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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: lim⁡x→af(x)=L  ⟺  ∀ϵ>0,∃δ>0:0<∣x−a∣<δ⇒∣f(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: lim⁡x→0sin⁡xx=1\lim_{x \to 0} \frac{\sin x}{x} = 1

lim⁡x→01−cos⁡xx=0\lim_{x \to 0} \frac{1 - \cos x}{x} = 0

lim⁡x→∞(1+1x)x=e\lim_{x \to \infty} \left(1 + \frac{1}{x}\right)^x = e

lim⁡x→0(1+x)1x=e\lim_{x \to 0} (1 + x)^{\frac{1}{x}} = e

连续性定义: lim⁡x→af(x)=f(a)\lim_{x \to a} f(x) = f(a)

中值定理: f(b)−f(a)=f′(c)(b−a),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)=lim⁡h→0f(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)=nxn−1\frac{d}{dx}(x^n) = nx^{n-1}

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

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

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

ddx(log⁡ax)=1xln⁡a\frac{d}{dx}(\log_a x) = \frac{1}{x \ln a}

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

ddx(cos⁡x)=−sin⁡x\frac{d}{dx}(\cos x) = -\sin x

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

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

ddx(sec⁡x)=sec⁡xtan⁡x\frac{d}{dx}(\sec x) = \sec x \tan x

ddx(csc⁡x)=−csc⁡xcot⁡x\frac{d}{dx}(\csc x) = -\csc x \cot x

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

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

ddx(arctan⁡x)=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(n≠−1)\int x^n dx = \frac{x^{n+1}}{n+1} + C \quad (n \neq -1)

∫1xdx=ln⁡∣x∣+C\int \frac{1}{x} dx = \ln|x| + C

∫exdx=ex+C\int e^x dx = e^x + C

∫axdx=axln⁡a+C\int a^x dx = \frac{a^x}{\ln a} + C

三角函数积分: ∫sin⁡xdx=−cos⁡x+C\int \sin x dx = -\cos x + C

∫cos⁡xdx=sin⁡x+C\int \cos x dx = \sin x + C

∫tan⁡xdx=−ln⁡∣cos⁡x∣+C=ln⁡∣sec⁡x∣+C\int \tan x dx = -\ln|\cos x| + C = \ln|\sec x| + C

∫sec⁡2xdx=tan⁡x+C\int \sec^2 x dx = \tan x + C

∫csc⁡2xdx=−cot⁡x+C\int \csc^2 x dx = -\cot x + C

∫sec⁡xtan⁡xdx=sec⁡x+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=uv−∫vdu\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: ∫a∞f(x)dx=lim⁡b→∞∫abf(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=0∞arn=a1−r,∣r∣<1\sum_{n=0}^{\infty} ar^n = \frac{a}{1-r}, \quad |r| < 1

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

p-级数: ∑n=1∞1np{收敛,p>1发散,p≤1\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=0∞f(n)(a)n!(x−a)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=0∞xnn!=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

sin⁡x=∑n=0∞(−1)nx2n+1(2n+1)!=x−x33!+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

cos⁡x=∑n=0∞(−1)nx2n(2n)!=1−x22!+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=x−x22+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: lim⁡n→∞∣an+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: lim⁡n→∞∣an∣n=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: ∂f∂x=lim⁡h→0f(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=∂f∂xdx+∂f∂ydydf = \frac{\partial f}{\partial x}dx + \frac{\partial f}{\partial y}dy

链式法则: dzdt=∂z∂xdxdt+∂z∂ydydt\frac{dz}{dt} = \frac{\partial z}{\partial x}\frac{dx}{dt} + \frac{\partial z}{\partial y}\frac{dy}{dt}

方向导数: Du⃗f=∇f⋅u⃗=∂f∂xcos⁡θ+∂f∂ysin⁡θD_{\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=(∂f∂x,∂f∂y,∂f∂z)\nabla f = \left(\frac{\partial f}{\partial x}, \frac{\partial f}{\partial y}, \frac{\partial f}{\partial z}\right)

散度: ∇⋅F⃗=∂F1∂x+∂F2∂y+∂F3∂z\nabla \cdot \vec{F} = \frac{\partial F_1}{\partial x} + \frac{\partial F_2}{\partial y} + \frac{\partial F_3}{\partial z}

旋度: ∇×F⃗=∣i⃗j⃗k⃗∂∂x∂∂y∂∂zF1F2F3∣\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=∂2f∂x2+∂2f∂y2+∂2f∂z2\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=∫ab∫g1(x)g2(x)f(x,y) dy dx\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=∫αβ∫r1(θ)r2(θ)f(rcos⁡θ,rsin⁡θ) r dr dθ\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=rcos⁡θ,y=rsin⁡θ,z=zx = r\cos\theta, \quad y = r\sin\theta, \quad z = z dV=r dr dθ dzdV = r \, dr \, d\theta \, dz

球坐标: x=ρsin⁡ϕcos⁡θ,y=ρsin⁡ϕsin⁡θ,z=ρcos⁡ϕx = \rho\sin\phi\cos\theta, \quad y = \rho\sin\phi\sin\theta, \quad z = \rho\cos\phi dV=ρ2sin⁡ϕ dρ dϕ dθdV = \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)2 dt\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): ∫CF⃗⋅dr⃗=∫abF⃗(r⃗(t))⋅r⃗′(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(∂Q∂x−∂P∂y)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(∇⋅F⃗) dV=∬SF⃗⋅n⃗ dS\iiint_V (\nabla \cdot \vec{F}) \, dV = \iint_S \vec{F} \cdot \vec{n} \, dS

斯托克斯定理: ∫CF⃗⋅dr⃗=∬S(∇×F⃗)⋅n⃗ dS\int_C \vec{F} \cdot d\vec{r} = \iint_S (\nabla \times \vec{F}) \cdot \vec{n} \, dS

保守场条件: ∂P∂y=∂Q∂x(2D)\frac{\partial P}{\partial y} = \frac{\partial Q}{\partial x} \quad \text{(2D)} ∇×F⃗=0⃗(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∣=ad−bc\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(a22a33−a23a32)−a12(a21a33−a23a31)+a13(a21a32−a22a31)= 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⁡(A−1)=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: Av⃗=λv⃗A\vec{v} = \lambda \vec{v}

det⁡(A−λI)=0\det(A - \lambda I) = 0

特征多项式: p(λ)=det⁡(λI−A)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=PDP−1A = 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): ⟨u⃗,v⃗⟩=u⃗⋅v⃗=∑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: ∥v⃗∥=v⃗⋅v⃗=∑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: ∣⟨u⃗,v⃗⟩∣≤∥u⃗∥∥v⃗∥|\langle \vec{u}, \vec{v} \rangle| \leq \|\vec{u}\| \|\vec{v}\|

正交性: u⃗⊥v⃗  ⟺  ⟨u⃗,v⃗⟩=0\vec{u} \perp \vec{v} \iff \langle \vec{u}, \vec{v} \rangle = 0

投影: projv⃗u⃗=⟨u⃗,v⃗⟩⟨v⃗,v⃗⟩v⃗\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: v⃗1=u⃗1\vec{v}_1 = \vec{u}_1 v⃗k=u⃗k−∑j=1k−1⟨u⃗k,v⃗j⟩⟨v⃗j,v⃗j⟩v⃗j\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=e−∫P(x)dx[∫Q(x)e∫P(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)=e∫P(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=y1−nv = 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: ∂M∂y=∂N∂x\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_2:y=C1er1x+C2er2xy = C_1e^{r_1x} + C_2e^{r_2x}
  • 重根 rr:y=(C1+C2x)erxy = (C_1 + C_2x)e^{rx}
  • 复根 α±βi\alpha \pm \beta i:y=eαx(C1cos⁡βx+C2sin⁡βx)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)=cos⁡βxf(x) = \cos\beta x 或 sin⁡βx\sin\beta x:特解 yp=Acos⁡βx+Bsin⁡βxy_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)=∫0∞e−stf(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}=1s−a\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{f∗g}=F(s)G(s)\mathcal{L}\{f * g\} = F(s)G(s)

4.4 级数解法

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

弗罗贝尼乌斯方法: y=∑n=0∞anxn+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): ∂u∂t=α2∂2u∂x2\frac{\partial u}{\partial t} = \alpha^2 \frac{\partial^2 u}{\partial x^2}

波动方程(双曲型): ∂2u∂t2=c2∂2u∂x2\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=∂2u∂x2+∂2u∂y2=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∞(ancos⁡nπxL+bnsin⁡nπxL)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=1L∫−LLf(x)dxa_0 = \frac{1}{L}\int_{-L}^{L} f(x) dx

an=1L∫−LLf(x)cos⁡nπxLdxa_n = \frac{1}{L}\int_{-L}^{L} f(x)\cos\frac{n\pi x}{L} dx

bn=1L∫−LLf(x)sin⁡nπxLdxb_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)e−iωtdt\mathcal{F}\{f(t)\} = F(\omega) = \int_{-\infty}^{\infty} f(t) e^{-i\omega t} dt

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

卷积定理: F{f∗g}=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. 0≤P(A)≤10 \leq P(A) \leq 1
  2. P(S)=1P(S) = 1
  3. P(A∪B)=P(A)+P(B)P(A \cup B) = P(A) + P(B)(若 A,BA, B 互斥)

条件概率: P(A∣B)=P(A∩B)P(B)P(A|B) = \frac{P(A \cap B)}{P(B)}

贝叶斯定理: P(A∣B)=P(B∣A)⋅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(B∣Ai)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[(X−E[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[(X−E[X])(Y−E[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(1−p)n−kP(X = k) = \binom{n}{k} p^k (1-p)^{n-k}

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

泊松分布 Poisson(λ)\text{Poisson}(\lambda): P(X=k)=λke−λk!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−(x−μ)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)=12πe−x22\phi(x) = \frac{1}{\sqrt{2\pi}} e^{-\frac{x^2}{2}}

指数分布: f(x)=λe−λx,x≥0f(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): lim⁡n→∞P(∣1n∑i=1nXi−μ∣>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=1nXi−nμσn→dN(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=1n∑i=1nXi\bar{X} = \frac{1}{n}\sum_{i=1}^{n} X_i

样本方差: S2=1n−1∑i=1n(Xi−Xˉ)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=Xˉ−μS/nt = \frac{\bar{X} - \mu}{S/\sqrt{n}}

卡方统计量: χ2=(n−1)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×X→Rd: 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(xi−yi)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>N⇒∣xm−xn∣<ϵ\forall \epsilon > 0, \exists N: m, n > N \Rightarrow |x_m - x_n| < \epsilon

绝对收敛: ∑n=1∞∣an∣<∞⇒∑n=1∞an 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:∣x−y∣<δ⇒∣f(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)∣≤L∣x−y∣|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=1∞∣Ii∣:E⊆⋃i=1∞Ii}\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:s≤f,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: 0≤f1≤f2≤⋯ ,fn→f⇒∫fndμ→∫fdμ0 \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: ∣fn∣≤g,∫gdμ<∞,fn→f⇒∫fndμ→∫fdμ|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: fn≥0⇒∫lim inf⁡fndμ≤lim inf⁡∫fndμf_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=cos⁡θ+isin⁡θe^{i\theta} = \cos\theta + i\sin\theta

德莫弗公式: (cos⁡θ+isin⁡θ)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(cos⁡θ+isin⁡θ)=reiθz = r(\cos\theta + i\sin\theta) = re^{i\theta}

8.2 解析函数

柯西-黎曼方程: ∂u∂x=∂v∂y,∂u∂y=−∂v∂x\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 = 0 (ff 在 CC 内部解析)

柯西积分公式: f(z0)=12πi∮Cf(z)z−z0dzf(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!2πi∮Cf(z)(z−z0)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=0∞f(n)(z0)n!(z−z0)nf(z) = \sum_{n=0}^{\infty} \frac{f^{(n)}(z_0)}{n!}(z - z_0)^n

洛朗级数: f(z)=∑n=−∞∞an(z−z0)nf(z) = \sum_{n=-\infty}^{\infty} a_n(z - z_0)^n

留数定理: ∮Cf(z)dz=2πi∑Res(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)=lim⁡z→z0(z−z0)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(n−1)!lim⁡z→z0dn−1dzn−1[(z−z0)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,ad−bc≠0w = \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,b∈G,a∗b∈G\forall a, b \in G, a * b \in G
  2. 结合律:(a∗b)∗c=a∗(b∗c)(a * b) * c = a * (b * c)
  3. 单位元:∃e∈G:a∗e=e∗a=a\exists e \in G: a * e = e * a = a
  4. 逆元:∀a∈G,∃a−1:a∗a−1=a−1∗a=e\forall a \in G, \exists a^{-1}: a * a^{-1} = a^{-1} * a = e

拉格朗日定理: ∣H∣∣∣G∣|H| \mid |G| (HH 是 GG 的子群)

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

循环群: G=⟨a⟩={an:n∈Z}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:I⊆RI \subseteq R 是理想当且仅当:

  1. (I,+)(I, +) 是子群
  2. ∀r∈R,a∈I:ra,ar∈I\forall r \in R, a \in I: ra, ar \in I

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

主理想: ⟨a⟩={ra:r∈R}\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⁡{n∈N:n⋅1=0}\text{char}(F) = \min\{n \in \mathbb{N}: n \cdot 1 = 0\}

域扩张: [K:F]=dim⁡FK[K:F] = \dim_F K


十、数论 (Number Theory)

10.1 整除性

最大公约数: gcd⁡(a,b)=d  ⟺  d∣a,d∣b,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,a mod b)\gcd(a, b) = \gcd(b, a \bmod b)

10.2 同余

同余定义: a≡b(modm)  ⟺  m∣(a−b)a \equiv b \pmod{m} \iff m | (a - b)

费马小定理: p 是质数,gcd⁡(a,p)=1⇒ap−1≡1(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)=1⇒aϕ(n)≡1(modn)\gcd(a, n) = 1 \Rightarrow a^{\phi(n)} \equiv 1 \pmod{n}

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

ϕ(pk)=pk−pk−1=pk−1(p−1)\phi(p^k) = p^k - p^{k-1} = p^{k-1}(p-1)

中国剩余定理: x≡ai(modmi),gcd⁡(mi,mj)=1x \equiv a_i \pmod{m_i}, \quad \gcd(m_i, m_j) = 1 有唯一解  mod M\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(x−h)2hf'(x) \approx \frac{f(x+h) - f(x-h)}{2h}

二阶导数: f′′(x)≈f(x+h)−2f(x)+f(x−h)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)dx≈h2[f(a)+2∑i=1n−1f(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)dx≈h3[f(a)+4∑i=1,3,5,...n−1f(xi)+2∑i=2,4,6,...n−2f(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=xn−f(xn)f′(xn)x_{n+1} = x_n - \frac{f(x_n)}{f'(x_n)}

割线法: xn+1=xn−f(xn)xn−xn−1f(xn)−f(xn−1)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(bi−∑j≠iaijxj(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(bi−∑j<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=lim⁡n→∞(1+1n)n=∑n=0∞1n!≈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+x2≈3.14159\pi = \int_{-\infty}^{\infty} \frac{dx}{1+x^2} \approx 3.14159

黄金比例: ϕ=1+52≈1.61803\phi = \frac{1 + \sqrt{5}}{2} \approx 1.61803

欧拉-马斯刻若尼常数: γ=lim⁡n→∞(∑k=1n1k−ln⁡n)≈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)=∫0∞tz−1e−tdt\Gamma(z) = \int_0^{\infty} t^{z-1} e^{-t} dt

Γ(n)=(n−1)!,n∈N\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)=∫01tx−1(1−t)y−1dt=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)=2π∫0xe−t2dt\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: F⃗=ma⃗=md2r⃗dt2\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: ddt∂L∂q˙i−∂L∂qi=0\frac{d}{dt}\frac{\partial L}{\partial \dot{q}_i} - \frac{\partial L}{\partial q_i} = 0

其中 L=T−VL = T - V(拉格朗日量)

哈密顿方程: dqidt=∂H∂pi,dpidt=−∂H∂qi\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: ∇⋅E⃗=ρϵ0\nabla \cdot \vec{E} = \frac{\rho}{\epsilon_0}

高斯磁定律: ∇⋅B⃗=0\nabla \cdot \vec{B} = 0

法拉第电磁感应定律: ∇×E⃗=−∂B⃗∂t\nabla \times \vec{E} = -\frac{\partial \vec{B}}{\partial t}

安培-麦克斯韦定律: ∇×B⃗=μ0J⃗+μ0ϵ0∂E⃗∂t\nabla \times \vec{B} = \mu_0 \vec{J} + \mu_0 \epsilon_0 \frac{\partial \vec{E}}{\partial t}

洛伦兹力: F⃗=q(E⃗+v⃗×B⃗)\vec{F} = q(\vec{E} + \vec{v} \times \vec{B})

13.3 量子力学

薛定谔方程(含时): iℏ∂∂tΨ(r⃗,t)=H^Ψ(r⃗,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: ΔxΔp≥ℏ2\Delta x \Delta p \geq \frac{\hbar}{2}

狄拉克方程: (iγμ∂μ−m)ψ=0(i\gamma^\mu\partial_\mu - m)\psi = 0

13.4 相对论

洛伦兹变换: t′=γ(t−vxc2),x′=γ(x−vt)t' = \gamma\left(t - \frac{vx}{c^2}\right), \quad x' = \gamma(x - vt)

其中 γ=11−v2/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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