a
1
= f ( x0 )
a

1
∴ f ( x0 )
| a|

So, we can say that for a < 0,

Z ∞
1
f ( x )δ( a( x − x0 ))dx = f ( x0 )
−∞ | a|

Based on the two results we calculated, we can write,

(
1
Z ∞
| a|
f ( x0 ) if a < 0
f ( x )δ( a( x − x0 ))dx = 1
a f ( x0 ) if a > 0
−∞

119
Thus, in general, Z ∞
1
f ( x )δ( a( x − x0 ))dx = f ( x0 )
−∞ | a|

for all a.

R∞
Since f ( x0 ) = −∞ f ( x )δ( x − x0 )dx, based on the translation property, we have,
Z ∞ Z ∞
1
f ( x )δ( a( x − x0 ))dx = f ( x )δ( x − x0 )dx =
−∞ | a| −∞

1
f ( x )δ( a( x − x0 )) = f ( x ) δ ( x − x0 )
| a|
1
∴ δ( a( x − x0 )) = δ ( x − x0 )
| a|

Proof of xδ( x ) = 0

There are two approaches to prove this, and both is shown below.
(
∞ if x = 0
The first is this. The Dirac delta is such that δ( x ) = . Therefore, it has a non-
0 if x ̸= 0
zero value only at x = 0. However, multiplying the δ( x ) with x nullifies any possibilities of a
non-zero result, because when x = 0, the x term becomes zero and when x ̸= 0, the δ( x ) term
becomes zero. So, ∀ x ∈ R,
xδ( x ) = 0

This was an intuitive explanation. For the second approach, we use the integral formula below.
Z ∞ Z ∞
f ( x )( xδ( x ))dx = ( x f ( x ))δ( x )dx
−∞ −∞

Now, let g( x ) = x f ( x ). So, we obtain,

Z ∞
g( x )δ( x )dx = g(0)
−∞
= f (0) × 0
=0

120
21.4 The Dirac Comb: Fourier Series Representation of the Dirac Delta Function
For any function f ( x ), its Fourier series is given by,
∞   nπ   nπ 
1
f (x) = a0 + ∑ an cos x + bn sin x
2 n =1
L L

Here,  RL
1
 a0 =
 L R−LL
f ( x )dx
1 nπ


an = f ( x ) cos L x
dx
 L
1
R −LL nπ
bn = − L f ( x ) sin L x dx

L

When the function f ( x ) is a delta function δ( x − x0 ) which is in the interval [− L, L] (such that
{− L < x < L}), and that the function is periodic, the function can be expressed as a Fourier
series. For this series, the expressions if a0 , an and bn are calculated below.

For a0 ,

Z L
1
a0 = δ( x − x0 )dx
L −L
1
=
L

For an ,

1 L  nπ 
Z
an = δ( x − x0 ) cos x dx
L −L L
1  nπ 
= cos x0
L L

For bn ,

1 L  nπ 
Z
bn = δ( x − x0 ) sin x dx
L −L L
1  nπ 
= sin x0
L L

Here, we found the three parameters to be,


1
 a0 =
 L
1 nπ


an = L cos L x0

nπ
 1
bn = sin L x0

L

Putting these in the general Fourier series formula, we get the Fourier series of the periodic
delta function to be,

121
 ∞   nπ   nπ  1  nπ   nπ 
1 1
δ ( x − x0 ) = +∑ cos x0 cos x + sin x0 sin x
2L n=1 L L L L L L
1 1 ∞   nπ   nπ   nπ   nπ 
= + ∑ cos x0 cos x + sin x0 sin x
2L L n=1 L L L L

Using the trigonometric formula cos A cos B − sin A sin B = cos ( A − B), we can write,

1 1 ∞   nπ nπ 
2L L n∑
δ ( x − x0 ) = + cos x0 − x
=1 L L
1 1 ∞   nπ 
= + ∑ cos ( x0 − x )
2L L n=1 L

This is the general Fourier series expression for a Dirac delta function δ( x − x0 ). The following
graph shows the plot when L = 1 and x0 = 0 for different numbers of terms n taken into
consideration.

Due to the characteristic shape of the plot, the periodic Dirac delta function is known as the
Dirac comb.

122
22 The Kronecker Delta
The Kronecker delta is a function of two variables, usually just non-negative integers. The
function is 1 if the variables are equal, and 0 otherwise.
(
1 {i = j }
δij =
0 {i ̸ = j }

Mathematicians use the Kronecker delta function to convey in a single equation what might
otherwise take several lines of text.

The Kronecker delta is often expressed as a matrix of size n × n.

 
1 0 0 ··· 0
0 1 0 · · · 0
 
δij = 0 0 1 · · · 0


 .. .. .. . . .. 
. . . . .
0 0 0 ··· 1

This represents an n × n identity matrix.

123
23 Symbols

124