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
Formula sheets, the key method steps for every topic and 16 practice problems, with full solutions at the back.
A can of soda at 4 °C is taken out of the fridge into a room at 30 °C. After 15 min its temperature is 18 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). How long after the start, t, does it take to reach 14 °C?
Solve y″ + 3y′ + 18.25y = 0 with y(0) = 5 and y′(0) = 0 (released from rest). Find y(1); angles in radians.
Find the determinant det A of the 3×3 matrix A shown.
Find the larger eigenvalue λ of the matrix A shown.
Find the scalar projection compb a of a = (−5, 5, −7) onto b = (−6, −6, −2), that is, the component of a in the direction of b.
A force F = (−20, −50, 40) N acts at point A(3, −2, 0). Coordinates are in metres. Find the z-component Mz of the moment of the force about the origin O(0, 0, 0).
Evaluate I = ∫₁2.5 x·ln x dx.
Evaluate I = ∫₀2.5 x²·eˣ dx.
For f(x, y) = 3 ln(x² + 3y²), find the directional derivative Duf at P(2, 1) in the direction towards Q(3, 4).
f(x, y) = x⁴ + y⁴ − 4xy has a critical point at (−1, −1). Compute the discriminant D = fxxfyy − fxy² there.
Apply the ratio test to Σk=1∞ k!/kᵏ. Find L = lim |ak+1/ak|.
Find the coefficient c₂ of (x − 2)² in the Taylor series of f(x) = 1/x about a = 2.
Find f(t) for F(s) = 17/(s² + 4s + 29) by completing the square, and evaluate f(0.2).
A system is described by the differential equation y″ + 7y′ + 6y = 4u′ + 16u, with input u(t) and output y(t). Find its transfer function G(s) = Y(s)/U(s) (zero initial conditions) and evaluate the impulse response g(t) at t = 1.2 s. Find g(1.2).
A system has the impulse response h(t) = e−1tu(t). The input is a step x(t) = 2·u(t). Find the output y(3) at t = 3 s.
A square wave switches between +5 and −5 with period T = 2 ms (half a period at each level). Find the amplitude c7 of its Fourier component at 3500 Hz.
Answer: t = 9.419 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.
Answer: y(1) = −1.046
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.
Answer: det A = −166
Matrices: the determinant of a 2×2 matrix is ad − bc. For 3×3, expand along a row: each entry times the determinant of the 2×2 matrix left after removing its row and column, with alternating signs + − +. Eigenvalues λ solve det(A − λI) = 0; for 2×2 that is λ² − (trace)·λ + det = 0.
Answer: λ = 5
Matrices: the determinant of a 2×2 matrix is ad − bc. For 3×3, expand along a row: each entry times the determinant of the 2×2 matrix left after removing its row and column, with alternating signs + − +. Eigenvalues λ solve det(A − λI) = 0; for 2×2 that is λ² − (trace)·λ + det = 0.
Answer: compb a = 1.606
Dot product: a·b = axbx + ayby + azbz = |a|·|b|·cos θ, a scalar. It gives the angle between two vectors, cos θ = a·b/(|a|·|b|), and it is zero when they are perpendicular. The scalar projection of a onto b is a·b/|b|, and a constant force F moving through a displacement d does work W = F·d.
Answer: Mz = −190 N·m
Cross product: a × b = (aybz − azby, azbx − axbz, axby − aybx) is perpendicular to both vectors, and |a × b| = |a|·|b|·sin θ is the area of the parallelogram they span (the triangle has half of it). Order matters: b × a = −(a × b). The moment of a force F applied at point A about point O is MO = r × F, with r = A − O.
Answer: I = 1.551
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.
Answer: I = 37.59
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.
Answer: Duf = 2.982
Gradient: ∇f = (fx, fy) points in the direction of steepest ascent, and |∇f| is the largest rate of change. The directional derivative along a direction v is Duf = ∇f·u with the unit vector u = v/|v|. The tangent plane at (a, b) is z = f(a, b) + fx(a, b)(x − a) + fy(a, b)(y − b); it gives the linear approximation of f near that point. Chain rule: dz/dt = fx·dx/dt + fy·dy/dt.
Answer: D = 128
Critical points and double integrals: a critical point has fx = fy = 0. Second-derivative test with D = fxxfyy − fxy²: D > 0 and fxx > 0 is a local minimum, D > 0 and fxx < 0 a local maximum, D < 0 a saddle point, and D = 0 decides nothing. For a double integral over a general region, let the inner limits be the curves that bound the region; for discs and sectors use polar coordinates, x = r cos θ, y = r sin θ and dA = r dr dθ (do not forget the factor r).
Answer: L = 0.3679
Convergence: if the terms do not tend to 0 the series diverges (n-th term test). Σ1/kᵖ converges only for p > 1, and Σrᵏ only for |r| < 1. Compare a series with one of these when its terms behave like them for large k. Ratio test: L = lim |ak+1/ak|; root test: L = lim |ak|1/k. L < 1 converges, L > 1 diverges, L = 1 decides nothing. A power series Σck(x − x₀)ᵏ converges for |x − x₀| < R with R = lim |ck/ck+1|; an alternating series with terms decreasing to 0 converges.
L < 1, so the series converges.
Answer: c₂ = 0.125
Taylor polynomials: near x = a a smooth function is approximated by Pₙ(x) = f(a) + f′(a)(x − a) + f″(a)(x − a)²/2! + … + f⁽ⁿ⁾(a)(x − a)ⁿ/n!; for a = 0 this is the Maclaurin polynomial. Standard series: eˣ = Σxᵏ/k!, sin x = x − x³/3! + x⁵/5! − …, cos x = 1 − x²/2! + x⁴/4! − …, ln(1 + x) = x − x²/2 + x³/3 − …, 1/(1 − x) = Σxᵏ. Lagrange error bound: |f(x) − Pₙ(x)| ≤ M·|x − a|ⁿ⁺¹/(n + 1)!, where M is the largest value of |f⁽ⁿ⁺¹⁾| between a and x.
Answer: f(0.2) = 1.918
Laplace transform: F(s) = ∫₀∞ f(t)·e−st dt turns derivatives into multiplications by s: ℒ{f′} = sF(s) − f(0), ℒ{f″} = s²F(s) − s·f(0) − f′(0). Standard pairs: 1 ↔ 1/s, e−at ↔ 1/(s + a), t·e−at ↔ 1/(s + a)², sin ωt ↔ ω/(s² + ω²), cos ωt ↔ s/(s² + ω²), and a shift s → s + σ multiplies the time function by e−σt. To invert a rational F(s), split it into partial fractions: the residue of a simple pole p is A = [(s − p)·F(s)] at s = p. Final value theorem: f(∞) = lims→0 s·F(s), valid only when all poles of s·F(s) lie in the left half-plane. Initial value theorem: f(0⁺) = lims→∞ s·F(s).
Answer: g(1.2) = 0.7241
Laplace transform: F(s) = ∫₀∞ f(t)·e−st dt turns derivatives into multiplications by s: ℒ{f′} = sF(s) − f(0), ℒ{f″} = s²F(s) − s·f(0) − f′(0). Standard pairs: 1 ↔ 1/s, e−at ↔ 1/(s + a), t·e−at ↔ 1/(s + a)², sin ωt ↔ ω/(s² + ω²), cos ωt ↔ s/(s² + ω²), and a shift s → s + σ multiplies the time function by e−σt. To invert a rational F(s), split it into partial fractions: the residue of a simple pole p is A = [(s − p)·F(s)] at s = p. Final value theorem: f(∞) = lims→0 s·F(s), valid only when all poles of s·F(s) lie in the left half-plane. Initial value theorem: f(0⁺) = lims→∞ s·F(s).
Answer: y(3) = 1.9
Continuous convolution: y(t) = ∫ x(τ)·h(t − τ) dτ. Flip h, slide it to position t and integrate the product of the overlapping parts. For causal signals the integral runs from 0 to t. Useful results: the area of y is the area of x times the area of h; if x lasts from t₁ to t₂ and h from t₃ to t₄, y lasts from t₁ + t₃ to t₂ + t₄. For h(t) = e−atu(t) and a step of height A, y(t) = (A/a)(1 − e−at).
Answer: c7 = 0.9095
Impulse response and Fourier series: the impulse response h(t) describes an LTI system completely: for y′ + a·y = b·x it is h(t) = b·e−atu(t), and for y[n] = a·y[n − 1] + b·x[n] it is h[n] = b·aⁿu[n]. A sinusoid cos ωt passes through with gain |H(jω)| and phase ∠H(jω), where H is the Fourier transform of h. A periodic signal is a sum of harmonics at k/T: a square wave of ±A has only odd harmonics with amplitudes 4A/(kπ), a triangle wave of peak A has 8A/(π²k²), and a pulse train of height A and duty cycle D has the mean A·D and the harmonics (2A/(kπ))·|sin(kπD)|.
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