Formulario di Analisi 2

Formulario completo di Analisi Matematica 2: ODE, curve, calcolo in Rⁿ, funzioni vettoriali, integrali multipli, campi, Fourier. Tutte le formule in PDF.

Equazioni Differenziali del 1° Ordine
F(x,y,y)=0    y=f(x,y)F(x,y,y') = 0 \;\longrightarrow\; y' = f(x,y)
y(x0)=y0(problema di Cauchy)y(x_0) = y_0 \quad (\text{problema di Cauchy})
y=f(x,y)pendenza f(x,y) in ogni puntoy' = f(x,y) \Rightarrow \text{pendenza } f(x,y) \text{ in ogni punto}
dyh(y)=g(x)dx+C\int \frac{dy}{h(y)} = \int g(x)\,dx + C
h(y0)=0yy0 soluzione costanteh(y_0)=0 \Rightarrow y\equiv y_0 \text{ soluzione costante}
y=ky    y=y0ek(xx0)y' = ky \implies y = y_0\,e^{k(x-x_0)}
μ(x)=eP(x)dx\mu(x) = e^{\int P(x)\,dx}
(μy)=μQ(\mu y)' = \mu Q
y=1μ ⁣(μQdx+C)y = \frac{1}{\mu}\!\left(\int \mu Q\,dx + C\right)
z=y1nz = y^{1-n}
z+(1n)P(x)z=(1n)Q(x)z' + (1-n)P(x)\,z = (1-n)Q(x)
y=z1/(1n)y = z^{1/(1-n)}
v=yx,y=v+xvv = \frac{y}{x},\quad y' = v + x v'
xdvdx=F(v)vx\,\frac{dv}{dx} = F(v) - v
dvF(v)v=lnx+C\int \frac{dv}{F(v)-v} = \ln|x| + C
yM=xN    esatta\partial_y M = \partial_x N \;\Leftrightarrow\; \text{esatta}
Fx=M,  Fy=N    F(x,y)=CF_x = M,\; F_y = N \;\Rightarrow\; F(x,y)=C
μx=eMyNxNdx\mu_x = e^{\int \frac{M_y-N_x}{N}\,dx}
f continua soluzione (Peano)f \text{ continua} \Rightarrow \exists \text{ soluzione (Peano)}
f(x,y1)f(x,y2)Ly1y2!  (Picard)|f(x,y_1)-f(x,y_2)| \leq L|y_1-y_2| \Rightarrow \exists! \;(\text{Picard})
y=y,y(0)=0: y0 e y=x2/4y'=\sqrt{|y|},\,y(0)=0:\ y\equiv0 \text{ e } y=x^2/4
ODE del 2° Ordine e Sistemi Differenziali
ay+by+cy=f(x)a y'' + b y' + c y = f(x)
y(x0)=y0,y(x0)=y0y(x_0)=y_0,\quad y'(x_0)=y_0'
F=mx  (II legge di Newton)F = m\,x'' \;(\text{II legge di Newton})
W(y1,y2)=y1y2y1y2W(y_1,y_2) = y_1 y_2' - y_1' y_2
W0    y1,y2 indipendentiW \neq 0 \iff y_1,y_2 \text{ indipendenti}
y=C1y1+C2y2+yPy = C_1 y_1 + C_2 y_2 + y_P
aλ2+bλ+c=0,Δ=b24aca\lambda^2+b\lambda+c=0,\quad \Delta=b^2-4ac
Δ>0:  C1eλ1x+C2eλ2x\Delta>0:\; C_1e^{\lambda_1x}+C_2e^{\lambda_2x}
Δ=0:  (C1+C2x)eλx\Delta=0:\; (C_1+C_2x)e^{\lambda x}
Δ<0:  eαx(C1cosβx+C2sinβx)\Delta<0:\; e^{\alpha x}(C_1\cos\beta x+C_2\sin\beta x)
y+py+qy=ekxyP=ekxk2+pk+q  (se k2+pk+q0)y'' + py' + qy = e^{kx} \Rightarrow y_P = \tfrac{e^{kx}}{k^2+pk+q}\;(\text{se } k^2+pk+q\neq0)
risonanzamoltiplica per x\text{risonanza} \Rightarrow \text{moltiplica per } x
u1=y2faW,u2=y1faWu_1' = -\frac{y_2 f}{aW},\quad u_2' = \frac{y_1 f}{aW}
yP=u1y1+u2y2y_P = u_1 y_1 + u_2 y_2
mx+γx+kx=F0cosωtm x'' + \gamma x' + k x = F_0\cos\omega t
ω0=k/m\omega_0 = \sqrt{k/m}
xP=F02mω0tsin(ω0t)  (risonanza)x_P = \frac{F_0}{2m\omega_0}\,t\sin(\omega_0 t)\;(\text{risonanza})
x=Ax\mathbf{x}' = A\mathbf{x}
det(AλI)=λ2tr(A)λ+det(A)=0\det(A-\lambda I)=\lambda^2 - \operatorname{tr}(A)\lambda + \det(A)=0
x=C1eλ1tv1+C2eλ2tv2\mathbf{x}=C_1e^{\lambda_1 t}\mathbf{v}_1+C_2e^{\lambda_2 t}\mathbf{v}_2
τ=tr(A),δ=det(A)\tau=\operatorname{tr}(A),\quad \delta=\det(A)
stabile    τ<0 e δ>0\text{stabile} \iff \tau<0 \text{ e } \delta>0
sella    δ<0,centro    τ=0,δ>0\text{sella} \iff \delta<0,\quad \text{centro} \iff \tau=0,\delta>0
Calcolo per le Curve
r(t)=(x(t),y(t),z(t))\mathbf{r}(t)=(x(t),y(t),z(t))
T^(t)=r(t)r(t)\hat{T}(t) = \frac{\mathbf{r}'(t)}{|\mathbf{r}'(t)|}
regolare    r(t)0  t\text{regolare} \iff \mathbf{r}'(t)\neq\mathbf{0}\;\forall t
L=abx2+y2+z2dtL = \int_a^b \sqrt{x'^2+y'^2+z'^2}\,dt
ds=r(t)dtds = |\mathbf{r}'(t)|\,dt
L=αβr2+r2dθ  (polari)L = \int_\alpha^\beta \sqrt{r^2+r'^2}\,d\theta \;\text{(polari)}
κ=dT^ds=r×rr3\kappa = \left|\frac{d\hat T}{ds}\right| = \frac{|\mathbf{r}'\times\mathbf{r}''|}{|\mathbf{r}'|^3}
κ=y(1+y2)3/2\kappa = \frac{|y''|}{(1+y'^2)^{3/2}}
ρ=1κ  (raggio di curvatura)\rho = \frac{1}{\kappa}\;(\text{raggio di curvatura})
γfds=abf(r(t))r(t)dt\int_\gamma f\,ds = \int_a^b f(\mathbf{r}(t))\,|\mathbf{r}'(t)|\,dt
massa=γρds,fˉ=1Lγfds\text{massa} = \int_\gamma \rho\,ds,\quad \bar f = \frac{1}{L}\int_\gamma f\,ds
γFdr=ab(Px+Qy+Rz)dt\int_\gamma \mathbf{F}\cdot d\mathbf{r} = \int_a^b (Px'+Qy'+Rz')\,dt
γFdr=γFdr\int_{-\gamma} \mathbf{F}\cdot d\mathbf{r} = -\int_{\gamma} \mathbf{F}\cdot d\mathbf{r}
F=U    γFdr=U(B)U(A)\mathbf{F}=\nabla U \implies \int_\gamma \mathbf{F}\cdot d\mathbf{r} = U(B)-U(A)
γFdr=0  (campo conservativo)\oint_\gamma \mathbf{F}\cdot d\mathbf{r} = 0 \;(\text{campo conservativo})
yP=xQ  (in dominio semplicemente connesso)\partial_y P = \partial_x Q \;(\text{in dominio semplicemente connesso})
x=rcosθ,y=rsinθx=r\cos\theta,\quad y=r\sin\theta
A=12αβr2dθA = \tfrac12\int_\alpha^\beta r^2\,d\theta
r=a(1+cosθ)  (cardioide)r=a(1+\cos\theta)\;(\text{cardioide})
N^=T^/T^,B^=T^×N^\hat N = \hat T'/|\hat T'|,\quad \hat B=\hat T\times\hat N
T^=κN^,  B^=τN^\hat T'=\kappa\hat N,\;\hat B'=-\tau\hat N
τ=0    curva piana\tau=0 \iff \text{curva piana}
Calcolo Differenziale in ℝⁿ
f:R2R,(x,y)f(x,y)f:\mathbb{R}^2\to\mathbb{R},\quad (x,y)\mapsto f(x,y)
Lc={xRn:f(x)=c}L_c = \{\mathbf{x}\in\mathbb{R}^n : f(\mathbf{x})=c\}
ε>0  δ>0:  xx0<δ    f(x)L<ε\forall\varepsilon>0\;\exists\delta>0:\; |\mathbf{x}-\mathbf{x}_0|<\delta \implies |f(\mathbf{x})-L|<\varepsilon
limiti diversi su due camminilim\text{limiti diversi su due cammini} \Rightarrow \nexists\lim
xf=limh0f(x0+h,y0)f(x0,y0)h\partial_x f = \lim_{h\to0}\frac{f(x_0+h,y_0)-f(x_0,y_0)}{h}
f(x0+h)=f(x0)+fh+o(h)f(\mathbf{x}_0+\mathbf{h})=f(\mathbf{x}_0)+\nabla f\cdot\mathbf{h}+o(|\mathbf{h}|)
fC1f differenziabilef continuaf\in C^1 \Rightarrow f \text{ differenziabile} \Rightarrow f \text{ continua}
f=(xf,yf)\nabla f = (\partial_x f,\,\partial_y f)
Dv^f=fv^fD_{\hat v}f = \nabla f\cdot\hat v \leq |\nabla f|
fLc  (curve di livello)\nabla f \perp L_c \;(\text{curve di livello})
z=f0+fx(xx0)+fy(yy0)z = f_0+f_x(x-x_0)+f_y(y-y_0)
f(x0+h)f0+fh+12hTHfhf(\mathbf{x}_0+\mathbf{h})\approx f_0+\nabla f\cdot\mathbf{h}+\tfrac12\mathbf{h}^T H_f\,\mathbf{h}
f(x0)=0  (punto critico)\nabla f(\mathbf{x}_0)=\mathbf{0}\;(\text{punto critico})
Hf=(fxxfxyfyxfyy),detHf=fxxfyyfxy2H_f = \begin{pmatrix}f_{xx}&f_{xy}\\f_{yx}&f_{yy}\end{pmatrix},\quad \det H_f=f_{xx}f_{yy}-f_{xy}^2
detH>0,fxx>0min;  detH<0sella\det H>0,\,f_{xx}>0 \Rightarrow \text{min};\;\det H<0\Rightarrow\text{sella}
ddtf(r(t))=fr(t)\frac{d}{dt}f(\mathbf{r}(t)) = \nabla f\cdot\mathbf{r}'(t)
Fx+Fyφ=0φ(x)=FxFyF_x + F_y\,\varphi' = 0 \Rightarrow \varphi'(x) = -\frac{F_x}{F_y}
f=λg,g(x,y)=0\nabla f = \lambda\nabla g,\quad g(x,y)=0
{fx=λgxfy=λgyg=0\begin{cases}f_x=\lambda g_x\\ f_y=\lambda g_y\\ g=0\end{cases}
Funzioni Vettoriali e Varietà
f:RnRm,f=(f1,,fm)f:\mathbb{R}^n\to\mathbb{R}^m,\quad f=(f_1,\dots,f_m)
r(u,v):R2R3  (superficie)\mathbf{r}(u,v):\mathbb{R}^2\to\mathbb{R}^3\;(\text{superficie})
Jf=(1f1nf11fmnfm)J_f = \begin{pmatrix}\partial_1 f_1&\cdots&\partial_n f_1\\\vdots&&\vdots\\\partial_1 f_m&\cdots&\partial_n f_m\end{pmatrix}
f(x0+h)f(x0)+Jfhf(\mathbf{x}_0+\mathbf{h})\approx f(\mathbf{x}_0)+J_f\,\mathbf{h}
detJf=fattore di dilatazione dei volumi|\det J_f| = \text{fattore di dilatazione dei volumi}
Jfg(x)=Jf(g(x))Jg(x)J_{f\circ g}(\mathbf{x}) = J_f(g(\mathbf{x}))\cdot J_g(\mathbf{x})
(m×n)(n×p)=m×p(m\times n)\cdot(n\times p) = m\times p
detJf(x0)0    f localmente invertibile\det J_f(\mathbf{x}_0)\neq0 \implies f \text{ localmente invertibile}
Jf1=[Jf]1J_{f^{-1}}=[J_f]^{-1}
det ⁣(F/y)0y=g(x)\det\!\left(\partial F/\partial\mathbf{y}\right)\neq0 \Rightarrow \mathbf{y}=\mathbf{g}(\mathbf{x})
Jg= ⁣(Fy)1 ⁣FxJ_g = -\!\left(\frac{\partial F}{\partial\mathbf{y}}\right)^{-1}\!\frac{\partial F}{\partial\mathbf{x}}
n=ru×rv\mathbf{n} = \mathbf{r}_u\times\mathbf{r}_v
dS=ru×rvdudvdS = |\mathbf{r}_u\times\mathbf{r}_v|\,du\,dv
A=Dru×rvdudvA = \iint_D|\mathbf{r}_u\times\mathbf{r}_v|\,du\,dv
f=λg,g=0\nabla f = \lambda\nabla g,\quad g=0
f=i=1kλigi,g1==gk=0\nabla f = \sum_{i=1}^k\lambda_i\nabla g_i,\quad g_1=\cdots=g_k=0
T(D)fdxdy=Df(T)detJTdudv\iint_{T(D)} f\,dx\,dy = \iint_D f(T)\,|\det J_T|\,du\,dv
dxdy=rdrdθ  (polari)dx\,dy = r\,dr\,d\theta\;(\text{polari})
dV=ρ2sinϕdρdϕdθ  (sferiche)dV = \rho^2\sin\phi\,d\rho\,d\phi\,d\theta\;(\text{sferiche})
Integrali Multipli
DfdA=limΔA0if(xi,yi)ΔA\iint_D f\,dA = \lim_{\Delta A\to0}\sum_i f(x_i,y_i)\,\Delta A
D1dA=area(D)\iint_D 1\,dA = \text{area}(D)
RfdA=ab ⁣cdfdydx=cd ⁣abfdxdy\iint_R f\,dA = \int_a^b\!\int_c^d f\,dy\,dx = \int_c^d\!\int_a^b f\,dx\,dy
f continuaordine scambiabilef \text{ continua} \Rightarrow \text{ordine scambiabile}
Dy-norm={axb, g1(x)yg2(x)}D_{y\text{-norm}}=\{a\le x\le b,\ g_1(x)\le y\le g_2(x)\}
Df=ab ⁣g1(x)g2(x)fdydx\iint_D f = \int_a^b\!\int_{g_1(x)}^{g_2(x)} f\,dy\,dx
x=rcosθ, y=rsinθ,dA=rdrdθx=r\cos\theta,\ y=r\sin\theta,\quad dA = r\,dr\,d\theta
DfdA=αβ ⁣0R(θ)frdrdθ\iint_D f\,dA = \int_\alpha^\beta\!\int_0^{R(\theta)} f\,r\,dr\,d\theta
VfdV=ab ⁣g1g2 ⁣h1h2fdzdydx\iiint_V f\,dV = \int_a^b\!\int_{g_1}^{g_2}\!\int_{h_1}^{h_2} f\,dz\,dy\,dx
V1dV=volume(V)\iiint_V 1\,dV = \text{volume}(V)
dVcil=rdrdθdzdV_{\text{cil}} = r\,dr\,d\theta\,dz
dVsfer=ρ2sinϕdρdϕdθdV_{\text{sfer}} = \rho^2\sin\phi\,d\rho\,d\phi\,d\theta
x2+y2+z2=ρ2x^2+y^2+z^2 = \rho^2
Dfdxdy=Df(Φ)detJΦdudv\iint_D f\,dx\,dy = \iint_{D^*} f(\Phi)\,|\det J_\Phi|\,du\,dv
JΦ=(x,y)(u,v)J_\Phi = \frac{\partial(x,y)}{\partial(u,v)}
m=VρdVm = \iiint_V \rho\,dV
xˉ=1mVxρdV\bar x = \frac{1}{m}\iiint_V x\,\rho\,dV
Iz=V(x2+y2)ρdVI_z = \iiint_V (x^2+y^2)\,\rho\,dV
Campi Vettoriali e Teoremi Integrali
F:RnRn,xF(x)\mathbf{F}:\mathbb{R}^n\to\mathbb{R}^n,\quad \mathbf{x}\mapsto\mathbf{F}(\mathbf{x})
r(t)=F(r(t))  (linee di flusso)\mathbf{r}'(t) = \mathbf{F}(\mathbf{r}(t))\;(\text{linee di flusso})
F=xP+yQ+zR\nabla\cdot\mathbf{F} = \partial_x P+\partial_y Q+\partial_z R
×F=(RyQz,  PzRx,  QxPy)\nabla\times\mathbf{F} = (R_y-Q_z,\;P_z-R_x,\;Q_x-P_y)
F>0:sorgente,  <0:pozzo\nabla\cdot\mathbf{F}>0:\text{sorgente},\;<0:\text{pozzo}
F=U    ×F=0  (dominio s.c.)\mathbf{F}=\nabla U \iff \nabla\times\mathbf{F}=\mathbf{0}\;(\text{dominio s.c.})
×(U)=0\nabla\times(\nabla U)=\mathbf{0}
γFdr=0 su ogni curva chiusa\oint_\gamma\mathbf{F}\cdot d\mathbf{r}=0 \text{ su ogni curva chiusa}
Φ=ΣFn^dS\Phi = \iint_\Sigma\mathbf{F}\cdot\hat n\,dS
=DF(ru×rv)dudv= \iint_D\mathbf{F}\cdot(\mathbf{r}_u\times\mathbf{r}_v)\,du\,dv
D(Pdx+Qdy)=D(QxPy)dA\oint_{\partial D}(P\,dx+Q\,dy) = \iint_D(Q_x-P_y)\,dA
A=12D(xdyydx)A = \tfrac12\oint_{\partial D}(x\,dy-y\,dx)
VFdS=V(F)dV\oiint_{\partial V}\mathbf{F}\cdot d\mathbf{S} = \iiint_V(\nabla\cdot\mathbf{F})\,dV
E=ρ/ε0  (Gauss)\nabla\cdot\mathbf{E} = \rho/\varepsilon_0\;(\text{Gauss})
ΣFdr=Σ(×F)dS\oint_{\partial\Sigma}\mathbf{F}\cdot d\mathbf{r} = \iint_\Sigma(\nabla\times\mathbf{F})\cdot d\mathbf{S}
Bdr=μ0I  (Ampeˋre)\oint\mathbf{B}\cdot d\mathbf{r}=\mu_0 I\;(\text{Ampère})
(×F)=0\nabla\cdot(\nabla\times\mathbf{F})=0
Ωdω=Ωω  (Stokes generale)\int_\Omega d\omega=\int_{\partial\Omega}\omega\;(\text{Stokes generale})
Serie di Potenze, Fourier e Trasformate
liman+1/an=L<1    conv. assoluta\lim|a_{n+1}/a_n| = L < 1 \implies \text{conv. assoluta}
lim supann=L<1    conv. assoluta\limsup\sqrt[n]{|a_n|} = L < 1 \implies \text{conv. assoluta}
(1)nbn,  bn0    converge (Leibniz)\sum(-1)^n b_n,\; b_n\searrow0 \implies \text{converge (Leibniz)}
n=11/np converge     p>1\sum_{n=1}^\infty 1/n^p \text{ converge } \iff p>1
R=1/lim supcnnR = 1/\limsup\sqrt[n]{|c_n|}
xx0<R    conv. assoluta|x-x_0|<R \implies \text{conv. assoluta}
f(x)=ncn(xx0)n1  (stesso R)f'(x) = \sum n c_n (x-x_0)^{n-1} \;(\text{stesso }R)
f(x)=n=0f(n)(x0)n!(xx0)nf(x)=\sum_{n=0}^\infty\frac{f^{(n)}(x_0)}{n!}(x-x_0)^n
ex=xn/n!,  sinx=(1)nx2n+1/(2n+1)!e^x = \sum x^n/n!,\; \sin x = \sum(-1)^n x^{2n+1}/(2n+1)!
ln(1+x)=(1)n1xn/n,  x1\ln(1+x)=\sum(-1)^{n-1}x^n/n,\; |x|\leq1
(αn)=α(α1)(αn+1)n!\binom{\alpha}{n} = \frac{\alpha(\alpha-1)\cdots(\alpha-n+1)}{n!}
f(x)a02+n=1(ancosnπxL+bnsinnπxL)f(x)\sim\frac{a_0}{2}+\sum_{n=1}^\infty\big(a_n\cos\frac{n\pi x}{L}+b_n\sin\frac{n\pi x}{L}\big)
an=1LLLf(x)cosnπxLdx,  bn=1LLLf(x)sinnπxLdxa_n=\frac1L\int_{-L}^{L}f(x)\cos\frac{n\pi x}{L}\,dx,\; b_n=\frac1L\int_{-L}^{L}f(x)\sin\frac{n\pi x}{L}\,dx
cn=12LLLf(x)einπx/Ldxc_n = \frac1{2L}\int_{-L}^{L} f(x)e^{-i n\pi x/L}\,dx
f paribn=0,f disparian=0f\text{ pari}\Rightarrow b_n=0,\quad f\text{ dispari}\Rightarrow a_n=0
f(x±)=limh0+f(x±h)f(x^\pm)=\lim_{h\to0^+}f(x\pm h)
Dirichlet: f(x+)+f(x)2 nelle discontinuitaˋ\text{Dirichlet: } \frac{f(x^+)+f(x^-)}{2} \text{ nelle discontinuità}
Parseval: 12LLLf2=cn2\text{Parseval: } \frac1{2L}\int_{-L}^{L}|f|^2 = \sum_{-\infty}^{\infty}|c_n|^2
f^(ξ)=f(x)e2πiξxdx\hat f(\xi)=\int_{-\infty}^{\infty} f(x)e^{-2\pi i\xi x}\,dx
f(x)=f^(ξ)e2πiξxdξf(x)=\int_{-\infty}^{\infty} \hat f(\xi)e^{2\pi i\xi x}\,d\xi
f^=2πiξf^,fg^=f^g^\widehat{f'}=2\pi i\xi\,\hat f,\quad \widehat{f*g}=\hat f\,\hat g
F(s)=0f(t)estdtF(s)=\int_0^\infty f(t)e^{-st}\,dt
L{f}=sF(s)f(0),  L{f}=s2F(s)sf(0)f(0)\mathcal{L}\{f'\}=sF(s)-f(0),\; \mathcal{L}\{f''\}=s^2F(s)-s f(0)-f'(0)
L{eat}=1/(sa),  L{sinωt}=ω/(s2+ω2)\mathcal{L}\{e^{at}\}=1/(s-a),\; \mathcal{L}\{\sin\omega t\}=\omega/(s^2+\omega^2)
L{y(n)}=snY(s)sn1y(0)y(n1)(0)\mathcal{L}\{y^{(n)}\} = s^nY(s) - s^{n-1}y(0) - \dots - y^{(n-1)}(0)
limtf(t)=lims0sF(s)  (valore finale)\lim_{t\to\infty} f(t) = \lim_{s\to0} sF(s) \;(\text{valore finale})
H(s)=Y(s)/U(s)  (funzione di trasferimento)H(s) = Y(s)/U(s) \;(\text{funzione di trasferimento})