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​T = ?

A can of soda at 6 °C is taken out of the fridge into a room at 27 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). With k = 0.07 min⁻¹, find its temperature T after 15 min.

T0 = 6 °CTa = 27 °Ck = 0.07 min⁻¹t = 15 min
T = °C
2.Differential equationsHard
t (min)m (kg)25 minm = ?

A tank holds 100 L of water in which 20 kg of salt is dissolved. Brine with 0.05 kg of salt per litre flows in at 5 L/min, and the well-mixed solution flows out at the same rate. How much salt m is in the tank after 25 min?

V = 100 Lm0 = 20 kgc = 0.05 kg/Lr = 5 L/min
m = kg
3.IntegralsMedium
xy4y = √(4x)

The region under y = √(4x) from x = 0 to x = 4 is rotated about the x-axis. Find the volume V of the solid (a paraboloid).

y = √(4x)0 ≤ x ≤ 4
V =
4.IntegralsHard
xyy = 2x2​y = 3x

Find the area A of the region enclosed by y = 2x2 and y = 3x.

y = 2x2y = 3x
A =
5.DerivativesMedium
xyx = 1

Let f(x) = (3x + 3)4. Find f′(1).

f(x) = (3x + 3)4x = 1
f′(1) =
6.DerivativesHard
xyx = 1

The tangent line to f(x) = 0.5x2 + 2x − 6 at x = 1 crosses the y-axis at y = b. Find b.

f(x) = 0.5x2 + 2x − 6x = 1
b =
7.Numerical methodsMedium
xy00.51

Approximate ∫01 sin x dx with the trapezoid rule, n = 2, and compare it with the exact value. Find the absolute error |E| = |T − I|.

f(x) = sin x[a, b] = [0, 1]n = 2
|E| =
8.Numerical methodsHard
00.20.4−1−0.5ty(0, −1)

Take one step of the classical Runge–Kutta method (RK4) with h = 0.5 for y′ = cos t − y, y(0) = −1. Find y₁ ≈ y(0.5).

y′ = cos t − yy(0) = −1h = 0.5
y1 =

3Solutions

1.Differential equations

Answer: T = 19.65 °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) = 27 + (−21)·e−0.07t

Substitute t

T(15) = 27 + (−21)·0.3499 = 19.65 °C

Answer

T = 19.65 °C
2.Differential equations

Answer: m = 9.298 kg

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.

Set up the equation

dm/dt = 5·0.05 − (5/100)·m = 0.25 − 0.05·m

Solve

The integrating factor is ert/V; the solution approaches the equilibrium c·V.

m(t) = 5 + 15·e−t/20

Substitute t

m(25) = 5 + 15·0.2865 = 9.298 kg

Answer

m = 9.298 kg
3.Integrals

Answer: V = 100.5

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.

Disc method

V = π∫₀4 4x dx

Integrate

V = π·4·4²/2 = 100.5

Answer

V = 100.5
4.Integrals

Answer: A = 1.125

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

2x2 = 3x → x = 0, x = 1.5

Integrate upper minus lower

A = [1.5x2 − 0.6667x3]01.5 = 1.125

Answer

A = 1.125
5.Derivatives

Answer: f′(1) = 2592

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) = 4·(3x + 3)3·3

Substitute

f′(1) = 4·63·3 = 2592

Answer

f′(1) = 2592
6.Derivatives

Answer: b = −6.5

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) = −3.5
f′(x) = x + 2 → f′(1) = 3

Tangent line at x = 0

b = f(x₀) − f′(x₀)·x₀ = −3.5 − 3·1 = −6.5

Answer

b = −6.5
7.Numerical methods

Answer: |E| = 0.009617

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 = 0.459698

Trapezoid rule

T = (0.5/2)·(0 + 2·0.479426 + 0.841471) = 0.450081

Error

|E| = |0.450081 − 0.459698| = 0.009617

Answer

|E| = 0.009617

Relative error: 2.092%.

8.Numerical methods

Answer: y1 = −0.2318

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, −1) = 2
k₂ = f(0.25, −0.5) = 1.468912
k₃ = f(0.25, −0.632772) = 1.601684
k₄ = f(0.5, −0.199158) = 1.07674

Combine

y₁ = −1 + (0.5/6)(2 + 2·1.468912 + 2·1.601684 + 1.07674) = −0.2318

Answer

y1 = −0.2318

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