Differential Equations: cram pack

Formula sheets, the key method steps for every topic and 8 practice problems, with full solutions at the back.

New problemsBack to the course

In the print window, choose “Save as PDF” to keep a copy on your device.

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)37Ta​T = ?

A forged steel part at 440 °C is left to cool in a workshop at 21 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). With k = 0.03 min⁻¹, find its temperature T after 37 min.

T0 = 440 °CTa = 21 °Ck = 0.03 min⁻¹t = 37 min
T = °C
2.Differential equationsHard
xy12(1, 1)y(2) = ?

Solve the initial value problem y′ + y/x = x2 for x > 0, with y(1) = 1. Find y(2).

y′ + y/x = x2y(1) = 1
y(2) =
3.IntegralsMedium
xyπ/2y = x·sin x

Evaluate I = ∫₀π/2 x·sin x dx (x in radians).

∫₀π/2 x·sin x dx
I =
4.IntegralsHard
xy−33

Find the area A of the region between the parabola y = 9 − x² and the x-axis.

y = 9 − x²
A =
5.DerivativesMedium
xyx = 1

Let f(x) = ln(3x2 + 2). Find f′(1).

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

The tangent line to f(x) = −x2 + 4x − 6 at x = 2 crosses the y-axis at y = b. Find b.

f(x) = −x2 + 4x − 6x = 2
b =
7.Numerical methodsMedium
xy00.16670.33330.50.66670.83331

Approximate ∫01 √x·e−x dx with Simpson's rule using n = 6 strips. Give S.

f(x) = √x·e−x[a, b] = [0, 1]n = 6
S =
8.Numerical methodsHard
00.20.400.020.04ty(0, 0)

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

y′ = t² + y²y(0) = 0h = 0.5
y1 =

3Solutions

1.Differential equations

Answer: T = 159.1 °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) = 21 + 419·e−0.03t

Substitute t

T(37) = 21 + 419·0.3296 = 159.1 °C

Answer

T = 159.1 °C
2.Differential equations

Answer: y(2) = 2.375

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)′ = x3 → x1y = 1x4/4 + C

Initial condition

1 = 1/4 + C → C = 0.75

Evaluate

y(2) = (1·24/4 + 0.75)/21 = 2.375

Answer

y(2) = 2.375
3.Integrals

Answer: I = 1

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.

Choose u and dv

u = x, du = dx; dv = sin x dx, v = −cos x

Antiderivative

∫x sin x dx = −x cos x + ∫cos x dx = −x cos x + sin x

Limits

(−π/2·cos π/2 + sin π/2) − (0 + 0) = 1

Answer

I = 1
4.Integrals

Answer: A = 36

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

9 − x² = 0 → x = ±3

Integrate

A = [9x − x³/3]−33 = 18 − (−18) = 36

Answer

A = 36
5.Derivatives

Answer: f′(1) = 1.2

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′(1) = 6/5 = 1.2

Answer

f′(1) = 1.2
6.Derivatives

Answer: b = −2

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(2) = −2
f′(x) = −2x + 4 → f′(2) = 0

Tangent line at x = 0

b = f(x₀) − f′(x₀)·x₀ = −2 − 0·2 = −2

Answer

b = −2
7.Numerical methods

Answer: S = 0.3732

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)weight000110.1666670.345575420.3333330.41369230.50.428882440.6666670.419203250.8333330.3967324610.3678791

Nodes and values

h = 0.1667
Σ wᵢfᵢ = 0 + 4·0.345575 + 2·0.41369 + 4·0.428882 + 2·0.419203 + 4·0.396732 + 0.367879 = 6.71842

Simpson's rule

S = (0.1667/3)·6.71842 = 0.3732

Answer

S = 0.3732

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

8.Numerical methods

Answer: y1 = 0.04179

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) = 0
k₂ = f(0.25, 0) = 0.0625
k₃ = f(0.25, 0.015625) = 0.0627441
k₄ = f(0.5, 0.0313721) = 0.250984

Combine

y₁ = 0 + (0.5/6)(0 + 2·0.0625 + 2·0.0627441 + 0.250984) = 0.04179

Answer

y1 = 0.04179

ExamProblems · examproblems.com/courses/differential-equations