Differential Equations: cram pack

Formula sheets, the key method steps for every topic and 8 practice problems, with full solutions at the back.

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1Formulas and methods

Differential equations

Exponential growth/decay
dy/dt = ky → y = y0ekt
Half-life
k = ln 2 / t½
Newton's law of cooling
T(t) = Ta + (T0 − Ta)e−kt
Integrating factor
y′ + p(x)y = q(x): μ = e∫p dx, (μy)′ = μq
Mixing tank
dm/dt = r·c − (r/V)·m

Integrals

Power rule
∫xⁿ dx = xⁿ⁺¹/(n + 1) + C
Definite integral
∫ab f dx = F(b) − F(a)
Common integrals
∫eˣ dx = eˣ, ∫1/x dx = ln|x|, ∫sin x dx = −cos x
Area between curves
∫ab (f − g) dx

Method

  1. Rewrite the integrand as a sum of simple terms where possible.
  2. Apply the power rule: ∫xⁿ dx = xⁿ⁺¹/(n + 1), and standard integrals for ex, 1/x, sin and cos.
  3. Use substitution when you see a function and its derivative together.
  4. For a definite integral, evaluate F(b) − F(a).

Derivatives

Power rule
(xⁿ)′ = n·xⁿ⁻¹
Product rule
(uv)′ = u′v + uv′
Quotient rule
(u/v)′ = (u′v − uv′)/v²
Chain rule
f(g(x))′ = f′(g(x))·g′(x)
Common derivatives
(eˣ)′ = eˣ, (ln x)′ = 1/x, (sin x)′ = cos x, (cos x)′ = −sin x

Method

  1. Identify the structure: sum, product, quotient or composition.
  2. Apply the power rule to each power of x.
  3. Use the product, quotient or chain rule where needed.
  4. Simplify, and evaluate at the point if asked.

Numerical methods

Bisection
c = (a + b)/2, width after n steps (b − a)/2ⁿ
Newton–Raphson
xn+1 = xₙ − f(xₙ)/f′(xₙ)
Linear interpolation
y = y₁ + (y₂ − y₁)(x − x₁)/(x₂ − x₁)
Trapezoid rule
T = (h/2)[f₀ + 2f₁ + … + 2fn−1 + fₙ], h = (b − a)/n
Simpson’s rule (n even)
S = (h/3)[f₀ + 4f₁ + 2f₂ + … + 4fn−1 + fₙ]
Trapezoid error bound
|E| ≤ (b − a)h²M/12, M = max|f″|
Euler
yn+1 = yₙ + h·f(tₙ, yₙ)
Heun
yn+1 = yₙ + (h/2)(k₁ + k₂), k₂ = f(tₙ + h, yₙ + hk₁)
RK4
yn+1 = yₙ + (h/6)(k₁ + 2k₂ + 2k₃ + k₄)

Method

  1. For a root: check the sign change for bisection, or compute f and f′ for Newton, and keep six or more digits in a table of iterates.
  2. For a table value: interpolate linearly between the two neighbouring points.
  3. For an integral: find h = (b − a)/n, list f at every node, apply the weights (1, 2, …, 2, 1 for trapezoid; 1, 4, 2, …, 4, 1 for Simpson with even n) and multiply by h/2 or h/3.
  4. For an ODE: step from t₀ with yₙ₊₁ = yₙ + h·f(tₙ, yₙ) (Euler) or the averaged slope (Heun), one row per step, until you reach the requested t.

2Practice problems

1.Differential equationsMedium
tyy(0) = 2y(1) = ?

Solve y″ + 6y′ + 8y = 0 with y(0) = 2 and y′(0) = 2. Find y(1).

y″ + 6y′ + 8y = 0y(0) = 2y′(0) = 2
y(1) =
2.Differential equationsHard
tyK = 10y(0.75) = ?

A system obeys y″ + 2y′ + 26y = 260 for t ≥ 0, starting from rest: y(0) = 0, y′(0) = 0. Find y(0.75); angles in radians.

y″ + 2y′ + 26y = 260y(0) = 0y′(0) = 0
y(0.75) =
3.IntegralsMedium
xy13y = x ln x

Evaluate I = ∫₁3 x·ln x dx.

∫₁3 x ln x dx
I =
4.IntegralsHard
xy1y = 3xy = 3x²

The region between the line y = 3x and the parabola y = 3x² is rotated about the x-axis. Find the volume V of the solid.

y = 3xy = 3x²
V =
5.DerivativesMedium
xyx = 0.5

Let f(x) = x2·ex. Find f′(0.5).

f(x) = x2·exx = 0.5
f′(0.5) =
6.DerivativesHard
xy

Let f(x) = x3 − 15x2 + 63x − 1. Find the x-coordinate x of the local minimum.

f(x) = x3 − 15x2 + 63x − 1
x =
7.Numerical methodsMedium
t (s)0102030405060v (m/s)04477814

A vehicle's speed is measured every 10 s (table). Estimate the distance s travelled from t = 0 to t = 60 s with the trapezoid rule.

h = 10 sn = 6
s = m
8.Numerical methodsHard
00.050.10.150.21.81.92ty(0, 2)

Take one step of the classical Runge–Kutta method (RK4) with h = 0.2 for y′ = cos t − y, y(0) = 2. Find y₁ ≈ y(0.2).

y′ = cos t − yy(0) = 2h = 0.2
y1 =

3Solutions

1.Differential equations

Answer: y(1) = 0.6217

Second-order linear equations: for y″ + b·y′ + c·y = 0 try y = ert: this gives the characteristic equation r² + b·r + c = 0. Two real roots r₁ ≠ r₂ give y = A·er₁t + B·er₂t (overdamped); a double root r gives y = (A + Bt)·ert (critically damped); complex roots −α ± jω give y = e−αt(A cos ωt + B sin ωt) (underdamped, oscillating). The initial values y(0) and y′(0) fix A and B. Written as y″ + 2ζωny′ + ωn²y = 0, ωn is the natural frequency and ζ the damping ratio: ζ < 1 oscillates. With a constant input, y″ + by′ + cy = c·K, the solution is the steady value K plus the free response.

Characteristic roots

(r + 2)(r + 4) = 0 → r = −2, −4

Constants from the initial values

A + B = 2, −2A − 4B = 2
A = 5, B = −3

Evaluate

y(1) = 5·e−2 + (−3)·e−4 = 0.6217

Answer

y(1) = 0.6217
2.Differential equations

Answer: y(0.75) = 14.42

Second-order linear equations: for y″ + b·y′ + c·y = 0 try y = ert: this gives the characteristic equation r² + b·r + c = 0. Two real roots r₁ ≠ r₂ give y = A·er₁t + B·er₂t (overdamped); a double root r gives y = (A + Bt)·ert (critically damped); complex roots −α ± jω give y = e−αt(A cos ωt + B sin ωt) (underdamped, oscillating). The initial values y(0) and y′(0) fix A and B. Written as y″ + 2ζωny′ + ωn²y = 0, ωn is the natural frequency and ζ the damping ratio: ζ < 1 oscillates. With a constant input, y″ + by′ + cy = c·K, the solution is the steady value K plus the free response.

Steady value and roots

yss = 10, r = −1 ± 5j

Constants from the initial values

y(0) = 10 + A = 0 → A = −10
y′(0) = −1A + 5B = 0 → B = −2

Evaluate

y(0.75) = 10·(1 − e−0.75(cos 3.75 + 0.2·sin 3.75)) = 14.42

Answer

y(0.75) = 14.42
3.Integrals

Answer: I = 2.944

Integration by parts: ∫u·dv = u·v − ∫v·du, from the product rule. Choose u as the factor that gets simpler when you differentiate it (a power of x, or ln x), and dv as the factor you can integrate (eˣ, sin x, cos x, or x when u = ln x). For a definite integral, evaluate u·v at both limits: ∫ₐᵇ u dv = [u·v]ₐᵇ − ∫ₐᵇ v du. A factor x² needs two rounds.

Choose u and dv

u = ln x, du = dx/x; dv = x dx, v = x²/2

Antiderivative

∫x ln x dx = (x²/2)ln x − ∫(x/2) dx = (x²/2)ln x − x²/4

Limits

(4.5·ln 3 − 2.25) − (0 − 0.25) = 2.944

Answer

I = 2.944
4.Integrals

Answer: V = 3.77

Volumes of revolution: rotating the region under y = f(x) from x = a to x = b about the x-axis makes a solid whose cross-section at x is a disc of radius f(x). Adding the discs gives V = π∫ₐᵇ f(x)² dx. When the region lies between an outer curve R(x) and an inner curve r(x), each slice is a washer: V = π∫ₐᵇ (R(x)² − r(x)²) dx. Square the radii before you subtract them.

Intersection points

3x = 3x² → x = 0, x = 1

Washer method

V = π∫₀1 ((3x)² − (3x²)²) dx

Integrate

V = π(9·1³/3 − 9·1⁵/5) = π·1.2 = 3.77

Answer

V = 3.77
5.Derivatives

Answer: f′(0.5) = 2.061

Differentiation: the derivative f′(x) is the slope of the graph at x. Power rule: (xⁿ)′ = n·xⁿ⁻¹. Product rule: (uv)′ = u′v + uv′. Chain rule: (f(g(x)))′ = f′(g(x))·g′(x). Where f′(x) = 0 the graph has a horizontal tangent: a maximum, minimum or saddle point.

Product rule

f′(x) = u′v + uv′ = ex·(2x + 1·x2)

Substitute

f′(0.5) = 1.649·(1 + 0.25) = 2.061

Answer

f′(0.5) = 2.061
6.Derivatives

Answer: x = 7

Differentiation: the derivative f′(x) is the slope of the graph at x. Power rule: (xⁿ)′ = n·xⁿ⁻¹. Product rule: (uv)′ = u′v + uv′. Chain rule: (f(g(x)))′ = f′(g(x))·g′(x). Where f′(x) = 0 the graph has a horizontal tangent: a maximum, minimum or saddle point.

Derivative

f′(x) = 3x2 − 30x + 63 = 3·(x2 − 10x + 21)

Solve f′(x) = 0

x = 3 or x = 7

Which one is which

f″(x) = 6x − 30: negative at a maximum, positive at a minimum.

f″(3) = −12, f″(7) = 12
x = 7

Answer

x = 7
7.Numerical methods

Answer: s = 370 m

Numerical integration: split [a, b] into n strips of width h = (b − a)/n with nodes x₀ … xₙ. Trapezoid rule: T = (h/2)[f₀ + 2f₁ + 2f₂ + … + 2fn−1 + fₙ]. Simpson's rule (n even): S = (h/3)[f₀ + 4f₁ + 2f₂ + 4f₃ + … + 4fn−1 + fₙ]. The trapezoid error shrinks like h² (bound (b − a)h²·M/12 with M = max|f″|), Simpson's like h⁴, so Simpson is usually far more accurate for the same nodes.

Weighted sum

0 + 2·4 + 2·4 + 2·7 + 2·7 + 2·8 + 14 = 74

Trapezoid rule

s = (10/2)·74 = 370 m

Answer

s = 370 m
8.Numerical methods

Answer: y1 = 1.817

Numerical solution of y′ = f(t, y): Euler's method steps along the slope at the start of each step: yn+1 = yₙ + h·f(tₙ, yₙ). Heun's method (improved Euler) averages the slope at the start and at an Euler prediction: k₁ = f(tₙ, yₙ), k₂ = f(tₙ + h, yₙ + h·k₁), yn+1 = yₙ + (h/2)(k₁ + k₂). The classical Runge–Kutta method (RK4) combines four slopes: yn+1 = yₙ + (h/6)(k₁ + 2k₂ + 2k₃ + k₄). The global error of Euler is proportional to h, Heun's to h², RK4's to h⁴.

Four slopes

k₁ = f(0, 2) = −1
k₂ = f(0.1, 1.9) = −0.904996
k₃ = f(0.1, 1.9095) = −0.914496
k₄ = f(0.2, 1.817101) = −0.837034

Combine

y₁ = 2 + (0.2/6)(−1 + 2·−0.904996 + 2·−0.914496 − 0.837034) = 1.817

Answer

y1 = 1.817

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