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)25Ta​30 °C

A cup of coffee at 92 °C is left in a room at 24 °C. After 25 min its temperature is 30 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). Find the constant k in min⁻¹.

T0 = 92 °CTa = 24 °CT(25) = 30 °C
k = min⁻¹
2.Differential equationsHard
xy12(1, 1)y(2) = ?

Solve the initial value problem y′ + 2y/x = 5x2 for x > 0, with y(1) = 1. Find y(2).

y′ + 2y/x = 5x2y(1) = 1
y(2) =
3.IntegralsMedium
xy26

Evaluate I = ∫26 4/x dx.

f(x) = 4/x[2, 6]
I =
4.IntegralsHard
xyy = x2​y = 2x

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

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

Let f(x) = x·sin(2x), with x in radians. Find f′(1).

f(x) = x·sin(2x)x = 1 rad
f′(1) =
6.DerivativesHard
xyx = 1

The tangent line to f(x) = 2x2 + 4x at x = 1 crosses the y-axis at y = b. Find b.

f(x) = 2x2 + 4xx = 1
b =
7.Numerical methodsMedium
xy012

Approximate ∫02 eˣ dx with the trapezoid rule, n = 2, and compare it with the exact value. Find the absolute error |E| = |T − I|.

f(x) = eˣ[a, b] = [0, 2]n = 2
|E| =
8.Numerical methodsHard
00.10.20.311.21.4ty(0, 1)

Use Heun's method (improved Euler) with h = 0.1 for y′ = 1 + sin(ty), y(0) = 1 to estimate y3 ≈ y(0.3).

y′ = 1 + sin(ty)y(0) = 1h = 0.1
y3 =

3Solutions

1.Differential equations

Answer: k = 0.09711 min⁻¹

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.

Ratio of temperature differences

e−25k = 6/68

Solve for k

k = ln(68/6)/25 = 0.09711 min⁻¹

Answer

k = 0.09711 min⁻¹
2.Differential equations

Answer: y(2) = 8

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∫2/x dx = x2

Integrate

(x2y)′ = 5x4 → x2y = 5x5/5 + C

Initial condition

1 = 5/5 + C → C = 0

Evaluate

y(2) = (5·25/5 + 0)/22 = 8

Answer

y(2) = 8
3.Integrals

Answer: I = 4.394

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 6 − ln 2) = 4·ln 3 = 4.394

Answer

I = 4.394
4.Integrals

Answer: A = 1.333

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

x2 = 2x → x = 0, x = 2

Integrate upper minus lower

A = [x2 − 0.3333x3]02 = 1.333

Answer

A = 1.333
5.Derivatives

Answer: f′(1) = 0.077

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(2x) + 2x·cos(2x)

Substitute

f′(1) = 0.9093 + 2·(−0.4161) = 0.077

Answer

f′(1) = 0.077
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(1) = 6
f′(x) = 4x + 4 → f′(1) = 8

Tangent line at x = 0

b = f(x₀) − f′(x₀)·x₀ = 6 − 8·1 = −2

Answer

b = −2
7.Numerical methods

Answer: |E| = 0.5238

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 = 6.389056

Trapezoid rule

T = (1/2)·(1 + 2·2.718282 + 7.389056) = 6.91281

Error

|E| = |6.91281 − 6.389056| = 0.5238

Answer

|E| = 0.5238

Relative error: 8.198%.

8.Numerical methods

Answer: y3 = 1.355

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₊₁00111.1097781.10548910.11.1054891.1103241.2409111.22305120.21.2230511.2421781.3932651.354823

Heun steps

y₁ = 1 + (0.1/2)(1 + 1.109778) = 1.105489
y₂ = 1.105489 + (0.1/2)(1.110324 + 1.240911) = 1.223051
y₃ = 1.223051 + (0.1/2)(1.242178 + 1.393265) = 1.354823
00.10.20.311.21.4ty

Graph

y3 = 1.355

Answer

y3 = 1.355

ExamProblems · examproblems.com/courses/differential-equations