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)20Ta​25 °C

A can of soda at 3 °C is taken out of the fridge into a room at 29 °C. After 20 min its temperature is 25 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). Find the constant k in min⁻¹.

T0 = 3 °CTa = 29 °CT(20) = 25 °C
k = min⁻¹
2.Differential equationsHard
ty0.5y(0.5) = ?

Solve y′ + 0.5y = 5e−2t with y(0) = 4. Find y(0.5).

y′ + 0.5y = 5e−2ty(0) = 4
y(0.5) =
3.IntegralsMedium
xy03

Evaluate I = ∫03 e2x dx.

f(x) = e2x[0, 3]
I =
4.IntegralsHard
xyy = 2x2​y = 4x

Find the area A of the region enclosed by y = 2x2 and y = 4x.

y = 2x2y = 4x
A =
5.DerivativesMedium
xyx = 1

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

f(x) = x·sin(x)x = 1 rad
f′(1) =
6.DerivativesHard
xy

Let f(x) = x3 − 10.5x2 + 30x + 3. Find the x-coordinate x of the local maximum.

f(x) = x3 − 10.5x2 + 30x + 3
x =
7.Numerical methodsMedium
xy00.511.52

Approximate ∫02 e−x² dx with Simpson's rule using n = 4 strips. Give S.

f(x) = e−x²[a, b] = [0, 2]n = 4
S =
8.Numerical methodsHard
00.10.20.311.21.4ty(0, 1)

Use Heun's method (improved Euler) with h = 0.1 for y′ = t² + y², y(0) = 1 to estimate y3 ≈ y(0.3).

y′ = t² + y²y(0) = 1h = 0.1
y3 =

3Solutions

1.Differential equations

Answer: k = 0.09359 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−20k = -4/-26

Solve for k

k = ln(-26/-4)/20 = 0.09359 min⁻¹

Answer

k = 0.09359 min⁻¹
2.Differential equations

Answer: y(0.5) = 4.485

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)′ = 5e−1.5t

General solution

y = 5/(−1.5)·e−2t + C·e−0.5t = −3.333·e−2t + C·e−0.5t

Initial condition

4 = −3.333 + C → C = 7.333

Evaluate

y(0.5) = −3.333·0.3679 + 7.333·0.7788 = 4.485

Answer

y(0.5) = 4.485
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 = 2.667

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

2x2 = 4x → x = 0, x = 2

Integrate upper minus lower

A = [2x2 − 0.6667x3]02 = 2.667

Answer

A = 2.667
5.Derivatives

Answer: f′(1) = 1.382

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(x) + x·cos(x)

Substitute

f′(1) = 0.8415 + 1·0.5403 = 1.382

Answer

f′(1) = 1.382
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 − 21x + 30 = 3·(x2 − 7x + 10)

Solve f′(x) = 0

x = 2 or x = 5

Which one is which

f″(x) = 6x − 21: negative at a maximum, positive at a minimum.

f″(2) = −9, f″(5) = 9
x = 2

Answer

x = 2
7.Numerical methods

Answer: S = 0.8818

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)weight001110.50.7788014210.367879231.50.1053994420.01831561

Nodes and values

h = 0.5
Σ wᵢfᵢ = 1 + 4·0.778801 + 2·0.367879 + 4·0.105399 + 0.0183156 = 5.290875

Simpson's rule

S = (0.5/3)·5.290875 = 0.8818

Answer

S = 0.8818

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

8.Numerical methods

Answer: y3 = 1.436

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₊₁00111.221.11110.11.1111.2443211.5662921.25153120.21.2515311.6063292.0842061.436057

Heun steps

y₁ = 1 + (0.1/2)(1 + 1.22) = 1.111
y₂ = 1.111 + (0.1/2)(1.244321 + 1.566292) = 1.251531
y₃ = 1.251531 + (0.1/2)(1.606329 + 2.084206) = 1.436057
00.10.20.311.21.4ty

Graph

y3 = 1.436

Answer

y3 = 1.436

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