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​19 °C9 °C

A can of soda at 5 °C is taken out of the fridge into a room at 29 °C. After 29 min its temperature is 19 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). How long after the start, t, does it take to reach 9 °C?

T0 = 5 °CTa = 29 °CT(29) = 19 °CT = 9 °C
t = min
2.Differential equationsHard
ty1.5y(1.5) = ?

Solve y′ + y = 8e−2t with y(0) = 2. Find y(1.5).

y′ + y = 8e−2ty(0) = 2
y(1.5) =
3.IntegralsMedium
xy01

Evaluate I = ∫01 2x·(x² + 1)2 dx.

f(x) = 2x·(x² + 1)2[0, 1]
I =
4.IntegralsHard
xyy = 2x2​y = x

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

y = 2x2y = x
A =
5.DerivativesMedium
xyx = 1.5

Let f(x) = x·sin(2x), with x in radians. Find f′(1.5).

f(x) = x·sin(2x)x = 1.5 rad
f′(1.5) =
6.DerivativesHard
xy

Let f(x) = x3 − 12x2 + 36x + 6. Find the x-coordinate x of the local minimum.

f(x) = x3 − 12x2 + 36x + 6
x =
7.Numerical methodsMedium
xy00.250.50.751

Approximate ∫01 e−x² dx with the trapezoid rule using n = 4 strips. Give T.

f(x) = e−x²[a, b] = [0, 1]n = 4
T =
8.Numerical methodsHard
00.5111.5ty(0, 1)

Use Heun's method (improved Euler) with h = 0.5 for y′ = y(2 − y), y(0) = 1 to estimate y2 ≈ y(1).

y′ = y(2 − y)y(0) = 1h = 0.5
y2 =

3Solutions

1.Differential equations

Answer: t = 6.039 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(-24/-10)/29 = 0.03019 min⁻¹

Time to reach the target

t = ln(-24/(−20))/0.03019 = 6.039 min

Answer

t = 6.039 min
2.Differential equations

Answer: y(1.5) = 1.833

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 = et
(ety)′ = 8e−t

General solution

y = 8/(−1)·e−2t + C·e−t = −8·e−2t + C·e−t

Initial condition

2 = −8 + C → C = 10

Evaluate

y(1.5) = −8·0.04979 + 10·0.2231 = 1.833

Answer

y(1.5) = 1.833
3.Integrals

Answer: I = 2.333

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.

Substitution

u = x² + 1, du = 2x dx
I = ∫12 u2 du

Integrate and evaluate

I = [u3/3]12 = (8 − 1)/3 = 2.333

Answer

I = 2.333
4.Integrals

Answer: A = 0.04167

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 = x → x = 0, x = 0.5

Integrate upper minus lower

A = [0.5x2 − 0.6667x3]00.5 = 0.04167

Answer

A = 0.04167
5.Derivatives

Answer: f′(1.5) = −2.829

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(2x) + 2x·cos(2x)

Substitute

f′(1.5) = 0.1411 + 3·(−0.99) = −2.829

Answer

f′(1.5) = −2.829
6.Derivatives

Answer: x = 6

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 − 24x + 36 = 3·(x2 − 8x + 12)

Solve f′(x) = 0

x = 2 or x = 6

Which one is which

f″(x) = 6x − 24: negative at a maximum, positive at a minimum.

f″(2) = −12, f″(6) = 12
x = 6

Answer

x = 6
7.Numerical methods

Answer: T = 0.743

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)weight001110.250.939413220.50.778801230.750.5697832410.3678791

Nodes and values

h = 0.25
Σ wᵢfᵢ = 1 + 2·0.939413 + 2·0.778801 + 2·0.569783 + 0.367879 = 5.943873

Trapezoid rule

T = (0.25/2)·5.943873 = 0.743

Answer

T = 0.743

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

8.Numerical methods

Answer: y2 = 1.712

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₊₁00110.751.437510.51.43750.8085940.2913781.712493

Heun steps

y₁ = 1 + (0.5/2)(1 + 0.75) = 1.4375
y₂ = 1.4375 + (0.5/2)(0.808594 + 0.291378) = 1.712493
00.5111.5ty

Graph

y2 = 1.712

Answer

y2 = 1.712

The exact value is y(1) = 1.761594.

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