微分方程 differential equation
Ex:
d y d x = f ( x ) \frac{dy}{dx} = f(x) dxdy=f(x)
y = ∫ f ( x ) d x y= \int f(x) dx y=∫f(x)dx
solved substitution
Ex2:
( d d x + x ) (\frac{d}{dx}+x) (dxd+x)为annihilation operator 湮没算符 in quantum mechnics
d y d x = − x y \frac{dy}{dx} = -xy dxdy=−xy
d y y = − x d x \frac{dy}{y} = -xdx ydy=−xdx
∫ d y y = − ∫ x d x \int \frac{dy}{y} = -\int xdx ∫ydy=−∫xdx
l n y = − x 2 / 2 + C ln y = -x^2/2 +C lny=−x2/2+C
e l n y = e − x 2 / 2 + C e^{lny} = e^{-x^2/2}+C elny=e−x2/2+C
y = A e − x 2 / 2 ( A = e c ) y = Ae^{-x^2/2} (A=e^c) y=Ae−x2/2(A=ec)
Solution:
y = a e − x 2 / 2 a n y a y = ae^{-x^2/2} \ any \ a y=ae−x2/2 any a
d y d x = a . d d x . e − x 2 / 2 \frac{dy}{dx} = a.\frac{d}{dx} . e^{-x^2/2} dxdy=a.dxd.e−x2/2
= a . ( − x ) . e − x 2 / 2 = a.(-x) . e^{-x^2/2} =a.(−x).e−x2/2
= − x . y = -x.y =−x.y
by the way,the function is known as the normal distribution 正态分布
分离变量法
SEPARATION OF VARIABLES
d y d x = f ( x ) . g ( y ) \frac{dy}{dx} = f(x).g(y) dxdy=f(x).g(y)
d y g ( y ) = f ( x ) d x \frac{dy}{g(y)} = f(x)dx g(y)dy=f(x)dx
H ( y ) = ∫ d y g ( y ) ; F ( x ) = ∫ f ( x ) d x H(y) = \int \frac{dy}{g(y)}; F(x) = \int f(x)dx H(y)=∫g(y)dy;F(x)=∫f(x)dx
H ( y ) = F ( x ) + C → i m p l i c i t H(y)=F(x)+C \rightarrow implicit H(y)=F(x)+C→implicit
y = H − 1 ( F ( x ) + C ) y = H^{-1}(F(x)+C) y=H−1(F(x)+C)
定积分
Definite Integrals
Find Area under a curve = ∫ a b f ( x ) d x \int_{a}^{b} f(x) dx ∫abf(x)dx
累积和(cumulative sum)
To compute the area
- divide into rectangles
- add up areas
- take the limit as rectangles get thin
简写 abbreviation
∑ i = 1 n a i = a 1 + a 2 + . . . + a n \sum_{i=1}^{n} a_i = a_1+a_2+...+a_n ∑i=1nai=a1+a2+...+an
∑ \sum ∑ is called sigma
Notation (Riemann Sums)
General Procedure for definite integrals:
Δ x = b − a n \Delta x = \frac{b-a}{n} Δx=nb−a
Pick any height of f in each interval:
∑ i = 1 n f ( c i ) Δ x → ∫ a b f ( x ) d x {\color{Red} \sum_{i=1}^{n} f(c_i) \Delta x\rightarrow \int_{a}^{b} f(x)dx} ∑i=1nf(ci)Δx→∫abf(x)dx
微积分第一定理
Fundamental theorem of calculus(FTC1)
If F’(x) = f(x), then
∫ a b f ( x ) d x = F ( b ) − F ( a ) = F ( x ) ∣ a b {\color{Red} {\color{Red} \int_{a}^{b} f(x)dx = F(b)-F(a)}=F(x)|_{a}^{b}} ∫abf(x)dx=F(b)−F(a)=F(x)∣ab
F = ∫ f ( x ) d x F=\int f(x)dx F=∫f(x)dx
NOTATION
F ( b ) − F ( a ) = F ( x ) ∣ a b = F ( x ) ∣ x = a x = b F(b) - F(a) = F(x)|_{a}^{b} = F(x)|_{x=a}^{x=b} F(b)−F(a)=F(x)∣ab=F(x)∣x=ax=b
Ex1:
F ( x ) = x 3 / 3 F(x) = x^3/3 F(x)=x3/3
F ′ ( x ) = x 2 ( = f ( x ) ) F'(x) = x^2(=f(x)) F′(x)=x2(=f(x))
∫ a b x 2 d x = F ( b ) − F ( a ) = b 3 3 − a 3 3 \int_{a}^{b}x^2dx = F(b)-F(a)=\frac{b^3}{3}-\frac{a^3}{3} ∫abx2dx=F(b)−F(a)=3b3−3a3
∫ 0 b x 2 d x = x 3 3 ∣ 0 b = b 3 3 \int_{0}^{b}x^2dx = \frac{x^3}{3}|_{0}^{b}=\frac{b^3}{3} ∫0bx2dx=3x3∣0b=3b3
True geometric interp of definit integral is that area above x-axis minus the area below the x-axis
定积分的性质
Properties of integrals
1. ∫ a b ( f ( x ) + g ( x ) ) d x = ∫ a b f ( x ) d x + ∫ a b g ( x ) d x 1.\int_{a}^{b}(f(x)+g(x))dx = \int_{a}^{b}f(x)dx +\int_{a}^{b}g(x)dx 1.∫ab(f(x)+g(x))dx=∫abf(x)dx+∫abg(x)dx
2. ∫ a b C f ( x ) d x = C ∫ a b f ( x ) d x 2.\int_{a}^{b}Cf(x)dx = C\int_{a}^{b}f(x)dx 2.∫abCf(x)dx=C∫abf(x)dx
3. ∫ a b f ( x ) d x + ∫ b c f ( x ) d x = ∫ a c f ( x ) d x ( a < b < c ) 3.\int_{a}^{b}f(x)dx +\int_{b}^{c}f(x)dx = \int_{a}^{c}f(x)dx \ \ (a<b<c) 3.∫abf(x)dx+∫bcf(x)dx=∫acf(x)dx (a<b<c)
4. ∫ a a f ( x ) d x = 0 4.\int_{a}^{a}f(x)dx = 0 4.∫aaf(x)dx=0
5. ∫ a b f ( x ) d x = − ∫ b a f ( x ) d x 5.\int_{a}^{b}f(x)dx = -\int_{b}^{a}f(x)dx 5.∫abf(x)dx=−∫baf(x)dx
6. (Estimation)If f(x)<=g(x),then: ∫ a b f ( x ) d x ≤ ∫ a b g ( x ) d x \int_{a}^{b}f(x)dx \leq \int_{a}^{b}g(x)dx ∫abf(x)dx≤∫abg(x)dx
change of variables: (=substituion)
∫ u 1 u 2 g ( u ) d x = ∫ x 1 x 2 g ( u ( x ) ) . u ′ ( x ) d x {\color{Red} \int_{u_1}^{u_2}g(u)dx = \int_{x_1}^{x_2}g(u(x)).u'(x)dx} ∫u1u2g(u)dx=∫x1x2g(u(x)).u′(x)dx
u = u(x) | u1 = u(x1) |
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du = u’(x)dx | u2 = u(x2) |