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)16Ta​17 °C

A can of soda at 4 °C is taken out of the fridge into a room at 25 °C. After 16 min its temperature is 17 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). Find the constant k in min⁻¹.

T0 = 4 °CTa = 25 °CT(16) = 17 °C
k = min⁻¹
2.Differential equationsHard
xy12(1, 1)y(2) = ?

Solve the initial value problem y′ + 3y/x = 3x2 for x > 0, with y(1) = 1. Find y(2).

y′ + 3y/x = 3x2y(1) = 1
y(2) =
3.IntegralsMedium
xy210

Evaluate I = ∫210 3/x dx.

f(x) = 3/x[2, 10]
I =
4.IntegralsHard
xy2y = xy = 0.5x²

The region between the line y = x and the parabola y = 0.5x² is rotated about the x-axis. Find the volume V of the solid.

y = xy = 0.5x²
V =
5.DerivativesMedium
xyx = −2

Let f(x) = ln(2x2 + 5). Find f′(−2).

f(x) = ln(2x2 + 5)x = −2
f′(−2) =
6.DerivativesHard
xyx = 2

The tangent line to f(x) = 0.5x2 − 4x + 3 at x = 2 crosses the y-axis at y = b. Find b.

f(x) = 0.5x2 − 4x + 3x = 2
b =
7.Numerical methodsMedium
xy00.751.5

Approximate ∫01.5 sin(x²) dx with Simpson's rule using n = 2 strips. Give S.

f(x) = sin(x²)[a, b] = [0, 1.5]n = 2
S =
8.Numerical methodsHard
00.050.1−1−0.9−0.8ty(0, −1)

Take one step of the classical Runge–Kutta method (RK4) with h = 0.1 for y′ = cos t − y, y(0) = −1. Find y₁ ≈ y(0.1).

y′ = cos t − yy(0) = −1h = 0.1
y1 =

3Solutions

1.Differential equations

Answer: k = 0.06032 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−16k = -8/-21

Solve for k

k = ln(-21/-8)/16 = 0.06032 min⁻¹

Answer

k = 0.06032 min⁻¹
2.Differential equations

Answer: y(2) = 4.063

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 = e∫3/x dx = x3

Integrate

(x3y)′ = 3x5 → x3y = 3x6/6 + C

Initial condition

1 = 3/6 + C → C = 0.5

Evaluate

y(2) = (3·26/6 + 0.5)/23 = 4.063

Answer

y(2) = 4.063
3.Integrals

Answer: I = 4.828

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) = 3·ln x

Evaluate at the limits

I = 3·(ln 10 − ln 2) = 3·ln 5 = 4.828

Answer

I = 4.828
4.Integrals

Answer: V = 3.351

Volumes of revolution: rotating the region under y = f(x) from x = a to x = b about the x-axis makes a solid whose cross-section at x is a disc of radius f(x). Adding the discs gives V = π∫ₐᵇ f(x)² dx. When the region lies between an outer curve R(x) and an inner curve r(x), each slice is a washer: V = π∫ₐᵇ (R(x)² − r(x)²) dx. Square the radii before you subtract them.

Intersection points

1x = 0.5x² → x = 0, x = 2

Washer method

V = π∫₀2 ((1x)² − (0.5x²)²) dx

Integrate

V = π(1·2³/3 − 0.25·2⁵/5) = π·1.067 = 3.351

Answer

V = 3.351
5.Derivatives

Answer: f′(−2) = −0.6154

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) = 4x/(2x2 + 5)

Substitute

f′(−2) = −8/13 = −0.6154

Answer

f′(−2) = −0.6154
6.Derivatives

Answer: b = 1

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) = x − 4 → f′(2) = −2

Tangent line at x = 0

b = f(x₀) − f′(x₀)·x₀ = −3 − (−2)·2 = 1

Answer

b = 1
7.Numerical methods

Answer: S = 0.7278

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)weight000110.750.533303421.50.7780731

Nodes and values

h = 0.75
Σ wᵢfᵢ = 0 + 4·0.533303 + 0.778073 = 2.911284

Simpson's rule

S = (0.75/3)·2.911284 = 0.7278

Answer

S = 0.7278

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

8.Numerical methods

Answer: y1 = −0.8098

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.

Four slopes

k₁ = f(0, −1) = 2
k₂ = f(0.05, −0.9) = 1.89875
k₃ = f(0.05, −0.905062) = 1.903813
k₄ = f(0.1, −0.809619) = 1.804623

Combine

y₁ = −1 + (0.1/6)(2 + 2·1.89875 + 2·1.903813 + 1.804623) = −0.8098

Answer

y1 = −0.8098

ExamProblems · examproblems.com/courses/differential-equations