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)15Ta​19 °C23 °C

A can of soda at 6 °C is taken out of the fridge into a room at 28 °C. After 15 min its temperature is 19 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). How long after the start, t, does it take to reach 23 °C?

T0 = 6 °CTa = 28 °CT(15) = 19 °CT = 23 °C
t = min
2.Differential equationsHard
tyy(0) = 3y(1) = ?

Solve y″ + 4y′ + 13y = 0 with y(0) = 3 and y′(0) = 0 (released from rest). Find y(1); angles in radians.

y″ + 4y′ + 13y = 0y(0) = 3y′(0) = 0
y(1) =
3.IntegralsMedium
xy15

Evaluate I = ∫15 4/x dx.

f(x) = 4/x[1, 5]
I =
4.IntegralsHard
xyy = 0.5x2​y = 3x

Find the area A of the region enclosed by y = 0.5x2 and y = 3x.

y = 0.5x2y = 3x
A =
5.DerivativesMedium
xyx = −1

Let f(x) = (−2x − 3)5. Find f′(−1).

f(x) = (−2x − 3)5x = −1
f′(−1) =
6.DerivativesHard
xy

Let f(x) = x3 − 7.5x2 + 18x − 3. Find the x-coordinate x of the local minimum.

f(x) = x3 − 7.5x2 + 18x − 3
x =
7.Numerical methodsMedium
xy123

Approximate ∫13 1/x dx with Simpson's rule, n = 2, and compare it with the exact value. Find the absolute error |E| = |S − I|.

f(x) = 1/x[a, b] = [1, 3]n = 2
|E| =
8.Numerical methodsHard
00.511.50.51ty(0, 0.5)

Use Heun's method (improved Euler) with h = 0.5 for y′ = e−ty, y(0) = 0.5 to estimate y3 ≈ y(1.5).

y′ = e−tyy(0) = 0.5h = 0.5
y3 =

3Solutions

1.Differential equations

Answer: t = 24.86 min

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.

Cooling constant

k = ln(-22/-9)/15 = 0.05959 min⁻¹

Time to reach the target

t = ln(-22/(−5))/0.05959 = 24.86 min

Answer

t = 24.86 min
2.Differential equations

Answer: y(1) = −0.3637

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.

Complex roots

r = −2 ± 3j

Constants

A = 3, B = 2·3/3 = 2

Evaluate

y(1) = e−2(3·cos 3 + 2·sin 3) = −0.3637

Answer

y(1) = −0.3637
3.Integrals

Answer: I = 6.438

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) = 4·ln x

Evaluate at the limits

I = 4·(ln 5 − ln 1) = 4·ln 5 = 6.438

Answer

I = 6.438
4.Integrals

Answer: A = 18

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.

Intersection points

0.5x2 = 3x → x = 0, x = 6

Integrate upper minus lower

A = [1.5x2 − 0.1667x3]06 = 18

Answer

A = 18
5.Derivatives

Answer: f′(−1) = −10

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

f′(x) = 5·(−2x − 3)4·(−2)

Substitute

f′(−1) = 5·(−1)4·(−2) = −10

Answer

f′(−1) = −10
6.Derivatives

Answer: x = 3

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 − 15x + 18 = 3·(x2 − 5x + 6)

Solve f′(x) = 0

x = 2 or x = 3

Which one is which

f″(x) = 6x − 15: negative at a maximum, positive at a minimum.

f″(2) = −3, f″(3) = 3
x = 3

Answer

x = 3
7.Numerical methods

Answer: |E| = 0.0125

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 = 1.098612

Simpson's rule

S = (1/3)·(1 + 4·0.5 + 0.333333) = 1.111111

Error

|E| = |1.111111 − 1.098612| = 0.0125

Answer

|E| = 0.0125

Relative error: 1.138%.

8.Numerical methods

Answer: y3 = 1.251

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.

ntₙyₙk₁k₂yₙ₊₁000.510.6065310.90163310.50.9016330.6371080.2951751.134703211.1347030.3215170.1432461.250894

Heun steps

y₁ = 0.5 + (0.5/2)(1 + 0.606531) = 0.901633
y₂ = 0.901633 + (0.5/2)(0.637108 + 0.295175) = 1.134703
y₃ = 1.134703 + (0.5/2)(0.321517 + 0.143246) = 1.250894
00.511.50.51ty

Graph

y3 = 1.251

Answer

y3 = 1.251

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