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)6Ta​13 °C

A can of soda at 5 °C is taken out of the fridge into a room at 30 °C. After 6 min its temperature is 13 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). Find the constant k in min⁻¹.

T0 = 5 °CTa = 30 °CT(6) = 13 °C
k = min⁻¹
2.Differential equationsHard
ty1y(1) = ?

Solve y′ + 2y = 5e−0.5t with y(0) = 2. Find y(1).

y′ + 2y = 5e−0.5ty(0) = 2
y(1) =
3.IntegralsMedium
xy2y = x·cos x

Evaluate I = ∫₀2 x·cos x dx (x in radians).

∫₀2 x·cos x dx
I =
4.IntegralsHard
xy3y = x²eˣ

Evaluate I = ∫₀3 x²·eˣ dx.

∫₀3 x²eˣ dx
I =
5.DerivativesMedium
xyx = 0

Let f(x) = (3x − 1)5. Find f′(0).

f(x) = (3x − 1)5x = 0
f′(0) =
6.DerivativesHard
xy

Let f(x) = x3 − 7.5x2 + 12x + 3. Find the x-coordinate x of the local maximum.

f(x) = x3 − 7.5x2 + 12x + 3
x =
7.Numerical methodsMedium
t (s)012345v (m/s)91015212430

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
00.050.10.50.550.6ty(0, 0.5)

Take one step of the classical Runge–Kutta method (RK4) with h = 0.1 for y′ = e−ty, y(0) = 0.5. Find y₁ ≈ y(0.1).

y′ = e−tyy(0) = 0.5h = 0.1
y1 =

3Solutions

1.Differential equations

Answer: k = 0.06428 min⁻¹

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.

Ratio of temperature differences

e−6k = -17/-25

Solve for k

k = ln(-25/-17)/6 = 0.06428 min⁻¹

Answer

k = 0.06428 min⁻¹
2.Differential equations

Answer: y(1) = 1.841

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 = e2t
(e2ty)′ = 5e1.5t

General solution

y = 5/1.5·e−0.5t + C·e−2t = 3.333·e−0.5t + C·e−2t

Initial condition

2 = 3.333 + C → C = −1.333

Evaluate

y(1) = 3.333·0.6065 + (−1.333)·0.1353 = 1.841

Answer

y(1) = 1.841
3.Integrals

Answer: I = 0.4024

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 = x, du = dx; dv = cos x dx, v = sin x

Antiderivative

∫x cos x dx = x sin x − ∫sin x dx = x sin x + cos x

Limits

(2·sin 2 + cos 2) − (0 + 1) = 0.4024

Answer

I = 0.4024
4.Integrals

Answer: I = 98.43

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.

First round

∫x²eˣ dx = x²eˣ − ∫2x eˣ dx

Second round

∫2x eˣ dx = 2x eˣ − 2eˣ
∫x²eˣ dx = eˣ(x² − 2x + 2)

Limits

20.09·(5) − 1·2 = 98.43

Answer

I = 98.43
5.Derivatives

Answer: f′(0) = 15

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.

Chain rule

f′(x) = 5·(3x − 1)4·3

Substitute

f′(0) = 5·(−1)4·3 = 15

Answer

f′(0) = 15
6.Derivatives

Answer: x = 1

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 − 15x + 12 = 3·(x2 − 5x + 4)

Solve f′(x) = 0

x = 1 or x = 4

Which one is which

f″(x) = 6x − 15: negative at a maximum, positive at a minimum.

f″(1) = −9, f″(4) = 9
x = 1

Answer

x = 1
7.Numerical methods

Answer: s = 89.5 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

9 + 2·10 + 2·15 + 2·21 + 2·24 + 30 = 179

Trapezoid rule

s = (1/2)·179 = 89.5 m

Answer

s = 89.5 m
8.Numerical methods

Answer: y1 = 0.5972

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, 0.5) = 1
k₂ = f(0.05, 0.55) = 0.972875
k₃ = f(0.05, 0.548644) = 0.972941
k₄ = f(0.1, 0.597294) = 0.942019

Combine

y₁ = 0.5 + (0.1/6)(1 + 2·0.972875 + 2·0.972941 + 0.942019) = 0.5972

Answer

y1 = 0.5972

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