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)29Ta​T = ?

A can of soda at 4 °C is taken out of the fridge into a room at 23 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). With k = 0.03 min⁻¹, find its temperature T after 29 min.

T0 = 4 °CTa = 23 °Ck = 0.03 min⁻¹t = 29 min
T = °C
2.Differential equationsHard
ty0.5y(0.5) = ?

Solve y′ + 0.5y = 9e−t with y(0) = 3. Find y(0.5).

y′ + 0.5y = 9e−ty(0) = 3
y(0.5) =
3.IntegralsMedium
xy2y = √(x)

The region under y = √(x) from x = 0 to x = 2 is rotated about the x-axis. Find the volume V of the solid (a paraboloid).

y = √(x)0 ≤ x ≤ 2
V =
4.IntegralsHard
xyy = x2​y = x

Find the area A of the region enclosed by y = x2 and y = x.

y = x2y = x
A =
5.DerivativesMedium
xyx = 1.5

Let f(x) = x3·e−0.5x. Find f′(1.5).

f(x) = x3·e−0.5xx = 1.5
f′(1.5) =
6.DerivativesHard
xyx = 3

The tangent line to f(x) = −x2 + 2x + 5 at x = 3 crosses the y-axis at y = b. Find b.

f(x) = −x2 + 2x + 5x = 3
b =
7.Numerical methodsMedium
t (s)051015202530v (m/s)861211141819

A vehicle's speed is measured every 5 s (table). Estimate the distance s travelled from t = 0 to t = 30 s with Simpson's rule.

h = 5 sn = 6
s = m
8.Numerical methodsHard
00.10.20.30.40.60.8ty(0, 0.5)

Use Heun's method (improved Euler) with h = 0.2 for y′ = y(2 − y), y(0) = 0.5 to estimate y2 ≈ y(0.4).

y′ = y(2 − y)y(0) = 0.5h = 0.2
y2 =

3Solutions

1.Differential equations

Answer: T = 15.04 °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) = 23 + (−19)·e−0.03t

Substitute t

T(29) = 23 + (−19)·0.419 = 15.04 °C

Answer

T = 15.04 °C
2.Differential equations

Answer: y(0.5) = 5.437

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 = e0.5t
(e0.5ty)′ = 9e−0.5t

General solution

y = 9/(−0.5)·e−t + C·e−0.5t = −18·e−t + C·e−0.5t

Initial condition

3 = −18 + C → C = 21

Evaluate

y(0.5) = −18·0.6065 + 21·0.7788 = 5.437

Answer

y(0.5) = 5.437
3.Integrals

Answer: V = 6.283

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∫₀2 x dx

Integrate

V = π·1·2²/2 = 6.283

Answer

V = 6.283
4.Integrals

Answer: A = 0.1667

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.

Intersection points

x2 = x → x = 0, x = 1

Integrate upper minus lower

A = [0.5x2 − 0.3333x3]01 = 0.1667

Answer

A = 0.1667
5.Derivatives

Answer: f′(1.5) = 2.391

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 rule

f′(x) = u′v + uv′ = e−0.5x·(3x2 + (−0.5)·x3)

Substitute

f′(1.5) = 0.4724·(6.75 + (−1.688)) = 2.391

Answer

f′(1.5) = 2.391
6.Derivatives

Answer: b = 14

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) = 2
f′(x) = −2x + 2 → f′(3) = −4

Tangent line at x = 0

b = f(x₀) − f′(x₀)·x₀ = 2 − (−4)·3 = 14

Answer

b = 14
7.Numerical methods

Answer: s = 365 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

8 + 4·6 + 2·12 + 4·11 + 2·14 + 4·18 + 19 = 219

Simpson's rule

s = (5/3)·219 = 365 m

Answer

s = 365 m
8.Numerical methods

Answer: y2 = 0.8488

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₊₁000.50.750.87750.6627510.20.662750.8862620.9744010.848816

Heun steps

y₁ = 0.5 + (0.2/2)(0.75 + 0.8775) = 0.66275
y₂ = 0.66275 + (0.2/2)(0.886262 + 0.974401) = 0.848816
00.10.20.30.40.60.8ty

Graph

y2 = 0.8488

Answer

y2 = 0.8488

The exact value is y(0.4) = 0.851794.

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