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)27Ta​31 °C

A cup of coffee at 85 °C is left in a room at 18 °C. After 27 min its temperature is 31 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). Find the constant k in min⁻¹.

T0 = 85 °CTa = 18 °CT(27) = 31 °C
k = min⁻¹
2.Differential equationsHard
xy13(1, 2)y(3) = ?

Solve the initial value problem y′ + y/x = 6x for x > 0, with y(1) = 2. Find y(3).

y′ + y/x = 6xy(1) = 2
y(3) =
3.IntegralsMedium
xy01

Evaluate I = ∫01 e0.5x dx.

f(x) = e0.5x[0, 1]
I =
4.IntegralsHard
xy1y = x²eˣ

Evaluate I = ∫₀1 x²·eˣ dx.

∫₀1 x²eˣ dx
I =
5.DerivativesMedium
xyx = −2

Let f(x) = ln(3x2 + 2). Find f′(−2).

f(x) = ln(3x2 + 2)x = −2
f′(−2) =
6.DerivativesHard
xyx = −1

The tangent line to f(x) = x2 − 2x − 3 at x = −1 crosses the y-axis at y = b. Find b.

f(x) = x2 − 2x − 3x = −1
b =
7.Numerical methodsMedium
xy012

Approximate ∫02 sin x dx with the trapezoid rule, n = 2, and compare it with the exact value. Find the absolute error |E| = |T − I|.

f(x) = sin x[a, b] = [0, 2]n = 2
|E| =
8.Numerical methodsHard
00.10.20.30.40.9951ty(0, 1)

Use Euler's method with h = 0.1 for y′ = cos t − y, y(0) = 1 to estimate y4 ≈ y(0.4).

y′ = cos t − yy(0) = 1h = 0.1
y4 =

3Solutions

1.Differential equations

Answer: k = 0.06073 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−27k = 13/67

Solve for k

k = ln(67/13)/27 = 0.06073 min⁻¹

Answer

k = 0.06073 min⁻¹
2.Differential equations

Answer: y(3) = 18

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∫1/x dx = x1

Integrate

(x1y)′ = 6x2 → x1y = 6x3/3 + C

Initial condition

2 = 6/3 + C → C = 0

Evaluate

y(3) = (6·33/3 + 0)/31 = 18

Answer

y(3) = 18
3.Integrals

Answer: I = 1.297

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) = e0.5x/0.5

Evaluate at the limits

I = (e0.5 − 1)/0.5 = (1.649 − 1)/0.5 = 1.297

Answer

I = 1.297
4.Integrals

Answer: I = 0.7183

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

2.718·(1) − 1·2 = 0.7183

Answer

I = 0.7183
5.Derivatives

Answer: f′(−2) = −0.8571

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) = 6x/(3x2 + 2)

Substitute

f′(−2) = −12/14 = −0.8571

Answer

f′(−2) = −0.8571
6.Derivatives

Answer: b = −4

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(−1) = 0
f′(x) = 2x − 2 → f′(−1) = −4

Tangent line at x = 0

b = f(x₀) − f′(x₀)·x₀ = 0 − (−4)·(−1) = −4

Answer

b = −4
7.Numerical methods

Answer: |E| = 0.12

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.

Exact value

I = 1.416147

Trapezoid rule

T = (1/2)·(0 + 2·0.841471 + 0.909297) = 1.29612

Error

|E| = |1.29612 − 1.416147| = 0.12

Answer

|E| = 0.12

Relative error: 8.476%.

8.Numerical methods

Answer: y4 = 0.9933

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.

ntₙyₙf(tₙ, yₙ)yₙ₊₁0010110.11−0.004995830.999520.20.9995−0.01943380.99755730.30.997557−0.04222050.993335

Euler steps

y₁ = 1 + 0.1·(0) = 1
y₂ = 1 + 0.1·(−0.00499583) = 0.9995
y₃ = 0.9995 + 0.1·(−0.0194338) = 0.997557
y₄ = 0.997557 + 0.1·(−0.0422205) = 0.993335
00.10.20.30.40.9951ty

Graph

y4 = 0.9933

Answer

y4 = 0.9933

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