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)42Ta​107 °C52 °C

A forged steel part at 480 °C is left to cool in a workshop at 22 °C. After 42 min its temperature is 107 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). How long after the start, t, does it take to reach 52 °C?

T0 = 480 °CTa = 22 °CT(42) = 107 °CT = 52 °C
t = min
2.Differential equationsHard
t (min)m (kg)5 minm = ?

A tank holds 500 L of pure water. Brine with 0.25 kg of salt per litre flows in at 2 L/min, and the well-mixed solution flows out at the same rate. How much salt m is in the tank after 5 min?

V = 500 Lm0 = 0 kgc = 0.25 kg/Lr = 2 L/min
m = kg
3.IntegralsMedium
xy210

Evaluate I = ∫210 1/x dx.

f(x) = 1/x[2, 10]
I =
4.IntegralsHard
xyy = 0.5x2​y = 4x

Find the area A of the region enclosed by y = 0.5x2 and y = 4x.

y = 0.5x2y = 4x
A =
5.DerivativesMedium
xyx = 2

Let f(x) = x2·e0.5x. Find f′(2).

f(x) = x2·e0.5xx = 2
f′(2) =
6.DerivativesHard
xyx = 2

The tangent line to f(x) = 2x2 + 2x + 6 at x = 2 crosses the y-axis at y = b. Find b.

f(x) = 2x2 + 2x + 6x = 2
b =
7.Numerical methodsMedium
xy00.250.50.751

Approximate ∫01 1/(1 + x³) dx with Simpson's rule using n = 4 strips. Give S.

f(x) = 1/(1 + x³)[a, b] = [0, 1]n = 4
S =
8.Numerical methodsHard
00.5100.5ty(0, 0)

Use Heun's method (improved Euler) with h = 0.5 for y′ = e−ty, y(0) = 0 to estimate y2 ≈ y(1).

y′ = e−tyy(0) = 0h = 0.5
y2 =

3Solutions

1.Differential equations

Answer: t = 67.97 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.

Cooling constant

k = ln(458/85)/42 = 0.0401 min⁻¹

Time to reach the target

t = ln(458/30)/0.0401 = 67.97 min

Answer

t = 67.97 min
2.Differential equations

Answer: m = 2.475 kg

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.

Set up the equation

dm/dt = 2·0.25 − (2/500)·m = 0.5 − 0.004·m

Solve

The integrating factor is ert/V; the solution approaches the equilibrium c·V.

m(t) = 125 + (−125)·e−t/250

Substitute t

m(5) = 125 + (−125)·0.9802 = 2.475 kg

Answer

m = 2.475 kg
3.Integrals

Answer: I = 1.609

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 10 − ln 2) = ln 5 = 1.609

Answer

I = 1.609
4.Integrals

Answer: A = 42.67

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

0.5x2 = 4x → x = 0, x = 8

Integrate upper minus lower

A = [2x2 − 0.1667x3]08 = 42.67

Answer

A = 42.67
5.Derivatives

Answer: f′(2) = 16.31

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′ = e0.5x·(2x + 0.5·x2)

Substitute

f′(2) = 2.718·(4 + 2) = 16.31

Answer

f′(2) = 16.31
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(2) = 18
f′(x) = 4x + 2 → f′(2) = 10

Tangent line at x = 0

b = f(x₀) − f′(x₀)·x₀ = 18 − 10·2 = −2

Answer

b = −2
7.Numerical methods

Answer: S = 0.8358

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)weight001110.250.984615420.50.888889230.750.7032974410.51

Nodes and values

h = 0.25
Σ wᵢfᵢ = 1 + 4·0.984615 + 2·0.888889 + 4·0.703297 + 0.5 = 10.029426

Simpson's rule

S = (0.25/3)·10.029426 = 0.8358

Answer

S = 0.8358

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

8.Numerical methods

Answer: y2 = 0.7522

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₊₁00010.7788010.444710.50.44470.8006350.429550.752246

Heun steps

y₁ = 0 + (0.5/2)(1 + 0.778801) = 0.4447
y₂ = 0.4447 + (0.5/2)(0.800635 + 0.42955) = 0.752246
00.5100.5ty

Graph

y2 = 0.7522

Answer

y2 = 0.7522

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