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)12Ta​T = ?

A can of soda at 4 °C is taken out of the fridge into a room at 28 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). With k = 0.08 min⁻¹, find its temperature T after 12 min.

T0 = 4 °CTa = 28 °Ck = 0.08 min⁻¹t = 12 min
T = °C
2.Differential equationsHard
ty0.5y(0.5) = ?

Solve y′ + 0.5y = 5e−t with y(0) = 0. Find y(0.5).

y′ + 0.5y = 5e−ty(0) = 0
y(0.5) =
3.IntegralsMedium
xy01

Evaluate I = ∫01 2x·(x² + 1)2 dx.

f(x) = 2x·(x² + 1)2[0, 1]
I =
4.IntegralsHard
xy−11

Find the area A of the region between the parabola y = 1 − x² and the x-axis.

y = 1 − x²
A =
5.DerivativesMedium
xyx = 1

Let f(x) = ln(x2 + 2). Find f′(1).

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

The tangent line to f(x) = x2 + 2x − 6 at x = 1 crosses the y-axis at y = b. Find b.

f(x) = x2 + 2x − 6x = 1
b =
7.Numerical methodsMedium
xy00.3750.751.1251.5

Approximate ∫01.5 sin(x²) dx with the trapezoid rule using n = 4 strips. Give T.

f(x) = sin(x²)[a, b] = [0, 1.5]n = 4
T =
8.Numerical methodsHard
00.050.10.50.510.520.53ty(0, 0.5)

Take one step of the classical Runge–Kutta method (RK4) with h = 0.1 for y′ = t² + y², y(0) = 0.5. Find y₁ ≈ y(0.1).

y′ = t² + y²y(0) = 0.5h = 0.1
y1 =

3Solutions

1.Differential equations

Answer: T = 18.81 °C

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.

Solution of the cooling law

T(t) = 28 + (−24)·e−0.08t

Substitute t

T(12) = 28 + (−24)·0.3829 = 18.81 °C

Answer

T = 18.81 °C
2.Differential equations

Answer: y(0.5) = 1.723

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 = e0.5t
(e0.5ty)′ = 5e−0.5t

General solution

y = 5/(−0.5)·e−t + C·e−0.5t = −10·e−t + C·e−0.5t

Initial condition

0 = −10 + C → C = 10

Evaluate

y(0.5) = −10·0.6065 + 10·0.7788 = 1.723

Answer

y(0.5) = 1.723
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 = 1.333

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.

Zeros

1 − x² = 0 → x = ±1

Integrate

A = [1x − x³/3]−11 = 0.6667 − (−0.6667) = 1.333

Answer

A = 1.333
5.Derivatives

Answer: f′(1) = 0.6667

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) = 2x/(x2 + 2)

Substitute

f′(1) = 2/3 = 0.6667

Answer

f′(1) = 0.6667
6.Derivatives

Answer: b = −7

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) = −3
f′(x) = 2x + 2 → f′(1) = 4

Tangent line at x = 0

b = f(x₀) − f′(x₀)·x₀ = −3 − 4·1 = −7

Answer

b = −7
7.Numerical methods

Answer: T = 0.7561

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)weight000110.3750.140162220.750.533303231.1250.953795241.50.7780731

Nodes and values

h = 0.375
Σ wᵢfᵢ = 0 + 2·0.140162 + 2·0.533303 + 2·0.953795 + 0.778073 = 4.032593

Trapezoid rule

T = (0.375/2)·4.032593 = 0.7561

Answer

T = 0.7561

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

8.Numerical methods

Answer: y1 = 0.5267

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, 0.5) = 0.25
k₂ = f(0.05, 0.5125) = 0.265156
k₃ = f(0.05, 0.513258) = 0.265934
k₄ = f(0.1, 0.526593) = 0.287301

Combine

y₁ = 0.5 + (0.1/6)(0.25 + 2·0.265156 + 2·0.265934 + 0.287301) = 0.5267

Answer

y1 = 0.5267

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