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)41Ta​T = ?

A forged steel part at 500 °C is left to cool in a workshop at 22 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). With k = 0.04 min⁻¹, find its temperature T after 41 min.

T0 = 500 °CTa = 22 °Ck = 0.04 min⁻¹t = 41 min
T = °C
2.Differential equationsHard
tyy(0) = 3y(0.5) = ?

Solve y″ + 2y′ + 5y = 0 with y(0) = 3 and y′(0) = 0 (released from rest). Find y(0.5); angles in radians.

y″ + 2y′ + 5y = 0y(0) = 3y′(0) = 0
y(0.5) =
3.IntegralsMedium
xy01

Evaluate I = ∫01 2x·(x² + 1)2 dx.

f(x) = 2x·(x² + 1)2[0, 1]
I =
4.IntegralsHard
xy−33

Find the area A of the region between the parabola y = 9 − x² and the x-axis.

y = 9 − x²
A =
5.DerivativesMedium
xyx = 1

Let f(x) = x·sin(2x), with x in radians. Find f′(1).

f(x) = x·sin(2x)x = 1 rad
f′(1) =
6.DerivativesHard
xyx = −1

The tangent line to f(x) = 3x2 − 4x + 5 at x = −1 crosses the y-axis at y = b. Find b.

f(x) = 3x2 − 4x + 5x = −1
b =
7.Numerical methodsMedium
t (s)0123456v (m/s)1081316202627

A vehicle's speed is measured every 1 s (table). Estimate the distance s travelled from t = 0 to t = 6 s with Simpson's rule.

h = 1 sn = 6
s = m
8.Numerical methodsHard
00.10.20.30.400.010.020.03ty(0, 0)

Use Heun's method (improved Euler) with h = 0.2 for y′ = t² + y², y(0) = 0 to estimate y2 ≈ y(0.4).

y′ = t² + y²y(0) = 0h = 0.2
y2 =

3Solutions

1.Differential equations

Answer: T = 114.7 °C

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.

Solution of the cooling law

T(t) = 22 + 478·e−0.04t

Substitute t

T(41) = 22 + 478·0.194 = 114.7 °C

Answer

T = 114.7 °C
2.Differential equations

Answer: y(0.5) = 1.749

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 ± 2j

Constants

A = 3, B = 1·3/2 = 1.5

Evaluate

y(0.5) = e−0.5(3·cos 1 + 1.5·sin 1) = 1.749

Answer

y(0.5) = 1.749
3.Integrals

Answer: I = 2.333

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.

Substitution

u = x² + 1, du = 2x dx
I = ∫12 u2 du

Integrate and evaluate

I = [u3/3]12 = (8 − 1)/3 = 2.333

Answer

I = 2.333
4.Integrals

Answer: A = 36

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

9 − x² = 0 → x = ±3

Integrate

A = [9x − x³/3]−33 = 18 − (−18) = 36

Answer

A = 36
5.Derivatives

Answer: f′(1) = 0.077

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(2x) + 2x·cos(2x)

Substitute

f′(1) = 0.9093 + 2·(−0.4161) = 0.077

Answer

f′(1) = 0.077
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) = 12
f′(x) = 6x − 4 → f′(−1) = −10

Tangent line at x = 0

b = f(x₀) − f′(x₀)·x₀ = 12 − (−10)·(−1) = 2

Answer

b = 2
7.Numerical methods

Answer: s = 101 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 + 4·8 + 2·13 + 4·16 + 2·20 + 4·26 + 27 = 303

Simpson's rule

s = (1/3)·303 = 101 m

Answer

s = 101 m
8.Numerical methods

Answer: y2 = 0.02402

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.

ntₙyₙk₁k₂yₙ₊₁00000.040.00410.20.0040.0400160.1601440.024016

Heun steps

y₁ = 0 + (0.2/2)(0 + 0.04) = 0.004
y₂ = 0.004 + (0.2/2)(0.040016 + 0.160144) = 0.024016
00.10.20.30.400.010.020.03ty

Graph

y2 = 0.02402

Answer

y2 = 0.02402

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