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目录

一、单变量微积分 (Calculus I & II)

1.1 极限与连续性

极限定义limxaf(x)=L    ϵ>0,δ>0:0<xa<δf(x)L<ϵ\lim_{x \to a} f(x) = L \iff \forall \epsilon > 0, \exists \delta > 0: 0 < |x - a| < \delta \Rightarrow |f(x) - L| < \epsilon

重要极限limx0sinxx=1\lim_{x \to 0} \frac{\sin x}{x} = 1

limx01cosxx=0\lim_{x \to 0} \frac{1 - \cos x}{x} = 0

limx(1+1x)x=e\lim_{x \to \infty} \left(1 + \frac{1}{x}\right)^x = e

limx0(1+x)1x=e\lim_{x \to 0} (1 + x)^{\frac{1}{x}} = e

连续性定义limxaf(x)=f(a)\lim_{x \to a} f(x) = f(a)

中值定理f(b)f(a)=f(c)(ba),c(a,b)f(b) - f(a) = f'(c)(b - a), \quad c \in (a, b)

1.2 导数

导数定义f(x)=limh0f(x+h)f(x)hf'(x) = \lim_{h \to 0} \frac{f(x+h) - f(x)}{h}

基本导数公式ddx(xn)=nxn1\frac{d}{dx}(x^n) = nx^{n-1}

ddx(ex)=ex\frac{d}{dx}(e^x) = e^x

ddx(ax)=axlna\frac{d}{dx}(a^x) = a^x \ln a

ddx(lnx)=1x\frac{d}{dx}(\ln x) = \frac{1}{x}

ddx(logax)=1xlna\frac{d}{dx}(\log_a x) = \frac{1}{x \ln a}

三角函数导数ddx(sinx)=cosx\frac{d}{dx}(\sin x) = \cos x

ddx(cosx)=sinx\frac{d}{dx}(\cos x) = -\sin x

ddx(tanx)=sec2x\frac{d}{dx}(\tan x) = \sec^2 x

ddx(cotx)=csc2x\frac{d}{dx}(\cot x) = -\csc^2 x

ddx(secx)=secxtanx\frac{d}{dx}(\sec x) = \sec x \tan x

ddx(cscx)=cscxcotx\frac{d}{dx}(\csc x) = -\csc x \cot x

反三角函数导数ddx(arcsinx)=11x2\frac{d}{dx}(\arcsin x) = \frac{1}{\sqrt{1-x^2}}

ddx(arccosx)=11x2\frac{d}{dx}(\arccos x) = -\frac{1}{\sqrt{1-x^2}}

ddx(arctanx)=11+x2\frac{d}{dx}(\arctan x) = \frac{1}{1+x^2}

求导法则

链式法则: ddx[f(g(x))]=f(g(x))g(x)\frac{d}{dx}[f(g(x))] = f'(g(x)) \cdot g'(x)

乘积法则: ddx[f(x)g(x)]=f(x)g(x)+f(x)g(x)\frac{d}{dx}[f(x)g(x)] = f'(x)g(x) + f(x)g'(x)

商法则: ddx[f(x)g(x)]=f(x)g(x)f(x)g(x)[g(x)]2\frac{d}{dx}\left[\frac{f(x)}{g(x)}\right] = \frac{f'(x)g(x) - f(x)g'(x)}{[g(x)]^2}

1.3 积分

不定积分基本公式xndx=xn+1n+1+C(n1)\int x^n dx = \frac{x^{n+1}}{n+1} + C \quad (n \neq -1)

1xdx=lnx+C\int \frac{1}{x} dx = \ln|x| + C

exdx=ex+C\int e^x dx = e^x + C

axdx=axlna+C\int a^x dx = \frac{a^x}{\ln a} + C

三角函数积分sinxdx=cosx+C\int \sin x dx = -\cos x + C

cosxdx=sinx+C\int \cos x dx = \sin x + C

tanxdx=lncosx+C=lnsecx+C\int \tan x dx = -\ln|\cos x| + C = \ln|\sec x| + C

sec2xdx=tanx+C\int \sec^2 x dx = \tan x + C

csc2xdx=cotx+C\int \csc^2 x dx = -\cot x + C

secxtanxdx=secx+C\int \sec x \tan x dx = \sec x + C

定积分基本定理(牛顿-莱布尼茨公式): abf(x)dx=F(b)F(a)\int_a^b f(x) dx = F(b) - F(a)

分部积分udv=uvvdu\int u dv = uv - \int v du

换元积分法f(g(x))g(x)dx=f(u)du,u=g(x)\int f(g(x))g'(x) dx = \int f(u) du, \quad u = g(x)

反常积分af(x)dx=limbabf(x)dx\int_a^{\infty} f(x) dx = \lim_{b \to \infty} \int_a^b f(x) dx

1.4 级数

几何级数n=0arn=a1r,r<1\sum_{n=0}^{\infty} ar^n = \frac{a}{1-r}, \quad |r| < 1

调和级数(发散): n=11n=\sum_{n=1}^{\infty} \frac{1}{n} = \infty

p-级数n=11np{收敛,p>1发散,p1\sum_{n=1}^{\infty} \frac{1}{n^p} \begin{cases} \text{收敛}, & p > 1 \\ \text{发散}, & p \leq 1 \end{cases}

泰勒级数f(x)=n=0f(n)(a)n!(xa)nf(x) = \sum_{n=0}^{\infty} \frac{f^{(n)}(a)}{n!}(x-a)^n

麦克劳林级数a=0a = 0): ex=n=0xnn!=1+x+x22!+x33!+e^x = \sum_{n=0}^{\infty} \frac{x^n}{n!} = 1 + x + \frac{x^2}{2!} + \frac{x^3}{3!} + \cdots

sinx=n=0(1)nx2n+1(2n+1)!=xx33!+x55!\sin x = \sum_{n=0}^{\infty} \frac{(-1)^n x^{2n+1}}{(2n+1)!} = x - \frac{x^3}{3!} + \frac{x^5}{5!} - \cdots

cosx=n=0(1)nx2n(2n)!=1x22!+x44!\cos x = \sum_{n=0}^{\infty} \frac{(-1)^n x^{2n}}{(2n)!} = 1 - \frac{x^2}{2!} + \frac{x^4}{4!} - \cdots

ln(1+x)=n=1(1)n+1xnn=xx22+x33,x<1\ln(1+x) = \sum_{n=1}^{\infty} \frac{(-1)^{n+1}x^n}{n} = x - \frac{x^2}{2} + \frac{x^3}{3} - \cdots, \quad |x| < 1

(1+x)α=n=0(αn)xn,x<1(1+x)^{\alpha} = \sum_{n=0}^{\infty} \binom{\alpha}{n} x^n, \quad |x| < 1

收敛性判别

比值判别法: limnan+1an=L{<1,收敛>1,发散=1,不确定\lim_{n \to \infty} \left|\frac{a_{n+1}}{a_n}\right| = L \begin{cases} < 1, & \text{收敛} \\ > 1, & \text{发散} \\ = 1, & \text{不确定} \end{cases}

根值判别法: limnann=L{<1,收敛>1,发散\lim_{n \to \infty} \sqrt[n]{|a_n|} = L \begin{cases} < 1, & \text{收敛} \\ > 1, & \text{发散} \end{cases}


二、多变量微积分 (Calculus III)

2.1 偏导数

偏导数定义fx=limh0f(x+h,y)f(x,y)h\frac{\partial f}{\partial x} = \lim_{h \to 0} \frac{f(x+h, y) - f(x, y)}{h}

全微分df=fxdx+fydydf = \frac{\partial f}{\partial x}dx + \frac{\partial f}{\partial y}dy

链式法则dzdt=zxdxdt+zydydt\frac{dz}{dt} = \frac{\partial z}{\partial x}\frac{dx}{dt} + \frac{\partial z}{\partial y}\frac{dy}{dt}

方向导数Duf=fu=fxcosθ+fysinθD_{\vec{u}}f = \nabla f \cdot \vec{u} = \frac{\partial f}{\partial x}\cos\theta + \frac{\partial f}{\partial y}\sin\theta

梯度f=(fx,fy,fz)\nabla f = \left(\frac{\partial f}{\partial x}, \frac{\partial f}{\partial y}, \frac{\partial f}{\partial z}\right)

散度F=F1x+F2y+F3z\nabla \cdot \vec{F} = \frac{\partial F_1}{\partial x} + \frac{\partial F_2}{\partial y} + \frac{\partial F_3}{\partial z}

旋度×F=ijkxyzF1F2F3\nabla \times \vec{F} = \begin{vmatrix} \vec{i} & \vec{j} & \vec{k} \\ \frac{\partial}{\partial x} & \frac{\partial}{\partial y} & \frac{\partial}{\partial z} \\ F_1 & F_2 & F_3 \end{vmatrix}

拉普拉斯算子2f=Δf=2fx2+2fy2+2fz2\nabla^2 f = \Delta f = \frac{\partial^2 f}{\partial x^2} + \frac{\partial^2 f}{\partial y^2} + \frac{\partial^2 f}{\partial z^2}

2.2 多重积分

二重积分Df(x,y)dA=abg1(x)g2(x)f(x,y)dydx\iint_D f(x,y) \, dA = \int_a^b \int_{g_1(x)}^{g_2(x)} f(x,y) \, dy \, dx

极坐标下的二重积分Df(x,y)dA=αβr1(θ)r2(θ)f(rcosθ,rsinθ)rdrdθ\iint_D f(x,y) \, dA = \int_{\alpha}^{\beta} \int_{r_1(\theta)}^{r_2(\theta)} f(r\cos\theta, r\sin\theta) \, r \, dr \, d\theta

三重积分Vf(x,y,z)dV\iiint_V f(x,y,z) \, dV

柱坐标x=rcosθ,y=rsinθ,z=zx = r\cos\theta, \quad y = r\sin\theta, \quad z = z dV=rdrdθdzdV = r \, dr \, d\theta \, dz

球坐标x=ρsinϕcosθ,y=ρsinϕsinθ,z=ρcosϕx = \rho\sin\phi\cos\theta, \quad y = \rho\sin\phi\sin\theta, \quad z = \rho\cos\phi dV=ρ2sinϕdρdϕdθdV = \rho^2 \sin\phi \, d\rho \, d\phi \, d\theta

2.3 向量微积分

线积分(第一类): Cf(x,y)ds=abf(x(t),y(t))(dxdt)2+(dydt)2dt\int_C f(x,y) \, ds = \int_a^b f(x(t), y(t)) \sqrt{\left(\frac{dx}{dt}\right)^2 + \left(\frac{dy}{dt}\right)^2} \, dt

线积分(第二类): CFdr=abF(r(t))r(t)dt\int_C \vec{F} \cdot d\vec{r} = \int_a^b \vec{F}(\vec{r}(t)) \cdot \vec{r}'(t) \, dt

格林公式(平面): C(Pdx+Qdy)=D(QxPy)dA\oint_C (P dx + Q dy) = \iint_D \left(\frac{\partial Q}{\partial x} - \frac{\partial P}{\partial y}\right) dA

高斯散度定理V(F)dV=SFndS\iiint_V (\nabla \cdot \vec{F}) \, dV = \iint_S \vec{F} \cdot \vec{n} \, dS

斯托克斯定理CFdr=S(×F)ndS\int_C \vec{F} \cdot d\vec{r} = \iint_S (\nabla \times \vec{F}) \cdot \vec{n} \, dS

保守场条件Py=Qx(2D)\frac{\partial P}{\partial y} = \frac{\partial Q}{\partial x} \quad \text{(2D)} ×F=0(3D)\nabla \times \vec{F} = \vec{0} \quad \text{(3D)}


三、线性代数 (Linear Algebra)

3.1 矩阵运算

矩阵乘法(AB)ij=k=1naikbkj(AB)_{ij} = \sum_{k=1}^{n} a_{ik}b_{kj}

矩阵转置性质(AB)T=BTAT(AB)^T = B^T A^T

矩阵的迹tr(A)=i=1naii\text{tr}(A) = \sum_{i=1}^{n} a_{ii}

tr(AB)=tr(BA)\text{tr}(AB) = \text{tr}(BA)

3.2 行列式

2×2 矩阵行列式det(A)=abcd=adbc\det(A) = \begin{vmatrix} a & b \\ c & d \end{vmatrix} = ad - bc

3×3 矩阵行列式det(A)=a11a12a13a21a22a23a31a32a33\det(A) = \begin{vmatrix} a_{11} & a_{12} & a_{13} \\ a_{21} & a_{22} & a_{23} \\ a_{31} & a_{32} & a_{33} \end{vmatrix} =a11(a22a33a23a32)a12(a21a33a23a31)+a13(a21a32a22a31)= a_{11}(a_{22}a_{33} - a_{23}a_{32}) - a_{12}(a_{21}a_{33} - a_{23}a_{31}) + a_{13}(a_{21}a_{32} - a_{22}a_{31})

行列式性质det(AB)=det(A)det(B)\det(AB) = \det(A)\det(B)

det(AT)=det(A)\det(A^T) = \det(A)

det(A1)=1det(A)\det(A^{-1}) = \frac{1}{\det(A)}

det(kA)=kndet(A)(n 为矩阵阶数)\det(kA) = k^n\det(A) \quad \text{($n$ 为矩阵阶数)}

3.3 特征值与特征向量

特征方程Av=λvA\vec{v} = \lambda \vec{v}

det(AλI)=0\det(A - \lambda I) = 0

特征多项式p(λ)=det(λIA)p(\lambda) = \det(\lambda I - A)

迹与特征值的关系tr(A)=i=1nλi\text{tr}(A) = \sum_{i=1}^{n} \lambda_i

det(A)=i=1nλi\det(A) = \prod_{i=1}^{n} \lambda_i

对角化A=PDP1A = PDP^{-1} 其中 DD 是对角矩阵,PP 的列是特征向量

3.4 向量空间

内积(点积): u,v=uv=i=1nuivi\langle \vec{u}, \vec{v} \rangle = \vec{u} \cdot \vec{v} = \sum_{i=1}^{n} u_i v_i

向量的范数v=vv=i=1nvi2\|\vec{v}\| = \sqrt{\vec{v} \cdot \vec{v}} = \sqrt{\sum_{i=1}^{n} v_i^2}

柯西-施瓦茨不等式u,vuv|\langle \vec{u}, \vec{v} \rangle| \leq \|\vec{u}\| \|\vec{v}\|

正交性uv    u,v=0\vec{u} \perp \vec{v} \iff \langle \vec{u}, \vec{v} \rangle = 0

投影projvu=u,vv,vv\text{proj}_{\vec{v}}\vec{u} = \frac{\langle \vec{u}, \vec{v} \rangle}{\langle \vec{v}, \vec{v} \rangle}\vec{v}

格拉姆-施密特正交化v1=u1\vec{v}_1 = \vec{u}_1 vk=ukj=1k1uk,vjvj,vjvj\vec{v}_k = \vec{u}_k - \sum_{j=1}^{k-1} \frac{\langle \vec{u}_k, \vec{v}_j \rangle}{\langle \vec{v}_j, \vec{v}_j \rangle}\vec{v}_j

3.5 矩阵分解

LU 分解A=LUA = LU 其中 LL 是下三角矩阵,UU 是上三角矩阵

QR 分解A=QRA = QR 其中 QQ 是正交矩阵,RR 是上三角矩阵

奇异值分解 (SVD)A=UΣVTA = U\Sigma V^T 其中 U,VU, V 是正交矩阵,Σ\Sigma 是对角矩阵

谱分解(对称矩阵): A=QΛQTA = Q\Lambda Q^T


四、常微分方程 (Ordinary Differential Equations)

4.1 一阶微分方程

可分离变量dydx=g(x)h(y)dyh(y)=g(x)dx\frac{dy}{dx} = g(x)h(y) \Rightarrow \int \frac{dy}{h(y)} = \int g(x) dx

一阶线性微分方程dydx+P(x)y=Q(x)\frac{dy}{dx} + P(x)y = Q(x)

解的公式: y=eP(x)dx[Q(x)eP(x)dxdx+C]y = e^{-\int P(x)dx}\left[\int Q(x)e^{\int P(x)dx}dx + C\right]

积分因子: μ(x)=eP(x)dx\mu(x) = e^{\int P(x)dx}

伯努利方程dydx+P(x)y=Q(x)yn\frac{dy}{dx} + P(x)y = Q(x)y^n

代换 v=y1nv = y^{1-n} 转化为线性方程

恰当方程M(x,y)dx+N(x,y)dy=0M(x,y)dx + N(x,y)dy = 0

恰当条件: My=Nx\frac{\partial M}{\partial y} = \frac{\partial N}{\partial x}

4.2 高阶线性微分方程

二阶齐次线性微分方程ay+by+cy=0ay'' + by' + cy = 0

特征方程: ar2+br+c=0ar^2 + br + c = 0

解的形式:

  • 两个不同实根 r1,r2r_1, r_2y=C1er1x+C2er2xy = C_1e^{r_1x} + C_2e^{r_2x}
  • 重根 rry=(C1+C2x)erxy = (C_1 + C_2x)e^{rx}
  • 复根 α±βi\alpha \pm \beta iy=eαx(C1cosβx+C2sinβx)y = e^{\alpha x}(C_1\cos\beta x + C_2\sin\beta x)

二阶非齐次线性微分方程ay+by+cy=f(x)ay'' + by' + cy = f(x)

通解: y=yh+ypy = y_h + y_p

参数变易法yp=u1(x)y1(x)+u2(x)y2(x)y_p = u_1(x)y_1(x) + u_2(x)y_2(x)

常系数非齐次方程特解形式

  • f(x)=eαxf(x) = e^{\alpha x}:特解 yp=Aeαxy_p = Ae^{\alpha x}
  • f(x)=cosβxf(x) = \cos\beta xsinβx\sin\beta x:特解 yp=Acosβx+Bsinβxy_p = A\cos\beta x + B\sin\beta x
  • f(x)=Pn(x)f(x) = P_n(x):特解 yp=Qn(x)y_p = Q_n(x)(同次多项式)

4.3 拉普拉斯变换

定义L{f(t)}=F(s)=0estf(t)dt\mathcal{L}\{f(t)\} = F(s) = \int_0^{\infty} e^{-st}f(t) dt

基本变换L{1}=1s\mathcal{L}\{1\} = \frac{1}{s}

L{tn}=n!sn+1\mathcal{L}\{t^n\} = \frac{n!}{s^{n+1}}

L{eat}=1sa\mathcal{L}\{e^{at}\} = \frac{1}{s-a}

L{sin(at)}=as2+a2\mathcal{L}\{\sin(at)\} = \frac{a}{s^2 + a^2}

L{cos(at)}=ss2+a2\mathcal{L}\{\cos(at)\} = \frac{s}{s^2 + a^2}

导数的拉普拉斯变换L{f(t)}=sF(s)f(0)\mathcal{L}\{f'(t)\} = sF(s) - f(0)

L{f(t)}=s2F(s)sf(0)f(0)\mathcal{L}\{f''(t)\} = s^2F(s) - sf(0) - f'(0)

卷积定理L{fg}=F(s)G(s)\mathcal{L}\{f * g\} = F(s)G(s)

4.4 级数解法

幂级数解y=n=0anxny = \sum_{n=0}^{\infty} a_n x^n

弗罗贝尼乌斯方法y=n=0anxn+ry = \sum_{n=0}^{\infty} a_n x^{n+r}


五、偏微分方程 (Partial Differential Equations)

5.1 经典偏微分方程

热传导方程(抛物型): ut=α22ux2\frac{\partial u}{\partial t} = \alpha^2 \frac{\partial^2 u}{\partial x^2}

波动方程(双曲型): 2ut2=c22ux2\frac{\partial^2 u}{\partial t^2} = c^2 \frac{\partial^2 u}{\partial x^2}

拉普拉斯方程(椭圆型): 2u=2ux2+2uy2=0\nabla^2 u = \frac{\partial^2 u}{\partial x^2} + \frac{\partial^2 u}{\partial y^2} = 0

泊松方程2u=f\nabla^2 u = f

5.2 分离变量法

假设解的形式: u(x,t)=X(x)T(t)u(x,t) = X(x)T(t)

代入偏微分方程后分离变量,得到两个常微分方程

5.3 傅里叶级数

周期为 2L2L 的函数f(x)=a02+n=1(ancosnπxL+bnsinnπxL)f(x) = \frac{a_0}{2} + \sum_{n=1}^{\infty}\left(a_n\cos\frac{n\pi x}{L} + b_n\sin\frac{n\pi x}{L}\right)

傅里叶系数a0=1LLLf(x)dxa_0 = \frac{1}{L}\int_{-L}^{L} f(x) dx

an=1LLLf(x)cosnπxLdxa_n = \frac{1}{L}\int_{-L}^{L} f(x)\cos\frac{n\pi x}{L} dx

bn=1LLLf(x)sinnπxLdxb_n = \frac{1}{L}\int_{-L}^{L} f(x)\sin\frac{n\pi x}{L} dx

5.4 傅里叶变换

傅里叶变换F{f(t)}=F(ω)=f(t)eiωtdt\mathcal{F}\{f(t)\} = F(\omega) = \int_{-\infty}^{\infty} f(t) e^{-i\omega t} dt

傅里叶逆变换f(t)=12πF(ω)eiωtdωf(t) = \frac{1}{2\pi}\int_{-\infty}^{\infty} F(\omega) e^{i\omega t} d\omega

卷积定理F{fg}=F{f}F{g}\mathcal{F}\{f * g\} = \mathcal{F}\{f\} \cdot \mathcal{F}\{g\}


六、概率论与统计 (Probability & Statistics)

6.1 概率基础

概率公理

  1. 0P(A)10 \leq P(A) \leq 1
  2. P(S)=1P(S) = 1
  3. P(AB)=P(A)+P(B)P(A \cup B) = P(A) + P(B)(若 A,BA, B 互斥)

条件概率P(AB)=P(AB)P(B)P(A|B) = \frac{P(A \cap B)}{P(B)}

贝叶斯定理P(AB)=P(BA)P(A)P(B)P(A|B) = \frac{P(B|A) \cdot P(A)}{P(B)}

全概率公式P(B)=i=1nP(BAi)P(Ai)P(B) = \sum_{i=1}^{n} P(B|A_i)P(A_i)

6.2 随机变量

期望值

离散型: E[X]=i=1nxipiE[X] = \sum_{i=1}^{n} x_i p_i

连续型: E[X]=xf(x)dxE[X] = \int_{-\infty}^{\infty} x f(x) dx

期望性质E[aX+b]=aE[X]+bE[aX + b] = aE[X] + b

E[X+Y]=E[X]+E[Y]E[X + Y] = E[X] + E[Y]

方差Var(X)=E[(XE[X])2]=E[X2](E[X])2\text{Var}(X) = E[(X - E[X])^2] = E[X^2] - (E[X])^2

标准差σ=Var(X)\sigma = \sqrt{\text{Var}(X)}

协方差Cov(X,Y)=E[(XE[X])(YE[Y])]=E[XY]E[X]E[Y]\text{Cov}(X, Y) = E[(X - E[X])(Y - E[Y])] = E[XY] - E[X]E[Y]

相关系数ρXY=Cov(X,Y)σXσY\rho_{XY} = \frac{\text{Cov}(X, Y)}{\sigma_X \sigma_Y}

6.3 常见分布

二项分布 B(n,p)B(n, p)P(X=k)=(nk)pk(1p)nkP(X = k) = \binom{n}{k} p^k (1-p)^{n-k}

E[X]=np,Var(X)=np(1p)E[X] = np, \quad \text{Var}(X) = np(1-p)

泊松分布 Poisson(λ)\text{Poisson}(\lambda)P(X=k)=λkeλk!P(X = k) = \frac{\lambda^k e^{-\lambda}}{k!}

E[X]=λ,Var(X)=λE[X] = \lambda, \quad \text{Var}(X) = \lambda

正态分布 N(μ,σ2)N(\mu, \sigma^2)f(x)=1σ2πe(xμ)22σ2f(x) = \frac{1}{\sigma\sqrt{2\pi}} e^{-\frac{(x-\mu)^2}{2\sigma^2}}

标准正态分布 N(0,1)N(0, 1)ϕ(x)=12πex22\phi(x) = \frac{1}{\sqrt{2\pi}} e^{-\frac{x^2}{2}}

指数分布f(x)=λeλx,x0f(x) = \lambda e^{-\lambda x}, \quad x \geq 0

E[X]=1λ,Var(X)=1λ2E[X] = \frac{1}{\lambda}, \quad \text{Var}(X) = \frac{1}{\lambda^2}

6.4 大数定律与中心极限定理

大数定律(弱形式): limnP(1ni=1nXiμ>ϵ)=0\lim_{n \to \infty} P\left(\left|\frac{1}{n}\sum_{i=1}^{n} X_i - \mu\right| > \epsilon\right) = 0

中心极限定理i=1nXinμσndN(0,1)\frac{\sum_{i=1}^{n} X_i - n\mu}{\sigma\sqrt{n}} \xrightarrow{d} N(0, 1)

6.5 统计推断

样本均值Xˉ=1ni=1nXi\bar{X} = \frac{1}{n}\sum_{i=1}^{n} X_i

样本方差S2=1n1i=1n(XiXˉ)2S^2 = \frac{1}{n-1}\sum_{i=1}^{n} (X_i - \bar{X})^2

置信区间(正态总体): Xˉ±zα/2σn\bar{X} \pm z_{\alpha/2} \frac{\sigma}{\sqrt{n}}

t 统计量t=XˉμS/nt = \frac{\bar{X} - \mu}{S/\sqrt{n}}

卡方统计量χ2=(n1)S2σ2\chi^2 = \frac{(n-1)S^2}{\sigma^2}


七、实分析 (Real Analysis)

7.1 度量空间

度量d:X×XRd: X \times X \to \mathbb{R}

满足:

  1. d(x,y)0d(x, y) \geq 0,且 d(x,y)=0    x=yd(x, y) = 0 \iff x = y
  2. d(x,y)=d(y,x)d(x, y) = d(y, x)
  3. d(x,z)d(x,y)+d(y,z)d(x, z) \leq d(x, y) + d(y, z)(三角不等式)

欧几里得度量d(x,y)=i=1n(xiyi)2d(x, y) = \sqrt{\sum_{i=1}^{n} (x_i - y_i)^2}

7.2 序列与级数

柯西序列ϵ>0,N:m,n>Nxmxn<ϵ\forall \epsilon > 0, \exists N: m, n > N \Rightarrow |x_m - x_n| < \epsilon

绝对收敛n=1an<n=1an 收敛\sum_{n=1}^{\infty} |a_n| < \infty \Rightarrow \sum_{n=1}^{\infty} a_n \text{ 收敛}

狄利克雷判别法:若 {an}\{a_n\} 单调趋于零,bn\sum b_n 部分和有界,则 anbn\sum a_n b_n 收敛

阿贝尔判别法:若 {an}\{a_n\} 单调有界,bn\sum b_n 收敛,则 anbn\sum a_n b_n 收敛

7.3 连续性与一致连续性

一致连续ϵ>0,δ>0:xy<δf(x)f(y)<ϵ\forall \epsilon > 0, \exists \delta > 0: |x - y| < \delta \Rightarrow |f(x) - f(y)| < \epsilon

利普希茨连续f(x)f(y)Lxy|f(x) - f(y)| \leq L|x - y|

7.4 黎曼积分

黎曼和S=i=1nf(ξi)ΔxiS = \sum_{i=1}^{n} f(\xi_i)\Delta x_i

达布上和与下和U(f,P)=i=1nMiΔxi,L(f,P)=i=1nmiΔxiU(f, P) = \sum_{i=1}^{n} M_i \Delta x_i, \quad L(f, P) = \sum_{i=1}^{n} m_i \Delta x_i

可积准则f 可积    ϵ>0,P:U(f,P)L(f,P)<ϵf \text{ 可积} \iff \forall \epsilon > 0, \exists P: U(f, P) - L(f, P) < \epsilon

7.5 勒贝格积分

勒贝格测度μ(E)=inf{i=1Ii:Ei=1Ii}\mu(E) = \inf\left\{\sum_{i=1}^{\infty} |I_i|: E \subseteq \bigcup_{i=1}^{\infty} I_i\right\}

勒贝格积分Efdμ=sup{Esdμ:sf,s 简单函数}\int_E f d\mu = \sup\left\{\int_E s d\mu: s \leq f, s \text{ 简单函数}\right\}

单调收敛定理0f1f2,fnffndμfdμ0 \leq f_1 \leq f_2 \leq \cdots, f_n \to f \Rightarrow \int f_n d\mu \to \int f d\mu

控制收敛定理fng,gdμ<,fnffndμfdμ|f_n| \leq g, \int g d\mu < \infty, f_n \to f \Rightarrow \int f_n d\mu \to \int f d\mu

法图引理fn0lim inffndμlim inffndμf_n \geq 0 \Rightarrow \int \liminf f_n d\mu \leq \liminf \int f_n d\mu


八、复分析 (Complex Analysis)

8.1 复数基础

欧拉公式eiθ=cosθ+isinθe^{i\theta} = \cos\theta + i\sin\theta

德莫弗公式(cosθ+isinθ)n=cos(nθ)+isin(nθ)(\cos\theta + i\sin\theta)^n = \cos(n\theta) + i\sin(n\theta)

复数的极坐标形式z=r(cosθ+isinθ)=reiθz = r(\cos\theta + i\sin\theta) = re^{i\theta}

8.2 解析函数

柯西-黎曼方程ux=vy,uy=vx\frac{\partial u}{\partial x} = \frac{\partial v}{\partial y}, \quad \frac{\partial u}{\partial y} = -\frac{\partial v}{\partial x}

柯西积分定理Cf(z)dz=0\oint_C f(z) dz = 0ffCC 内部解析)

柯西积分公式f(z0)=12πiCf(z)zz0dzf(z_0) = \frac{1}{2\pi i}\oint_C \frac{f(z)}{z - z_0} dz

高阶导数公式f(n)(z0)=n!2πiCf(z)(zz0)n+1dzf^{(n)}(z_0) = \frac{n!}{2\pi i}\oint_C \frac{f(z)}{(z - z_0)^{n+1}} dz

8.3 级数展开

泰勒级数f(z)=n=0f(n)(z0)n!(zz0)nf(z) = \sum_{n=0}^{\infty} \frac{f^{(n)}(z_0)}{n!}(z - z_0)^n

洛朗级数f(z)=n=an(zz0)nf(z) = \sum_{n=-\infty}^{\infty} a_n(z - z_0)^n

留数定理Cf(z)dz=2πiRes(f,zk)\oint_C f(z) dz = 2\pi i \sum \text{Res}(f, z_k)

留数计算(一阶极点): Res(f,z0)=limzz0(zz0)f(z)\text{Res}(f, z_0) = \lim_{z \to z_0} (z - z_0)f(z)

留数计算nn 阶极点): Res(f,z0)=1(n1)!limzz0dn1dzn1[(zz0)nf(z)]\text{Res}(f, z_0) = \frac{1}{(n-1)!}\lim_{z \to z_0} \frac{d^{n-1}}{dz^{n-1}}[(z - z_0)^n f(z)]

8.4 保形映射

分式线性变换w=az+bcz+d,adbc0w = \frac{az + b}{cz + d}, \quad ad - bc \neq 0

儒可夫斯基变换w=12(z+1z)w = \frac{1}{2}\left(z + \frac{1}{z}\right)


九、抽象代数 (Abstract Algebra)

9.1 群论

群的定义(G,)(G, *) 是群当且仅当:

  1. 封闭性:a,bG,abG\forall a, b \in G, a * b \in G
  2. 结合律:(ab)c=a(bc)(a * b) * c = a * (b * c)
  3. 单位元:eG:ae=ea=a\exists e \in G: a * e = e * a = a
  4. 逆元:aG,a1:aa1=a1a=e\forall a \in G, \exists a^{-1}: a * a^{-1} = a^{-1} * a = e

拉格朗日定理HG|H| \mid |G|HHGG 的子群)

群的阶ord(a)=min{nN:an=e}\text{ord}(a) = \min\{n \in \mathbb{N}: a^n = e\}

循环群G=a={an:nZ}G = \langle a \rangle = \{a^n: n \in \mathbb{Z}\}

同态定理G/ker(ϕ)Im(ϕ)G/\ker(\phi) \cong \text{Im}(\phi)

9.2 环论

环的定义(R,+,)(R, +, \cdot) 是环当且仅当:

  1. (R,+)(R, +) 是交换群
  2. 乘法结合律
  3. 分配律

理想IRI \subseteq R 是理想当且仅当:

  1. (I,+)(I, +) 是子群
  2. rR,aI:ra,arI\forall r \in R, a \in I: ra, ar \in I

商环R/I={a+I:aR}R/I = \{a + I: a \in R\}

主理想a={ra:rR}\langle a \rangle = \{ra: r \in R\}

9.3 域论

域的定义(F,+,)(F, +, \cdot) 是域当且仅当:

  1. (F,+)(F, +) 是交换群
  2. (F{0},)(F \setminus \{0\}, \cdot) 是交换群
  3. 分配律

特征char(F)=min{nN:n1=0}\text{char}(F) = \min\{n \in \mathbb{N}: n \cdot 1 = 0\}

域扩张[K:F]=dimFK[K:F] = \dim_F K


十、数论 (Number Theory)

10.1 整除性

最大公约数gcd(a,b)=d    da,db,且 d 最大\gcd(a, b) = d \iff d|a, d|b, \text{且 } d \text{ 最大}

贝祖等式gcd(a,b)=ax+by\gcd(a, b) = ax + by

欧几里得算法gcd(a,b)=gcd(b,amodb)\gcd(a, b) = \gcd(b, a \bmod b)

10.2 同余

同余定义ab(modm)    m(ab)a \equiv b \pmod{m} \iff m | (a - b)

费马小定理p 是质数,gcd(a,p)=1ap11(modp)p \text{ 是质数}, \gcd(a, p) = 1 \Rightarrow a^{p-1} \equiv 1 \pmod{p}

欧拉定理gcd(a,n)=1aϕ(n)1(modn)\gcd(a, n) = 1 \Rightarrow a^{\phi(n)} \equiv 1 \pmod{n}

欧拉函数ϕ(n)={k:1kn,gcd(k,n)=1}\phi(n) = |\{k: 1 \leq k \leq n, \gcd(k, n) = 1\}|

ϕ(pk)=pkpk1=pk1(p1)\phi(p^k) = p^k - p^{k-1} = p^{k-1}(p-1)

中国剩余定理xai(modmi),gcd(mi,mj)=1x \equiv a_i \pmod{m_i}, \quad \gcd(m_i, m_j) = 1 有唯一解 modM\bmod M,其中 M=miM = \prod m_i


十一、数值分析 (Numerical Analysis)

11.1 数值微分

前向差分f(x)f(x+h)f(x)hf'(x) \approx \frac{f(x+h) - f(x)}{h}

中心差分f(x)f(x+h)f(xh)2hf'(x) \approx \frac{f(x+h) - f(x-h)}{2h}

二阶导数f(x)f(x+h)2f(x)+f(xh)h2f''(x) \approx \frac{f(x+h) - 2f(x) + f(x-h)}{h^2}

11.2 数值积分

梯形法则abf(x)dxh2[f(a)+2i=1n1f(xi)+f(b)]\int_a^b f(x) dx \approx \frac{h}{2}[f(a) + 2\sum_{i=1}^{n-1} f(x_i) + f(b)]

辛普森法则abf(x)dxh3[f(a)+4i=1,3,5,...n1f(xi)+2i=2,4,6,...n2f(xi)+f(b)]\int_a^b f(x) dx \approx \frac{h}{3}[f(a) + 4\sum_{i=1,3,5,...}^{n-1} f(x_i) + 2\sum_{i=2,4,6,...}^{n-2} f(x_i) + f(b)]

11.3 求根算法

牛顿法xn+1=xnf(xn)f(xn)x_{n+1} = x_n - \frac{f(x_n)}{f'(x_n)}

割线法xn+1=xnf(xn)xnxn1f(xn)f(xn1)x_{n+1} = x_n - f(x_n)\frac{x_n - x_{n-1}}{f(x_n) - f(x_{n-1})}

不动点迭代xn+1=g(xn)x_{n+1} = g(x_n)

11.4 线性方程组

高斯消元法:转化为上三角形式后回代

雅可比迭代xi(k+1)=1aii(bijiaijxj(k))x_i^{(k+1)} = \frac{1}{a_{ii}}\left(b_i - \sum_{j \neq i} a_{ij}x_j^{(k)}\right)

高斯-赛德尔迭代xi(k+1)=1aii(bij<iaijxj(k+1)j>iaijxj(k))x_i^{(k+1)} = \frac{1}{a_{ii}}\left(b_i - \sum_{j < i} a_{ij}x_j^{(k+1)} - \sum_{j > i} a_{ij}x_j^{(k)}\right)


十二、特殊函数与常数

12.1 重要常数

欧拉数e=limn(1+1n)n=n=01n!2.71828e = \lim_{n \to \infty} \left(1 + \frac{1}{n}\right)^n = \sum_{n=0}^{\infty} \frac{1}{n!} \approx 2.71828

圆周率π=dx1+x23.14159\pi = \int_{-\infty}^{\infty} \frac{dx}{1+x^2} \approx 3.14159

黄金比例ϕ=1+521.61803\phi = \frac{1 + \sqrt{5}}{2} \approx 1.61803

欧拉-马斯刻若尼常数γ=limn(k=1n1klnn)0.57721\gamma = \lim_{n \to \infty} \left(\sum_{k=1}^{n} \frac{1}{k} - \ln n\right) \approx 0.57721

12.2 特殊函数

伽马函数Γ(z)=0tz1etdt\Gamma(z) = \int_0^{\infty} t^{z-1} e^{-t} dt

Γ(n)=(n1)!,nN\Gamma(n) = (n-1)!, \quad n \in \mathbb{N}

Γ(z+1)=zΓ(z)\Gamma(z+1) = z\Gamma(z)

贝塔函数B(x,y)=01tx1(1t)y1dt=Γ(x)Γ(y)Γ(x+y)B(x, y) = \int_0^1 t^{x-1}(1-t)^{y-1} dt = \frac{\Gamma(x)\Gamma(y)}{\Gamma(x+y)}

误差函数erf(x)=2π0xet2dt\text{erf}(x) = \frac{2}{\sqrt{\pi}}\int_0^x e^{-t^2} dt

贝塞尔函数(第一类): Jn(x)=k=0(1)kk!(n+k)!(x2)2k+nJ_n(x) = \sum_{k=0}^{\infty} \frac{(-1)^k}{k!(n+k)!}\left(\frac{x}{2}\right)^{2k+n}


十三、物理中的数学公式

13.1 经典力学

牛顿第二定律F=ma=md2rdt2\vec{F} = m\vec{a} = m\frac{d^2\vec{r}}{dt^2}

动能T=12mv2T = \frac{1}{2}mv^2

势能(引力): U=GMmrU = -\frac{GMm}{r}

拉格朗日方程ddtLq˙iLqi=0\frac{d}{dt}\frac{\partial L}{\partial \dot{q}_i} - \frac{\partial L}{\partial q_i} = 0

其中 L=TVL = T - V(拉格朗日量)

哈密顿方程dqidt=Hpi,dpidt=Hqi\frac{dq_i}{dt} = \frac{\partial H}{\partial p_i}, \quad \frac{dp_i}{dt} = -\frac{\partial H}{\partial q_i}

13.2 电磁学

麦克斯韦方程组

高斯定律: E=ρϵ0\nabla \cdot \vec{E} = \frac{\rho}{\epsilon_0}

高斯磁定律: B=0\nabla \cdot \vec{B} = 0

法拉第电磁感应定律: ×E=Bt\nabla \times \vec{E} = -\frac{\partial \vec{B}}{\partial t}

安培-麦克斯韦定律: ×B=μ0J+μ0ϵ0Et\nabla \times \vec{B} = \mu_0 \vec{J} + \mu_0 \epsilon_0 \frac{\partial \vec{E}}{\partial t}

洛伦兹力F=q(E+v×B)\vec{F} = q(\vec{E} + \vec{v} \times \vec{B})

13.3 量子力学

薛定谔方程(含时): itΨ(r,t)=H^Ψ(r,t)i\hbar\frac{\partial}{\partial t}\Psi(\vec{r},t) = \hat{H}\Psi(\vec{r},t)

薛定谔方程(定态): H^ψ=Eψ\hat{H}\psi = E\psi

海森堡不确定性原理ΔxΔp2\Delta x \Delta p \geq \frac{\hbar}{2}

狄拉克方程(iγμμm)ψ=0(i\gamma^\mu\partial_\mu - m)\psi = 0

13.4 相对论

洛伦兹变换t=γ(tvxc2),x=γ(xvt)t' = \gamma\left(t - \frac{vx}{c^2}\right), \quad x' = \gamma(x - vt)

其中 γ=11v2/c2\gamma = \frac{1}{\sqrt{1 - v^2/c^2}}

质能方程E=mc2E = mc^2

E2=(pc)2+(m0c2)2E^2 = (pc)^2 + (m_0c^2)^2


总结

微积分(单变量、多变量、向量)
线性代数(矩阵、特征值、分解)
微分方程(常微分、偏微分)
概率统计(分布、推断、大数定律)
实分析(度量空间、勒贝格积分)
复分析(解析函数、留数定理)
抽象代数(群、环、域)
数论(同余、欧拉定理)
数值分析(数值微分、积分、求根)
物理数学(麦克斯韦方程、薛定谔方程等)

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