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) = 3y(2) = ?

Solve y″ + 4y′ + 3y = 0 with y(0) = 3 and y′(0) = -2. Find y(2).

y″ + 4y′ + 3y = 0y(0) = 3y′(0) = -2
y(2) =
2.Differential equationsHard
tyy(0) = 10y(0.5) = ?

Solve y″ + 3y′ + 11.25y = 0 with y(0) = 10 and y′(0) = 0 (released from rest). Find y(0.5); angles in radians.

y″ + 3y′ + 11.25y = 0y(0) = 10y′(0) = 0
y(0.5) =
3.IntegralsMedium
xy13

Evaluate I = ∫13 5/x dx.

f(x) = 5/x[1, 3]
I =
4.IntegralsHard
xy−22

Find the area A of the region between the parabola y = 4 − x² and the x-axis.

y = 4 − x²
A =
5.DerivativesMedium
xyx = −1

Let f(x) = ln(3x2 + 2). Find f′(−1).

f(x) = ln(3x2 + 2)x = −1
f′(−1) =
6.DerivativesHard
xyx = 3

The tangent line to f(x) = −x2 − x + 6 at x = 3 crosses the y-axis at y = b. Find b.

f(x) = −x2 − x + 6x = 3
b =
7.Numerical methodsMedium
xy00.16670.33330.50.66670.83331

Approximate ∫01 √(1 + x³) dx with Simpson's rule using n = 6 strips. Give S.

f(x) = √(1 + x³)[a, b] = [0, 1]n = 6
S =
8.Numerical methodsHard
00.510.51ty(0, 0.2)

Solve y′ = y(2 − y), y(0) = 0.2 with Euler's method and step h = 0.2 up to t = 1. The exact solution is y = 2y₀/(y₀ + (2 − y₀)e−2t). Find the global error |E| = |y(1) − y5|.

y′ = y(2 − y)y(0) = 0.2h = 0.2
|E| =

3Solutions

1.Differential equations

Answer: y(2) = 0.4724

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 + 1)(r + 3) = 0 → r = −1, −3

Constants from the initial values

A + B = 3, −1A − 3B = -2
A = 3.5, B = −0.5

Evaluate

y(2) = 3.5·e−2 + (−0.5)·e−6 = 0.4724

Answer

y(2) = 0.4724
2.Differential equations

Answer: y(0.5) = 2.69

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.

Complex roots

r = −1.5 ± 3j

Constants

A = 10, B = 1.5·10/3 = 5

Evaluate

y(0.5) = e−0.75(10·cos 1.5 + 5·sin 1.5) = 2.69

Answer

y(0.5) = 2.69
3.Integrals

Answer: I = 5.493

Definite integrals: ∫ₐᵇ f(x) dx is the signed area between the graph and the x-axis from a to b. Find an antiderivative F (with F′ = f) and evaluate F(b) − F(a). Power rule: ∫xⁿ dx = xⁿ⁺¹/(n + 1). The area between two curves is ∫(upper − lower) dx.

Antiderivative

F(x) = 5·ln x

Evaluate at the limits

I = 5·(ln 3 − ln 1) = 5·ln 3 = 5.493

Answer

I = 5.493
4.Integrals

Answer: A = 10.67

Definite integrals: ∫ₐᵇ f(x) dx is the signed area between the graph and the x-axis from a to b. Find an antiderivative F (with F′ = f) and evaluate F(b) − F(a). Power rule: ∫xⁿ dx = xⁿ⁺¹/(n + 1). The area between two curves is ∫(upper − lower) dx.

Zeros

4 − x² = 0 → x = ±2

Integrate

A = [4x − x³/3]−22 = 5.333 − (−5.333) = 10.67

Answer

A = 10.67
5.Derivatives

Answer: f′(−1) = −1.2

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.

Chain rule for the logarithm

f′(x) = 6x/(3x2 + 2)

Substitute

f′(−1) = −6/5 = −1.2

Answer

f′(−1) = −1.2
6.Derivatives

Answer: b = 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.

Point and slope

f(3) = −6
f′(x) = −2x − 1 → f′(3) = −7

Tangent line at x = 0

b = f(x₀) − f′(x₀)·x₀ = −6 − (−7)·3 = 15

Answer

b = 15
7.Numerical methods

Answer: S = 1.111

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.

ixᵢf(xᵢ)weight001110.1666671.002312420.3333331.01835230.51.06066440.6666671.13855250.8333331.2564654611.4142141

Nodes and values

h = 0.1667
Σ wᵢfᵢ = 1 + 4·1.002312 + 2·1.01835 + 4·1.06066 + 2·1.13855 + 4·1.256465 + 1.414214 = 20.005762

Simpson's rule

S = (0.1667/3)·20.005762 = 1.111

Answer

S = 1.111

This integral has no elementary antiderivative, which is exactly when a numerical rule is needed.

8.Numerical methods

Answer: |E| = 0.09599

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.

ntₙyₙf(tₙ, yₙ)yₙ₊₁000.20.360.27210.20.2720.4700160.36600320.40.3660030.5980480.48561330.60.4856130.7354060.63269440.80.6326940.8650860.805711

Euler steps

y5 = 0.805711

Exact value

y(1) = 0.901706

Global error

|E| = |0.901706 − 0.805711| = 0.09599
00.510.51ty

Graph

Answer

|E| = 0.09599

Halving h roughly halves the error of Euler's method.

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