Maths - Analysis

Values

Euler number

\(e \simeq\) 2.71828 18284 59045 23536 02874 71352 66249 77572 47093 69995 95749 66967 62772 40766 more e digits

Archimedes’ constant

\(\pi \simeq\) 3.14159 26535 89793 23846 26433 83279 50288 41971 69399 37510 58209 74944 59230 78164 more pi digits

Tau as \(2\pi\)

\(\tau \simeq\) 6.28318 53071 79586 47692 52867 66559 0057 68394 33879 87502 11641 94988 91846 15632 more tau digits

Golden Ratio

\(\varphi \simeq\) 1.61803 39887 49894 84820 45868 34365 63811 77203 09179 80576 28621 35448 62270 more phi digits

Pythagoras’ constant

\(\sqrt 2 \simeq\) 1.41421 35623 73095 04880 16887 24209 69807 85696 71875 37694 80731 76679 73799 more sqr digits

Quadratic Function

Resolve the Quadratic Equation

\(ax^2+bx+c=0 \Leftrightarrow \Delta=b^2-4ac\)

\(\Delta > 0\)

2 solutions in \(\mathbb{R}\)

\(\frac{-b\pm\sqrt{\Delta}}{2a}\)

\(\Delta = 0\)

1 solution in \(\mathbb{R}\)

\(\frac{-b}{2a}\)

\(\Delta < 0\)

2 solutions in \(\mathbb{C}\)

\(\frac{-b\pm i\sqrt{-\Delta}}{2a}\)

Remarkable Identities

\((a+b)^2=a^2+2ab+b^2\)

\((a-b)^2=a^2-2ab+b^2\)

\(a^2-b^2=(a-b)(a+b)\)

TEMP

\(e^x\)

  • \((e^x)' = e^x\)

  • \(\lim\limits_{\substack{x \to +\infty}} e^x = +\infty\)

  • \(\lim\limits_{\substack{x \to -\infty}} e^x = 0\)

  • \(exp(ln(x))=x\)

  • \(exp(0)=1\)

  • \(exp(1)=e=2.71828182846\)

\(ln(x)\)

  • \((ln(x))' = \frac{1}{x}\)

  • \(\lim\limits_{\substack{x \to +\infty}} ln(x) = +\infty\)

  • \(\lim\limits_{\substack{x \to 0}} ln(x) = -\infty\)

  • \(ln(exp(x))=x\)

  • \(ln(0)=undefined\)

  • \(ln(1)=0\)

Cos, Sin, Tan

\(\theta\) \((deg)\)

\(0\) \((0^\circ)\)

\(\frac{\pi}{6}\) \((30^\circ)\)

\(\frac{\pi}{4}\) \((45^\circ)\)

\(\frac{\pi}{3}\) \((60^\circ)\)

\(\frac{\pi}{2}\) \((90^\circ)\)

\(\cos\)

\(1\)

\(\frac{\sqrt{3}}{2}\)

\(\frac{\sqrt{2}}{2}\)

\(\frac{1}{2}\)

\(0\)

\(\sin\)

\(0\)

\(\frac{1}{2}\)

\(\frac{\sqrt{2}}{2}\)

\(\frac{\sqrt{3}}{2}\)

\(1\)

\(\tan\)

\(0\)

\(\frac{\sqrt{3}}{3}\)

\(1\)

\(\sqrt{3}\)

\(+\infty\)

\(\cos^2(x)+\sin^2(x)=1\)

\(\cos(x+y)=\cos(x)*\cos(y) - \sin(x)*\sin(y)\)

\(\sin(x+y)=\sin(x)*\cos(y) + \cos(x)*\sin(y)\)

\(\cos^2(x) - \sin^2(x)=\cos(2x)\)

\(\cos^2(x) = \frac{1+\cos(2x)}{2}\)

Arccos, Arcsin, Arctan

\(\arcsin{0}=0\)

\(\arccos{0}=\frac{\pi}{2}\)

\(\arctan{0}=0\)

\(\arcsin{\frac{3\pi}{4}}=\frac{\pi}{4}\)

\(\arccos{-1}=\pi\)

\(\arctan{1}=\frac{\pi}{4}\)

\(\arcsin{-1}=-\frac{\pi}{2}\)

\(\arccos{1}=0\)

\(\arctan{-1}=-\frac{\pi}{4}\)

\(\arcsin{\sin{\frac{15\pi}{4}}}=-\frac{\pi}{4}\)

\(\arccos{\frac{-\sqrt{3}}{2}}=\frac{5\pi}{6}\)

\(\arcsin{\frac{1}{2}}=\frac{\pi}{6}\)

\(\arccos{\frac{1}{2}}=\frac{\pi}{3}\)

Hcos, Hsin, Htan

\((\cosh+\sinh)(\cosh-\sinh)=1\)

\(\cosh^2(x)=\sinh^2(x)=1\)

\(\cosh(x)+\sinh(x)=e^x\)

\(\cosh(x)-\sinh(x)=e^{-x}\)

\(\cosh{x}=\frac{e^x+e^{-x}}{2}\)

\(\arccos(\cos{x})=x [0;\pi]\)

\(\cos(\arccos{x})=x [-1;1]\)

\(\sinh{x}=\frac{e^x-e^{-x}}{2}\)

\(\arcsin(\sin{x})=x [-\frac{\pi}{2};\frac{\pi}{2}]\)

\(\sin(\arcsin{x})=x [-1;1]\)

\(\tanh{x}=\frac{e^{2x}-1}{e^{2x}+1}\)

\(\arctan(\tan{x})=x [-\frac{\pi}{2};\frac{\pi}{2}]\)

\(\tan(\arctan{x})=x \mathbb{R}\)

hyperbolic cos and sin graph

Linearisation

\(cos^2(x)=\frac{1-\cos{2x}}{2}\)

\(sin^2(x)=\frac{1-\cos{2x}}{2}\)

To develop…

Integration

Derivatives

\(Function\)

\(Derivative\)

\(Domain\)

\(a\)

\(0\)

\(ax\)

\(a\)

\(x^n\)

\(nx^{n-1}\)

\(\frac{1}{x^n}\)

\(-\frac{n}{x^{n+1}}\)

\(\sqrt{x}\)

\(\frac{1}{2 \sqrt{x}}\)

\(\ln{x}\)

\(\frac{1}{x}\)

\(e^x\)

\(e^x\)

\(\sin{x}\)

\(\cos{x}\)

\(\cos{x}\)

\(-\sin{x}\)

\(\tan{x}=\frac{\sin{x}}{\cos{x}}\)

\(\frac{1}{\cos^2(x)}=1+\tan^2(x)\)

\(\arcsin{x}\)

\(\frac{1}{\sqrt{1-x^2}}\)

\(\arccos{x}\)

\(-\frac{1}{\sqrt{1-x^2}}\)

\(\arctan{x}\)

\(\frac{1}{\sqrt{1+x^2}}\)

\(\sinh{x}\)

\(\cosh{x}\)

\(\cosh{x}\)

\(\sinh{x}\)

\(\tanh{x}\)

\(\frac{1}{cosh^2(x)}\)

\(ku\)

\(ku'\)

\(u+v\)

\(u'+v'\)

\(uv\)

\(u'v+uv'\)

\(\frac{u}{v}\)

\(\frac{u'v-uv'}{v^2}\)

\(u^n\)

\(nu'u^{n-1}\)

\(\sqrt{u}\)

\(\frac{u'}{2\sqrt{u}}\)

\(e^u\)

\(u'e^u\)

\(\ln{u}\)

\(\frac{u'}{u}\)

\(\arctan{u}\)

\(\frac{u'}{1+u^2}\)

Primitives

\(Function\)

\(Primitive+C\)

\(Domain\)

\(x^n\)

\(\frac{1}{n+1}x^{n+1}\)

\(\frac{1}{x}\)

\(\ln{x}\)

\(u'e^u\)

\(e^u\)

\(u'u^n\)

\(\frac{1}{n+1}u^{n+1}\)

\(\frac{u'}{u}\)

\(\ln{|u|}\)

\(\frac{1}{2\sqrt{x}}\)

\(\sqrt{x}\)

\(\frac{1}{\sqrt{1-u^2}}\)

\(\arcsin{u}\)

\(\frac{-1}{\sqrt{1-u^2}}\)

\(\arccos{u}\)

\(\frac{1}{1+u^2}\)

\(\arctan{u}\)

\(u'\cos{u}\)

\(\sin{u}\)

\(u'\sin{u}\)

\(-\cos{u}\)

\(\frac{u'}{\cos^2(u)}\)

\(\tan{u}\)

\(\frac{-u'}{u^2}\)

\(\frac{1}{u}\)

\(\ln{x}\)

\(x\ln{x}-x\)

Integration Help

\(x\sqrt{x} = x^{\frac{3}{2}}\)

\(\frac{1}{x^2+2x+5} = \frac{1}{(x+\alpha)(x+\beta)} \Rightarrow \frac{a}{x+\alpha}+\frac{b}{x+\beta}\)

\(\frac{1}{1+e^{-x}} = \frac{1+e^{-x}-e^{-x}}{1+e^{-x}}\)

\(\mu = \frac{1}{b-a} \int_a^b f\)

Parité: \(f(-x)=f(x)\) Paire \(f(-x)=-f(x)\) Impaire

Tangentes \(f'(a)(x-a)+f(a)=y\)

\(\lim_{x \to a} \frac{f(x)-f(a)}{x-a} = f'(a)\)

ex: \(\lim_{x \to 0} \frac{\sin{x}}{x}=\frac{\sin{x}-\sin{0}}{x-0}=\sin'(0)=\cos(0)=1\)

\((f \circ u)'(x)=u'(x)f(u(x))\)

\(f(x)=y \Leftrightarrow x=f^{-1}(y)\)

\((f^{-1})'(y)=\frac{1}{f'(x)}\) and \(y=f(x)\)

Limits

limits in 0

partie régulière (terme constant) => même limite => même signe

Si \(\frac{0}{0} \Rightarrow x=1+h (ex en 1) puis h \rightarrow 0\)

\(\lim\limits_{\substack{h \to 0}} ln(h) = h+\circ(h)\)

\(\lim\limits_{\substack{h \to 0}} sin(h) = h+\circ(h)\)

Integration by Parts

Integration by Parts Formula

\(\left\uparrow \begin{array}{l} A (arctan, arcsin, arccos) \\ L (logarithm) \\ P (polynomial) \\ E (exponential) \\ S (sin, cos, tan) \end{array}\right\} Priority (primitive)\quad Formula: \int_{a}^{b} fg' = \left[fg\right]_a^b - \int_{a}^{b} f'g\)

Example

\(\left. \begin{array}{l} xe^x \\ u v' \end{array}\right. \left(\begin{array}{l} u=x \longrightarrow u'=1 \\v'=e^x \longrightarrow v=e^x\end{array}\right)\)

\(\int_{a}^{b} uv'=\left[uv\right]_a^b-\int_{a}^{b} u'v \Leftrightarrow ...\)

Integration by Change of Variables

Integration by Change of Variables

\(Formula: \int_{u(a)}^{u(b)} f(x) dx = \int_{a}^{b} f(u(t))u'(t) dt\quad\) We changed variable by posing \(x=u(t)\)

Example

\(\int_{0}^{1} \sqrt{1-t^2}dt\) with \(t=\sin(x) \Leftrightarrow \left\{ \begin{array}{l} \frac{dt}{dx}=\cos(x) \\ dt=\cos(x) dx \end{array}\right. \left\{ \begin{array}{l} \sin{\frac{\pi}{2}}=1 \\ \sin{0}=0 \end{array}\right.\)

\(\int_{0}^{\frac{\pi}{2}} \sqrt{1-\sin^2(x)\cos(x)dx} \Leftrightarrow \int_{0}^{\frac{\pi}{2}} |\cos(x)|\cos(x)dx\)

\(Explanation: \sin^2(x)+\cos^2(x)=1 \Leftrightarrow |\cos(x)|=\sqrt{\sin^2(x)-1}\)

\(\int_{0}^{\frac{\pi}{2}} |\cos(x)|\cos(x)dx \Leftrightarrow \frac{1}{2}\left[\sin(2x)+x\right]_{0}^{\frac{\pi}{2}} = \frac{1}{2}(0+\frac{\pi}{2}-0-0)=\frac{\pi}{4}\)

\(Explanation: cos^2(x)=(\frac{e^{ix}+e^{-ix}}{2})^2 = \frac{1}{4}(e^{2ix}+e^{-2ix}+2e^{ix}e^{-ix}) = \frac{1}{2}(\cos(2x)+1)\)

Integrability and Comparison

\(f=\underset{\alpha}{\bigcirc}(g)\frac{f}{g}=u \underset{\alpha}{\longmapsto} \mathbb{R}>1\)

f dominated by g

\(f=\underset{\alpha}{\circ}(g)\frac{f}{g}=u \underset{\alpha}{\longmapsto} 0\)

f negligible in front of g

\(f\underset{\alpha}{\sim}(g)\frac{f}{g}=u \underset{\alpha}{\longmapsto} 1\)

f similar to g

Convergence

Geometrical sequence and \(|q|<1 \rightarrow \sum_{n=0}^{+\infty} q^n = \frac{1}{1-q}\)

Real sequence with positive terms : divide by \(\frac{1}{n^2}\) or by \(\frac{2^n}{1}\)

Numerical sequence example:

\(un=\sqrt{n}-\sqrt{n-1} \Leftrightarrow \sum un =\)

\(\left. \begin{array}{l} (\sqrt{1})-\sqrt{0} \\ (\sqrt{2})-(\sqrt{1}) \\ ... \\ \sqrt{n}-(\sqrt{n-1}) \end{array}\right. = \sqrt{n} \underset{n \to +\infty}{\longmapsto} +\infty\)

\(f-g \underset{+\infty}{\longmapsto} 0 (asymptote)\)

Riemann (exponent)

\(\sum \frac{1}{n^{\alpha}}\) converges iff \(\alpha>1\)

Geometrical (reason)

\(\sum (r)^n\) converges iff \(|r|<1\)

Series

Factorials

Factorial Formula

\(n! = \prod\limits_{1 \leq i \leq n} i = 1 \times 2 \times 3 \times 4 \times ... \times (n-1) \times n\)

\(n\)

\(0\)

\(1\)

\(2\)

\(3\)

\(4\)

\(5\)

\(6\)

\(7\)

\(8\)

\(n!\)

\(1\)

\(1\)

\(2\)

\(6\)

\(24\)

\(120\)

\(720\)

\(5040\)

\(40320\)

Taylor Series

\(e^x = \sum\limits_{n=0}^{+\infty} \frac{x^n}{n!} = 1+\frac{x}{1!}+\frac{x^2}{2!}+\frac{x^3}{3!}+...+\frac{x^n}{n!}+\circ(x^n)\)

\(\frac{1}{1-x} = \sum\limits_{n=0}^{+\infty} x^n = 1+x+x^2+x^3+...+x^n+\circ(x^n)\)

\(\ln(1+x) = \sum\limits_{n=1}^{+\infty} \frac{(-1)^{n+1}}{n}x^n = x-\frac{x^2}{2}+\frac{x^3}{3}-...+(-1)^{n-1}\frac{x^n}{n}+\circ(x^n)\)

\(\sin(x) = \sum\limits_{n=0}^{+\infty} \frac{(-1)^n}{(2n+1)!}x^{2n+1} = x-\frac{x^3}{3!}+\frac{x^5}{5!}-...+(-1)^n\frac{x^{2n+1}}{(2n)!}+\circ(x^{2n+1})\)

\(\cos(x) \sum\limits_{n=0}^{+\infty} \frac{(-1)^n}{(2n)!}x^{2n} = 1-\frac{x^2}{2!}+\frac{x^4}{4!}-...+(-1)^n\frac{x^{2n}}{(2n)!}+\circ(x^{2n})\)

\((1+x)^\alpha = 1+\sum\limits_{n=1}^{+\infty} \binom{\alpha}{n}x^n = 1+\frac{\alpha}{1!}x+\frac{\alpha(\alpha-1)}{2!}x^2+\frac{\alpha(\alpha-1)(\alpha-2}{3!}x^3+...+\frac{\alpha(\alpha-1)...(\alpha-n+1)}{n!}x^n+\circ(x^{n})\)

Overfittingt and Underfitting

https://miro.medium.com/max/2250/1*6vPGzBNppqMHllg1o_se8Q.png

Fourier Series

Fourier coefficients Formula

\(\left. \begin{array}{l} an=\frac{2}{T}\int_{0}^{T} f(t)\cos(\frac{2\pi}{T}n^t)dt \\ bn=\frac{2}{T}\int_{0}^{T} f(t)\sin(\frac{2\pi}{T}n^t)dt \end{array}\right\} n \geqslant 1\)

https://upload.wikimedia.org/wikipedia/commons/thumb/2/2c/Fourier_Series.svg/220px-Fourier_Series.svg.png
Fourier Transform