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
t (min)T (°C)58Ta​41 °C31 °C

A forged steel part at 320 °C is left to cool in a workshop at 25 °C. After 58 min its temperature is 41 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). How long after the start, t, does it take to reach 31 °C?

T0 = 320 °CTa = 25 °CT(58) = 41 °CT = 31 °C
t = min
2.Differential equationsHard
xy13(1, −2)y(3) = ?

Solve the initial value problem y′ + 3y/x = 6 for x > 0, with y(1) = −2. Find y(3).

y′ + 3y/x = 6y(1) = −2
y(3) =
3.IntegralsMedium
xy4y = x

The region under y = x from x = 0 to x = 4 is rotated about the x-axis. Find the volume V of the solid (a cone).

y = x0 ≤ x ≤ 4
V =
4.IntegralsHard
xy2y = 6xy = 3x²

The region between the line y = 6x and the parabola y = 3x² is rotated about the x-axis. Find the volume V of the solid.

y = 6xy = 3x²
V =
5.DerivativesMedium
xyx = 1

Let f(x) = x·sin(x), with x in radians. Find f′(1).

f(x) = x·sin(x)x = 1 rad
f′(1) =
6.DerivativesHard
xyx = 1

The tangent line to f(x) = 2x2 + x + 4 at x = 1 crosses the y-axis at y = b. Find b.

f(x) = 2x2 + x + 4x = 1
b =
7.Numerical methodsMedium
t (s)012345v (m/s)101213111715

A vehicle's speed is measured every 1 s (table). Estimate the distance s travelled from t = 0 to t = 5 s with the trapezoid rule.

h = 1 sn = 5
s = m
8.Numerical methodsHard
00.050.11.91.952ty(0, 2)

Take one step of the classical Runge–Kutta method (RK4) with h = 0.1 for y′ = cos t − y, y(0) = 2. Find y₁ ≈ y(0.1).

y′ = cos t − yy(0) = 2h = 0.1
y1 =

3Solutions

1.Differential equations

Answer: t = 77.52 min

First-order differential equations: dy/dt = k·y has the solution y = y₀·ekt (growth for k > 0, decay for k < 0); a half-life T gives k = ln 2/T. Newton's law of cooling, dT/dt = −k·(T − Tₐ), gives T(t) = Tₐ + (T₀ − Tₐ)·e−kt. A linear equation y′ + p(x)·y = q(x) is solved with the integrating factor μ = e∫p dx: (μy)′ = μq, so μy = ∫μq dx + C.

Cooling constant

k = ln(295/16)/58 = 0.05025 min⁻¹

Time to reach the target

t = ln(295/6)/0.05025 = 77.52 min

Answer

t = 77.52 min
2.Differential equations

Answer: y(3) = 4.37

First-order differential equations: dy/dt = k·y has the solution y = y₀·ekt (growth for k > 0, decay for k < 0); a half-life T gives k = ln 2/T. Newton's law of cooling, dT/dt = −k·(T − Tₐ), gives T(t) = Tₐ + (T₀ − Tₐ)·e−kt. A linear equation y′ + p(x)·y = q(x) is solved with the integrating factor μ = e∫p dx: (μy)′ = μq, so μy = ∫μq dx + C.

Integrating factor

μ = e∫3/x dx = x3

Integrate

(x3y)′ = 6x3 → x3y = 6x4/4 + C

Initial condition

−2 = 6/4 + C → C = −3.5

Evaluate

y(3) = (6·34/4 + (−3.5))/33 = 4.37

Answer

y(3) = 4.37
3.Integrals

Answer: V = 67.02

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.

Disc method

V = π∫₀4 1x² dx

Integrate

V = π·1·4³/3 = 67.02

Answer

V = 67.02

Check: a cone of radius 4 and height 4 has (1/3)πr²h = 67.02.

4.Integrals

Answer: V = 120.6

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

6x = 3x² → x = 0, x = 2

Washer method

V = π∫₀2 ((6x)² − (3x²)²) dx

Integrate

V = π(36·2³/3 − 9·2⁵/5) = π·38.4 = 120.6

Answer

V = 120.6
5.Derivatives

Answer: f′(1) = 1.382

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 and chain rule

f′(x) = sin(x) + x·cos(x)

Substitute

f′(1) = 0.8415 + 1·0.5403 = 1.382

Answer

f′(1) = 1.382
6.Derivatives

Answer: b = 2

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.

Point and slope

f(1) = 7
f′(x) = 4x + 1 → f′(1) = 5

Tangent line at x = 0

b = f(x₀) − f′(x₀)·x₀ = 7 − 5·1 = 2

Answer

b = 2
7.Numerical methods

Answer: s = 65.5 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

10 + 2·12 + 2·13 + 2·11 + 2·17 + 15 = 131

Trapezoid rule

s = (1/2)·131 = 65.5 m

Answer

s = 65.5 m
8.Numerical methods

Answer: y1 = 1.905

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(0.05, 1.95) = −0.95125
k₃ = f(0.05, 1.952438) = −0.953687
k₄ = f(0.1, 1.904631) = −0.909627

Combine

y₁ = 2 + (0.1/6)(−1 + 2·−0.95125 + 2·−0.953687 − 0.909627) = 1.905

Answer

y1 = 1.905

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