自用的高等数学笔记

泰勒公式

$$\begin{array}{rl}& f(x)=f(x_0)+f^{\prime }(x_0)(x-x_0)+\frac{f^{\prime \prime }(x_0)}{2!}(x-x_0{)}^2+\frac{f^{(3)}(x_0)}{2!}(x-x_0{)}^3+\cdots \\ & f(a)=f(x)+f^{\prime }(x)(a-x)+\frac{f^{\prime \prime }({\xi }_1)}{2!}(a-x{)}^2\end{array}$$

一元函数泰勒展开

$$\begin{array}{rl}\sin x& =x-\frac{x^3}{3!}+\frac{x^5}{5!}-\cdots \\ \cos x& =1-\frac{x^2}{2!}+\frac{x^4}{4!}+\cdots \\ \tan x& =x+\frac{x^3}{3}+\frac{x^5}{5}+\cdots \\ \arctan x& =x-\frac{x^3}{3}+\frac{x^5}{5}-\cdots \\ \ln (1+x)& =x-\frac{x^2}{2}+\frac{x^3}{3}-\cdots \\ {\text{e}}^x& =1+x+\frac{x^2}{2!}+\frac{x^3}{3!}+\cdots \\ \frac{1}{1-x}& =1+x+x^2+x^3+\cdots \\ (1+x{)}^n& =1+nx+\frac{n(n-1)}{2}{x}^2\cdots \end{array}$$

多元函数泰勒展开

$$f(\mathbf{x})=\sum _{k=0}^{\infty }\frac{1}{k!}(h_1\frac{\partial }{\partial x_1}+\cdots +h_n\frac{\partial }{\partial x_n}{)}^{k}f({\mathbf{x}}_0)$$
其中$\mathbf{h}=\mathbf{x}-{\mathbf{x}}_0$。二阶泰勒展开矢量形式
$$f(\mathbf{x})=f({\mathbf{x}}_0)+\nabla f({\mathbf{x}}_0{)}^T(\mathbf{x}-{\mathbf{x}}_0)+\frac{1}{2}(\mathbf{x}-{\mathbf{x}}_0{)}^T{\nabla }^{2}f({\mathbf{x}}_0)(\mathbf{x}-{\mathbf{x}}_0)+o(\Vert \mathbf{x}-{\mathbf{x}}_0{\Vert }^2)$$
其中$\nabla f({\mathbf{x}}_0)=\frac{\partial f(\mathbf{x})}{\partial \mathbf{x}}{|}_{\mathbf{x}={\mathbf{x}}_0}$。
三元二阶泰勒展开，令
$$\mathbf{v}=\left[\begin{array}{c}x\\ y\\ z\end{array}\right],f=f(\mathbf{v}),\frac{\partial f_0}{\partial x}=\frac{\partial f(\mathbf{v})}{\partial x}{|}_{\mathbf{v}={\mathbf{v}}_0}$$
则
$$f(\mathbf{v})=f(\left[\begin{array}{c}{x}_0\\ y_0\\ z_0\end{array}\right])+\left[\begin{array}{ccc}\frac{\partial f_0}{\partial x}& \frac{\partial f_0}{\partial y}& \frac{\partial f_0}{\partial z}\end{array}\right]\left[\begin{array}{c}{h}_x\\ h_y\\ h_z\end{array}\right]+\frac{1}{2}\left[\begin{array}{ccc}{h}_x& h_y& h_z\end{array}\right]\left[\begin{array}{ccc}\frac{{\partial }^2{f}_0}{\partial x^2}& \frac{{\partial }^2{f}_0}{\partial x\partial y}& \frac{{\partial }^2{f}_0}{\partial x\partial z}\\ \frac{{\partial }^2{f}_0}{\partial y\partial x}& \frac{{\partial }^2{f}_0}{\partial y^2}& \frac{{\partial }^2{f}_0}{\partial y\partial z}\\ \frac{{\partial }^2{f}_0}{\partial z\partial x}& \frac{{\partial }^2{f}_0}{\partial x\partial y}& \frac{{\partial }^2{f}_0}{\partial z^2}\end{array}\right]\left[\begin{array}{c}{h}_x\\ h_y\\ h_z\end{array}\right]$$
求导
$$\frac{\partial f(\mathbf{v})}{\partial \mathbf{v}}=\left[\begin{array}{c}\frac{\partial f_0}{\partial x}\\ \frac{\partial f_0}{\partial y}\\ \frac{\partial f_0}{\partial z}\end{array}\right]+\left[\begin{array}{ccc}\frac{{\partial }^2{f}_0}{\partial x^2}& \frac{{\partial }^2{f}_0}{\partial x\partial y}& \frac{{\partial }^2{f}_0}{\partial x\partial z}\\ \frac{{\partial }^2{f}_0}{\partial y\partial x}& \frac{{\partial }^2{f}_0}{\partial y^2}& \frac{{\partial }^2{f}_0}{\partial y\partial z}\\ \frac{{\partial }^2{f}_0}{\partial z\partial x}& \frac{{\partial }^2{f}_0}{\partial x\partial y}& \frac{{\partial }^2{f}_0}{\partial z^2}\end{array}\right]\left[\begin{array}{c}{h}_x\\ h_y\\ h_z\end{array}\right]$$
$$\frac{\partial f(\mathbf{v})}{\partial \mathbf{v}}=\nabla f({\mathbf{x}}_0)+{\nabla }^{2}f({\mathbf{x}}_0)(\mathbf{v}-{\mathbf{v}}_0)$$
$f(\mathbf{v})$是一个标量，而$\frac{\partial f(\mathbf{v})}{\partial \mathbf{v}}$是一个矢量。
令$\frac{\partial f(\mathbf{v})}{\partial \mathbf{v}}=0$可解得
$$\mathbf{v}-{\mathbf{v}}_0=-({\nabla }^{2}f({\mathbf{x}}_0){)}^{-1}\nabla f({\mathbf{x}}_0)$$
代入$f(\mathbf{x})$得
$$\begin{array}{rl}f(\mathbf{x})& =f({\mathbf{x}}_0)+\nabla f({\mathbf{x}}_0{)}^T(-({\nabla }^{2}f({\mathbf{x}}_0){)}^{-1}\nabla f({\mathbf{x}}_0))\\ & +\frac{1}{2}({\nabla }^{2}f({\mathbf{x}}_0){)}^{-1}\nabla f({\mathbf{x}}_0){)}^T{\nabla }^{2}f({\mathbf{x}}_0)({\nabla }^{2}f({\mathbf{x}}_0){)}^{-1}\nabla f({\mathbf{x}}_0))\\ & =f_0-(f_0^{\prime }{)}^T(f_0^{\prime \prime }{)}^{-1}{f}_0^{\prime }+\frac{1}{2}((f_0^{\prime \prime }{)}^{-1}{f}_0^{\prime }{)}^T{f}_0^{\prime \prime }((f_0^{\prime \prime }{)}^{-1}{f}_0^{\prime })\\ & =f_0-(f_0^{\prime }{)}^T(f_0^{\prime \prime }{)}^{-1}{f}_0^{\prime }+\frac{1}{2}(f_0^{\prime }{)}^T(f_0^{\prime \prime }{)}^{-1}{f}_0^{\prime }\\ & =f_0-\frac{1}{2}(f_0^{\prime }{)}^T(f_0^{\prime \prime }{)}^{-1}{f}_0^{\prime }\\ & =f({\mathbf{x}}_0)+\frac{1}{2}{\frac{\partial f({\mathbf{x}}_0)}{\partial \mathbf{x}}}^T\mathbf{h}\end{array}$$

空间解析几何

平面

$$\begin{gathered} A(x-x_0)+B(y-y_0)+C(z-z_0)=0 \\ Ax+By+Cz+D=0 \\ \frac{x}{a}+\frac{y}{b}+\frac{z}{c}=1 \\ \vec{n}=(A,B,C) \end{gathered}$$

直线

$$\begin{gathered} \frac{x-x_0}{m}=\frac{y-y_0}{n}=\frac{z-z_0}{p} \\ \vec{s}=(m,n,p) \end{gathered}$$

质心

$$\begin{array}{rl}& \bar{x}=\frac{\iint x\rho (x,y)\text{d}\sigma }{\iint \rho (x,y)\text{d}\sigma }\\ & \bar{z}=\frac{\iiint z\rho (x,y,z)\text{d}\sigma }{\iiint \rho (x,y,z)\text{d}\sigma }\end{array}$$

双曲函数

$$\begin{gathered} \cosh x=\frac{{\text{e}}^x+{\text{e}}^{-x}}{2},\sinh x=\frac{{\text{e}}^x-{\text{e}}^{-x}}{2} \\ \cosh (-x)=\cosh (x),\sinh (-x)=-\sinh (x) \\ \cosh (x+y)=\cosh x\cosh y+\sinh x\sinh y \\ \sinh (x+y)=\sinh x\cosh y+\cosh x\sinh y \\ {\cosh }^{2}x-{\sinh }^{2}x=1 \\ \cosh 2x={\cosh }^{2}x+{\sinh }^{2}x \\ \sinh 2x=2\sinh x\cosh x \\ {\cosh }^{\prime }x=\sinh x,{\sinh }^{\prime }x=\cosh x \end{gathered}$$

导数

$$(\cot x{)}^{\prime }=-\frac{1}{{\sin }^{2}x}$$

隐函数求导

$$\begin{gathered} F(x,y)=0,\frac{\text{d}y}{\text{d}x}=-\frac{F_x}{F_y} \\ F(x,y,z)=0,\frac{\partial z}{\partial x}=-\frac{F_x}{F_z},\frac{\partial z}{\partial y}=-\frac{F_y}{F_z} \end{gathered}$$

不定积分

$$\begin{array}{rl}& \int \frac{1}{\sqrt{x^2+1}}\text{d}x=\ln |x+\sqrt{x^2+1}|+C\\ & \int {\text{e}}^{ax}\cos bx\text{d}x=\frac{{\text{e}}^{ax}}{a^2+b^2}(a\cos bx+b\sin bx)+C\\ & \int {\text{e}}^{ax}\sin bx\text{d}x=\frac{{\text{e}}^{ax}}{a^2+b^2}(a\sin bx-b\cos bx)+C\\ & \int {\text{e}}^{ax}\cos bx+\text{j}{\text{e}}^{ax}\sin bx\text{d}x=\int {\text{e}}^{(a+\text{j}b)x}\text{d}x=\frac{{\text{e}}^{(a+\text{j}b)x}}{a+\text{j}b}+C\\ & \int \sec x\mathrm{d}x=\ln |\sec x+\tan x|+C\\ & \int \csc x\mathrm{d}x=\ln |\csc x-\cot x|+C\end{array}$$

不定积分列表法

$$\int x^3{\text{e}}^{2x}\text{d}x=x^3\frac{1}{2}{\text{e}}^{2x}-3x^2\frac{1}{4}{\text{e}}^{2x}+6x\frac{1}{8}{\text{e}}^{2x}-6\frac{1}{16}{\text{e}}^{2x}$$

$\frac{1}{2}{\text{e}}^{2x}$	$\frac{1}{4}{\text{e}}^{2x}$	$\frac{1}{8}{\text{e}}^{2x}$
+	-	+
$x^3$	$3x^2$	$6x$

没有初等函数的原函数

$$\begin{gathered} \int {\text{e}}^{x^2}\text{d}x\int \frac{\sin x}{x}\text{d}x\int \frac{1}{\ln x}\text{d}x\int \frac{1}{\sqrt{1+x^4}}\text{d}x\int \sqrt{1-k^2{\sin }^{2}x}\text{d}x \\ \int {\text{e}}^{\frac{1}{x}}\text{d}x \end{gathered}$$

定积分

$$\begin{array}{rl}{\int }_0^{+\infty }{\text{e}}^{-x^2}\text{d}x& \underset{t=\sqrt{x}}{\overset{x=t^2}{=}}\frac{1}{2}{\int }_0^{+\infty }\frac{{\text{e}}^{-t}}{\sqrt{t}}\text{d}t=\frac{1}{2}\Gamma (\frac{1}{2})=\frac{\sqrt{\pi }}{2}\\ {\int }_0^{+\infty }{\text{e}}^{-x^2}\text{d}x& =\sqrt{{\int }_0^{+\infty }{\int }_0^{+\infty }{\text{e}}^{-x^2-y^2}\text{d}x\text{d}y}\\ & =\sqrt{{\int }_0^{\frac{\pi }{2}}{\int }_0^{+\infty }{\text{e}}^{-r^2}r\text{d}r\text{d}\theta }\\ & =\sqrt{{\int }_0^{\frac{\pi }{2}}\frac{1}{2}\text{d}\theta }=\frac{\sqrt{\pi }}{2}\\ {\int }_0^{\frac{\pi }{2}}\sin x\text{d}x& ={\int }_0^{\frac{\pi }{2}}\sin 2x\text{d}x\\ {\int }_a^{b}f(x)\text{d}x& ={\int }_a^{b}f(a+b-x)\text{d}x\end{array}$$

$\Gamma$函数

$$\begin{array}{rl}& \Gamma (s)={\int }_0^{+\infty }{\text{e}}^{-x}{x}^{s-1}\text{d}x\\ & \Gamma (s+1)=s\Gamma (s)=s!\end{array}$$
余元公式
$$\Gamma (s)\Gamma (1-s)=\frac{\pi }{\sin \pi s}$$

罗巴切夫斯基(Lobachevsky)积分

若$f(x)$在$[0,+\infty )$有$f(\pi -x)=f(x)$以及$f(x+\pi )=f(x)$，则有
$${\int }_0^{+\infty }f(x)\frac{\sin x}{x}={\int }_0^{\frac{\pi }{2}}f(x)\text{d}x$$

微分方程

常用变量代换

$$\begin{array}{rl}& z=\frac{y}{x},z=\frac{1}{y},z=y^{\prime }\end{array}$$

二阶线性微分方程解的结构

$$\begin{array}{rl}& y^{\prime \prime }+P(x)y^{\prime }+Q(x)y=0\\ & y=C_1{y}_1(x)+C_2{y}_2(x)\\ & y^{\prime \prime }+P(x)y^{\prime }+Q(x)y=f(x)\\ & y=C_1{y}_1(x)+C_2{y}_2(x)+f^{\ast }(x)\end{array}$$

二阶常系数齐次线性微分方程

特征方程$x^2+px+q=0$，单根$r_1,r_2$，复根$r$，共轭复根$\alpha \pm \text{j}\beta$。
$$\begin{array}{rl}& y^{\prime \prime }+p{y}^{\prime }+qy=0\\ & y=C_1{\text{e}}^{r_{1}x}+C_2{\text{e}}^{r_{2}x}\\ & y=(C_1+C_{2}x){\text{e}}^{rx}\\ & y={\text{e}}^{\alpha x}(C_1\cos \beta x+C_2\sin \beta x)\end{array}$$

二阶常系数非齐次线性微分方程

$$y^{\prime \prime }+p{y}^{\prime }+qy=f(x)$$
对于微分方程
$$f(x)={\text{e}}^{\lambda x}{P}_m(x)$$
特解满足形式
$$y^{\ast }=x^k{R}_m(x){\text{e}}^{\lambda x}$$
其中$R_m(x)$是与$P_m(x)$同次的多项式，而$k$按$\lambda$不是特征方程的根、是特征方程的单根、复根，依次取0、1、2。n阶常系数非齐次线性微分方程中，$k$是$\lambda$的重复次数。
对于微分方程
$$f(x)={\text{e}}^{\lambda x}[P_l(x)\cos \omega x+Q_n(x)\sin \omega x]$$
特解满足形式
$$y^{\ast }=x^k{\text{e}}^{\lambda x}[R_m^{(1)}(x)\cos \omega x+R_m^{(2)}(x)\sin \omega x]$$
其中$R_m^{(1)}(x)$，$R_m^{(2)}(x)$是m次多项式， m = max ⁡ { l , n } m=\max\{l,n\} m=max{l,n}，$k$按$\lambda +\omega i$(或$\lambda -\omega i$)不是特征方程的根是特征方程的单根分别取0或1。

欧拉方程

令$x={\text{e}}^t$，$t=\ln x$
$$\begin{gathered} \sum _{i=1}^n{x}^i{y}^{(i)}=f(x) \\ \frac{\text{d}y}{\text{d}x}=\frac{1}{x}\frac{\text{d}y}{\text{d}t} \\ \frac{{\text{d}}^{2}y}{\text{d}{x}^2}=\frac{1}{x^2}(\frac{{\text{d}}^{2}y}{\text{d}{t}^2}-\frac{\text{d}y}{\text{d}t}) \\ \frac{{\text{d}}^{3}y}{\text{d}{x}^3}=\frac{1}{x^3}(\frac{{\text{d}}^{3}y}{\text{d}{t}^3}-3\frac{{\text{d}}^{2}y}{\text{d}{t}^2}+2\frac{\text{d}y}{\text{d}t}) \\ x{y}^{\prime }=\text{D}y \\ {x}^2{y}^{\prime \prime }=\text{D}(\text{D}-1)y \\ {x}^3{y}^{\prime \prime \prime }=\text{D}(\text{D}-1)(\text{D}-2)y \end{gathered}$$

级数

正项级数

若$a_n\le b_n$且$b_n$收敛，则$a_n$收敛。
若$a_n\ge b_n$且$b_n$发散，则$a_n$发散。
令$l=\underset{n\to \infty }{\lim }\frac{a_n}{b_n}$，
若$0<l<+\infty$，则$a_n$与$b_n$敛散性相同。
若$l=0$且$b_n$收敛，则$a_n$收敛。
若$l=+\infty$且$b_n$发散，则$a_n$发散。
令$\rho =\underset{n\to \infty }{\lim }\frac{a_{n+1}}{a_n}$，$\rho <1$时收敛，$\rho >1$时发散。
令$\rho =\sqrt[n]{a_n}$，$\rho <1$时收敛，$\rho >1$时发散。

p级数

$$1+\frac{1}{2^p}+\frac{1}{3^p}+\frac{1}{4^p}+\cdots +\frac{1}{n^p}$$
其中$p>0$，$p\le 1$时发散。

交错级数

$$\sum _{n=0}^{\infty }(-1{)}^n{u}_n$$
若$u_n\ge u_{n+1}$且$\underset{n\to \infty }{\lim }{u}_n=0$则交错级数收敛。
对于一般的级数
$$u_1+u_2+\cdots +u_n$$
如果级数$|u_n|$收敛则称$u_n$绝对收敛，如果级数$|u_n|$发散但$u_n$收敛则称$u_n$条件收敛。$u_n$绝对收敛是$u_n$收敛的充分不必要条件。

幂级数

$$\sum _{n=0}^{\infty }{a}_n{x}^n=a_0+a_{1}x+a_2{x}^2+\cdots +a_n{x}^n$$

傅里叶级数

$$\begin{array}{rl}& f(t)=\frac{a_0}{2}+\sum _{n=1}^{\infty }{a}_n\cos n\Omega t+\sum _{n=1}^{\infty }{b}_n\sin n\Omega t\\ & a_n=\frac{2}{T}{\int }_{-\frac{T}{2}}^{\frac{T}{2}}f(t)\cos n\Omega t\text{d}t\\ & b_n=\frac{2}{T}{\int }_{-\frac{T}{2}}^{\frac{T}{2}}f(t)\sin n\Omega t\text{d}t\\ & f(t)=\sum _{n=-\infty }^{\infty }{F}_n{\text{e}}^{jn\Omega t}\\ & F_n=\frac{1}{T}{\int }_{-\frac{T}{2}}^{\frac{T}{2}}f(t){\text{e}}^{-jn\Omega t}\text{d}t\end{array}$$
其中$T$为周期，$\Omega =\frac{2\pi }{T}$。