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
Differential Equations: cram pack
Formula sheets, the key method steps for every topic and 8 practice problems, with full solutions at the back.
1Formulas and methods
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
- 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 ex, 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
- 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
- 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″ + 2y′ + y = 0 with y(0) = 3 and y′(0) = 4. Find y(0.5).
y″ + 2y′ + y = 0y(0) = 3y′(0) = 4
y(0.5) =
2.Differential equationsHard
A system obeys y″ + 4y′ + 29y = 58 for t ≥ 0, starting from rest: y(0) = 0, y′(0) = 0. Find the peak value ymax of its step response.
y″ + 4y′ + 29y = 58y(0) = 0y′(0) = 0
ymax =
3.IntegralsMedium
Evaluate I = ∫15 5/x dx.
f(x) = 5/x[1, 5]
I =
4.IntegralsHard
Find the area A of the region between the parabola y = 4 − x² and the x-axis.
y = 4 − x²
A =
5.DerivativesMedium
Let f(x) = x·e0.5x. Find f′(0.5).
f(x) = x·e0.5xx = 0.5
f′(0.5) =
6.DerivativesHard
Let f(x) = x3 − 4.5x2 + 6x − 1. Find the x-coordinate x of the local maximum.
f(x) = x3 − 4.5x2 + 6x − 1
x =
7.Numerical methodsMedium
A vehicle's speed is measured every 10 s (table). Estimate the distance s travelled from t = 0 to t = 50 s with the trapezoid rule.
h = 10 sn = 5
s = m
8.Numerical methodsHard
Use Heun's method (improved Euler) with h = 0.2 for y′ = cos t − y, y(0) = 2 to estimate y2 ≈ y(0.4).
y′ = cos t − yy(0) = 2h = 0.2
y2 =
3Solutions
1.Differential equations
Answer: y(0.5) = 3.942
Second-order linear equations: for y″ + b·y′ + c·y = 0 try y = ert: this gives the characteristic equation r² + b·r + c = 0. Two real roots r₁ ≠ r₂ give y = A·er₁t + B·er₂t (overdamped); a double root r gives y = (A + Bt)·ert (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″ + 2ζωny′ + ωn²y = 0, ωn 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 + 1)² = 0 → r = −1
Constants
A = y(0) = 3
y′(0) = B − 1A → B = 4 + 3 = 7
Evaluate
y(0.5) = (3 + 7·0.5)·e−0.5 = 3.942
Answer
y(0.5) = 3.942
2.Differential equations
Answer: ymax = 2.569
Second-order linear equations: for y″ + b·y′ + c·y = 0 try y = ert: this gives the characteristic equation r² + b·r + c = 0. Two real roots r₁ ≠ r₂ give y = A·er₁t + B·er₂t (overdamped); a double root r gives y = (A + Bt)·ert (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″ + 2ζωny′ + ωn²y = 0, ωn 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.
Steady value and roots
yss = 2, r = −2 ± 5j
Constants from the initial values
y(0) = 2 + A = 0 → A = −2
y′(0) = −2A + 5B = 0 → B = −0.8
Peak
t = π/5 = 0.6283
ymax = 2·(1 + e−2·π/5) = 2.569
Answer
ymax = 2.569
3.Integrals
Answer: I = 8.047
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) = 5·ln x
Evaluate at the limits
I = 5·(ln 5 − ln 1) = 5·ln 5 = 8.047
Answer
I = 8.047
4.Integrals
Answer: A = 10.67
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
4 − x² = 0 → x = ±2
Integrate
A = [4x − x³/3]−22 = 5.333 − (−5.333) = 10.67
Answer
A = 10.67
5.Derivatives
Answer: f′(0.5) = 1.605
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 rule
f′(x) = u′v + uv′ = e0.5x·(1 + 0.5·x)
Substitute
f′(0.5) = 1.284·(1 + 0.25) = 1.605
Answer
f′(0.5) = 1.605
6.Derivatives
Answer: x = 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.
Derivative
f′(x) = 3x2 − 9x + 6 = 3·(x2 − 3x + 2)
Solve f′(x) = 0
x = 1 or x = 2
Which one is which
f″(x) = 6x − 9: negative at a maximum, positive at a minimum.
f″(1) = −3, f″(2) = 3
x = 1
Answer
x = 1
7.Numerical methods
Answer: s = 1085 m
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.
Weighted sum
9 + 2·15 + 2·21 + 2·24 + 2·30 + 28 = 217
Trapezoid rule
s = (10/2)·217 = 1085 m
Answer
s = 1085 m
8.Numerical methods
Answer: y2 = 1.661
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.
Heun steps
y₁ = 2 + (0.2/2)(−1 − 0.819933) = 1.818007
y₂ = 1.818007 + (0.2/2)(−0.83794 − 0.729358) = 1.661277
Graph
y2 = 1.661
Answer
y2 = 1.661
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