Differential Equations: cram pack

Formula sheets, the key method steps for every topic and 8 practice problems, with full solutions at the back.

New problemsBack to the course

In the print window, choose “Save as PDF” to keep a copy on your device.

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)12Ta​62 °C

A cup of coffee at 89 °C is left in a room at 19 °C. After 12 min its temperature is 62 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). Find the constant k in min⁻¹.

T0 = 89 °CTa = 19 °CT(12) = 62 °C
k = min⁻¹
2.Differential equationsHard
t (min)m (kg)t = ?80 kg

A tank holds 1000 L of pure water. Brine with 0.2 kg of salt per litre flows in at 10 L/min, and the well-mixed solution flows out at the same rate. After how many minutes t does the tank contain 80 kg of salt?

V = 1000 Lm0 = 0 kgc = 0.2 kg/Lr = 10 L/min
t = min
3.IntegralsMedium
xy03

Evaluate I = ∫03 e2x dx.

f(x) = e2x[0, 3]
I =
4.IntegralsHard
xy−11

Find the area A of the region between the parabola y = 1 − x² and the x-axis.

y = 1 − x²
A =
5.DerivativesMedium
xyx = 2

Let f(x) = (−2x − 3)5. Find f′(2).

f(x) = (−2x − 3)5x = 2
f′(2) =
6.DerivativesHard
xy

Let f(x) = x3 − 7.5x2 + 18x + 4. Find the x-coordinate x of the local minimum.

f(x) = x3 − 7.5x2 + 18x + 4
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
00.20.423ty(0, 2)

Use Euler's method with h = 0.1 for y′ = t + y, y(0) = 2 to estimate y5 ≈ y(0.5).

y′ = t + yy(0) = 2h = 0.1
y5 =

3Solutions

1.Differential equations

Answer: k = 0.04061 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−12k = 43/70

Solve for k

k = ln(70/43)/12 = 0.04061 min⁻¹

Answer

k = 0.04061 min⁻¹
2.Differential equations

Answer: t = 51.08 min

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.

Result

m(t) = 200 + (−200)·e−t/100

Solve for t

e−t/100 = (200 − 80)/(200 − 0) = 0.6
t = 100·ln(1.667) = 51.08 min

Answer

t = 51.08 min
3.Integrals

Answer: I = 201.2

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 = (e6 − 1)/2 = (403.4 − 1)/2 = 201.2

Answer

I = 201.2
4.Integrals

Answer: A = 1.333

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.

Zeros

1 − x² = 0 → x = ±1

Integrate

A = [1x − x³/3]−11 = 0.6667 − (−0.6667) = 1.333

Answer

A = 1.333
5.Derivatives

Answer: f′(2) = −24010

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·(−2x − 3)4·(−2)

Substitute

f′(2) = 5·(−7)4·(−2) = −24010

Answer

f′(2) = −24010
6.Derivatives

Answer: x = 3

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 + 18 = 3·(x2 − 5x + 6)

Solve f′(x) = 0

x = 2 or x = 3

Which one is which

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

f″(2) = −3, f″(3) = 3
x = 3

Answer

x = 3
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 = 3.332

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₊₁00222.210.12.22.32.4320.22.432.632.69330.32.6932.9932.992340.42.99233.39233.33153

Euler steps

y₁ = 2 + 0.1·(2) = 2.2
y₂ = 2.2 + 0.1·(2.3) = 2.43
y₃ = 2.43 + 0.1·(2.63) = 2.693
y₄ = 2.693 + 0.1·(2.993) = 2.9923
y₅ = 2.9923 + 0.1·(3.3923) = 3.33153
00.20.423ty

Graph

y5 = 3.332

Answer

y5 = 3.332

The exact value is y(0.5) = 3.446164.

ExamProblems · examproblems.com/courses/differential-equations