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)19Ta​T = ?

A can of soda at 4 °C is taken out of the fridge into a room at 26 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). With k = 0.03 min⁻¹, find its temperature T after 19 min.

T0 = 4 °CTa = 26 °Ck = 0.03 min⁻¹t = 19 min
T = °C
2.Differential equationsHard
ty1y(1) = ?

Solve y′ + 0.5y = 3e−3t with y(0) = 5. Find y(1).

y′ + 0.5y = 3e−3ty(0) = 5
y(1) =
3.IntegralsMedium
xy26

Evaluate I = ∫26 2/x dx.

f(x) = 2/x[2, 6]
I =
4.IntegralsHard
xy4y = 4xy = x²

The region between the line y = 4x and the parabola y = x² is rotated about the x-axis. Find the volume V of the solid.

y = 4xy = x²
V =
5.DerivativesMedium
xyx = 1.5

Let f(x) = x·sin(x), with x in radians. Find f′(1.5).

f(x) = x·sin(x)x = 1.5 rad
f′(1.5) =
6.DerivativesHard
xyx = −1

The tangent line to f(x) = x2 − 4x + 5 at x = −1 crosses the y-axis at y = b. Find b.

f(x) = x2 − 4x + 5x = −1
b =
7.Numerical methodsMedium
xy00.33330.666711.3331.6672

Approximate ∫02 1/√(1 + x⁴) dx with Simpson's rule using n = 6 strips. Give S.

f(x) = 1/√(1 + x⁴)[a, b] = [0, 2]n = 6
S =
8.Numerical methodsHard
00.510.60.81ty(0, 1)

Solve y′ = t − y, y(0) = 1 with Euler's method and step h = 0.2 up to t = 1. The exact solution is y = t − 1 + (y₀ + 1)e−t. Find the global error |E| = |y(1) − y5|.

y′ = t − yy(0) = 1h = 0.2
|E| =

3Solutions

1.Differential equations

Answer: T = 13.56 °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) = 26 + (−22)·e−0.03t

Substitute t

T(19) = 26 + (−22)·0.5655 = 13.56 °C

Answer

T = 13.56 °C
2.Differential equations

Answer: y(1) = 3.701

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)′ = 3e−2.5t

General solution

y = 3/(−2.5)·e−3t + C·e−0.5t = −1.2·e−3t + C·e−0.5t

Initial condition

5 = −1.2 + C → C = 6.2

Evaluate

y(1) = −1.2·0.04979 + 6.2·0.6065 = 3.701

Answer

y(1) = 3.701
3.Integrals

Answer: I = 2.197

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) = 2·ln x

Evaluate at the limits

I = 2·(ln 6 − ln 2) = 2·ln 3 = 2.197

Answer

I = 2.197
4.Integrals

Answer: V = 428.9

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

4x = 1x² → x = 0, x = 4

Washer method

V = π∫₀4 ((4x)² − (1x²)²) dx

Integrate

V = π(16·4³/3 − 1·4⁵/5) = π·136.5 = 428.9

Answer

V = 428.9
5.Derivatives

Answer: f′(1.5) = 1.104

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(x) + x·cos(x)

Substitute

f′(1.5) = 0.9975 + 1.5·0.07074 = 1.104

Answer

f′(1.5) = 1.104
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) = 10
f′(x) = 2x − 4 → f′(−1) = −6

Tangent line at x = 0

b = f(x₀) − f′(x₀)·x₀ = 10 − (−6)·(−1) = 4

Answer

b = 4
7.Numerical methods

Answer: S = 1.357

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)weight001110.3333330.993884420.6666670.9138122310.707107441.3333330.490261251.6666670.3387194620.2425361

Nodes and values

h = 0.3333
Σ wᵢfᵢ = 1 + 4·0.993884 + 2·0.913812 + 4·0.707107 + 2·0.490261 + 4·0.338719 + 0.242536 = 12.209521

Simpson's rule

S = (0.3333/3)·12.209521 = 1.357

Answer

S = 1.357

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

8.Numerical methods

Answer: |E| = 0.0804

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₊₁001−10.810.20.8−0.60.6820.40.68−0.280.62430.60.624−0.0240.619240.80.61920.18080.65536

Euler steps

y5 = 0.65536

Exact value

y(1) = 0.735759

Global error

|E| = |0.735759 − 0.65536| = 0.0804
00.510.60.81ty

Graph

Answer

|E| = 0.0804

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

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