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)17Ta​T = ?

A forged steel part at 340 °C is left to cool in a workshop at 30 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). With k = 0.04 min⁻¹, find its temperature T after 17 min.

T0 = 340 °CTa = 30 °Ck = 0.04 min⁻¹t = 17 min
T = °C
2.Differential equationsHard
t (min)m (kg)t = ?55 kg

A tank holds 1000 L of water in which 10 kg of salt is dissolved. Brine with 0.1 kg of salt per litre flows in at 4 L/min, and the well-mixed solution flows out at the same rate. After how many minutes t does the tank contain 55 kg of salt?

V = 1000 Lm0 = 10 kgc = 0.1 kg/Lr = 4 L/min
t = min
3.IntegralsMedium
xy26

Evaluate I = ∫26 1/x dx.

f(x) = 1/x[2, 6]
I =
4.IntegralsHard
xy1y = x²eˣ

Evaluate I = ∫₀1 x²·eˣ dx.

∫₀1 x²eˣ dx
I =
5.DerivativesMedium
xyx = 2

Let f(x) = ln(x2 + 1). Find f′(2).

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

The tangent line to f(x) = x2 − 3x − 1 at x = 2 crosses the y-axis at y = b. Find b.

f(x) = x2 − 3x − 1x = 2
b =
7.Numerical methodsMedium
xy00.51

Approximate ∫01 1/(1 + x³) dx with the trapezoid rule using n = 2 strips. Give T.

f(x) = 1/(1 + x³)[a, b] = [0, 1]n = 2
T =
8.Numerical methodsHard
00.20.40.40.450.5ty(0, 0.5)

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

y′ = t − yy(0) = 0.5h = 0.1
y5 =

3Solutions

1.Differential equations

Answer: T = 187.1 °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) = 30 + 310·e−0.04t

Substitute t

T(17) = 30 + 310·0.5066 = 187.1 °C

Answer

T = 187.1 °C
2.Differential equations

Answer: t = 173.3 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) = 100 + (−90)·e−t/250

Solve for t

e−t/250 = (100 − 55)/(100 − 10) = 0.5
t = 250·ln(2) = 173.3 min

Answer

t = 173.3 min
3.Integrals

Answer: I = 1.099

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) = ln x

Evaluate at the limits

I = (ln 6 − ln 2) = ln 3 = 1.099

Answer

I = 1.099
4.Integrals

Answer: I = 0.7183

Integration by parts: ∫u·dv = u·v − ∫v·du, from the product rule. Choose u as the factor that gets simpler when you differentiate it (a power of x, or ln x), and dv as the factor you can integrate (eˣ, sin x, cos x, or x when u = ln x). For a definite integral, evaluate u·v at both limits: ∫ₐᵇ u dv = [u·v]ₐᵇ − ∫ₐᵇ v du. A factor x² needs two rounds.

First round

∫x²eˣ dx = x²eˣ − ∫2x eˣ dx

Second round

∫2x eˣ dx = 2x eˣ − 2eˣ
∫x²eˣ dx = eˣ(x² − 2x + 2)

Limits

2.718·(1) − 1·2 = 0.7183

Answer

I = 0.7183
5.Derivatives

Answer: f′(2) = 0.8

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) = 2x/(x2 + 1)

Substitute

f′(2) = 4/5 = 0.8

Answer

f′(2) = 0.8
6.Derivatives

Answer: b = −5

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(2) = −3
f′(x) = 2x − 3 → f′(2) = 1

Tangent line at x = 0

b = f(x₀) − f′(x₀)·x₀ = −3 − 1·2 = −5

Answer

b = −5
7.Numerical methods

Answer: T = 0.8194

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)weight001110.50.8888892210.51

Nodes and values

h = 0.5
Σ wᵢfᵢ = 1 + 2·0.888889 + 0.5 = 3.277778

Trapezoid rule

T = (0.5/2)·3.277778 = 0.8194

Answer

T = 0.8194

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

8.Numerical methods

Answer: y5 = 0.3857

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₊₁000.5−0.50.4510.10.45−0.350.41520.20.415−0.2150.393530.30.3935−0.09350.3841540.40.384150.015850.385735

Euler steps

y₁ = 0.5 + 0.1·(−0.5) = 0.45
y₂ = 0.45 + 0.1·(−0.35) = 0.415
y₃ = 0.415 + 0.1·(−0.215) = 0.3935
y₄ = 0.3935 + 0.1·(−0.0935) = 0.38415
y₅ = 0.38415 + 0.1·(0.01585) = 0.385735
00.20.40.40.450.5ty

Graph

y5 = 0.3857

Answer

y5 = 0.3857

The exact value is y(0.5) = 0.409796.

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