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 = y₀e^kt
Half-life: k = ln 2 / t_½
Newton's law of cooling: T(t) = T_a + (T₀ − T_a)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: ∫_a^b f dx = F(b) − F(a)
Common integrals: ∫eˣ dx = eˣ, ∫1/x dx = ln|x|, ∫sin x dx = −cos x
Area between curves: ∫_a^b (f − g) dx

Method

Rewrite the integrand as a sum of simple terms where possible.
Apply the power rule: ∫xⁿ dx = xⁿ⁺¹/(n + 1), and standard integrals for e^x, 1/x, sin and cos.
Use substitution when you see a function and its derivative together.
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

Identify the structure: sum, product, quotient or composition.
Apply the power rule to each power of x.
Use the product, quotient or chain rule where needed.
Simplify, and evaluate at the point if asked.

Numerical methods

Bisection: c = (a + b)/2, width after n steps (b − a)/2ⁿ
Newton–Raphson: x_n+1 = xₙ − f(xₙ)/f′(xₙ)
Linear interpolation: y = y₁ + (y₂ − y₁)(x − x₁)/(x₂ − x₁)
Trapezoid rule: T = (h/2)[f₀ + 2f₁ + … + 2f_n−1 + fₙ], h = (b − a)/n
Simpson’s rule (n even): S = (h/3)[f₀ + 4f₁ + 2f₂ + … + 4f_n−1 + fₙ]
Trapezoid error bound: |E| ≤ (b − a)h²M/12, M = max|f″|
Euler: y_n+1 = yₙ + h·f(tₙ, yₙ)
Heun: y_n+1 = yₙ + (h/2)(k₁ + k₂), k₂ = f(tₙ + h, yₙ + hk₁)
RK4: y_n+1 = yₙ + (h/6)(k₁ + 2k₂ + 2k₃ + k₄)

Method

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.
For a table value: interpolate linearly between the two neighbouring points.
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.
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

Solve y″ + 4y′ + 4y = 0 with y(0) = 3 and y′(0) = 1. Find y(1).

y″ + 4y′ + 4y = 0y(0) = 3y′(0) = 1

y(1) =

2.Differential equationsHard

Solve y″ + 2y′ + 5y = 0 with y(0) = 2 and y′(0) = 0 (released from rest). Find y(0.75); angles in radians.

y″ + 2y′ + 5y = 0y(0) = 2y′(0) = 0

y(0.75) =

3.IntegralsMedium

Evaluate I = ∫₀² 2x·(x² + 1)³ dx.

f(x) = 2x·(x² + 1)³[0, 2]

I =

4.IntegralsHard

Evaluate I = ∫₀³ x²·eˣ dx.

∫₀³ x²eˣ dx

I =

5.DerivativesMedium

Let f(x) = x·sin(2x), with x in radians. Find f′(0.5).

f(x) = x·sin(2x)x = 0.5 rad

f′(0.5) =

6.DerivativesHard

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

f(x) = −x² − 2x − 3x = 3

b =

7.Numerical methodsMedium

Approximate ∫₀² 1/(1 + x³) dx with Simpson's rule using n = 6 strips. Give S.

f(x) = 1/(1 + x³)[a, b] = [0, 2]n = 6

S =

8.Numerical methodsHard

Solve y′ = y − t², y(0) = 3 with Euler's method and step h = 0.2 up to t = 0.6. The exact solution is y = t² + 2t + 2 + (y₀ − 2)eᵗ. Find the global error |E| = |y(0.6) − y₃|.

y′ = y − t²y(0) = 3h = 0.2

|E| =

3Solutions

1.Differential equations

Answer: y(1) = 1.353

Second-order linear equations: for y″ + b·y′ + c·y = 0 try y = e^rt: this gives the characteristic equation r² + b·r + c = 0. Two real roots r₁ ≠ r₂ give y = A·e^r₁t + B·e^r₂t (overdamped); a double root r gives y = (A + Bt)·e^rt (critically damped); complex roots −α ± jω give y = e^−αt(A cos ωt + B sin ωt) (underdamped, oscillating). The initial values y(0) and y′(0) fix A and B. Written as y″ + 2ζω_ny′ + ω_n²y = 0, ω_n is the natural frequency and ζ the damping ratio: ζ < 1 oscillates. With a constant input, y″ + by′ + cy = c·K, the solution is the steady value K plus the free response.

Double root

(r + 2)² = 0 → r = −2

Constants

A = y(0) = 3

y′(0) = B − 2A → B = 1 + 6 = 7

Evaluate

y(1) = (3 + 7·1)·e⁻² = 1.353

Answer

y(1) = 1.353

2.Differential equations

Answer: y(0.75) = 0.538

Complex roots

r = −1 ± 2j

Constants

A = 2, B = 1·2/2 = 1

Evaluate

y(0.75) = e^−0.75(2·cos 1.5 + 1·sin 1.5) = 0.538

Answer

y(0.75) = 0.538

3.Integrals

Answer: I = 156

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 = ∫₁⁵ u³ du

Integrate and evaluate

I = [u⁴/4]₁⁵ = (625 − 1)/4 = 156

Answer

I = 156

4.Integrals

Answer: I = 98.43

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

20.09·(5) − 1·2 = 98.43

Answer

I = 98.43

5.Derivatives

Answer: f′(0.5) = 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(2x) + 2x·cos(2x)

Substitute

f′(0.5) = 0.8415 + 1·0.5403 = 1.382

Answer

f′(0.5) = 1.382

6.Derivatives

Answer: b = 6

Point and slope

f(3) = −18

f′(x) = −2x − 2 → f′(3) = −8

Tangent line at x = 0

b = f(x₀) − f′(x₀)·x₀ = −18 − (−8)·3 = 6

Answer

b = 6

7.Numerical methods

Answer: S = 1.091

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 + … + 2f_n−1 + fₙ]. Simpson's rule (n even): S = (h/3)[f₀ + 4f₁ + 2f₂ + 4f₃ + … + 4f_n−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.

Nodes and values

h = 0.3333

Σ wᵢfᵢ = 1 + 4·0.964286 + 2·0.771429 + 4·0.5 + 2·0.296703 + 4·0.177632 + 0.111111 = 9.815044

Simpson's rule

S = (0.3333/3)·9.815044 = 1.091

Answer

S = 1.091

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

8.Numerical methods

Answer: |E| = 0.2397

Numerical solution of y′ = f(t, y): Euler's method steps along the slope at the start of each step: y_n+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), y_n+1 = yₙ + (h/2)(k₁ + k₂). The classical Runge–Kutta method (RK4) combines four slopes: y_n+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.

Euler steps

y₃ = 5.1424

Exact value

y(0.6) = 5.382119

Global error

|E| = |5.382119 − 5.1424| = 0.2397

Graph

Answer

|E| = 0.2397

Halving h roughly halves the error of Euler's method.

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