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.
Solve y″ + 2y′ + y = 0 with y(0) = 1 and y′(0) = 2. Find y(2).
A system obeys y″ + 2y′ + 5y = 5 for t ≥ 0, starting from rest: y(0) = 0, y′(0) = 0. Find y(1.5); angles in radians.
Let C = AB for the matrices shown. Find the entry c22 (row 2, column 2).
Find the larger eigenvalue λ of the matrix A shown.
Find the angle θ between the vectors a = (1, −3, 2) and b = (−4, 3, 2), in degrees.
Find the volume V of the parallelepiped whose edges from one corner are a = (−5, 1, 3), b = (−3, −3, 5) and c = (−3, 3, 4).
Evaluate I = ∫₁4 x·ln x dx.
Evaluate I = ∫₀1.5 x²·eˣ dx.
For f(x, y) = −3x³y³ + 2x³ + y³ + 3xy, find the directional derivative Duf at P(−1, −2) in the direction towards Q(0, −5).
Evaluate I = ∬R x dA, where R is the region between the parabola y = x² and the line y = 4x.
Apply the ratio test to Σk=1∞ k!/kᵏ. Find L = lim |ak+1/ak|.
f(x) = cos x is approximated at x = 0.5 by its Maclaurin polynomial of degree n. With the Lagrange bound M·|x|ⁿ⁺¹/(n + 1)! and M = 1, find the smallest degree n that guarantees an error below 1 × 10⁻⁵.
Find f(t) for F(s) = (5s + 25)/(s² + 8s + 16) and evaluate f(0.2).
A system obeys y″ + 7y′ + 6y = 6·u(t), with y(0) = 2 and y′(0) = 0. At t = 0 a step input u(t) = 1 is applied. Use the Laplace transform to find y(0.25).
The input x(t) = 5·e−6tu(t) is applied to a system with h(t) = e−4tu(t). Find the output y(0.25) at t = 0.25 s.
A system obeys y′(t) + 2·y(t) = 3·x(t). Find its impulse response at t = 0.05 s, h(0.05).
Answer: y(2) = 0.9473
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: y(1.5) = 1.205
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: c22 = 24
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 = 3
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: θ = 116.5 °
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: V = 78
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 = 7.34
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 = 3.602
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 = −19.92
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: I = 21.33
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: n = 6
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) = 2.696
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(0.25) = 1.89
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).
Check: y(0) = A + B + C = 2.
Answer: y(0.25) = 0.3619
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: h(0.05) = 2.715
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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