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)5Ta​9 °C

A can of soda at 4 °C is taken out of the fridge into a room at 23 °C. After 5 min its temperature is 9 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). Find the constant k in min⁻¹.

T0 = 4 °CTa = 23 °CT(5) = 9 °C
k = min⁻¹
2.Differential equationsHard
xy12(1, 0)y(2) = ?

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

y′ + y/x = xy(1) = 0
y(2) =
3.IntegralsMedium
xy02

Evaluate I = ∫02 e2x dx.

f(x) = e2x[0, 2]
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 = 2

Let f(x) = ln(3x2 + 4). Find f′(2).

f(x) = ln(3x2 + 4)x = 2
f′(2) =
6.DerivativesHard
xy

Let f(x) = x3 − 12x2 + 36x − 3. Find the x-coordinate x of the local maximum.

f(x) = x3 − 12x2 + 36x − 3
x =
7.Numerical methodsMedium
xy00.250.50.751

Approximate ∫01 eˣ dx with the trapezoid rule, n = 4, and compare it with the exact value. Find the absolute error |E| = |T − I|.

f(x) = eˣ[a, b] = [0, 1]n = 4
|E| =
8.Numerical methodsHard
00.20.40.50.60.7ty(0, 0.5)

Use Euler's method with h = 0.1 for y′ = cos t − y, y(0) = 0.5 to estimate y5 ≈ y(0.5).

y′ = cos t − yy(0) = 0.5h = 0.1
y5 =

3Solutions

1.Differential equations

Answer: k = 0.06108 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−5k = -14/-19

Solve for k

k = ln(-19/-14)/5 = 0.06108 min⁻¹

Answer

k = 0.06108 min⁻¹
2.Differential equations

Answer: y(2) = 1.167

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∫1/x dx = x1

Integrate

(x1y)′ = x2 → x1y = 1x3/3 + C

Initial condition

0 = 1/3 + C → C = −0.3333

Evaluate

y(2) = (1·23/3 + (−0.3333))/21 = 1.167

Answer

y(2) = 1.167
3.Integrals

Answer: I = 26.8

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) = e2x/2

Evaluate at the limits

I = (e4 − 1)/2 = (54.6 − 1)/2 = 26.8

Answer

I = 26.8
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′(2) = 0.75

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 + 4)

Substitute

f′(2) = 12/16 = 0.75

Answer

f′(2) = 0.75
6.Derivatives

Answer: x = 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.

Derivative

f′(x) = 3x2 − 24x + 36 = 3·(x2 − 8x + 12)

Solve f′(x) = 0

x = 2 or x = 6

Which one is which

f″(x) = 6x − 24: negative at a maximum, positive at a minimum.

f″(2) = −12, f″(6) = 12
x = 2

Answer

x = 2
7.Numerical methods

Answer: |E| = 0.00894

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.

Exact value

I = 1.718282

Trapezoid rule

T = (0.25/2)·(1 + 2·1.284025 + 2·1.648721 + 2·2.117 + 2.718282) = 1.727222

Error

|E| = |1.727222 − 1.718282| = 0.00894

Answer

|E| = 0.00894

Relative error: 0.5203%.

8.Numerical methods

Answer: y5 = 0.6909

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₊₁000.50.50.5510.10.550.4450040.594520.20.59450.3855660.63305730.30.6330570.3222790.66528540.40.6652850.2557760.690863

Euler steps

y₁ = 0.5 + 0.1·(0.5) = 0.55
y₂ = 0.55 + 0.1·(0.445004) = 0.5945
y₃ = 0.5945 + 0.1·(0.385566) = 0.633057
y₄ = 0.633057 + 0.1·(0.322279) = 0.665285
y₅ = 0.665285 + 0.1·(0.255776) = 0.690863
00.20.40.50.60.7ty

Graph

y5 = 0.6909

Answer

y5 = 0.6909

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